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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
CRUS icon
651
Cirrus Logic
CRUS
$6.12B
– –
-7,528
Closed -$403K
CUBE icon
652
CubeSmart
CUBE
$8.99B
– –
-57,955
Closed -$2.02M
CYH icon
653
Community Health Systems
CYH
$419M
– –
-45,294
Closed -$163K
DD icon
654
DuPont de Nemours
DD
$17.3B
– –
-26,684
Closed -$2.39M
DHC
655
Diversified Healthcare Trust
DHC
$1.89B
– –
-85,968
Closed -$795K
DLR icon
656
Digital Realty Trust
DLR
$66.5B
– –
-72,410
Closed -$9.4M
DOV icon
657
Dover
DOV
$25.5B
– –
-8,808
Closed -$876K
DRI icon
658
Darden Restaurants
DRI
$23.7B
– –
-22,803
Closed -$2.69M
DTE icon
659
DTE Energy
DTE
$27.1B
– –
-72,146
Closed -$8.16M
DUK icon
660
Duke Energy
DUK
$91.8B
– –
-179,404
Closed -$17.2M
DVA icon
661
DaVita
DVA
$12.2B
– –
-69,011
Closed -$3.94M
DVAX
662
DELISTED
Dynavax Technologies
DVAX
– –
-39,428
Closed -$140K
DXC icon
663
DXC Technology
DXC
$1.92B
– –
-140,845
Closed -$4.15M
EBS icon
664
Emergent Biosolutions
EBS
$326M
– –
-29,862
Closed -$1.56M
EG icon
665
Everest Group
EG
$14.6B
– –
-19,112
Closed -$5.08M
ELV icon
666
Elevance Health
ELV
$90.6B
– –
-46,057
Closed -$11.1M
EPR icon
667
EPR Properties
EPR
$4.5B
– –
-34,657
Closed -$2.66M
ETN icon
668
Eaton
ETN
$152B
– –
-85,094
Closed -$7.08M
EWT icon
669
iShares MSCI Taiwan ETF
EWT
$11.6B
– –
-51,676
Closed -$1.88M
EXPE icon
670
Expedia Group
EXPE
$35.2B
– –
-35,649
Closed -$4.79M
FAS icon
671
Direxion Daily Financial Bull 3x ETF
FAS
$2.18B
– –
-4,394
Closed -$341K
FL
672
DELISTED
Foot Locker
FL
– –
-23,440
Closed -$1.01M
FOSL icon
673
Fossil Group
FOSL
$298M
– –
-110,547
Closed -$1.38M
FRT icon
674
Federal Realty Investment Trust
FRT
$9.9B
– –
-49,437
Closed -$6.73M
GBX icon
675
The Greenbrier Companies
GBX
$1.32B
– –
-8,379
Closed -$252K
25 26
27
28 29

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.