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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 | |
|---|---|---|---|---|---|---|
126
Aon
AON
$80.6B
| $6.74M | 0.2% |
32,343
+18,000
| +125% | +$3.56M |
|
127
AutoZone
AZO
$51.3B
| $6.65M | 0.2% |
+5,581
| New | +$6.45M |
|
128
Microchip Technology
MCHP
$38.8B
| $6.61M | 0.2% |
+126,200
| New | +$6.1M |
|
129
Regeneron Pharmaceuticals
REGN
$72.9B
| $6.6M | 0.2% |
+17,572
| New | +$5.91M |
|
130
Abbott
ABT
$188B
| $6.56M | 0.2% |
75,577
+3,390
| +5% | +$284K |
|
131
Itaú Unibanco
ITUB
$89.8B
| $6.46M | 0.2% |
+971,160
| New | +$6.08M |
|
132
TE Connectivity
TEL
$60B
| $6.45M | 0.19% |
+67,264
| New | +$6.23M |
|
133
Live Nation Entertainment
LYV
$42.9B
| $6.43M | 0.19% |
89,960
+78,673
| +697% | +$5.33M |
|
134
Melco Resorts & Entertainment
MLCO
$2.21B
| $6.42M | 0.19% |
+265,439
| New | +$5.77M |
|
135
Snap-on
SNA
$21.5B
| $6.36M | 0.19% |
+37,564
| New | +$6.13M |
|
136
Oneok
OKE
$56.7B
| $6.32M | 0.19% |
83,511
-17,402
| -17% | -$1.24M |
|
137
Sempra
SRE
$58.1B
| $6.21M | 0.19% |
+82,036
| New | +$6.02M |
|
138
JetBlue
JBLU
$2.13B
| $6.21M | 0.19% |
+331,840
| New | +$6.17M |
|
|
SCHW
139
Charles Schwab
SCHW
$182B
| $6.14M | 0.19% |
+129,102
| New | +$5.69M |
|
140
Nasdaq
NDAQ
$53.4B
| $6.11M | 0.18% |
+171,159
| New | +$5.83M |
|
141
Fomento Económico Mexicano
FMX
$41.2B
| $6.1M | 0.18% |
+64,582
| New | +$5.94M |
|
142
Alaska Air
ALK
$5.11B
| $6.09M | 0.18% |
89,843
-61,311
| -41% | -$4.19M |
|
143
SL Green Realty
SLG
$3.83B
| $6.01M | 0.18% |
+67,542
| New | +$5.56M |
|
144
Allstate
ALL
$70.6B
| $5.82M | 0.18% |
+51,715
| New | +$5.64M |
|
|
SBNY
145
DELISTED
Signature Bank
SBNY
| $5.74M | 0.17% |
42,045
+25,392
| +152% | +$3.18M |
|
146
Cisco
CSCO
$443B
| $5.7M | 0.17% |
+118,775
| New | +$5.52M |
|
147
Neurocrine Biosciences
NBIX
$18.2B
| $5.55M | 0.17% |
51,628
+11,055
| +27% | +$1.16M |
|
148
Southwest Airlines
LUV
$21.7B
| $5.54M | 0.17% |
102,638
-88,687
| -46% | -$4.92M |
|
|
AXON
149
Axon Enterprise
AXON
$42.8B
| $5.52M | 0.17% |
+75,357
| New | +$4.77M |
|
|
BBBY
150
Bed Bath & Beyond
BBBY
$479M
| $5.49M | 0.17% |
+1,036,109
| New | +$6.94M |
|
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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.