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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 | |
|---|---|---|---|---|---|---|
751
Silicon Motion
SIMO
$8.65B
| – | – |
-10,339
| Closed | -$458K |
|
752
Silicon Laboratories
SLAB
$7.15B
| – | – |
-9,676
| Closed | -$1M |
|
753
SLM Corp
SLM
$4.86B
| – | – |
-42,329
| Closed | -$411K |
|
754
Snap-on
SNA
$21.2B
| – | – |
-11,132
| Closed | -$1.84M |
|
|
SNV
755
DELISTED
Synovus
SNV
| – | – |
-17,194
| Closed | -$601K |
|
756
Sociedad Química y Minera de Chile
SQM
$19.5B
| – | – |
-19,489
| Closed | -$606K |
|
757
Sarepta Therapeutics
SRPT
$1.64B
| – | – |
-68,203
| Closed | -$10.4M |
|
758
Stratasys
SSYS
$697M
| – | – |
-9,063
| Closed | -$266K |
|
759
State Street
STT
$50.2B
| – | – |
-15,485
| Closed | -$868K |
|
760
Stanley Black & Decker
SWK
$14.9B
| – | – |
-4,816
| Closed | -$696K |
|
761
Sysco
SYY
$40.6B
| – | – |
-147,697
| Closed | -$10.4M |
|
762
AT&T
T
$159B
| – | – |
-172,922
| Closed | -$4.38M |
|
763
Texas Capital Bancshares
TCBI
$4.29B
| – | – |
-18,627
| Closed | -$1.14M |
|
764
Telephone and Data Systems
TDS
$3.82B
| – | – |
-7,190
| Closed | -$218K |
|
765
Teledyne Technologies
TDY
$30.1B
| – | – |
-8,981
| Closed | -$2.46M |
|
766
Teradyne
TER
$57.2B
| – | – |
-69,435
| Closed | -$3.33M |
|
|
TGI
767
DELISTED
Triumph Group
TGI
| – | – |
-72,123
| Closed | -$1.65M |
|
768
Target
TGT
$65.6B
| – | – |
-50,512
| Closed | -$4.37M |
|
769
Tenet Healthcare
THC
$21.8B
| – | – |
-17,273
| Closed | -$356K |
|
770
Tapestry
TPR
$30.8B
| – | – |
-134,317
| Closed | -$4.26M |
|
771
LendingTree
TREE
$443M
| – | – |
-2,723
| Closed | -$1.14M |
|
772
Trimble
TRMB
$13.3B
| – | – |
-45,641
| Closed | -$2.06M |
|
773
Texas Instruments
TXN
$255B
| – | – |
-70,903
| Closed | -$8.14M |
|
774
Under Armour
UAA
$2.91B
| – | – |
-660,251
| Closed | -$16.7M |
|
775
UGI
UGI
$7.76B
| – | – |
-44,817
| Closed | -$2.39M |
|
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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.