We are live on ! Find out more
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
SBGI icon
351
Sinclair Inc
SBGI
$1.02B
$1.68M 0.05%
50,374
+21,336
+73% +$795K
KBR icon
352
KBR
KBR
$4.7B
$1.68M 0.05%
+55,030
New +$1.55M
EZU icon
353
iShare MSCI Eurozone ETF
EZU
$9.61B
$1.67M 0.05%
39,948
+8,322
+26% +$337K
CPE
354
DELISTED
Callon Petroleum Company
CPE
$1.66M 0.05%
34,322
+22,371
+187% +$926K
ALB icon
355
Albemarle
ALB
$13.4B
$1.65M 0.05%
+22,650
New +$1.51M
KGC icon
356
Kinross Gold
KGC
$33.3B
$1.64M 0.05%
+346,076
New +$1.56M
ISBC
357
DELISTED
Investors Bancorp, Inc.
ISBC
$1.63M 0.05%
136,698
+79,933
+141% +$957K
MAN icon
358
ManpowerGroup
MAN
$2.72B
$1.62M 0.05%
16,682
+7,962
+91% +$729K
CMS icon
359
CMS Energy
CMS
$20.7B
$1.6M 0.05%
+25,409
New +$1.58M
AME icon
360
Ametek
AME
$53.8B
$1.59M 0.05%
15,902
-11,660
-42% -$1.1M
CSX icon
361
CSX Corp
CSX
$90.1B
$1.58M 0.05%
+65,343
New +$1.55M
TROW icon
362
T. Rowe Price
TROW
$22.2B
$1.56M 0.05%
12,837
-16,262
-56% -$1.92M
UNP icon
363
Union Pacific
UNP
$169B
$1.56M 0.05%
8,638
-1,189
-12% -$204K
BAH icon
364
Booz Allen Hamilton
BAH
$9.63B
$1.56M 0.05%
+21,937
New +$1.56M
WBD icon
365
Warner Bros
WBD
$70.3B
$1.56M 0.05%
47,635
-50,705
-52% -$1.53M
FLIR
366
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$1.55M 0.05%
+29,832
New +$1.58M
PPC icon
367
Pilgrim's Pride
PPC
$7.11B
$1.55M 0.05%
+47,268
New +$1.47M
CNI icon
368
Canadian National Railway
CNI
$73.7B
$1.54M 0.05%
17,092
+8,081
+90% +$726K
MDP
369
DELISTED
Meredith Corporation
MDP
$1.53M 0.05%
47,260
+17,588
+59% +$626K
ZD icon
370
Ziff Davis
ZD
$2.03B
$1.53M 0.05%
18,811
+9,136
+94% +$755K
NTES icon
371
NetEase
NTES
$76.5B
$1.53M 0.05%
24,935
-3,525
-12% -$207K
HUN icon
372
Huntsman Corp
HUN
$1.62B
$1.52M 0.05%
62,984
+23,194
+58% +$537K
SGI
373
Somnigroup International
SGI
$13.8B
$1.51M 0.05%
+69,632
New +$1.46M
ROP icon
374
Roper Technologies
ROP
$38B
$1.51M 0.05%
4,270
-496
-10% -$171K
SANM icon
375
Sanmina
SANM
$10.3B
$1.5M 0.05%
43,769
+20,309
+87% +$650K
13 14
15
16 17

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.