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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 | |
|---|---|---|---|---|---|---|
|
1
Verizon
VZ
$197B
| $64.2M | 3.43% |
1,064,354
+620,244
| +140% | +$35.7M |
|
|
2
Amgen
AMGN
$209B
| $43M | 2.3% |
+222,042
| New | +$42.6M |
|
3
JPMorgan Chase
JPM
$916B
| $42.9M | 2.29% |
364,600
+79,648
| +28% | +$9.01M |
|
|
4
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| $36.3M | 1.94% |
+122,310
| New | +$36.1M |
|
|
5
Lowe's Companies
LOW
$121B
| $27.9M | 1.49% |
254,152
+239,666
| +1,654% | +$25.3M |
|
|
CELG
6
DELISTED
Celgene Corp
CELG
| $26.1M | 1.39% |
+262,429
| New | +$24.9M |
|
7
Charter Communications
CHTR
$17.3B
| $23.9M | 1.28% |
+57,948
| New | +$23.4M |
|
8
Biogen
BIIB
$30.9B
| $22.4M | 1.2% |
+96,396
| New | +$22.4M |
|
9
Starbucks
SBUX
$119B
| $22.4M | 1.2% |
253,587
+23,269
| +10% | +$2.16M |
|
10
iShares MSCI Japan ETF
EWJ
$21.2B
| $19.8M | 1.06% |
348,260
+278,754
| +401% | +$15.3M |
|
11
Booking.com
BKNG
$156B
| $19.7M | 1.05% |
250,525
+21,050
| +9% | +$1.63M |
|
12
Micron Technology
MU
$835B
| $19.2M | 1.03% |
+447,777
| New | +$20.2M |
|
|
ATVI
13
DELISTED
Activision Blizzard
ATVI
| $18.8M | 1% |
354,995
+237,311
| +202% | +$11.8M |
|
14
Adobe
ADBE
$105B
| $17.9M | 0.96% |
64,963
-14,240
| -18% | -$4.16M |
|
15
Walt Disney
DIS
$171B
| $17.2M | 0.92% |
+132,354
| New | +$18.3M |
|
16
Duke Energy
DUK
$101B
| $17.2M | 0.92% |
179,404
+58,395
| +48% | +$5.31M |
|
17
Apple
AAPL
$4.97T
| $15.3M | 0.82% |
+272,376
| New | +$14.2M |
|
18
Merck
MRK
$322B
| $14.4M | 0.77% |
+178,996
| New | +$14.3M |
|
19
Wells Fargo
WFC
$254B
| $14.1M | 0.76% |
280,334
-7,281
| -3% | -$343K |
|
20
Seagate
STX
$174B
| $14.1M | 0.75% |
262,247
+238,659
| +1,012% | +$11.7M |
|
21
Delta Air Lines
DAL
$56.7B
| $13.4M | 0.72% |
233,505
-139,252
| -37% | -$8.25M |
|
22
Altria Group
MO
$125B
| $13M | 0.69% |
317,399
+29,085
| +10% | +$1.34M |
|
23
Home Depot
HD
$337B
| $12M | 0.64% |
51,735
+7,254
| +16% | +$1.59M |
|
24
RTX Corp
RTX
$290B
| $11.7M | 0.63% |
136,382
-120,767
| -47% | -$10M |
|
25
Comcast
CMCSA
$87.3B
| $11.2M | 0.6% |
248,200
-240,935
| -49% | -$10.7M |
|
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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.