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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
+3.58%
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
$2.58B
AUM Growth
+$847M
(+49%)
Cap. Flow
+$804M
Cap. Flow
% of AUM
31.19%
Top 10 Holdings %
Top 10 Hldgs %
18.69%
Holding
909
New
283
Increased
208
Reduced
107
Closed
311
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$59.1M |
| 2 |
Amazon
AMZN
|
+$53.8M |
| 3 |
Johnson & Johnson
JNJ
|
+$48.5M |
| 4 |
Netflix
NFLX
|
+$38.7M |
| 5 |
SPDR Gold Trust
GLD
|
+$38.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$25.9M |
| 2 |
iShares China Large-Cap ETF
FXI
|
+$21.5M |
| 3 |
Alibaba
BABA
|
+$20.4M |
| 4 |
Intel
INTC
|
+$20.2M |
| 5 |
RSX
VanEck Russia ETF
RSX
|
+$17.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 20.08% |
| 2 | Healthcare | 14.94% |
| 3 | Industrials | 9.43% |
| 4 | Communication Services | 8.59% |
| 5 | Financials | 7.87% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
601
Analog Devices
ADI
$179B
| – | – |
-78,300
| Closed | -$8.24M |
|
602
American Eagle Outfitters
AEO
$2.86B
| – | – |
-193,800
| Closed | -$4.3M |
|
603
AGNC Investment
AGNC
$12.4B
| – | – |
-393,454
| Closed | -$7.08M |
|
604
Assured Guaranty
AGO
$3.68B
| – | – |
-28,700
| Closed | -$1.27M |
|
605
Assurant
AIZ
$14B
| – | – |
-14,000
| Closed | -$1.33M |
|
606
Arthur J. Gallagher & Co
AJG
$65.2B
| – | – |
-52,800
| Closed | -$4.12M |
|
|
AL
607
DELISTED
Air Lease Corp
AL
| – | – |
-37,700
| Closed | -$1.29M |
|
608
Allegiant Air
ALGT
$2.67B
| – | – |
-9,427
| Closed | -$1.22M |
|
609
Alnylam Pharmaceuticals
ALNY
$27.2B
| – | – |
-12,000
| Closed | -$1.12M |
|
610
Autoliv
ALV
$8.95B
| – | – |
-16,700
| Closed | -$1.23M |
|
|
AMED
611
DELISTED
Amedisys
AMED
| – | – |
-2,500
| Closed | -$308K |
|
612
Amgen
AMGN
$207B
| – | – |
-55,800
| Closed | -$10.6M |
|
613
Affiliated Managers Group
AMG
$9.72B
| – | – |
-2,300
| Closed | -$246K |
|
614
Amkor Technology
AMKR
$12.5B
| – | – |
-24,400
| Closed | -$208K |
|
615
America Movil
AMX
$76.4B
| – | – |
-142,900
| Closed | -$2.04M |
|
616
Abercrombie & Fitch
ANF
$4.44B
| – | – |
-67,794
| Closed | -$1.86M |
|
617
Aon
AON
$77B
| – | – |
-19,100
| Closed | -$3.26M |
|
618
Ares Capital
ARCC
$13.4B
| – | – |
-32,600
| Closed | -$558K |
|
619
Arrow Electronics
ARW
$11B
| – | – |
-14,600
| Closed | -$1.13M |
|
|
ASRT
620
DELISTED
Assertio
ASRT
| – | – |
-555
| Closed | -$168K |
|
621
Broadcom
AVGO
$1.84T
| – | – |
-363,000
| Closed | -$10.9M |
|
622
Axos Financial
AX
$5.64B
| – | – |
-22,300
| Closed | -$645K |
|
|
DCH
623
Dauch Corp
DCH
$1.32B
| – | – |
-82,000
| Closed | -$1.17M |
|
|
AXON
624
Axon Enterprise
AXON
$42B
| – | – |
-5,200
| Closed | -$282K |
|
625
AXIS Capital
AXS
$7.72B
| – | – |
-10,500
| Closed | -$575K |
|
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Quantitative Investment Management's Q2 2019 Portfolio in Review
As of Q2 2019, Quantitative Investment Management held 909 positions worth $2.58B, up 49% from $1.73B the previous quarter. Its ten largest holdings account for 19% of the portfolio.
Quantitative Investment Management deployed $804M of net new capital in Q2 2019, opening 283 new positions and adding to 208 existing holdings. Its largest new stake was Meta Platforms (Facebook): 323,614 shares worth $62.5M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 20% of assets, down from 21% a quarter earlier, followed by Healthcare and Industrials.
On the sell side, the largest reduction was VanEck Russia ETF, an estimated $17.9M trimmed.
- Quantitative Investment Management's largest Q2 2019 buy was Meta Platforms (Facebook): 323,614 shares worth $62.5M.
- Quantitative Investment Management added most to Amazon in Q2 2019, an estimated $53.8M increase.
- Quantitative Investment Management's biggest Q2 2019 reduction was VanEck Russia ETF, cutting an estimated $17.9M.
- Quantitative Investment Management fully exited State Street Industrial Select Sector SPDR ETF in Q2 2019, selling an estimated $25.9M.
- Quantitative Investment Management's ten largest holdings make up 19% of its $2.58B portfolio in Q2 2019.
- Quantitative Investment Management opened 283 new positions and closed 311 in Q2 2019.
- Quantitative Investment Management's portfolio value rose 49% quarter-over-quarter to $2.58B.
Based on Quantitative Investment Management's 13F filing for Q2 2019, filed 14 Aug 2019.