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
GD icon
676
General Dynamics
GD
$97B
– –
-27,895
Closed -$5.1M
GGAL icon
677
Galicia Financial Group
GGAL
$6.77B
– –
-77,877
Closed -$1.01M
GL icon
678
Globe Life
GL
$13.3B
– –
-5,665
Closed -$542K
GLNG icon
679
Golar LNG
GLNG
$5.14B
– –
-13,757
Closed -$178K
GM icon
680
General Motors
GM
$74.9B
– –
-69,143
Closed -$2.59M
GPI icon
681
Group 1 Automotive
GPI
$3.28B
– –
-2,657
Closed -$245K
GRFS
682
Grifois
GRFS
$5.01B
– –
-83,147
Closed -$1.67M
GSK icon
683
GSK
GSK
$100B
– –
-190,783
Closed -$10.2M
H icon
684
Hyatt Hotels
H
$15.1B
– –
-12,899
Closed -$950K
HBAN icon
685
Huntington Bancshares
HBAN
$33.8B
– –
-165,841
Closed -$2.37M
HD icon
686
Home Depot
HD
$305B
– –
-51,735
Closed -$12M
HDB icon
687
HDFC Bank
HDB
$116B
– –
-121,436
Closed -$3.46M
HPQ icon
688
HP
HPQ
$30.5B
– –
-30,455
Closed -$576K
HUBB icon
689
Hubbell
HUBB
$23.2B
– –
-3,914
Closed -$514K
IBKR icon
690
Interactive Brokers
IBKR
$40.2B
– –
-19,864
Closed -$267K
ICUI icon
691
ICU Medical
ICUI
$3.9B
– –
-4,827
Closed -$770K
IEFA icon
692
iShares Core MSCI EAFE ETF
IEFA
$193B
– –
-70,273
Closed -$4.29M
INFY icon
693
Infosys
INFY
$45.8B
– –
-478,432
Closed -$5.44M
ITW icon
694
Illinois Tool Works
ITW
$76.5B
– –
-27,808
Closed -$4.35M
IWN icon
695
iShares Russell 2000 Value ETF
IWN
$14.2B
– –
-2,377
Closed -$283K
IYF icon
696
iShares US Financials ETF
IYF
$4.35B
– –
-4,752
Closed -$305K
J icon
697
Jacobs Solutions
J
$17B
– –
-27,464
Closed -$2.08M
JBL icon
698
Jabil
JBL
$31B
– –
-38,251
Closed -$1.37M
JPM icon
699
JPMorgan Chase
JPM
$937B
– –
-364,600
Closed -$42.9M
JWN
700
DELISTED
Nordstrom
JWN
– –
-51,487
Closed -$1.73M
26 27
28
29 30

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.