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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
MTOR
501
DELISTED
MERITOR, Inc.
MTOR
$638K 0.02%
+24,386
New +$550K
MAA icon
502
Mid-America Apartment Communities
MAA
$14.4B
$636K 0.02%
+4,828
New +$646K
SNV
503
DELISTED
Synovus
SNV
$634K 0.02%
+16,186
New +$595K
CORT icon
504
Corcept Therapeutics
CORT
$12B
$632K 0.02%
52,273
-78,496
-60% -$1.09M
STLD icon
505
Steel Dynamics
STLD
$34.3B
$632K 0.02%
+18,578
New +$593K
RES icon
506
RPC Inc
RES
$1.37B
$627K 0.02%
119,728
-35,789
-23% -$161K
PSEC icon
507
Prospect Capital
PSEC
$1.14B
$624K 0.02%
96,906
-36,741
-27% -$239K
AEM icon
508
Agnico Eagle Mines
AEM
$99.7B
$622K 0.02%
+10,105
New +$587K
EQNR icon
509
Equinor
EQNR
$108B
$620K 0.02%
+31,157
New +$589K
AFG icon
510
American Financial Group
AFG
$11.9B
$617K 0.02%
5,633
-10,272
-65% -$1.1M
NBL
511
DELISTED
Noble Energy, Inc.
NBL
$610K 0.02%
+24,577
New +$522K
GOOGL icon
512
Alphabet (Google) Class A
GOOGL
$4.22T
$605K 0.02%
+9,040
New +$583K
CSIQ icon
513
Canadian Solar
CSIQ
$831M
$596K 0.02%
27,006
+1,856
+7% +$33.6K
CEO
514
DELISTED
CNOOC Limited
CEO
$591K 0.02%
+3,548
New +$543K
CNX icon
515
CNX Resources
CNX
$5.24B
$590K 0.02%
66,764
+8,444
+14% +$65.9K
GRA
516
DELISTED
W.R. Grace & Co.
GRA
$590K 0.02%
+8,447
New +$567K
VG
517
DELISTED
Vonage Holdings Corporation
VG
$590K 0.02%
+79,680
New +$689K
AKAM icon
518
Akamai
AKAM
$15.1B
$585K 0.02%
6,780
-39,393
-85% -$3.44M
BEAT
519
DELISTED
BioTelemetry, Inc.
BEAT
$583K 0.02%
+12,601
New +$546K
FSLR icon
520
First Solar
FSLR
$21.7B
$581K 0.02%
10,386
-11,699
-53% -$643K
AVY icon
521
Avery Dennison
AVY
$13B
$576K 0.02%
+4,410
New +$556K
SEIC icon
522
SEI Investments
SEIC
$12.7B
$574K 0.02%
8,779
+446
+5% +$27.7K
VNDA icon
523
Vanda Pharmaceuticals
VNDA
$302M
$554K 0.02%
33,794
-1,303
-4% -$19.7K
PRGO icon
524
Perrigo
PRGO
$1.88B
$546K 0.02%
10,576
-3,063
-22% -$160K
WERN icon
525
Werner Enterprises
WERN
$2.25B
$545K 0.02%
14,988
-565
-4% -$20.7K
19 20
21
22 23

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.