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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
(-27%)
Cap. Flow
-$715M
Cap. Flow
% of AUM
-38.2%
Top 10 Holdings %
Top 10 Hldgs %
17.58%
Holding
845
New
247
Increased
128
Reduced
196
Closed
274
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amgen
AMGN
|
+$42.6M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$36.1M |
| 3 |
Verizon
VZ
|
+$35.7M |
| 4 |
Lowe's Companies
LOW
|
+$25.3M |
| 5 |
CELG
Celgene Corp
CELG
|
+$24.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$119M |
| 2 |
Meta Platforms (Facebook)
META
|
+$62.5M |
| 3 |
Netflix
NFLX
|
+$43.2M |
| 4 |
SPDR Gold Trust
GLD
|
+$41.3M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
276
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
| $1.57M | 0.08% |
+31,054
| New | +$1.5M |
|
277
Emergent Biosolutions
EBS
$375M
| $1.56M | 0.08% |
+29,862
| New | +$1.39M |
|
|
SWN
278
DELISTED
Southwestern Energy Company
SWN
| $1.55M | 0.08% |
805,516
-432,044
| -35% | -$927K |
|
279
McCormick & Company Non-Voting
MKC
$13.7B
| $1.54M | 0.08% |
+19,698
| New | +$1.58M |
|
|
SAFM
280
DELISTED
Sanderson Farms Inc
SAFM
| $1.53M | 0.08% |
10,138
-22,546
| -69% | -$3.22M |
|
|
RP
281
DELISTED
RealPage, Inc.
RP
| $1.52M | 0.08% |
+24,218
| New | +$1.52M |
|
282
CACI
CACI
$10.5B
| $1.52M | 0.08% |
6,570
+5,426
| +474% | +$1.17M |
|
283
NetEase
NTES
$84.4B
| $1.51M | 0.08% |
28,460
+14,155
| +99% | +$720K |
|
|
WRK
284
DELISTED
WestRock Company
WRK
| $1.5M | 0.08% |
41,115
-68,012
| -62% | -$2.43M |
|
|
ENDP
285
DELISTED
Endo International plc
ENDP
| $1.49M | 0.08% |
463,621
-168,322
| -27% | -$543K |
|
|
X
286
DELISTED
US Steel
X
| $1.48M | 0.08% |
128,326
-61,834
| -33% | -$797K |
|
287
NOV
NOV
$6.93B
| $1.46M | 0.08% |
68,992
-104,968
| -60% | -$2.24M |
|
288
MDU Resources
MDU
$4.17B
| $1.46M | 0.08% |
136,152
-8,939
| -6% | -$91.3K |
|
|
LPT
289
DELISTED
Liberty Property Trust
LPT
| $1.46M | 0.08% |
28,414
+4,959
| +21% | +$256K |
|
290
Westlake Corp
WLK
$9.19B
| $1.45M | 0.08% |
+22,165
| New | +$1.43M |
|
|
SKX
291
DELISTED
Skechers
SKX
| $1.44M | 0.08% |
+38,640
| New | +$1.33M |
|
292
PG&E
PCG
$39.2B
| $1.43M | 0.08% |
+143,001
| New | +$2.16M |
|
293
Nokia
NOK
$50.7B
| $1.42M | 0.08% |
+281,420
| New | +$1.45M |
|
294
PACCAR
PCAR
$70.4B
| $1.42M | 0.08% |
30,402
-67,317
| -69% | -$3.07M |
|
|
MASI
295
DELISTED
Masimo
MASI
| $1.41M | 0.08% |
9,495
+1,765
| +23% | +$268K |
|
296
Cognex
CGNX
$10.4B
| $1.4M | 0.07% |
+28,399
| New | +$1.28M |
|
297
RB Global
RBA
$20.5B
| $1.39M | 0.07% |
34,866
+24,134
| +225% | +$897K |
|
298
Eagle Materials
EXP
$6.35B
| $1.39M | 0.07% |
+15,446
| New | +$1.33M |
|
|
SGEN
299
DELISTED
Seagen Inc. Common Stock
SGEN
| $1.39M | 0.07% |
+16,266
| New | +$1.19M |
|
300
Sony
SONY
$134B
| $1.38M | 0.07% |
117,105
+81,645
| +230% | +$922K |
|
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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.