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
EQT icon
376
EQT Corp
EQT
$32B
$1.49M 0.05%
136,885
-206,079
-60% -$2.02M
IMMU
377
DELISTED
Immunomedics Inc
IMMU
$1.49M 0.05%
70,531
-8,683
-11% -$153K
TREX icon
378
Trex
TREX
$4.4B
$1.49M 0.04%
33,086
+26,974
+441% +$1.19M
WSO icon
379
Watsco Inc
WSO
$12.7B
$1.48M 0.04%
8,229
-2,120
-20% -$373K
PFG icon
380
Principal Financial Group
PFG
$25.4B
$1.48M 0.04%
+26,852
New +$1.47M
CCK icon
381
Crown Holdings
CCK
$12.2B
$1.47M 0.04%
20,294
+10,153
+100% +$724K
CUZ icon
382
Cousins Properties
CUZ
$4.64B
$1.46M 0.04%
+35,491
New +$1.39M
JKHY icon
383
Jack Henry & Associates
JKHY
$11.1B
$1.46M 0.04%
10,039
+3,582
+55% +$523K
CBRE icon
384
CBRE Group
CBRE
$40.8B
$1.46M 0.04%
23,817
+7,626
+47% +$422K
AGO icon
385
Assured Guaranty
AGO
$3.16B
$1.46M 0.04%
29,690
-5,843
-16% -$279K
NTGR icon
386
NETGEAR
NTGR
$604M
$1.44M 0.04%
+58,753
New +$1.61M
SAM icon
387
Boston Beer
SAM
$1.75B
$1.43M 0.04%
3,793
+1,071
+39% +$403K
LNW
388
DELISTED
Light & Wonder
LNW
$1.43M 0.04%
53,413
-64,559
-55% -$1.66M
CS
389
DELISTED
Credit Suisse Group
CS
$1.43M 0.04%
106,286
-35,612
-25% -$455K
CRI icon
390
Carter's
CRI
$1.09B
$1.4M 0.04%
+12,813
New +$1.3M
BUD icon
391
AB InBev
BUD
$157B
$1.4M 0.04%
+17,060
New +$1.42M
LECO icon
392
Lincoln Electric
LECO
$14B
$1.38M 0.04%
14,305
-395
-3% -$35.9K
WRI
393
DELISTED
Weingarten Realty Investors
WRI
$1.37M 0.04%
43,784
-51,764
-54% -$1.58M
EXP icon
394
Eagle Materials
EXP
$5.61B
$1.34M 0.04%
14,783
-663
-4% -$60.7K
MIC
395
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$1.34M 0.04%
31,297
+11,413
+57% +$471K
ARCC icon
396
Ares Capital
ARCC
$14B
$1.34M 0.04%
+71,804
New +$1.33M
AYI icon
397
Acuity Brands
AYI
$9.06B
$1.33M 0.04%
9,650
-5,252
-35% -$675K
WTI icon
398
W&T Offshore
WTI
$593M
$1.32M 0.04%
+237,529
New +$1.06M
INGR icon
399
Ingredion
INGR
$6.24B
$1.32M 0.04%
14,191
+1,961
+16% +$165K
HSBC icon
400
HSBC
HSBC
$350B
$1.31M 0.04%
+33,627
New +$1.28M
14 15
16
17 18

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.