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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
DISH
326
DELISTED
DISH Network Corp.
DISH
$1.86M 0.06%
+52,343
New +$1.81M
UMPQ
327
DELISTED
Umpqua Holdings Corp
UMPQ
$1.85M 0.06%
104,729
+80,037
+324% +$1.32M
BBD icon
328
Banco Bradesco
BBD
$37B
$1.84M 0.06%
+274,438
New +$1.72M
SLAB icon
329
Silicon Laboratories
SLAB
$7.34B
$1.84M 0.06%
+15,914
New +$1.75M
L icon
330
Loews
L
$22.3B
$1.82M 0.06%
+34,783
New +$1.75M
WEX icon
331
WEX
WEX
$6.82B
$1.81M 0.05%
8,644
+6,953
+411% +$1.39M
AEO icon
332
American Eagle Outfitters
AEO
$2.48B
$1.79M 0.05%
122,173
+61,250
+101% +$935K
TTWO icon
333
Take-Two Interactive
TTWO
$39.6B
$1.79M 0.05%
14,635
-19,615
-57% -$2.39M
DOC icon
334
Healthpeak Properties
DOC
$13.9B
$1.78M 0.05%
+51,715
New +$1.81M
ABEV icon
335
Ambev
ABEV
$46.6B
$1.78M 0.05%
381,766
+114,450
+43% +$508K
SPR
336
DELISTED
Spirit AeroSystems
SPR
$1.75M 0.05%
24,085
-919
-4% -$75.8K
PB icon
337
Prosperity Bancshares
PB
$8.53B
$1.75M 0.05%
24,317
+10,764
+79% +$760K
AVT icon
338
Avnet
AVT
$7.6B
$1.75M 0.05%
41,148
+31,643
+333% +$1.3M
GOOG icon
339
Alphabet (Google) Class C
GOOG
$4.18T
$1.74M 0.05%
+26,100
New +$1.68M
GGG icon
340
Graco
GGG
$12.4B
$1.74M 0.05%
+33,492
New +$1.6M
SSRM icon
341
SSR Mining
SSRM
$7.19B
$1.73M 0.05%
90,018
+25,307
+39% +$394K
MLM icon
342
Martin Marietta Materials
MLM
$36B
$1.72M 0.05%
+6,144
New +$1.64M
MTN icon
343
Vail Resorts
MTN
$4.92B
$1.72M 0.05%
+7,160
New +$1.69M
RGLD icon
344
Royal Gold
RGLD
$21.3B
$1.71M 0.05%
+13,992
New +$1.66M
FIS icon
345
Fidelity National Information Services
FIS
$19.3B
$1.71M 0.05%
12,269
-1,347
-10% -$181K
WAB icon
346
Wabtec
WAB
$47B
$1.7M 0.05%
+21,876
New +$1.62M
HRC
347
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$1.7M 0.05%
14,991
-970
-6% -$102K
IT icon
348
Gartner
IT
$12.4B
$1.7M 0.05%
+11,034
New +$1.68M
MSI icon
349
Motorola Solutions
MSI
$77.6B
$1.7M 0.05%
+10,542
New +$1.74M
EWC icon
350
iShares MSCI Canada ETF
EWC
$6.82B
$1.69M 0.05%
56,586
+1,092
+2% +$31.9K
12 13
14
15 16

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.