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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+2.36%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 18.79%
2 Consumer Discretionary 14.8%
3 Technology 11.18%
4 Financials 9.81%
5 Industrials 9.09%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SIMO icon
751
Silicon Motion
SIMO
$8.11B
– –
-10,339
Closed -$458K
SLAB icon
752
Silicon Laboratories
SLAB
$7.34B
– –
-9,676
Closed -$1M
SLM icon
753
SLM Corp
SLM
$4.92B
– –
-42,329
Closed -$411K
SNA icon
754
Snap-on
SNA
$19.4B
– –
-11,132
Closed -$1.84M
SNV
755
DELISTED
Synovus
SNV
– –
-17,194
Closed -$601K
SQM icon
756
Sociedad Química y Minera de Chile
SQM
$19.8B
– –
-19,489
Closed -$606K
SRPT icon
757
Sarepta Therapeutics
SRPT
$2.19B
– –
-68,203
Closed -$10.4M
SSYS icon
758
Stratasys
SSYS
$659M
– –
-9,063
Closed -$266K
STT icon
759
State Street
STT
$50.9B
– –
-15,485
Closed -$868K
SWK icon
760
Stanley Black & Decker
SWK
$13.4B
– –
-4,816
Closed -$696K
SYY icon
761
Sysco
SYY
$38.1B
– –
-147,697
Closed -$10.4M
T icon
762
AT&T
T
$183B
– –
-172,922
Closed -$4.38M
TCBI icon
763
Texas Capital Bancshares
TCBI
$4.25B
– –
-18,627
Closed -$1.14M
TDS icon
764
Telephone and Data Systems
TDS
$4.35B
– –
-7,190
Closed -$218K
TDY icon
765
Teledyne Technologies
TDY
$27.7B
– –
-8,981
Closed -$2.46M
TER icon
766
Teradyne
TER
$52B
– –
-69,435
Closed -$3.33M
TGI
767
DELISTED
Triumph Group
TGI
– –
-72,123
Closed -$1.65M
TGT icon
768
Target
TGT
$70.1B
– –
-50,512
Closed -$4.37M
THC icon
769
Tenet Healthcare
THC
$21B
– –
-17,273
Closed -$356K
TPR icon
770
Tapestry
TPR
$23.4B
– –
-134,317
Closed -$4.26M
TREE icon
771
LendingTree
TREE
$376M
– –
-2,723
Closed -$1.14M
TRMB icon
772
Trimble
TRMB
$13.7B
– –
-45,641
Closed -$2.06M
TXN icon
773
Texas Instruments
TXN
$241B
– –
-70,903
Closed -$8.14M
UAA icon
774
Under Armour
UAA
$2.13B
– –
-660,251
Closed -$16.7M
UGI icon
775
UGI
UGI
$8.11B
– –
-44,817
Closed -$2.39M
29 30
31
32 33

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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.