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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
AKAM icon
126
Akamai
AKAM
$15.6B
$4.22M 0.23%
46,173
+25,609
+125% +$2.22M
OMC icon
127
Omnicom Group
OMC
$22.7B
$4.19M 0.22%
53,513
-14,842
-22% -$1.18M
UHS icon
128
Universal Health Services
UHS
$10.2B
$4.19M 0.22%
+28,149
New +$4.04M
DXC icon
129
DXC Technology
DXC
$1.91B
$4.15M 0.22%
+140,845
New +$6M
DHI icon
130
D.R. Horton
DHI
$41.2B
$4.12M 0.22%
+78,246
New +$3.73M
STZ icon
131
Constellation Brands
STZ
$22.5B
$4.09M 0.22%
19,724
-64,527
-77% -$13M
ACC
132
DELISTED
American Campus Communities, Inc.
ACC
$4.08M 0.22%
84,945
+64,108
+308% +$3.03M
D icon
133
Dominion Energy
D
$62.1B
$4M 0.21%
49,318
-116,449
-70% -$9.01M
ZBH icon
134
Zimmer Biomet
ZBH
$18.8B
$3.97M 0.21%
29,793
+13,101
+78% +$1.69M
RF icon
135
Regions Financial
RF
$26.4B
$3.96M 0.21%
+250,320
New +$3.78M
DVA icon
136
DaVita
DVA
$15.5B
$3.94M 0.21%
+69,011
New +$4.01M
KMX icon
137
CarMax
KMX
$8.39B
$3.93M 0.21%
+44,645
New +$3.83M
WCN
138
Waste Connections
WCN
$43.6B
$3.93M 0.21%
+42,700
New +$3.95M
WAT icon
139
Waters Corp
WAT
$37.3B
$3.92M 0.21%
17,549
-1,437
-8% -$310K
DNKN
140
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$3.9M 0.21%
49,164
-80,807
-62% -$6.56M
IRBT
141
DELISTED
iRobot
IRBT
$3.89M 0.21%
+63,042
New +$4.51M
PAYX icon
142
Paychex
PAYX
$43.4B
$3.84M 0.21%
+46,413
New +$3.86M
TAL icon
143
TAL Education Group
TAL
$6.04B
$3.84M 0.21%
+112,051
New +$3.9M
UDR icon
144
UDR
UDR
$12.8B
$3.83M 0.2%
79,055
+42,573
+117% +$2.01M
XLNX
145
DELISTED
Xilinx Inc
XLNX
$3.79M 0.2%
+39,577
New +$4.33M
DRE
146
DELISTED
Duke Realty Corp.
DRE
$3.79M 0.2%
111,548
+23,318
+26% +$772K
LKQ icon
147
LKQ Corp
LKQ
$6.72B
$3.78M 0.2%
120,305
+106,961
+802% +$2.93M
HRB icon
148
H&R Block
HRB
$5.98B
$3.78M 0.2%
159,992
-151,060
-49% -$4M
NBIX icon
149
Neurocrine Biosciences
NBIX
$18.2B
$3.66M 0.2%
+40,573
New +$3.79M
EQT icon
150
EQT Corp
EQT
$32.9B
$3.65M 0.2%
+342,964
New +$4.42M
4 5
6
7 8

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UWPG
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FWM
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RCIM
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GHC
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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.