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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 | |
|---|---|---|---|---|---|---|
576
AGCO
AGCO
$7.76B
| – | – |
-18,280
| Closed | -$1.42M |
|
577
Albemarle
ALB
$13.9B
| – | – |
-44,386
| Closed | -$3.13M |
|
578
Align Technology
ALGN
$12.4B
| – | – |
-7,662
| Closed | -$2.1M |
|
579
Allstate
ALL
$68.3B
| – | – |
-15,850
| Closed | -$1.61M |
|
580
Ameriprise Financial
AMP
$48.1B
| – | – |
-4,679
| Closed | -$679K |
|
|
581
Amazon
AMZN
$2.53T
| – | – |
-1,261,440
| Closed | -$119M |
|
|
ANSS
582
DELISTED
Ansys
ANSS
| – | – |
-22,145
| Closed | -$4.54M |
|
583
Arrowhead Research
ARWR
$12.3B
| – | – |
-114,504
| Closed | -$3.03M |
|
584
Associated Banc-Corp
ASB
$5.8B
| – | – |
-17,988
| Closed | -$380K |
|
585
Azenta
AZTA
$1.33B
| – | – |
-27,680
| Closed | -$1.07M |
|
586
Boeing
BA
$175B
| – | – |
-57,493
| Closed | -$20.9M |
|
587
Baxter International
BAX
$13.8B
| – | – |
-29,755
| Closed | -$2.44M |
|
588
Banco Bradesco
BBD
$37.9B
| – | – |
-1,212,842
| Closed | -$8.95M |
|
589
Banco Bilbao Vizcaya Argentaria
BBVA
$152B
| – | – |
-15,732
| Closed | -$87K |
|
590
Bath & Body Works
BBWI
$4.02B
| – | – |
-52,770
| Closed | -$1.11M |
|
591
Belden
BDC
$4.56B
| – | – |
-8,270
| Closed | -$492K |
|
592
Franklin Resources
BEN
$17.2B
| – | – |
-138,126
| Closed | -$4.81M |
|
593
Builders FirstSource
BLDR
$7.1B
| – | – |
-13,542
| Closed | -$228K |
|
594
Blackrock
BLK
$170B
| – | – |
-4,648
| Closed | -$2.18M |
|
595
Blackbaud
BLKB
$1.84B
| – | – |
-11,732
| Closed | -$979K |
|
596
Bank of Montreal
BMO
$125B
| – | – |
-10,473
| Closed | -$790K |
|
|
BRFS
597
DELISTED
BRF SA
BRFS
| – | – |
-210,928
| Closed | -$1.6M |
|
598
Santander
BSBR
$37.8B
| – | – |
-123,234
| Closed | -$1.4M |
|
|
BBBY
599
Bed Bath & Beyond
BBBY
$472M
| – | – |
-91,875
| Closed | -$938K |
|
600
Cheesecake Factory
CAKE
$5.03B
| – | – |
-12,726
| Closed | -$556K |
|
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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.