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QIM

Quantitative Investment Management Portfolio holdings

AUM $963M
1-Year Est. Return 12.95%
This Fund
S&P 500
This Quarter Est. Return
+2.36%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
AUM
$1.87B
AUM Growth
-$706M
Cap. Flow
-$715M
Cap. Flow %
-38.2%
Top 10 Hldgs %
17.58%
Holding
845
New
247
Increased
128
Reduced
196
Closed
274

Top Buys

Rank Stock Value
1
AMGN icon
Amgen
AMGN
+$42.6M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$36.1M
3
VZ icon
Verizon
VZ
+$35.7M
4
LOW icon
Lowe's Companies
LOW
+$25.3M
5
CELG
Celgene Corp
CELG
+$24.9M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$119M
2
META icon
Meta Platforms (Facebook)
META
+$62.5M
3
NFLX icon
Netflix
NFLX
+$43.2M
4
GLD icon
SPDR Gold Trust
GLD
+$41.3M
5
JNJ icon
Johnson & Johnson
JNJ
+$41M

Sector Composition

Rank Sector Weight
1 Healthcare 18.52%
2 Consumer Discretionary 14.68%
3 Technology 10.94%
4 Financials 9.68%
5 Industrials 9.08%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TEVA icon
76
Teva Pharmaceuticals
TEVA
$40.4B
$6.86M 0.37%
996,548
-139,732
-12% -$1.07M
FRT icon
77
Federal Realty Investment Trust
FRT
$10.9B
$6.73M 0.36%
49,437
+42,633
+627% +$5.62M
LSI
78
DELISTED
Life Storage, Inc.
LSI
$6.66M 0.36%
94,758
+41,575
+78% +$2.83M
CAH icon
79
Cardinal Health
CAH
$53.7B
$6.55M 0.35%
138,835
+52,843
+61% +$2.41M
XLI icon
80
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$6.54M 0.35%
+84,294
New +$6.47M
EVRG icon
81
Evergy
EVRG
$19.4B
$6.52M 0.35%
97,955
-55,388
-36% -$3.5M
NVS icon
82
Novartis
NVS
$302B
$6.38M 0.34%
+73,412
New +$6.59M
LEN icon
83
Lennar Class A
LEN
$20.4B
$6.38M 0.34%
117,916
+86,433
+275% +$4.21M
REG icon
84
Regency Centers
REG
$14.9B
$6.37M 0.34%
91,723
+49,149
+115% +$3.27M
IYR icon
85
iShares US Real Estate ETF
IYR
$4.75B
$6.24M 0.33%
66,679
-28,197
-30% -$2.57M
F icon
86
Ford
F
$60.9B
$6.14M 0.33%
669,885
-78,731
-11% -$748K
ABT icon
87
Abbott
ABT
$187B
$6.04M 0.32%
72,187
-14,129
-16% -$1.2M
WEN icon
88
Wendy's
WEN
$1.46B
$5.92M 0.32%
296,427
+164,812
+125% +$3.29M
NVO
89
Novo Nordisk
NVO
$228B
$5.9M 0.32%
228,358
-41,744
-15% -$1.06M
OGE icon
90
OGE Energy
OGE
$9.87B
$5.74M 0.31%
126,470
+82,793
+190% +$3.59M
TT icon
91
Trane Technologies
TT
$98.8B
$5.69M 0.3%
+46,207
New +$5.64M
C icon
92
Citigroup
C
$213B
$5.67M 0.3%
+82,163
New +$5.59M
CVX icon
93
Chevron
CVX
$382B
$5.58M 0.3%
47,088
-42,300
-47% -$5.14M
CI icon
94
Cigna
CI
$78.4B
$5.5M 0.29%
36,257
+30,788
+563% +$5.01M
ALNY icon
95
Alnylam Pharmaceuticals
ALNY
$38.3B
$5.47M 0.29%
+68,008
New +$5.38M
PPL
96
PPL Corp
PPL
$26.9B
$5.45M 0.29%
172,914
+3,939
+2% +$119K
INFY icon
97
Infosys
INFY
$51B
$5.44M 0.29%
478,432
+31,716
+7% +$357K
BDX icon
98
Becton Dickinson
BDX
$46.4B
$5.37M 0.29%
+21,739
New +$5.37M
TJX icon
99
TJX Companies
TJX
$179B
$5.32M 0.28%
95,524
-229,162
-71% -$12.5M
CBOE icon
100
Cboe Global Markets
CBOE
$32.2B
$5.28M 0.28%
45,974
+10,753
+31% +$1.24M
2 3
4
5 6

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FWM
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Quantitative Investment Management's Q3 2019 Portfolio in Review

As of Q3 2019, Quantitative Investment Management held 845 positions worth $1.87B, down 27% from $2.58B the previous quarter. Its ten largest holdings account for 18% of the portfolio.

Quantitative Investment Management withdrew a net $715M in Q3 2019, closing 274 positions and reducing 196 holdings. Its most notable exit was Amazon, an estimated $119M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 19% of assets, up from 15% a quarter earlier, followed by Consumer Discretionary and Technology.

Against the trend, Quantitative Investment Management opened a new position in Amgen worth $43M.

  • Quantitative Investment Management's largest Q3 2019 buy was Amgen: 222,042 shares worth $43M.
  • Quantitative Investment Management added most to Verizon in Q3 2019, an estimated $35.7M increase.
  • Quantitative Investment Management's biggest Q3 2019 reduction was Johnson & Johnson, cutting an estimated $41M.
  • Quantitative Investment Management fully exited Amazon in Q3 2019, selling an estimated $119M.
  • Quantitative Investment Management's ten largest holdings make up 18% of its $1.87B portfolio in Q3 2019.
  • Quantitative Investment Management opened 247 new positions and closed 274 in Q3 2019.
  • Quantitative Investment Management's portfolio value fell 27% quarter-over-quarter to $1.87B.

Based on Quantitative Investment Management's 13F filing for Q3 2019, filed 14 Nov 2019.