We are live on ! Find out more
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
MET icon
551
MetLife
MET
$62.4B
$395K 0.01%
7,769
-50,017
-87% -$2.41M
EXTR icon
552
Extreme Networks
EXTR
$2.88B
$389K 0.01%
52,827
+7,543
+17% +$52.9K
ZBH icon
553
Zimmer Biomet
ZBH
$18.8B
$386K 0.01%
2,660
-27,133
-91% -$3.75M
GCO icon
554
Genesco
GCO
$371M
$380K 0.01%
+7,940
New +$329K
SAN icon
555
Banco Santander
SAN
$213B
$379K 0.01%
+95,621
New +$371K
LSTR icon
556
Landstar System
LSTR
$5.86B
$378K 0.01%
3,324
-7,482
-69% -$845K
UAL icon
557
United Airlines
UAL
$34.7B
$368K 0.01%
4,188
-33,053
-89% -$2.97M
BVN icon
558
Compañía de Minas Buenaventura
BVN
$8.44B
$367K 0.01%
+24,332
New +$361K
UTHR icon
559
United Therapeutics
UTHR
$21.5B
$364K 0.01%
+4,141
New +$364K
BRFS
560
DELISTED
BRF SA
BRFS
$360K 0.01%
+41,382
New +$357K
CMPR icon
561
Cimpress
CMPR
$2.03B
$358K 0.01%
+2,849
New +$370K
CALM icon
562
Cal-Maine
CALM
$3.47B
$355K 0.01%
8,318
+1,621
+24% +$67.5K
TIVO
563
DELISTED
Tivo Inc
TIVO
$349K 0.01%
+41,219
New +$326K
GEO icon
564
The GEO Group
GEO
$4.11B
$343K 0.01%
+20,655
New +$314K
MWA icon
565
Mueller Water Products
MWA
$3.56B
$341K 0.01%
28,503
+9,324
+49% +$106K
CMCSA icon
566
Comcast
CMCSA
$86.7B
$337K 0.01%
7,497
-240,703
-97% -$10.7M
WLK icon
567
Westlake Corp
WLK
$8.95B
$332K 0.01%
4,741
-17,424
-79% -$1.17M
WHR icon
568
Whirlpool
WHR
$2.15B
$331K 0.01%
+2,247
New +$339K
RBA icon
569
RB Global
RBA
$15.9B
$323K 0.01%
7,537
-27,329
-78% -$1.14M
SNPS icon
570
Synopsys
SNPS
$70.5B
$322K 0.01%
+2,318
New +$318K
BGC icon
571
BGC Group
BGC
$5.77B
$316K 0.01%
53,275
-56,492
-51% -$319K
TRI icon
572
Thomson Reuters
TRI
$44.5B
$314K 0.01%
+4,170
New +$304K
DEI icon
573
Douglas Emmett
DEI
$1.73B
$296K 0.01%
6,757
-30,654
-82% -$1.33M
BRKR icon
574
Bruker
BRKR
$8.49B
$289K 0.01%
+5,683
New +$271K
RNR icon
575
RenaissanceRe
RNR
$13.7B
$286K 0.01%
+1,464
New +$277K
21 22
23
24 25

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.