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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
TGNA
476
DELISTED
TEGNA Inc
TGNA
$763K 0.02%
45,768
+33,898
+286% +$527K
SIRI icon
477
SiriusXM
SIRI
$9.95B
$761K 0.02%
+10,648
New +$718K
CIM
478
Chimera Investment
CIM
$909M
$758K 0.02%
12,292
-23,118
-65% -$1.41M
UBSI icon
479
United Bankshares
UBSI
$6.52B
$751K 0.02%
19,426
+8,047
+71% +$310K
UGI icon
480
UGI
UGI
$8.11B
$723K 0.02%
+16,031
New +$734K
HRI icon
481
Herc Holdings
HRI
$4.65B
$722K 0.02%
14,762
+1,540
+12% +$71.8K
PKG icon
482
Packaging Corp of America
PKG
$20.6B
$718K 0.02%
6,415
-19,772
-76% -$2.18M
IPG
483
DELISTED
Interpublic Group of Companies
IPG
$712K 0.02%
+30,857
New +$678K
TRMB icon
484
Trimble
TRMB
$13.7B
$708K 0.02%
+16,991
New +$676K
BBVA icon
485
Banco Bilbao Vizcaya Argentaria
BBVA
$159B
$706K 0.02%
+126,594
New +$674K
CLF icon
486
Cleveland-Cliffs
CLF
$6.73B
$691K 0.02%
+82,305
New +$632K
WOR icon
487
Worthington Enterprises
WOR
$2.66B
$681K 0.02%
+26,200
New +$616K
QGEN icon
488
Qiagen
QGEN
$8.77B
$679K 0.02%
+18,945
New +$704K
RRC icon
489
Range Resources
RRC
$9.79B
$675K 0.02%
139,315
-450,377
-76% -$1.82M
DLX icon
490
Deluxe
DLX
$1.08B
$667K 0.02%
+13,363
New +$666K
NVR icon
491
NVR
NVR
$16.7B
$662K 0.02%
+174
New +$644K
LCI
492
DELISTED
Lannett Company, Inc.
LCI
$662K 0.02%
18,772
-697
-4% -$28.3K
ICF icon
493
iShares Select U.S. REIT ETF
ICF
$1.96B
$657K 0.02%
11,234
-276
-2% -$16.2K
STMP
494
DELISTED
Stamps.com, Inc.
STMP
$657K 0.02%
+7,871
New +$656K
CXW icon
495
CoreCivic
CXW
$3.5B
$651K 0.02%
+37,473
New +$593K
UPS icon
496
United Parcel Service
UPS
$87.1B
$648K 0.02%
+5,542
New +$656K
CCL icon
497
Carnival Corporation Ltd
CCL
$30.3B
$643K 0.02%
12,657
-54,398
-81% -$2.43M
CW icon
498
Curtiss-Wright
CW
$20.8B
$640K 0.02%
4,547
-1,737
-28% -$235K
ORI icon
499
Old Republic International
ORI
$9.91B
$640K 0.02%
28,649
-58,086
-67% -$1.32M
WCC
500
WESCO International
WCC
$16.3B
$639K 0.02%
+10,762
New +$561K
18 19
20
21 22

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.