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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
BNS icon
251
Scotiabank
BNS
$114B
$2.75M 0.08%
48,699
-4,722
-9% -$268K
CVX icon
252
Chevron
CVX
$427B
$2.72M 0.08%
22,561
-24,527
-52% -$2.89M
ECL icon
253
Ecolab
ECL
$77B
$2.68M 0.08%
13,880
+1,813
+15% +$344K
BIG
254
DELISTED
Big Lots, Inc.
BIG
$2.65M 0.08%
92,384
+74,173
+407% +$1.71M
HOG icon
255
Harley-Davidson
HOG
$2.87B
$2.63M 0.08%
70,731
+34,399
+95% +$1.28M
SJM icon
256
J.M. Smucker
SJM
$13B
$2.61M 0.08%
25,086
+12,994
+107% +$1.38M
OLED icon
257
Universal Display
OLED
$3.58B
$2.6M 0.08%
+12,604
New +$2.38M
DKS icon
258
Dick's Sporting Goods
DKS
$11B
$2.59M 0.08%
+52,356
New +$2.23M
EXR icon
259
Extra Space Storage
EXR
$29B
$2.59M 0.08%
24,536
-43,356
-64% -$4.73M
TAL icon
260
TAL Education Group
TAL
$6.52B
$2.58M 0.08%
53,635
-58,416
-52% -$2.51M
NUAN
261
DELISTED
Nuance Communications, Inc.
NUAN
$2.57M 0.08%
143,990
+98,135
+214% +$1.63M
EW icon
262
Edwards Lifesciences
EW
$49.4B
$2.56M 0.08%
+32,946
New +$2.57M
EVRG icon
263
Evergy
EVRG
$18.5B
$2.56M 0.08%
39,303
-58,652
-60% -$3.74M
UHS icon
264
Universal Health Services
UHS
$10.4B
$2.55M 0.08%
17,802
-10,347
-37% -$1.47M
SKT icon
265
Tanger
SKT
$4.16B
$2.55M 0.08%
173,274
+68,682
+66% +$1.07M
CRL icon
266
Charles River Laboratories
CRL
$13B
$2.55M 0.08%
+16,675
New +$2.31M
CE icon
267
Celanese
CE
$5.18B
$2.53M 0.08%
20,559
-37,112
-64% -$4.57M
CIB icon
268
Grupo Cibest SA
CIB
$23.8B
$2.5M 0.08%
45,626
+36,205
+384% +$1.87M
MAC icon
269
Macerich
MAC
$6.35B
$2.5M 0.08%
92,821
+50,273
+118% +$1.38M
MOS icon
270
The Mosaic Company
MOS
$8.09B
$2.49M 0.08%
+115,051
New +$2.28M
NDSN icon
271
Nordson
NDSN
$17.2B
$2.48M 0.07%
15,211
+2,972
+24% +$470K
NUE icon
272
Nucor
NUE
$58.7B
$2.46M 0.07%
+43,734
New +$2.39M
EAT icon
273
Brinker International
EAT
$8.5B
$2.46M 0.07%
58,506
-21,277
-27% -$917K
MTG icon
274
MGIC Investment
MTG
$6.14B
$2.45M 0.07%
+173,177
New +$2.4M
TDC icon
275
Teradata
TDC
$2.73B
$2.42M 0.07%
90,593
+75,712
+509% +$2.11M
9 10
11
12 13

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.