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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 | |
|---|---|---|---|---|---|---|
626
Designer Brands
DBI
$314M
| – | – |
-53,718
| Closed | -$1.03M |
|
627
Deckers Outdoor
DECK
$13.6B
| – | – |
-366,648
| Closed | -$10.8M |
|
|
DFS
628
DELISTED
Discover Financial Services
DFS
| – | – |
-9,371
| Closed | -$727K |
|
629
Dollar General
DG
$28.1B
| – | – |
-155,840
| Closed | -$21.1M |
|
630
Delek US
DK
$4.15B
| – | – |
-90,453
| Closed | -$3.67M |
|
631
Dolby
DLB
$4.9B
| – | – |
-20,466
| Closed | -$1.32M |
|
632
Dollar Tree
DLTR
$24.7B
| – | – |
-70,566
| Closed | -$7.58M |
|
633
Domino's
DPZ
$11.7B
| – | – |
-9,311
| Closed | -$2.59M |
|
634
Dycom Industries
DY
$12.5B
| – | – |
-7,004
| Closed | -$412K |
|
635
eBay
EBAY
$50.4B
| – | – |
-8,115
| Closed | -$320K |
|
636
8x8 Inc
EGHT
$262M
| – | – |
-55,756
| Closed | -$1.34M |
|
637
Edison International
EIX
$30.3B
| – | – |
-13,196
| Closed | -$889K |
|
638
Enovis
ENOV
$1.69B
| – | – |
-12,627
| Closed | -$609K |
|
639
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
| – | – |
-38,049
| Closed | -$1.8M |
|
640
Ericsson
ERIC
$32.1B
| – | – |
-88,311
| Closed | -$838K |
|
641
Eversource Energy
ES
$27.8B
| – | – |
-5,492
| Closed | -$416K |
|
642
Essex Property Trust
ESS
$18.1B
| – | – |
-1,117
| Closed | -$326K |
|
643
Edwards Lifesciences
EW
$50B
| – | – |
-194,367
| Closed | -$12M |
|
644
iShares MSCI Germany ETF
EWG
$1.6B
| – | – |
-93,436
| Closed | -$2.62M |
|
645
iShares MSCI Hong Kong ETF
EWH
$1.25B
| – | – |
-18,547
| Closed | -$479K |
|
|
EXAS
646
DELISTED
Exact Sciences
EXAS
| – | – |
-47,670
| Closed | -$5.63M |
|
647
Exelon
EXC
$46.6B
| – | – |
-430,868
| Closed | -$14.7M |
|
648
FedEx
FDX
$73B
| – | – |
-21,671
| Closed | -$3.56M |
|
649
FirstEnergy
FE
$28.2B
| – | – |
-132,812
| Closed | -$5.68M |
|
650
First Horizon
FHN
$12.1B
| – | – |
-53,524
| Closed | -$799K |
|
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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.