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QIM

Quantitative Investment Management Portfolio holdings

AUM $963M
1-Year Est. Return 12.95%
This Fund
S&P 500
This Quarter Est. Return
+27.36%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
AUM
$1.23B
AUM Growth
+$85.2M
Cap. Flow
-$83.9M
Cap. Flow %
-6.8%
Top 10 Hldgs %
27.23%
Holding
654
New
284
Increased
79
Reduced
77
Closed
214

Top Buys

Rank Stock Value
1
MU icon
Micron Technology
MU
+$42M
2
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$38.2M
3
ATVI
Activision Blizzard
ATVI
+$29.2M
4
VALE icon
Vale
VALE
+$19.3M
5
BIDU icon
Baidu
BIDU
+$15.1M

Top Sells

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$99.7M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$29.4M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$26.9M
4
PFE icon
Pfizer
PFE
+$23.9M
5
VZ icon
Verizon
VZ
+$23M

Sector Composition

Rank Sector Weight
1 Technology 22.28%
2 Healthcare 10.63%
3 Industrials 10.06%
4 Communication Services 7.37%
5 Financials 6.55%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CCEP icon
326
Coca-Cola Europacific Partners
CCEP
$48.3B
$527K 0.04%
+10,594
New +$448K
VIPS icon
327
Vipshop
VIPS
$7.37B
$527K 0.04%
+18,770
New +$416K
IRWD icon
328
Ironwood Pharmaceuticals
IRWD
$696M
$526K 0.04%
+46,255
New +$506K
CW icon
329
Curtiss-Wright
CW
$26.7B
$524K 0.04%
4,506
+1,299
+41% +$137K
BFH icon
330
Bread Financial
BFH
$4.37B
$522K 0.04%
+8,840
New +$444K
ANF icon
331
Abercrombie & Fitch
ANF
$4.42B
$501K 0.04%
24,608
-76,327
-76% -$1.4M
TS icon
332
Tenaris
TS
$28.9B
$495K 0.04%
31,035
+15,980
+106% +$213K
MRO
333
DELISTED
Marathon Oil Corporation
MRO
$493K 0.04%
73,986
-48,513
-40% -$261K
ENV
334
DELISTED
ENVESTNET, INC.
ENV
$492K 0.04%
5,983
-288
-5% -$23.2K
TTMI icon
335
TTM Technologies
TTMI
$12B
$486K 0.04%
+35,237
New +$451K
AVT icon
336
Avnet
AVT
$7.29B
$485K 0.04%
+13,825
New +$410K
RL icon
337
Ralph Lauren
RL
$22.6B
$481K 0.04%
+4,642
New +$389K
DIOD icon
338
Diodes
DIOD
$3.78B
$479K 0.04%
+6,800
New +$439K
EPR icon
339
EPR Properties
EPR
$4.76B
$476K 0.04%
14,664
-4,178
-22% -$123K
GL icon
340
Globe Life
GL
$14.2B
$473K 0.04%
+4,987
New +$444K
PDCE
341
DELISTED
PDC Energy, Inc.
PDCE
$472K 0.04%
+23,035
New +$360K
RDS.A
342
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$471K 0.04%
13,429
-255,560
-95% -$7.98M
CVLT icon
343
Commault Systems
CVLT
$4.88B
$468K 0.04%
+8,455
New +$395K
HR icon
344
Healthcare Realty
HR
$7.28B
$468K 0.04%
17,005
+4,420
+35% +$117K
NSP icon
345
Insperity
NSP
$1.93B
$466K 0.04%
+5,735
New +$471K
GIS icon
346
General Mills
GIS
$19.1B
$456K 0.04%
+7,766
New +$470K
POR icon
347
Portland General Electric
POR
$5.8B
$451K 0.04%
10,545
-24,679
-70% -$1.01M
ALK icon
348
Alaska Air
ALK
$5.29B
$447K 0.04%
+8,602
New +$387K
TFC icon
349
Truist Financial
TFC
$63.3B
$446K 0.04%
9,325
+1,270
+16% +$57.5K
VSH icon
350
Vishay Intertechnology
VSH
$5.25B
$442K 0.04%
+21,346
New +$394K
12 13
14
15 16

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Quantitative Investment Management's Q4 2020 Portfolio in Review

As of Q4 2020, Quantitative Investment Management held 654 positions worth $1.23B, up 7.4% from $1.15B the previous quarter. Its ten largest holdings account for 27% of the portfolio.

Quantitative Investment Management withdrew a net $83.9M in Q4 2020, closing 214 positions and reducing 77 holdings. Its most notable exit was SPDR Gold Trust, an estimated $99.7M position sold in full.

By sector, the portfolio is most concentrated in Technology at 22% of assets, up from 13% a quarter earlier, followed by Healthcare and Industrials.

Against the trend, Quantitative Investment Management opened a new position in Micron Technology worth $52.4M.

  • Quantitative Investment Management's largest Q4 2020 buy was Micron Technology: 696,691 shares worth $52.4M.
  • Quantitative Investment Management added most to Vale in Q4 2020, an estimated $19.3M increase.
  • Quantitative Investment Management's biggest Q4 2020 reduction was Pfizer, cutting an estimated $23.9M.
  • Quantitative Investment Management fully exited SPDR Gold Trust in Q4 2020, selling an estimated $99.7M.
  • Quantitative Investment Management's ten largest holdings make up 27% of its $1.23B portfolio in Q4 2020.
  • Quantitative Investment Management opened 284 new positions and closed 214 in Q4 2020.
  • Quantitative Investment Management's portfolio value rose 7.4% quarter-over-quarter to $1.23B.

Based on Quantitative Investment Management's 13F filing for Q4 2020, filed 16 Feb 2021.