We are live on ! Find out more
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
AAL icon
26
American Airlines Group
AAL
$9.82B
$9.26M 0.75%
+586,940
New +$8.13M
LHX icon
27
L3Harris
LHX
$55.4B
$8.98M 0.73%
+47,531
New +$8.7M
FE icon
28
FirstEnergy
FE
$28.4B
$8.56M 0.69%
279,715
-137,436
-33% -$4.12M
AXP icon
29
American Express
AXP
$224B
$7.82M 0.63%
+64,639
New +$7.16M
BRK.B icon
30
Berkshire Hathaway Class B
BRK.B
$1.1T
$7.55M 0.61%
+32,561
New +$7.17M
CVS icon
31
CVS Health
CVS
$135B
$7.5M 0.61%
+109,827
New +$7.14M
CI icon
32
Cigna
CI
$78.4B
$7.47M 0.61%
+35,891
New +$7.04M
IYR icon
33
iShares US Real Estate ETF
IYR
$4.75B
$7.44M 0.6%
86,878
+82,842
+2,053% +$6.9M
SRPT icon
34
Sarepta Therapeutics
SRPT
$1.64B
$7.37M 0.6%
+43,215
New +$6.4M
NSC icon
35
Norfolk Southern
NSC
$75.4B
$7.18M 0.58%
+30,238
New +$6.88M
JNJ icon
36
Johnson & Johnson
JNJ
$640B
$7.01M 0.57%
44,538
-17,371
-28% -$2.56M
NFLX icon
37
Netflix
NFLX
$307B
$6.89M 0.56%
127,380
-208,830
-62% -$10.6M
TTWO icon
38
Take-Two Interactive
TTWO
$46.1B
$6.83M 0.55%
32,888
+23,472
+249% +$4.1M
AFL icon
39
Aflac
AFL
$65.5B
$6.78M 0.55%
+152,493
New +$6.24M
FISV
40
Fiserv Inc
FISV
$29.7B
$6.55M 0.53%
57,508
+41,675
+263% +$4.49M
PM icon
41
Philip Morris
PM
$309B
$6.44M 0.52%
+77,744
New +$6.05M
ULTA icon
42
Ulta Beauty
ULTA
$21.8B
$6.08M 0.49%
21,193
-3,933
-16% -$995K
PCG icon
43
PG&E
PCG
$39B
$5.86M 0.47%
+470,108
New +$5.32M
OMC icon
44
Omnicom Group
OMC
$23.5B
$5.44M 0.44%
87,192
+74,986
+614% +$4.29M
ESS icon
45
Essex Property Trust
ESS
$19.1B
$5.43M 0.44%
22,877
+11,313
+98% +$2.61M
ALL icon
46
Allstate
ALL
$70.6B
$5.37M 0.43%
48,819
+43,504
+819% +$4.28M
IBB icon
47
iShares Biotechnology ETF
IBB
$9.45B
$5.28M 0.43%
+34,868
New +$4.98M
VNQ icon
48
Vanguard Real Estate ETF
VNQ
$39.9B
$5.13M 0.42%
+60,388
New +$5.01M
CSX icon
49
CSX Corp
CSX
$94B
$4.98M 0.4%
+164,739
New +$4.73M
LNG icon
50
Cheniere Energy
LNG
$54.2B
$4.85M 0.39%
+80,792
New +$4.33M
1
2
3 4 5

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 1-Year Est. Return

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.