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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
JKS
526
JinkoSolar
JKS
$561M
$540K 0.02%
24,042
-6,307
-21% -$110K
EPC icon
527
Edgewell Personal Care
EPC
$1.23B
$521K 0.02%
16,847
+6,549
+64% +$211K
VRE
528
DELISTED
Veris Residential
VRE
$521K 0.02%
+22,533
New +$489K
AZTA icon
529
Azenta
AZTA
$1.45B
$518K 0.02%
+12,346
New +$519K
RIO icon
530
Rio Tinto
RIO
$158B
$516K 0.02%
+8,699
New +$472K
LMT icon
531
Lockheed Martin
LMT
$123B
$515K 0.02%
+1,325
New +$508K
MTH icon
532
Meritage Homes
MTH
$4.29B
$512K 0.02%
+16,782
New +$576K
EME icon
533
Emcor
EME
$32.4B
$509K 0.02%
5,902
+508
+9% +$44.7K
FHI icon
534
Federated Hermes
FHI
$4.35B
$496K 0.02%
15,244
+8,485
+126% +$277K
DFS
535
DELISTED
Discover Financial Services
DFS
$492K 0.01%
+5,808
New +$479K
VIAV icon
536
Viavi Solutions
VIAV
$8.33B
$477K 0.01%
31,832
-32,835
-51% -$491K
TEX icon
537
Terex
TEX
$6.67B
$471K 0.01%
+15,819
New +$445K
ATCO
538
DELISTED
Atlas Corp.
ATCO
$469K 0.01%
33,047
+11,048
+50% +$132K
GT icon
539
Goodyear
GT
$1.51B
$467K 0.01%
+30,065
New +$470K
MANH icon
540
Manhattan Associates
MANH
$12.2B
$452K 0.01%
+5,677
New +$451K
AX icon
541
Axos Financial
AX
$5.26B
$446K 0.01%
+14,734
New +$431K
CACI icon
542
CACI
CACI
$14.1B
$440K 0.01%
1,762
-4,808
-73% -$1.12M
RDY icon
543
Dr. Reddy's Laboratories
RDY
$9.62B
$434K 0.01%
+53,475
New +$422K
POWI icon
544
Power Integrations
POWI
$2.7B
$433K 0.01%
+8,772
New +$404K
CF icon
545
CF Industries
CF
$20.5B
$420K 0.01%
8,807
-59,638
-87% -$2.79M
MFA
546
MFA Financial
MFA
$852M
$411K 0.01%
13,442
-30,216
-69% -$922K
WST icon
547
West Pharmaceutical
WST
$25.7B
$411K 0.01%
+2,734
New +$398K
HEES
548
DELISTED
H&E Equipment Services
HEES
$405K 0.01%
+12,116
New +$393K
TRGP icon
549
Targa Resources
TRGP
$61.3B
$403K 0.01%
9,894
-9,915
-50% -$385K
FAF icon
550
First American
FAF
$7.44B
$396K 0.01%
6,800
-5,832
-46% -$356K
20 21
22
23 24

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.