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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
FLG
201
Flagstar Bank National Association
FLG
$5.33B
$3.83M 0.12%
+106,236
New +$3.92M
AFL icon
202
Aflac
AFL
$58.9B
$3.75M 0.11%
+70,852
New +$3.76M
TYL icon
203
Tyler Technologies
TYL
$14.5B
$3.72M 0.11%
12,394
+928
+8% +$258K
PII icon
204
Polaris
PII
$3.29B
$3.7M 0.11%
36,412
+24,887
+216% +$2.42M
AJG icon
205
Arthur J. Gallagher & Co
AJG
$63.6B
$3.69M 0.11%
38,753
+3,491
+10% +$320K
PCRX icon
206
Pacira BioSciences
PCRX
$960M
$3.69M 0.11%
+81,352
New +$3.46M
MHK icon
207
Mohawk Industries
MHK
$8.74B
$3.67M 0.11%
+26,924
New +$3.66M
GPN icon
208
Global Payments
GPN
$23.5B
$3.6M 0.11%
+19,700
New +$3.38M
ARWR icon
209
Arrowhead Research
ARWR
$9.98B
$3.51M 0.11%
+55,315
New +$2.74M
ZGNX
210
DELISTED
Zogenix, Inc.
ZGNX
$3.5M 0.11%
+67,140
New +$3.07M
LAMR icon
211
Lamar Advertising Co
LAMR
$15B
$3.49M 0.11%
39,121
+26,977
+222% +$2.26M
EOG icon
212
EOG Resources
EOG
$80.6B
$3.39M 0.1%
40,494
+32,091
+382% +$2.35M
WDC icon
213
Western Digital
WDC
$149B
$3.38M 0.1%
70,495
+29,194
+71% +$1.22M
XRX icon
214
Xerox
XRX
$454M
$3.37M 0.1%
+91,295
New +$3.19M
EWY icon
215
iShares MSCI South Korea ETF
EWY
$27B
$3.33M 0.1%
+53,586
New +$3.18M
WLL
216
DELISTED
Whiting Petroleum Corporation
WLL
$3.33M 0.1%
6,048
+2,660
+79% +$1.29M
NOC icon
217
Northrop Grumman
NOC
$75.5B
$3.32M 0.1%
+9,644
New +$3.39M
GAP
218
The Gap Inc
GAP
$7.18B
$3.3M 0.1%
186,674
+62,377
+50% +$1.06M
VIV icon
219
Telefônica Brasil
VIV
$19B
$3.3M 0.1%
230,258
+183,356
+391% +$2.45M
HST icon
220
Host Hotels & Resorts
HST
$15.2B
$3.29M 0.1%
+177,433
New +$3.07M
FLEX icon
221
Flex
FLEX
$39.9B
$3.27M 0.1%
343,495
+64,412
+23% +$555K
CB icon
222
Chubb
CB
$132B
$3.25M 0.1%
+20,884
New +$3.2M
STE icon
223
Steris
STE
$20.5B
$3.24M 0.1%
+21,284
New +$3.12M
APA icon
224
APA Corp
APA
$16.6B
$3.18M 0.1%
+124,363
New +$2.81M
PWR icon
225
Quanta Services
PWR
$92.2B
$3.15M 0.1%
+77,257
New +$3.15M
7 8
9
10 11

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.