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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
HZNP
176
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$4.44M 0.13%
122,605
-41,647
-25% -$1.28M
NVS icon
177
Novartis
NVS
$263B
$4.43M 0.13%
46,778
-26,634
-36% -$2.39M
GEN icon
178
Gen Digital
GEN
$18.7B
$4.41M 0.13%
+172,762
New +$4.22M
DE icon
179
Deere & Co
DE
$184B
$4.36M 0.13%
+25,180
New +$4.34M
IRM icon
180
Iron Mountain
IRM
$33.4B
$4.33M 0.13%
+135,709
New +$4.45M
AEP icon
181
American Electric Power
AEP
$65.7B
$4.32M 0.13%
+45,667
New +$4.22M
WCN
182
Waste Connections
WCN
$40.1B
$4.3M 0.13%
47,369
+4,669
+11% +$424K
HPP
183
Hudson Pacific Properties
HPP
$621M
$4.28M 0.13%
16,237
+11,635
+253% +$2.86M
XLNX
184
DELISTED
Xilinx Inc
XLNX
$4.26M 0.13%
43,617
+4,040
+10% +$380K
KRC icon
185
Kilroy Realty
KRC
$4.01B
$4.26M 0.13%
50,788
+25,897
+104% +$2.11M
DINO icon
186
HF Sinclair
DINO
$20B
$4.2M 0.13%
+82,855
New +$4.39M
VMC icon
187
Vulcan Materials
VMC
$32.3B
$4.18M 0.13%
+29,013
New +$4.15M
EEFT icon
188
Euronet Worldwide
EEFT
$2.62B
$4.17M 0.13%
+26,474
New +$4M
IEX icon
189
IDEX
IEX
$16.4B
$4.17M 0.13%
24,236
+20,129
+490% +$3.26M
CHKP icon
190
Check Point Software Technologies
CHKP
$14.1B
$4.16M 0.13%
+37,496
New +$4.21M
BPOP icon
191
Popular Inc
BPOP
$10.5B
$4.15M 0.13%
70,670
+52,467
+288% +$2.93M
ON icon
192
ON Semiconductor
ON
$28.5B
$4.15M 0.13%
+170,294
New +$3.6M
WPM icon
193
Wheaton Precious Metals
WPM
$68.1B
$4.06M 0.12%
136,621
+97,054
+245% +$2.65M
CIEN icon
194
Ciena
CIEN
$47.4B
$4.06M 0.12%
+95,034
New +$3.62M
LSI
195
DELISTED
Life Storage, Inc.
LSI
$3.95M 0.12%
54,740
-40,018
-42% -$2.86M
HALO icon
196
Halozyme
HALO
$12.1B
$3.93M 0.12%
+221,558
New +$3.84M
MGA icon
197
Magna International
MGA
$17B
$3.92M 0.12%
71,566
+31,772
+80% +$1.72M
MRVL icon
198
Marvell Technology
MRVL
$199B
$3.91M 0.12%
+147,065
New +$3.73M
TMUS icon
199
T-Mobile US
TMUS
$194B
$3.87M 0.12%
49,351
-39,834
-45% -$3.13M
WAT icon
200
Waters Corp
WAT
$41B
$3.85M 0.12%
16,466
-1,083
-6% -$239K
6 7
8
9 10

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.