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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 | |
|---|---|---|---|---|---|---|
|
ACH
726
Accendra Health
ACH
$254M
| – | – |
-119,985
| Closed | -$383K |
|
727
Oracle
ORCL
$339B
| – | – |
-420,627
| Closed | -$24M |
|
728
Oshkosh
OSK
$8.82B
| – | – |
-28,624
| Closed | -$2.39M |
|
729
Open Text
OTEX
$6.28B
| – | – |
-42,840
| Closed | -$1.76M |
|
730
Ovintiv
OVV
$17B
| – | – |
-147,362
| Closed | -$3.78M |
|
731
Bank OZK
OZK
$5.63B
| – | – |
-24,627
| Closed | -$741K |
|
732
Petrobras
PBR
$120B
| – | – |
-101,193
| Closed | -$1.57M |
|
|
733
Petrobras Class A
PBR.A
$106B
| – | – |
-260,595
| Closed | -$3.7M |
|
734
Pacira BioSciences
PCRX
$1.04B
| – | – |
-43,840
| Closed | -$1.91M |
|
735
PetMed Express
PETS
$42.3M
| – | – |
-38,037
| Closed | -$596K |
|
736
Pfizer
PFE
$143B
| – | – |
-456,708
| Closed | -$18.8M |
|
737
Philips
PHG
$25.5B
| – | – |
-62,368
| Closed | -$2.16M |
|
738
Philip Morris
PM
$309B
| – | – |
-207,678
| Closed | -$16.3M |
|
739
Pilgrim's Pride
PPC
$7.13B
| – | – |
-132,123
| Closed | -$3.35M |
|
740
Prudential Financial
PRU
$42.6B
| – | – |
-41,199
| Closed | -$4.16M |
|
741
Qualcomm
QCOM
$164B
| – | – |
-26,929
| Closed | -$2.05M |
|
742
LiveRamp
RAMP
$2.29B
| – | – |
-12,193
| Closed | -$591K |
|
743
Royal Gold
RGLD
$16.6B
| – | – |
-29,789
| Closed | -$3.05M |
|
744
Ryman Hospitality Properties
RHP
$8.56B
| – | – |
-3,302
| Closed | -$267K |
|
745
Transocean
RIG
$5.48B
| – | – |
-253,295
| Closed | -$1.62M |
|
746
RPM International
RPM
$13.8B
| – | – |
-44,744
| Closed | -$2.73M |
|
747
Ryanair
RYAAY
$30B
| – | – |
-154,543
| Closed | -$3.96M |
|
748
Rayonier
RYN
$6.67B
| – | – |
-15,634
| Closed | -$429K |
|
749
Sally Beauty Holdings
SBH
$1.47B
| – | – |
-132,241
| Closed | -$1.76M |
|
750
Sherwin-Williams
SHW
$83.5B
| – | – |
-132,117
| Closed | -$20.2M |
|
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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.