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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+10.61%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 17.35%
2 Miscellaneous 15.33%
3 Healthcare 14.49%
4 Consumer Discretionary 12.68%
5 Communication Services 9.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SKX
226
DELISTED
Skechers
SKX
$3.1M 0.09%
71,789
+33,149
+86% +$1.31M
CINF icon
227
Cincinnati Financial
CINF
$26.3B
$3.08M 0.09%
+29,305
New +$3.2M
DGX icon
228
Quest Diagnostics
DGX
$27.3B
$3.08M 0.09%
+28,839
New +$3.01M
MSM icon
229
MSC Industrial Direct
MSM
$6.69B
$3.08M 0.09%
+39,206
New +$2.9M
CGNX icon
230
Cognex
CGNX
$9.95B
$3.05M 0.09%
54,512
+26,113
+92% +$1.35M
TOL icon
231
Toll Brothers
TOL
$12.4B
$3.03M 0.09%
76,802
-109,649
-59% -$4.38M
NOV icon
232
NOV
NOV
$7.48B
$3.03M 0.09%
120,880
+51,888
+75% +$1.17M
XME icon
233
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
$3.03M 0.09%
+103,324
New +$2.82M
SPG icon
234
Simon Property Group
SPG
$66B
$3M 0.09%
+20,176
New +$3.03M
HIW icon
235
Highwoods Properties
HIW
$3.39B
$3M 0.09%
61,324
+30,566
+99% +$1.41M
RDS.B
236
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$2.99M 0.09%
+49,840
New +$2.93M
LPX icon
237
Louisiana-Pacific
LPX
$4.53B
$2.97M 0.09%
+100,103
New +$2.83M
CMI icon
238
Cummins
CMI
$74.1B
$2.96M 0.09%
+16,522
New +$2.91M
AMN icon
239
AMN Healthcare
AMN
$1.32B
$2.92M 0.09%
46,855
+2,448
+6% +$145K
COO icon
240
Cooper Companies
COO
$10.1B
$2.92M 0.09%
+36,324
New +$2.74M
EL icon
241
Estee Lauder
EL
$34.8B
$2.88M 0.09%
13,943
+10,694
+329% +$2.08M
QVCGA
242
DELISTED
QVC Group Inc Series A
QVCGA
$2.87M 0.09%
7,023
+1,762
+33% +$794K
SONY icon
243
Sony
SONY
$140B
$2.85M 0.09%
209,940
+92,835
+79% +$1.16M
DHI icon
244
D.R. Horton
DHI
$39.2B
$2.82M 0.09%
53,493
-24,753
-32% -$1.32M
SBAC icon
245
SBA Communications
SBAC
$19.4B
$2.82M 0.09%
+11,703
New +$2.78M
A icon
246
Agilent Technologies
A
$42.4B
$2.81M 0.09%
+32,990
New +$2.6M
XLB icon
247
State Street Materials Select Sector SPDR ETF
XLB
$8.39B
$2.81M 0.09%
+91,648
New +$2.71M
IONS icon
248
Ionis Pharmaceuticals
IONS
$7.85B
$2.81M 0.08%
+46,546
New +$2.77M
HRTX icon
249
Heron Therapeutics
HRTX
$59.6M
$2.81M 0.08%
+119,451
New +$2.64M
NRG icon
250
NRG Energy
NRG
$22.3B
$2.79M 0.08%
+70,102
New +$2.77M
8 9
10
11 12

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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 Miscellaneous and Healthcare.

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.