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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
LNT icon
151
Alliant Energy
LNT
$18.6B
$5.33M 0.16%
+97,469
New +$5.18M
ODFL icon
152
Old Dominion Freight Line
ODFL
$46.3B
$5.28M 0.16%
83,502
+35,115
+73% +$2.16M
RDS.A
153
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$5.25M 0.16%
+89,061
New +$5.2M
DEO icon
154
Diageo
DEO
$49.6B
$5.23M 0.16%
+31,052
New +$5.05M
TT icon
155
Trane Technologies
TT
$98.8B
$5.21M 0.16%
39,227
-6,980
-15% -$885K
ILF icon
156
iShares Latin America 40 ETF
ILF
$3.73B
$5.21M 0.16%
153,362
+144,489
+1,628% +$4.71M
OGE icon
157
OGE Energy
OGE
$9.86B
$5.16M 0.16%
116,075
-10,395
-8% -$449K
CBOE icon
158
Cboe Global Markets
CBOE
$32.2B
$5.14M 0.16%
42,810
-3,164
-7% -$371K
TRP icon
159
TC Energy
TRP
$70.1B
$5.04M 0.15%
+94,621
New +$4.85M
LEG icon
160
Leggett & Platt
LEG
$1.4B
$4.99M 0.15%
98,209
+50,235
+105% +$2.46M
TXRH icon
161
Texas Roadhouse
TXRH
$13.7B
$4.96M 0.15%
+88,128
New +$4.84M
ABMD
162
DELISTED
Abiomed Inc
ABMD
$4.96M 0.15%
29,063
+10,621
+58% +$1.97M
RHI icon
163
Robert Half
RHI
$4.11B
$4.86M 0.15%
+77,035
New +$4.47M
MPC icon
164
Marathon Petroleum
MPC
$90.1B
$4.73M 0.14%
+78,487
New +$4.91M
ES icon
165
Eversource Energy
ES
$28.1B
$4.68M 0.14%
+55,075
New +$4.58M
NXST icon
166
Nexstar Media Group
NXST
$6.01B
$4.66M 0.14%
39,762
+22,758
+134% +$2.38M
GRMN
167
Garmin
GRMN
$56.9B
$4.65M 0.14%
47,627
+11,147
+31% +$1.04M
MPT
168
Medical Properties Trust
MPT
$2.84B
$4.63M 0.14%
219,611
-137,606
-39% -$2.79M
IRBT
169
DELISTED
iRobot
IRBT
$4.63M 0.14%
91,515
+28,473
+45% +$1.43M
BG icon
170
Bunge Global
BG
$20.9B
$4.6M 0.14%
79,863
+73,494
+1,154% +$4.07M
NVO
171
Novo Nordisk
NVO
$228B
$4.59M 0.14%
158,790
-69,568
-30% -$1.93M
ICLR icon
172
Icon
ICLR
$13.7B
$4.54M 0.14%
26,352
+17,820
+209% +$2.75M
AMX icon
173
America Movil
AMX
$74.6B
$4.51M 0.14%
281,648
+205,040
+268% +$3.21M
PBR.A icon
174
Petrobras Class A
PBR.A
$106B
$4.49M 0.14%
+301,160
New +$4.27M
ARE icon
175
Alexandria Real Estate Equities
ARE
$9.37B
$4.47M 0.14%
+27,668
New +$4.36M
5 6
7
8 9

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UWPG
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FWM
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RCIM
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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.