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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 | |
|---|---|---|---|---|---|---|
551
OSI Systems
OSIS
$3.62B
| $225K | 0.01% |
+2,225
| New | +$240K |
|
|
CSII
552
DELISTED
Cardiovascular Systems, Inc.
CSII
| $222K | 0.01% |
+4,672
| New | +$220K |
|
553
Federated Hermes
FHI
$4.51B
| $219K | 0.01% |
+6,759
| New | +$222K |
|
554
Tractor Supply
TSCO
$15.8B
| $217K | 0.01% |
12,010
-401,185
| -97% | -$8.31M |
|
555
Mueller Water Products
MWA
$3.9B
| $215K | 0.01% |
+19,179
| New | +$196K |
|
556
Winnebago Industries
WGO
$863M
| $214K | 0.01% |
5,588
-15,659
| -74% | -$570K |
|
|
TGNA
557
DELISTED
TEGNA Inc
TGNA
| $184K | 0.01% |
+11,870
| New | +$179K |
|
558
Golar LNG
GLNG
$4.91B
| $178K | 0.01% |
13,757
-23,182
| -63% | -$341K |
|
559
Community Health Systems
CYH
$391M
| $163K | 0.01% |
45,294
-167,104
| -79% | -$435K |
|
560
Archrock
AROC
$6.21B
| $141K | 0.01% |
+14,171
| New | +$141K |
|
|
DVAX
561
DELISTED
Dynavax Technologies
DVAX
| $140K | 0.01% |
39,428
-104,503
| -73% | -$405K |
|
562
Helix Energy Solutions
HLX
$1.36B
| $140K | 0.01% |
+17,402
| New | +$140K |
|
563
Veeco
VECO
$2.95B
| $137K | 0.01% |
11,776
+1,262
| +12% | +$14.2K |
|
|
SA
564
Seabridge Gold
SA
$2.89B
| $136K | 0.01% |
10,787
-53
| -0.5% | -$754 |
|
|
ACOR
565
DELISTED
Acorda Therapeutics
ACOR
| $124K | 0.01% |
363
-764
| -68% | -$415K |
|
566
Comstock Resources
CRK
$3.73B
| $105K | 0.01% |
+13,495
| New | +$90.1K |
|
567
Amkor Technology
AMKR
$12B
| $101K | 0.01% |
+11,189
| New | +$96K |
|
|
BPT
568
DELISTED
BP Prudhoe Bay Royalty Trust
BPT
| $94K | 0.01% |
10,310
-29,589
| -74% | -$306K |
|
569
BioCryst Pharmaceuticals
BCRX
$2.35B
| $82K | ﹤0.01% |
+28,949
| New | +$90K |
|
|
QEP
570
DELISTED
QEP RESOURCES, INC.
QEP
| $58K | ﹤0.01% |
+15,714
| New | +$74.8K |
|
|
YELL
571
DELISTED
Yellow Corporation Common Stock
YELL
| $43K | ﹤0.01% |
14,375
-12,136
| -46% | -$38.2K |
|
572
Asbury Automotive
ABG
$4.34B
| – | – |
-10,245
| Closed | -$864K |
|
573
Adeia
ADEA
$2.8B
| – | – |
-44,003
| Closed | -$239K |
|
574
Autodesk
ADSK
$49.6B
| – | – |
-24,353
| Closed | -$3.97M |
|
575
Agnico Eagle Mines
AEM
$76.3B
| – | – |
-154,060
| Closed | -$7.89M |
|
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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.