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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
(+77%)
Cap. Flow
+$1.24B
Cap. Flow
% of AUM
37.52%
Top 10 Holdings %
Top 10 Hldgs %
18.03%
Holding
852
New
281
Increased
192
Reduced
135
Closed
244
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$68.4M |
| 2 |
iShares MSCI Brazil ETF
EWZ
|
+$61.8M |
| 3 |
Walt Disney
DIS
|
+$45.6M |
| 4 |
Meta Platforms (Facebook)
META
|
+$45.1M |
| 5 |
Salesforce
CRM
|
+$43.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amgen
AMGN
|
+$43M |
| 2 |
JPMorgan Chase
JPM
|
+$42.9M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$36.3M |
| 4 |
CELG
Celgene Corp
CELG
|
+$26.1M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
726
Morgan Stanley
MS
$319B
| – | – |
-67,723
| Closed | -$2.89M |
|
727
MasTec
MTZ
$22.7B
| – | – |
-17,683
| Closed | -$1.15M |
|
728
NiSource
NI
$21.5B
| – | – |
-146,457
| Closed | -$4.38M |
|
729
Nike
NKE
$64.1B
| – | – |
-96,448
| Closed | -$9.06M |
|
730
NNN REIT
NNN
$9.29B
| – | – |
-32,408
| Closed | -$1.83M |
|
731
Nokia
NOK
$46.9B
| – | – |
-281,420
| Closed | -$1.42M |
|
732
O-I Glass
OI
$1.18B
| – | – |
-28,520
| Closed | -$292K |
|
733
Omeros
OMER
$845M
| – | – |
-49,093
| Closed | -$801K |
|
734
OSI Systems
OSIS
$3.53B
| – | – |
-2,225
| Closed | -$225K |
|
735
PACCAR
PCAR
$70.5B
| – | – |
-30,402
| Closed | -$1.42M |
|
736
PG&E
PCG
$39B
| – | – |
-143,001
| Closed | -$1.43M |
|
737
Public Service Enterprise Group
PEG
$38.7B
| – | – |
-152,467
| Closed | -$9.46M |
|
738
PENN Entertainment
PENN
$2.84B
| – | – |
-32,281
| Closed | -$601K |
|
739
Parker-Hannifin
PH
$120B
| – | – |
-28,229
| Closed | -$5.1M |
|
740
Pultegroup
PHM
$25.2B
| – | – |
-68,199
| Closed | -$2.49M |
|
741
Children's Place
PLCE
$53.8M
| – | – |
-5,842
| Closed | -$449K |
|
742
PNC Financial Services
PNC
$99.1B
| – | – |
-16,800
| Closed | -$2.35M |
|
743
Pentair
PNR
$10.8B
| – | – |
-16,034
| Closed | -$606K |
|
744
Pinnacle West Capital
PNW
$12.4B
| – | – |
-82,257
| Closed | -$7.98M |
|
745
Pool Corp
POOL
$7.05B
| – | – |
-3,210
| Closed | -$647K |
|
746
PPG Industries
PPG
$24.9B
| – | – |
-40,294
| Closed | -$4.78M |
|
|
PPL
747
PPL Corp
PPL
$26.9B
| – | – |
-172,914
| Closed | -$5.45M |
|
748
PRA Group
PRAA
$672M
| – | – |
-7,428
| Closed | -$250K |
|
749
Papa John's
PZZA
$1.01B
| – | – |
-63,891
| Closed | -$3.34M |
|
750
Regency Centers
REG
$14.9B
| – | – |
-91,723
| Closed | -$6.37M |
|
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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.