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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
BGS icon
626
B&G Foods
BGS
$257M
– –
-20,902
Closed -$395K
BIIB icon
627
Biogen
BIIB
$31.9B
– –
-96,396
Closed -$22.4M
BKD icon
628
Brookdale Senior Living
BKD
$2.83B
– –
-34,580
Closed -$262K
BLDP
629
Ballard Power Systems
BLDP
$639M
– –
-51,004
Closed -$249K
BMA icon
630
Banco Macro
BMA
$4.86B
– –
-68,980
Closed -$1.79M
BN icon
631
Brookfield
BN
$82.9B
– –
-60,640
Closed -$1.15M
BPT
632
DELISTED
BP Prudhoe Bay Royalty Trust
BPT
– –
-10,310
Closed -$94K
BTI icon
633
British American Tobacco
BTI
$122B
– –
-33,211
Closed -$1.23M
BWXT icon
634
BWX Technologies
BWXT
$13.4B
– –
-7,848
Closed -$448K
C icon
635
Citigroup
C
$228B
– –
-82,163
Closed -$5.67M
CACC icon
636
Credit Acceptance
CACC
$6.23B
– –
-5,920
Closed -$2.73M
CBRL icon
637
Cracker Barrel
CBRL
$1.01B
– –
-6,375
Closed -$1.04M
CCEP icon
638
Coca-Cola Europacific Partners
CCEP
$45.4B
– –
-28,392
Closed -$1.57M
CCI icon
639
Crown Castle
CCI
$31.2B
– –
-33,940
Closed -$4.72M
CI icon
640
Cigna
CI
$76.3B
– –
-36,257
Closed -$5.5M
CL icon
641
Colgate-Palmolive
CL
$69.4B
– –
-108,941
Closed -$8.01M
CMC icon
642
Commercial Metals
CMC
$7.21B
– –
-43,672
Closed -$759K
CNC icon
643
Centene
CNC
$33.4B
– –
-42,116
Closed -$1.82M
CNP icon
644
CenterPoint Energy
CNP
$25B
– –
-284,722
Closed -$8.59M
COF icon
645
Capital One
COF
$127B
– –
-51,227
Closed -$4.66M
COHR icon
646
Coherent
COHR
$53.1B
– –
-19,062
Closed -$671K
CP icon
647
Canadian Pacific Kansas City
CP
$78.3B
– –
-18,980
Closed -$844K
CPA icon
648
Copa Holdings
CPA
$5.13B
– –
-16,588
Closed -$1.64M
CRK icon
649
Comstock Resources
CRK
$4.2B
– –
-13,495
Closed -$105K
CRS icon
650
Carpenter Technology
CRS
$20.6B
– –
-12,416
Closed -$641K
24 25
26
27 28

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.