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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
XLF icon
801
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
– –
-305,963
Closed -$8.57M
XRAY icon
802
Dentsply Sirona
XRAY
$2.84B
– –
-141,720
Closed -$7.55M
YPF icon
803
YPF
YPF
$19.7B
– –
-27,075
Closed -$250K
YUM icon
804
Yum! Brands
YUM
$41.9B
– –
-17,722
Closed -$2.01M
ZBRA icon
805
Zebra Technologies
ZBRA
$13.5B
– –
-1,389
Closed -$286K
ZG icon
806
Zillow
ZG
$7.85B
– –
-84,192
Closed -$2.49M
CPAY icon
807
Corpay
CPAY
$25.7B
– –
-11,961
Closed -$3.43M
INVX
808
Innovex International
INVX
$1.8B
– –
-13,449
Closed -$674K
LGF.A
809
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
– –
-47,846
Closed -$442K
MRO
810
DELISTED
Marathon Oil Corporation
MRO
– –
-104,923
Closed -$1.29M
SWN
811
DELISTED
Southwestern Energy Company
SWN
– –
-805,516
Closed -$1.55M
CONN
812
DELISTED
Conn's Inc.
CONN
– –
-21,097
Closed -$524K
WRK
813
DELISTED
WestRock Company
WRK
– –
-41,115
Closed -$1.5M
SIX
814
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-101,533
Closed -$5.16M
EXPR
815
DELISTED
Express, Inc.
EXPR
– –
-3,478
Closed -$239K
CHS
816
DELISTED
Chicos FAS, Inc.
CHS
– –
-173,516
Closed -$699K
SGEN
817
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-16,266
Closed -$1.39M
VMW
818
DELISTED
VMware, Inc
VMW
– –
-5,071
Closed -$760K
SPPI
819
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-43,108
Closed -$357K
ABB
820
DELISTED
ABB Ltd
ABB
– –
-99,052
Closed -$1.95M
CSII
821
DELISTED
Cardiovascular Systems, Inc.
CSII
– –
-4,672
Closed -$222K
TEN
822
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-68,101
Closed -$852K
ENDP
823
DELISTED
Endo International plc
ENDP
– –
-463,621
Closed -$1.49M
ACC
824
DELISTED
American Campus Communities, Inc.
ACC
– –
-84,945
Closed -$4.08M
SAFM
825
DELISTED
Sanderson Farms Inc
SAFM
– –
-10,138
Closed -$1.53M
31 32
33
34 35

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FWM
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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.