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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
KNX icon
201
Knight Transportation
KNX
$11.5B
$2.44M 0.13%
67,339
+28,118
+72% +$977K
LNW
202
DELISTED
Light & Wonder
LNW
$2.4M 0.13%
+117,972
New +$2.33M
ECL icon
203
Ecolab
ECL
$79.8B
$2.39M 0.13%
+12,067
New +$2.42M
DD icon
204
DuPont de Nemours
DD
$18.6B
$2.39M 0.13%
+26,684
New +$2.35M
KEY icon
205
KeyCorp
KEY
$23.8B
$2.39M 0.13%
+133,828
New +$2.32M
HBAN icon
206
Huntington Bancshares
HBAN
$34B
$2.37M 0.13%
165,841
+7,868
+5% +$108K
STM icon
207
STMicroelectronics
STM
$43.1B
$2.37M 0.13%
122,322
+21,573
+21% +$396K
PNC icon
208
PNC Financial Services
PNC
$99.1B
$2.35M 0.13%
16,800
-13,421
-44% -$1.82M
VNQ icon
209
Vanguard Real Estate ETF
VNQ
$39.9B
$2.34M 0.13%
25,128
-1,734
-6% -$157K
ACN icon
210
Accenture
ACN
$106B
$2.34M 0.12%
+12,154
New +$2.35M
RRC icon
211
Range Resources
RRC
$9.33B
$2.25M 0.12%
589,692
-170,032
-22% -$816K
WMGI
212
DELISTED
Wright Medical Group Inc
WMGI
$2.21M 0.12%
+107,331
New +$2.55M
KMB icon
213
Kimberly-Clark
KMB
$37.6B
$2.21M 0.12%
+15,553
New +$2.14M
FLEX icon
214
Flex
FLEX
$37.7B
$2.2M 0.12%
279,083
+167,910
+151% +$1.29M
MRSH
215
Marsh
MRSH
$94.3B
$2.19M 0.12%
+21,905
New +$2.19M
AMED
216
DELISTED
Amedisys
AMED
$2.17M 0.12%
+16,575
New +$2.16M
GAP
217
The Gap Inc
GAP
$7.3B
$2.16M 0.12%
124,297
-147,040
-54% -$2.61M
INTU icon
218
Intuit
INTU
$91.1B
$2.13M 0.11%
+8,006
New +$2.2M
MGA icon
219
Magna International
MGA
$18.8B
$2.12M 0.11%
+39,794
New +$1.98M
INTC icon
220
Intel
INTC
$413B
$2.11M 0.11%
+40,921
New +$2.01M
J icon
221
Jacobs Solutions
J
$16B
$2.08M 0.11%
27,464
-20,626
-43% -$1.48M
CIM
222
Chimera Investment
CIM
$1.06B
$2.08M 0.11%
35,410
-19,473
-35% -$1.13M
SPR
223
DELISTED
Spirit AeroSystems
SPR
$2.06M 0.11%
25,004
-8,256
-25% -$646K
CERN
224
DELISTED
Cerner Corp
CERN
$2.05M 0.11%
+30,061
New +$2.13M
ORI icon
225
Old Republic International
ORI
$10.9B
$2.04M 0.11%
86,735
+1,719
+2% +$39.2K
7 8
9
10 11

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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.