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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
SON icon
426
Sonoco
SON
$5.57B
$200K 0.02%
+3,392
New +$191K
RPAI
427
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$196K 0.02%
22,901
-3,348
-13% -$24.4K
SHO icon
428
Sunstone Hotel Investors
SHO
$2.19B
$192K 0.02%
+17,019
New +$163K
RMBS icon
429
Rambus
RMBS
$9.87B
$184K 0.01%
+10,574
New +$166K
STNG icon
430
Scorpio Tankers
STNG
$3.9B
$175K 0.01%
15,645
-76,154
-83% -$843K
BRFS
431
DELISTED
BRF SA
BRFS
$165K 0.01%
+39,379
New +$147K
EC icon
432
Ecopetrol
EC
$34.5B
$163K 0.01%
+12,650
New +$143K
TEN
433
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$134K 0.01%
+12,685
New +$120K
MBT
434
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$127K 0.01%
+14,258
New +$121K
AGI icon
435
Alamos Gold
AGI
$11.6B
$117K 0.01%
+13,448
New +$119K
BGC icon
436
BGC Group
BGC
$5.45B
$116K 0.01%
+29,026
New +$102K
BSBR icon
437
Santander
BSBR
$42.5B
$90K 0.01%
+10,907
New +$72.2K
AROC icon
438
Archrock
AROC
$6.27B
$89K 0.01%
+10,285
New +$75.1K
DHC
439
Diversified Healthcare Trust
DHC
$2.15B
$62K 0.01%
15,192
-5,295
-26% -$20.9K
BKD icon
440
Brookdale Senior Living
BKD
$3.49B
$50K ﹤0.01%
+11,503
New +$42.4K
AAPL icon
441
Apple
AAPL
$4.54T
– –
-145,762
Closed -$16.9M
AAXJ icon
442
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.68B
– –
-13,533
Closed -$1.04M
ACGL icon
443
Arch Capital
ACGL
$34.3B
– –
-7,031
Closed -$205K
ACWX icon
444
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
– –
-23,630
Closed -$1.09M
ADP icon
445
Automatic Data Processing
ADP
$106B
– –
-37,417
Closed -$5.22M
AER icon
446
AerCap
AER
$23.7B
– –
-25,323
Closed -$637K
AGO icon
447
Assured Guaranty
AGO
$3.66B
– –
-17,302
Closed -$371K
AKAM icon
448
Akamai
AKAM
$16.7B
– –
-20,004
Closed -$2.21M
ALE
449
DELISTED
Allete
ALE
– –
-6,013
Closed -$311K
AMGN icon
450
Amgen
AMGN
$208B
– –
-25,930
Closed -$6.59M
16 17
18
19 20

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GHC
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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.