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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
TIMB icon
401
TIM SA
TIMB
$9.04B
$1.31M 0.04%
+68,500
New +$1.08M
STZ icon
402
Constellation Brands
STZ
$21.1B
$1.29M 0.04%
6,813
-12,911
-65% -$2.44M
TVTY
403
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$1.29M 0.04%
+63,433
New +$1.19M
GES
404
DELISTED
Guess Inc
GES
$1.26M 0.04%
56,267
+7,537
+15% +$140K
RJF icon
405
Raymond James Financial
RJF
$32.5B
$1.26M 0.04%
21,096
+14,991
+246% +$865K
FLS icon
406
Flowserve
FLS
$9.03B
$1.25M 0.04%
+25,107
New +$1.2M
CSOD
407
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$1.25M 0.04%
+21,276
New +$1.23M
OTEX icon
408
Open Text
OTEX
$5.73B
$1.24M 0.04%
+28,102
New +$1.18M
BTG icon
409
B2Gold
BTG
$6.9B
$1.23M 0.04%
305,719
+60,786
+25% +$214K
PAG icon
410
Penske Automotive Group
PAG
$14.2B
$1.22M 0.04%
24,270
+10,646
+78% +$526K
DB icon
411
Deutsche Bank
DB
$72.7B
$1.21M 0.04%
155,403
+58,194
+60% +$437K
SPWR
412
DELISTED
SunPower Corporation Common Stock
SPWR
$1.21M 0.04%
+236,662
New +$1.32M
APD icon
413
Air Products & Chemicals
APD
$64.7B
$1.2M 0.04%
5,088
+330
+7% +$74.5K
FLR icon
414
Fluor
FLR
$7.23B
$1.19M 0.04%
+63,093
New +$1.15M
SHO icon
415
Sunstone Hotel Investors
SHO
$2.05B
$1.19M 0.04%
+85,629
New +$1.19M
EXPD icon
416
Expeditors International
EXPD
$25.2B
$1.18M 0.04%
15,181
-6,043
-28% -$453K
AAP icon
417
Advance Auto Parts
AAP
$2.62B
$1.17M 0.04%
+7,335
New +$1.18M
CLH icon
418
Clean Harbors
CLH
$16.8B
$1.16M 0.04%
+13,586
New +$1.1M
ASH icon
419
Ashland
ASH
$3.22B
$1.16M 0.04%
+15,177
New +$1.15M
AGCO icon
420
AGCO
AGCO
$8.67B
$1.16M 0.04%
+14,992
New +$1.15M
ZUMZ icon
421
Zumiez
ZUMZ
$209M
$1.15M 0.03%
33,229
+7,267
+28% +$230K
AAXJ icon
422
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.87B
$1.14M 0.03%
+15,568
New +$1.09M
SNBR
423
DELISTED
Sleep Number
SNBR
$1.14M 0.03%
23,074
+2,201
+11% +$105K
TM icon
424
Toyota
TM
$231B
$1.13M 0.03%
8,042
-1,038
-11% -$145K
EWA icon
425
iShares MSCI Australia ETF
EWA
$1.28B
$1.13M 0.03%
49,814
+8,861
+22% +$199K
15 16
17
18 19

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.