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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
EWJ icon
76
iShares MSCI Japan ETF
EWJ
$21.2B
$10.7M 0.32%
181,013
-167,247
-48% -$9.86M
PBR icon
77
Petrobras
PBR
$120B
$10.6M 0.32%
+664,017
New +$10.1M
BXP icon
78
Boston Properties
BXP
$11.6B
$9.87M 0.3%
71,571
+56,833
+386% +$7.66M
F icon
79
Ford
F
$60.9B
$9.83M 0.3%
1,057,325
+387,440
+58% +$3.48M
ACN icon
80
Accenture
ACN
$106B
$9.82M 0.3%
46,623
+34,469
+284% +$6.72M
ADP icon
81
Automatic Data Processing
ADP
$109B
$9.64M 0.29%
+56,562
New +$9.37M
EWW icon
82
iShares MSCI Mexico ETF
EWW
$1.89B
$9.64M 0.29%
213,992
+98,473
+85% +$4.37M
JAZZ icon
83
Jazz Pharmaceuticals
JAZZ
$16.1B
$9.58M 0.29%
+64,150
New +$8.73M
SLV icon
84
iShares Silver Trust
SLV
$27.7B
$9.55M 0.29%
572,432
+295,955
+107% +$4.79M
ILMN icon
85
Illumina
ILMN
$29.5B
$9.5M 0.29%
29,453
-3,305
-10% -$1M
NXPI icon
86
NXP Semiconductors
NXPI
$60.8B
$9.5M 0.29%
74,678
+11,645
+18% +$1.35M
RCL icon
87
Royal Caribbean
RCL
$86.8B
$9.42M 0.28%
70,548
+61,863
+712% +$7.21M
DAL icon
88
Delta Air Lines
DAL
$56.7B
$9.41M 0.28%
160,952
-72,553
-31% -$4.07M
RTX icon
89
RTX Corp
RTX
$290B
$9.27M 0.28%
98,392
-37,990
-28% -$3.45M
RSG icon
90
Republic Services
RSG
$67.4B
$9.25M 0.28%
+103,199
New +$9.03M
INTU icon
91
Intuit
INTU
$91.1B
$9.23M 0.28%
35,243
+27,237
+340% +$7.12M
LUMN icon
92
Lumen
LUMN
$6.43B
$9.21M 0.28%
+697,418
New +$9.35M
VTR icon
93
Ventas
VTR
$47.5B
$8.91M 0.27%
+154,342
New +$9.69M
OMC icon
94
Omnicom Group
OMC
$23.5B
$8.85M 0.27%
109,198
+55,685
+104% +$4.36M
BALL icon
95
Ball Corp
BALL
$17.5B
$8.84M 0.27%
+136,623
New +$9.26M
ICE icon
96
Intercontinental Exchange
ICE
$87.2B
$8.5M 0.26%
+91,883
New +$8.53M
MASI
97
DELISTED
Masimo
MASI
$8.36M 0.25%
52,866
+43,371
+457% +$6.52M
PSA icon
98
Public Storage
PSA
$61.5B
$8.3M 0.25%
38,998
-3,490
-8% -$774K
ADI icon
99
Analog Devices
ADI
$172B
$8.16M 0.25%
+68,655
New +$7.74M
RSX
100
DELISTED
VanEck Russia ETF
RSX
$8.06M 0.24%
322,879
+96,094
+42% +$2.33M
2 3
4
5 6

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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.