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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
BMO icon
451
Bank of Montreal
BMO
$121B
$915K 0.03%
+11,818
New +$890K
TUP
452
DELISTED
Tupperware Brands Corporation
TUP
$904K 0.03%
105,462
+46,050
+78% +$502K
BITA
453
DELISTED
Bitauto Holdings Limited
BITA
$896K 0.03%
60,428
+27,593
+84% +$417K
MBT
454
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$875K 0.03%
86,207
-78,253
-48% -$716K
BFH icon
455
Bread Financial
BFH
$4.14B
$873K 0.03%
9,757
-15,836
-62% -$1.4M
BSBR icon
456
Santander
BSBR
$43.9B
$868K 0.03%
+74,759
New +$801K
THRM icon
457
Gentherm
THRM
$1.17B
$868K 0.03%
19,574
+3,361
+21% +$143K
HAIN icon
458
Hain Celestial
HAIN
$57.2M
$861K 0.03%
33,201
-24,126
-42% -$576K
AZPN
459
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$861K 0.03%
7,125
-7,466
-51% -$902K
ITB icon
460
iShares US Home Construction ETF
ITB
$2.14B
$856K 0.03%
+19,283
New +$860K
ITA icon
461
iShares US Aerospace & Defense ETF
ITA
$12.6B
$853K 0.03%
7,682
+2,296
+43% +$258K
CDP icon
462
COPT Defense Properties
CDP
$3.92B
$846K 0.03%
28,822
+20,197
+234% +$589K
FFIV icon
463
F5
FFIV
$24.4B
$840K 0.03%
+6,018
New +$848K
SCI icon
464
Service Corp International
SCI
$11.1B
$835K 0.03%
18,147
-16,808
-48% -$758K
AMCX icon
465
AMC Global Media
AMCX
$503M
$822K 0.02%
+20,818
New +$874K
SBS icon
466
Sabesp
SBS
$18.4B
$821K 0.02%
281,505
-83,180
-23% -$214K
PRI icon
467
Primerica
PRI
$9.02B
$817K 0.02%
6,262
+4,174
+200% +$539K
FEZ icon
468
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.34B
$815K 0.02%
19,998
-13,027
-39% -$512K
CXT icon
469
Crane NXT
CXT
$2.74B
$807K 0.02%
+26,910
New +$766K
AVB
470
DELISTED
AvalonBay Communities
AVB
$805K 0.02%
3,841
-37,270
-91% -$7.98M
SHOO icon
471
Steven Madden
SHOO
$2.96B
$800K 0.02%
18,606
-2,528
-12% -$102K
COR
472
DELISTED
Coresite Realty Corporation
COR
$795K 0.02%
+7,091
New +$819K
FIZZ icon
473
National Beverage
FIZZ
$2.94B
$787K 0.02%
30,882
-51,844
-63% -$1.25M
AEE icon
474
Ameren
AEE
$28.5B
$786K 0.02%
10,237
-87,889
-90% -$6.68M
DLB icon
475
Dolby
DLB
$5.65B
$783K 0.02%
+11,382
New +$753K
17 18
19
20 21

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.