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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
NBL
826
DELISTED
Noble Energy, Inc.
NBL
– –
-96,595
Closed -$2.16M
IBKC
827
DELISTED
IBERIABANK Corp
IBKC
– –
-10,384
Closed -$787K
PGNX
828
DELISTED
Progenics Pharmaceuticals Inc
PGNX
– –
-26,556
Closed -$163K
WBC
829
DELISTED
WABCO HOLDINGS INC.
WBC
– –
-21,688
Closed -$2.88M
UNT
830
DELISTED
UNIT Corporation
UNT
– –
-16,576
Closed -$147K
AGN
831
DELISTED
Allergan plc
AGN
– –
-31,001
Closed -$5.19M
SRCI
832
DELISTED
SRC Energy Inc
SRCI
– –
-152,116
Closed -$754K
GWR
833
DELISTED
Genesee & Wyoming Inc.
GWR
– –
-14,939
Closed -$1.49M
VIAB
834
DELISTED
Viacom Inc. Class B
VIAB
– –
-50,200
Closed -$1.5M
TCF
835
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-10,810
Closed -$224K
EBIX
836
DELISTED
Ebix Inc
EBIX
– –
-6,236
Closed -$313K
BBL
837
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-19,639
Closed -$1M
GRA
838
DELISTED
W.R. Grace & Co.
GRA
– –
-18,416
Closed -$1.4M
CHL
839
DELISTED
China Mobile Limited
CHL
– –
-68,354
Closed -$3.1M
STMP
840
DELISTED
Stamps.com, Inc.
STMP
– –
-10,913
Closed -$494K
DO
841
DELISTED
Diamond Offshore Drilling
DO
– –
-100,750
Closed -$893K
VG
842
DELISTED
Vonage Holdings Corporation
VG
– –
-75,134
Closed -$851K
CIT
843
DELISTED
CIT Group Inc.
CIT
– –
-12,343
Closed -$648K
STL
844
DELISTED
Sterling Bancorp
STL
– –
-26,681
Closed -$567K
30 31 32 33
34

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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.