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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
RSX
101
DELISTED
VanEck Russia ETF
RSX
$5.17M 0.28%
226,785
-256,589
-53% -$5.91M
SIX
102
DELISTED
Six Flags Entertainment Corp.
SIX
$5.16M 0.28%
101,533
+13,308
+15% +$722K
JNJ icon
103
Johnson & Johnson
JNJ
$640B
$5.1M 0.27%
39,432
-311,189
-89% -$41M
PH icon
104
Parker-Hannifin
PH
$120B
$5.1M 0.27%
+28,229
New +$4.8M
GD icon
105
General Dynamics
GD
$103B
$5.1M 0.27%
+27,895
New +$5.18M
EG icon
106
Everest Group
EG
$15.6B
$5.08M 0.27%
19,112
-519
-3% -$131K
EA icon
107
Electronic Arts
EA
$52.7B
$5.07M 0.27%
+51,839
New +$4.87M
CXO
108
DELISTED
CONCHO RESOURCES INC.
CXO
$5.02M 0.27%
+73,921
New +$6.01M
STI
109
DELISTED
SunTrust Banks, Inc.
STI
$4.99M 0.27%
+72,592
New +$4.65M
DHR icon
110
Danaher
DHR
$138B
$4.94M 0.26%
+38,557
New +$4.83M
EWW icon
111
iShares MSCI Mexico ETF
EWW
$1.89B
$4.93M 0.26%
115,519
+110,883
+2,392% +$4.63M
EXPE icon
112
Expedia Group
EXPE
$36.5B
$4.79M 0.26%
35,649
-53,677
-60% -$7.09M
PPG icon
113
PPG Industries
PPG
$24.9B
$4.78M 0.26%
40,294
-13,982
-26% -$1.61M
CCI icon
114
Crown Castle
CCI
$34.6B
$4.72M 0.25%
+33,940
New +$4.69M
COF icon
115
Capital One
COF
$128B
$4.66M 0.25%
51,227
+24,017
+88% +$2.16M
UN
116
DELISTED
Unilever NV New York Registry Shares
UN
$4.58M 0.24%
+76,304
New +$4.58M
HZNP
117
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$4.47M 0.24%
+164,252
New +$4.25M
SLV icon
118
iShares Silver Trust
SLV
$27.7B
$4.4M 0.24%
276,477
-264,311
-49% -$4.2M
NI icon
119
NiSource
NI
$21.5B
$4.38M 0.23%
146,457
-98,348
-40% -$2.88M
VRTX icon
120
Vertex Pharmaceuticals
VRTX
$123B
$4.38M 0.23%
25,861
-2,918
-10% -$516K
ITW icon
121
Illinois Tool Works
ITW
$84.1B
$4.35M 0.23%
27,808
-14,072
-34% -$2.14M
AIV
122
Aimco
AIV
$377M
$4.31M 0.23%
620,678
+241,930
+64% +$1.64M
TFX icon
123
Teleflex
TFX
$5.96B
$4.31M 0.23%
12,688
-5,101
-29% -$1.78M
TTWO icon
124
Take-Two Interactive
TTWO
$46.1B
$4.29M 0.23%
+34,250
New +$4.27M
IEFA icon
125
iShares Core MSCI EAFE ETF
IEFA
$186B
$4.29M 0.23%
70,273
+1,303
+2% +$78.6K
3 4
5
6 7

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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.