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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
+10.61%
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
$3.31B
AUM Growth
+$1.44B
Cap. Flow
+$1.24B
Cap. Flow %
37.52%
Top 10 Hldgs %
18.03%
Holding
852
New
281
Increased
192
Reduced
135
Closed
244

Top Buys

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$68.4M
2
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$61.8M
3
DIS icon
Walt Disney
DIS
+$45.6M
4
META icon
Meta Platforms (Facebook)
META
+$45.1M
5
CRM icon
Salesforce
CRM
+$43.2M

Top Sells

Rank Stock Value
1
AMGN icon
Amgen
AMGN
+$43M
2
JPM icon
JPMorgan Chase
JPM
+$42.9M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$36.3M
4
CELG
Celgene Corp
CELG
+$26.1M
5
BIIB icon
Biogen
BIIB
+$22.4M

Sector Composition

Rank Sector Weight
1 Technology 17.06%
2 Healthcare 14.07%
3 Consumer Discretionary 12.68%
4 Communication Services 9.42%
5 Financials 6.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MDLZ icon
26
Mondelez International
MDLZ
$83.4B
$24.4M 0.74%
+443,339
New +$23.7M
PSX icon
27
Phillips 66
PSX
$82.9B
$24.1M 0.73%
+216,498
New +$24.3M
DHR icon
28
Danaher
DHR
$138B
$23.7M 0.72%
174,173
+135,616
+352% +$17.1M
ATVI
29
DELISTED
Activision Blizzard
ATVI
$23.2M 0.7%
391,239
+36,244
+10% +$2.01M
NFLX icon
30
Netflix
NFLX
$307B
$22.8M 0.69%
+705,860
New +$20.9M
MA icon
31
Mastercard
MA
$498B
$22.7M 0.69%
+76,121
New +$21.5M
VLO icon
32
Valero Energy
VLO
$89.5B
$22.7M 0.69%
242,614
+136,761
+129% +$12.9M
GLD icon
33
SPDR Gold Trust
GLD
$131B
$22.3M 0.67%
+155,852
New +$21.8M
VWO icon
34
Vanguard FTSE Emerging Markets ETF
VWO
$117B
$21.9M 0.66%
+492,849
New +$20.9M
SPLK
35
DELISTED
Splunk Inc
SPLK
$21.9M 0.66%
+146,279
New +$19.2M
XLY icon
36
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
$20.6M 0.62%
+329,178
New +$20M
BKNG icon
37
Booking.com
BKNG
$156B
$20.5M 0.62%
249,700
-825
-0.3% -$64.8K
CTXS
38
DELISTED
Citrix Systems Inc
CTXS
$20.4M 0.62%
+183,777
New +$19.8M
HOLX
39
DELISTED
Hologic
HOLX
$20.1M 0.61%
384,399
+317,466
+474% +$15.8M
INCY icon
40
Incyte
INCY
$25.4B
$20M 0.6%
+229,181
New +$19.6M
XLU icon
41
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
$20M 0.6%
+618,870
New +$19.7M
MNST icon
42
Monster Beverage
MNST
$95.1B
$19.6M 0.59%
+616,482
New +$18.1M
PANW icon
43
Palo Alto Networks
PANW
$256B
$19.6M 0.59%
+507,870
New +$19.2M
GILD icon
44
Gilead Sciences
GILD
$165B
$19.2M 0.58%
296,019
+176,516
+148% +$11.5M
DXCM icon
45
DexCom
DXCM
$29B
$18.6M 0.56%
339,616
+253,284
+293% +$12M
KO icon
46
Coca-Cola
KO
$383B
$18.1M 0.55%
+327,604
New +$17.6M
CHTR icon
47
Charter Communications
CHTR
$17.3B
$16.9M 0.51%
34,829
-23,119
-40% -$10.6M
TXN icon
48
Texas Instruments
TXN
$248B
$16.5M 0.5%
+128,562
New +$15.9M
ISRG icon
49
Intuitive Surgical
ISRG
$127B
$16M 0.48%
81,390
+41,454
+104% +$7.76M
HON icon
50
Honeywell
HON
$76.4B
$15.6M 0.47%
93,544
+34,404
+58% +$5.62M
1
2
3 4 5

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FWM
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GHC
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Quantitative Investment Management's Q4 2019 Portfolio in Review

As of Q4 2019, Quantitative Investment Management held 852 positions worth $3.31B, up 77% from $1.87B the previous quarter. Its ten largest holdings account for 18% of the portfolio.

Quantitative Investment Management deployed $1.24B of net new capital in Q4 2019, opening 281 new positions and adding to 192 existing holdings. Its largest new stake was Meta Platforms (Facebook): 232,923 shares worth $47.8M.

By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 11% a quarter earlier, followed by Healthcare and Consumer Discretionary.

On the sell side, the largest reduction was Lowe's Companies, an estimated $22M trimmed.

  • Quantitative Investment Management's largest Q4 2019 buy was Meta Platforms (Facebook): 232,923 shares worth $47.8M.
  • Quantitative Investment Management added most to iShares MSCI Emerging Markets ETF in Q4 2019, an estimated $68.4M increase.
  • Quantitative Investment Management's biggest Q4 2019 reduction was Lowe's Companies, cutting an estimated $22M.
  • Quantitative Investment Management fully exited Amgen in Q4 2019, selling an estimated $43M.
  • Quantitative Investment Management's ten largest holdings make up 18% of its $3.31B portfolio in Q4 2019.
  • Quantitative Investment Management opened 281 new positions and closed 244 in Q4 2019.
  • Quantitative Investment Management's portfolio value rose 77% quarter-over-quarter to $3.31B.

Based on Quantitative Investment Management's 13F filing for Q4 2019, filed 14 Feb 2020.