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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
KBE icon
701
State Street SPDR S&P Bank ETF
KBE
$1.56B
– –
-12,885
Closed -$556K
KBH icon
702
KB Home
KBH
$3.04B
– –
-27,131
Closed -$922K
KEY icon
703
KeyCorp
KEY
$23.2B
– –
-133,828
Closed -$2.39M
KIM icon
704
Kimco Realty
KIM
$15.4B
– –
-152,224
Closed -$3.18M
KMX icon
705
CarMax
KMX
$8.49B
– –
-44,645
Closed -$3.93M
KNX icon
706
Knight Transportation
KNX
$11.1B
– –
-67,339
Closed -$2.44M
KRE icon
707
State Street SPDR S&P Regional Banking ETF
KRE
$4.31B
– –
-18,752
Closed -$989K
LII icon
708
Lennox International
LII
$12.5B
– –
-5,208
Closed -$1.26M
LKQ icon
709
LKQ Corp
LKQ
$5.92B
– –
-120,305
Closed -$3.78M
LRCX icon
710
Lam Research
LRCX
$339B
– –
-135,720
Closed -$3.14M
LZB icon
711
La-Z-Boy
LZB
$1.21B
– –
-19,712
Closed -$662K
MBI icon
712
MBIA
MBI
$230M
– –
-38,715
Closed -$357K
MCD icon
713
McDonald's
MCD
$179B
– –
-48,326
Closed -$10.4M
MD icon
714
Pediatrix Medical
MD
$2.17B
– –
-38,933
Closed -$880K
MDU icon
715
MDU Resources
MDU
$3.91B
– –
-136,152
Closed -$1.46M
MEI icon
716
Methode Electronics
MEI
$469M
– –
-7,031
Closed -$236K
MFC icon
717
Manulife Financial
MFC
$72.7B
– –
-21,749
Closed -$399K
MKSI icon
718
MKS Inc
MKSI
$15.7B
– –
-8,374
Closed -$772K
MRSH
719
Marsh
MRSH
$85.8B
– –
-21,905
Closed -$2.19M
MMM icon
720
3M
MMM
$84.9B
– –
-3,936
Closed -$541K
MMS icon
721
Maximus
MMS
$3.05B
– –
-17,729
Closed -$1.37M
MNRO icon
722
Monro
MNRO
$391M
– –
-7,777
Closed -$614K
MO icon
723
Altria Group
MO
$117B
– –
-317,399
Closed -$13M
MOH icon
724
Molina Healthcare
MOH
$10.8B
– –
-9,670
Closed -$1.06M
MRCY icon
725
Mercury Systems
MRCY
$5.23B
– –
-7,456
Closed -$605K
27 28
29
30 31

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.