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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
DXJ icon
576
WisdomTree Japan Hedged Equity Fund
DXJ
$7.03B
$285K 0.01%
5,302
-25,752
-83% -$1.37M
PLUG icon
577
Plug Power
PLUG
$2.86B
$283K 0.01%
89,677
-96,747
-52% -$294K
ARW icon
578
Arrow Electronics
ARW
$10.8B
$274K 0.01%
3,242
-1,038
-24% -$82.6K
VFC icon
579
VF Corp
VFC
$5B
$274K 0.01%
2,756
-18,751
-87% -$1.68M
WNC icon
580
Wabash National
WNC
$509M
$270K 0.01%
+18,447
New +$274K
ERX icon
581
Direxion Daily Energy Bull 2X ETF
ERX
$266M
$267K 0.01%
+1,529
New +$236K
THS
582
DELISTED
Treehouse Foods
THS
$267K 0.01%
5,510
+200
+4% +$10.2K
GME icon
583
GameStop
GME
$10.8B
$260K 0.01%
171,236
-276,468
-62% -$406K
STL
584
DELISTED
Sterling Bancorp
STL
$258K 0.01%
+12,270
New +$250K
FLO icon
585
Flowers Foods
FLO
$1.3B
$257K 0.01%
11,854
-19,009
-62% -$413K
BBL
586
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$248K 0.01%
+5,291
New +$233K
BLKB icon
587
Blackbaud
BLKB
$2.05B
$244K 0.01%
+3,072
New +$257K
MEOH icon
588
Methanex
MEOH
$4.99B
$231K 0.01%
+5,988
New +$225K
EPP icon
589
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
$228K 0.01%
+4,935
New +$226K
TRN icon
590
Trinity Industries
TRN
$2.24B
$227K 0.01%
10,293
-20,439
-67% -$417K
VSAT icon
591
Viasat
VSAT
$9.73B
$226K 0.01%
3,095
-2,203
-42% -$158K
IMAX icon
592
IMAX
IMAX
$2.89B
$222K 0.01%
10,868
-1,751
-14% -$37.4K
SNP
593
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$222K 0.01%
+3,707
New +$215K
XLI icon
594
State Street Industrial Select Sector SPDR ETF
XLI
$30.6B
$219K 0.01%
2,693
-81,601
-97% -$6.51M
NAV
595
DELISTED
Navistar International
NAV
$215K 0.01%
+7,445
New +$229K
VEON icon
596
VEON
VEON
$4.73B
$208K 0.01%
3,301
-12,999
-80% -$799K
CX icon
597
Cemex
CX
$14.7B
$207K 0.01%
+55,013
New +$210K
SA
598
Seabridge Gold
SA
$3.16B
$188K 0.01%
13,662
+2,875
+27% +$36.4K
KOS icon
599
Kosmos Energy
KOS
$1.84B
$186K 0.01%
32,655
-15,668
-32% -$94.5K
TTMI icon
600
TTM Technologies
TTMI
$11.8B
$186K 0.01%
+12,361
New +$162K
22 23
24
25 26

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.