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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
KMB icon
276
Kimberly-Clark
KMB
$32.8B
$2.42M 0.07%
17,569
+2,016
+13% +$273K
JBHT icon
277
JB Hunt Transport Services
JBHT
$25.6B
$2.4M 0.07%
+20,601
New +$2.37M
FAST icon
278
Fastenal
FAST
$56.7B
$2.4M 0.07%
130,174
-41,750
-24% -$746K
BAP icon
279
Credicorp
BAP
$29.6B
$2.37M 0.07%
+11,102
New +$2.33M
HTZ
280
DELISTED
Hertz Global Holdings, Inc.
HTZ
$2.36M 0.07%
+150,067
New +$2.25M
AMRN
281
Amarin Corp
AMRN
$294M
$2.35M 0.07%
+5,480
New +$2.08M
CM icon
282
Canadian Imperial Bank of Commerce
CM
$103B
$2.35M 0.07%
56,482
+7,708
+16% +$326K
CDNS icon
283
Cadence Design Systems
CDNS
$75.4B
$2.34M 0.07%
+33,726
New +$2.26M
LH icon
284
Labcorp
LH
$26.3B
$2.32M 0.07%
+15,996
New +$2.31M
BR icon
285
Broadridge
BR
$19.4B
$2.32M 0.07%
18,807
+2,654
+16% +$325K
TCO
286
DELISTED
Taubman Centers Inc.
TCO
$2.32M 0.07%
74,554
+67,474
+953% +$2.31M
CAT icon
287
Caterpillar
CAT
$360B
$2.31M 0.07%
+15,675
New +$2.19M
HBI
288
DELISTED
Hanesbrands
HBI
$2.31M 0.07%
+155,490
New +$2.36M
VYX icon
289
NCR Voyix
VYX
$1.04B
$2.31M 0.07%
107,084
+58,688
+121% +$1.14M
NUVA
290
DELISTED
NuVasive, Inc.
NUVA
$2.3M 0.07%
29,702
-532
-2% -$37.6K
TMO icon
291
Thermo Fisher Scientific
TMO
$237B
$2.23M 0.07%
6,849
-2,932
-30% -$889K
FN icon
292
Fabrinet
FN
$13.4B
$2.22M 0.07%
34,250
+18,830
+122% +$1.09M
DRH icon
293
Diamondrock Hospitality Co
DRH
$2.54B
$2.22M 0.07%
+200,036
New +$2.06M
WM icon
294
Waste Management
WM
$86.8B
$2.21M 0.07%
+19,401
New +$2.19M
RGA icon
295
Reinsurance Group of America
RGA
$16.2B
$2.21M 0.07%
13,549
+10,312
+319% +$1.67M
WSM icon
296
Williams-Sonoma
WSM
$26.1B
$2.19M 0.07%
+59,764
New +$2.08M
HSIC icon
297
Henry Schein
HSIC
$9.75B
$2.19M 0.07%
+32,819
New +$2.17M
DECK icon
298
Deckers Outdoor
DECK
$10.6B
$2.19M 0.07%
+77,742
New +$2.06M
EFA icon
299
iShares MSCI EAFE ETF
EFA
$77.9B
$2.16M 0.07%
31,146
-120,094
-79% -$8.11M
CME icon
300
CME Group
CME
$98.9B
$2.15M 0.06%
+10,708
New +$2.2M
10 11
12
13 14

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.