We are live on ! Find out more
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
MS icon
726
Morgan Stanley
MS
$324B
– –
-67,723
Closed -$2.89M
MTZ icon
727
MasTec
MTZ
$17.9B
– –
-17,683
Closed -$1.15M
NI icon
728
NiSource
NI
$19.5B
– –
-146,457
Closed -$4.38M
NKE icon
729
Nike
NKE
$53.7B
– –
-96,448
Closed -$9.06M
NNN icon
730
NNN REIT
NNN
$8.29B
– –
-32,408
Closed -$1.83M
NOK icon
731
Nokia
NOK
$55.1B
– –
-281,420
Closed -$1.42M
OI icon
732
O-I Glass
OI
$974M
– –
-28,520
Closed -$292K
OMER icon
733
Omeros
OMER
$1.24B
– –
-49,093
Closed -$801K
OSIS icon
734
OSI Systems
OSIS
$3.23B
– –
-2,225
Closed -$225K
PCAR icon
735
PACCAR
PCAR
$64.5B
– –
-30,402
Closed -$1.42M
PCG icon
736
PG&E
PCG
$29B
– –
-143,001
Closed -$1.43M
PEG icon
737
Public Service Enterprise Group
PEG
$35.1B
– –
-152,467
Closed -$9.46M
PENN icon
738
PENN Entertainment
PENN
$2.38B
– –
-32,281
Closed -$601K
PH icon
739
Parker-Hannifin
PH
$117B
– –
-28,229
Closed -$5.1M
PHM icon
740
Pultegroup
PHM
$22.8B
– –
-68,199
Closed -$2.49M
PLCE icon
741
Children's Place
PLCE
$42.3M
– –
-5,842
Closed -$449K
PNC icon
742
PNC Financial Services
PNC
$96.1B
– –
-16,800
Closed -$2.35M
PNR icon
743
Pentair
PNR
$9.03B
– –
-16,034
Closed -$606K
PNW icon
744
Pinnacle West Capital
PNW
$11.5B
– –
-82,257
Closed -$7.98M
POOL icon
745
Pool Corp
POOL
$6.06B
– –
-3,210
Closed -$647K
PPG icon
746
PPG Industries
PPG
$23.3B
– –
-40,294
Closed -$4.78M
PPL
747
PPL Corp
PPL
$25B
– –
-172,914
Closed -$5.45M
PRAA icon
748
PRA Group
PRAA
$726M
– –
-7,428
Closed -$250K
PZZA icon
749
Papa John's
PZZA
$682M
– –
-63,891
Closed -$3.34M
REG icon
750
Regency Centers
REG
$13.6B
– –
-91,723
Closed -$6.37M
28 29
30
31 32

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.