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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 | |
|---|---|---|---|---|---|---|
326
Toyota
TM
$227B
| $1.22M | 0.07% |
9,080
-4,041
| -31% | -$529K |
|
327
Encompass Health
EHC
$11B
| $1.22M | 0.07% |
+24,209
| New | +$1.22M |
|
328
Landstar System
LSTR
$5.75B
| $1.22M | 0.07% |
+10,806
| New | +$1.19M |
|
329
Brookfield
BN
$103B
| $1.15M | 0.06% |
60,640
+43,207
| +248% | +$782K |
|
330
MasTec
MTZ
$25.6B
| $1.15M | 0.06% |
+17,683
| New | +$1.03M |
|
331
America Movil
AMX
$76B
| $1.14M | 0.06% |
+76,608
| New | +$1.1M |
|
332
Starwood Property Trust
STWD
$6.02B
| $1.13M | 0.06% |
46,478
-97,503
| -68% | -$2.3M |
|
333
Toronto Dominion Bank
TD
$198B
| $1.12M | 0.06% |
19,237
-23,829
| -55% | -$1.35M |
|
334
Huntington Ingalls Industries
HII
$12.6B
| $1.1M | 0.06% |
5,183
-10,999
| -68% | -$2.4M |
|
|
MDP
335
DELISTED
Meredith Corporation
MDP
| $1.09M | 0.06% |
+29,672
| New | +$1.38M |
|
|
HPP
336
Hudson Pacific Properties
HPP
$766M
| $1.08M | 0.06% |
4,602
-1,706
| -27% | -$407K |
|
337
Molina Healthcare
MOH
$10.2B
| $1.06M | 0.06% |
9,670
+4,268
| +79% | +$553K |
|
338
Air Products & Chemicals
APD
$66.8B
| $1.05M | 0.06% |
+4,758
| New | +$1.07M |
|
|
IMMU
339
DELISTED
Immunomedics Inc
IMMU
| $1.05M | 0.06% |
+79,214
| New | +$1.16M |
|
340
Allegiant Air
ALGT
$2.66B
| $1.04M | 0.06% |
+6,936
| New | +$1.02M |
|
341
Wheaton Precious Metals
WPM
$51.5B
| $1.04M | 0.06% |
+39,567
| New | +$1.06M |
|
342
Cracker Barrel
CBRL
$1.28B
| $1.04M | 0.06% |
6,375
-20,354
| -76% | -$3.43M |
|
|
GPOR
343
DELISTED
Gulfport Energy Corp.
GPOR
| $1.02M | 0.05% |
378,492
+345,131
| +1,035% | +$1.15M |
|
344
Polaris
PII
$3.88B
| $1.01M | 0.05% |
11,525
-13,030
| -53% | -$1.13M |
|
345
Galicia Financial Group
GGAL
$8.29B
| $1.01M | 0.05% |
+77,877
| New | +$1.83M |
|
|
FL
346
DELISTED
Foot Locker
FL
| $1.01M | 0.05% |
+23,440
| New | +$944K |
|
347
Skyworks Solutions
SWKS
$9.4B
| $1M | 0.05% |
+12,653
| New | +$1.01M |
|
348
Ingredion
INGR
$6.33B
| $999K | 0.05% |
+12,230
| New | +$971K |
|
349
Lamar Advertising Co
LAMR
$16.3B
| $994K | 0.05% |
12,144
-9,684
| -44% | -$764K |
|
350
Boston Beer
SAM
$1.93B
| $991K | 0.05% |
2,722
-2,169
| -44% | -$852K |
|
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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.