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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
(+7.4%)
Cap. Flow
-$83.9M
Cap. Flow
% of AUM
-6.8%
Top 10 Holdings %
Top 10 Hldgs %
27.23%
Holding
654
New
284
Increased
79
Reduced
77
Closed
214
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Micron Technology
MU
|
+$42M |
| 2 |
iShares MSCI Brazil ETF
EWZ
|
+$38.2M |
| 3 |
ATVI
Activision Blizzard
ATVI
|
+$29.2M |
| 4 |
Vale
VALE
|
+$19.3M |
| 5 |
Baidu
BIDU
|
+$15.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$99.7M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$29.4M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$26.9M |
| 4 |
Pfizer
PFE
|
+$23.9M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
451
Angi Inc
ANGI
$243M
| – | – |
-5,135
| Closed | -$569K |
|
452
Aon
AON
$77.4B
| – | – |
-15,592
| Closed | -$3.22M |
|
453
A.O. Smith
AOS
$8.3B
| – | – |
-27,763
| Closed | -$1.47M |
|
454
Alexandria Real Estate Equities
ARE
$9.25B
| – | – |
-9,251
| Closed | -$1.48M |
|
455
Ashland
ASH
$3.32B
| – | – |
-5,138
| Closed | -$364K |
|
456
Atmos Energy
ATO
$28.9B
| – | – |
-4,762
| Closed | -$455K |
|
457
American Water Works
AWK
$27B
| – | – |
-23,619
| Closed | -$3.42M |
|
458
Booz Allen Hamilton
BAH
$8.53B
| – | – |
-24,266
| Closed | -$2.01M |
|
459
Banco Bilbao Vizcaya Argentaria
BBVA
$156B
| – | – |
-23,164
| Closed | -$63K |
|
460
Best Buy
BBY
$17.6B
| – | – |
-28,660
| Closed | -$3.19M |
|
461
Brink's
BCO
$4.98B
| – | – |
-10,712
| Closed | -$440K |
|
462
Bio-Rad Laboratories Class A
BIO
$8.82B
| – | – |
-626
| Closed | -$322K |
|
463
Black Hills Corp
BKH
$5.42B
| – | – |
-11,238
| Closed | -$601K |
|
464
Bristol-Myers Squibb
BMY
$133B
| – | – |
-26,612
| Closed | -$1.6M |
|
465
Bank of Hawaii
BOH
$3.2B
| – | – |
-3,964
| Closed | -$200K |
|
466
BP
BP
$113B
| – | – |
-157,586
| Closed | -$2.75M |
|
467
Credit Acceptance
CACC
$6.03B
| – | – |
-924
| Closed | -$312K |
|
468
Casey's General Stores
CASY
$31.4B
| – | – |
-2,194
| Closed | -$389K |
|
469
Caterpillar
CAT
$374B
| – | – |
-4,036
| Closed | -$601K |
|
470
Chubb
CB
$136B
| – | – |
-24,373
| Closed | -$2.83M |
|
471
Commerce Bancshares
CBSH
$8.64B
| – | – |
-5,059
| Closed | -$212K |
|
472
CDW
CDW
$19.3B
| – | – |
-3,648
| Closed | -$436K |
|
473
Cullen/Frost Bankers
CFR
$10.4B
| – | – |
-10,909
| Closed | -$697K |
|
474
Cleveland-Cliffs
CLF
$6.25B
| – | – |
-65,682
| Closed | -$421K |
|
475
Cimpress
CMPR
$2.37B
| – | – |
-6,299
| Closed | -$473K |
|
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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.