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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
IBM icon
301
IBM
IBM
$234B
$2.14M 0.06%
16,680
+12,171
+270% +$1.58M
HTHT icon
302
Huazhu Hotels Group
HTHT
$13.3B
$2.14M 0.06%
+53,312
New +$1.92M
EHC icon
303
Encompass Health
EHC
$12B
$2.12M 0.06%
38,550
+14,341
+59% +$778K
LEA icon
304
Lear
LEA
$6.22B
$2.12M 0.06%
+15,452
New +$1.91M
LAD icon
305
Lithia Motors
LAD
$7.6B
$2.12M 0.06%
+14,410
New +$2.17M
PGR icon
306
Progressive
PGR
$129B
$2.12M 0.06%
29,238
-79,733
-73% -$5.75M
COR icon
307
Cencora
COR
$61.7B
$2.09M 0.06%
24,573
-19,309
-44% -$1.65M
MPWR icon
308
Monolithic Power Systems
MPWR
$56.1B
$2.07M 0.06%
+11,628
New +$1.86M
INTC icon
309
Intel
INTC
$513B
$2.07M 0.06%
34,577
-6,344
-16% -$355K
OHI icon
310
Omega Healthcare
OHI
$14.3B
$2.06M 0.06%
48,560
-142,214
-75% -$6.02M
BDN
311
Brandywine Realty Trust
BDN
$499M
$2.05M 0.06%
130,306
+99,810
+327% +$1.51M
CHL
312
DELISTED
China Mobile Limited
CHL
$2.04M 0.06%
+48,298
New +$1.95M
AG icon
313
First Majestic Silver
AG
$9.19B
$2.04M 0.06%
166,316
+28,964
+21% +$305K
YINN icon
314
Direxion Daily FTSE China Bull 3X ETF
YINN
$599M
$2.02M 0.06%
+4,577
New +$1.73M
TD icon
315
Toronto Dominion Bank
TD
$199B
$2M 0.06%
35,674
+16,437
+85% +$932K
TTC icon
316
Toro Company
TTC
$8.81B
$1.99M 0.06%
24,948
+1,262
+5% +$96.6K
SBRA icon
317
Sabra Healthcare REIT
SBRA
$5.18B
$1.96M 0.06%
92,056
-39,172
-30% -$877K
AWK icon
318
American Water Works
AWK
$27.4B
$1.96M 0.06%
+15,980
New +$1.94M
EDU icon
319
New Oriental
EDU
$8.95B
$1.95M 0.06%
+16,071
New +$1.92M
COHR
320
DELISTED
Coherent Inc
COHR
$1.94M 0.06%
11,661
+9,443
+426% +$1.46M
DRE
321
DELISTED
Duke Realty Corp.
DRE
$1.93M 0.06%
55,709
-55,839
-50% -$1.93M
RDN icon
322
Radian Group
RDN
$4.68B
$1.92M 0.06%
76,367
+22,788
+43% +$567K
MXIM
323
DELISTED
Maxim Integrated Products
MXIM
$1.92M 0.06%
+31,164
New +$1.81M
STWD icon
324
Starwood Property Trust
STWD
$5.63B
$1.9M 0.06%
76,417
+29,939
+64% +$733K
ANF icon
325
Abercrombie & Fitch
ANF
$5.74B
$1.9M 0.06%
109,807
+59,319
+117% +$981K
11 12
13
14 15

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.