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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
CNK icon
476
Cinemark Holdings
CNK
$4.41B
– –
-54,640
Closed -$546K
COO icon
477
Cooper Companies
COO
$14.6B
– –
-39,140
Closed -$3.3M
CORT icon
478
Corcept Therapeutics
CORT
$11.9B
– –
-29,111
Closed -$506K
COTY icon
479
Coty
COTY
$2.56B
– –
-801,312
Closed -$2.16M
COST icon
480
Costco
COST
$420B
– –
-14,191
Closed -$5.04M
CPT icon
481
Camden Property Trust
CPT
$11B
– –
-7,338
Closed -$652K
CRM icon
482
Salesforce
CRM
$156B
– –
-55,491
Closed -$13.9M
CTSH icon
483
Cognizant
CTSH
$25.3B
– –
-21,221
Closed -$1.47M
CX icon
484
Cemex
CX
$16.8B
– –
-115,893
Closed -$440K
DEO icon
485
Diageo
DEO
$48.8B
– –
-6,726
Closed -$925K
DFS
486
DELISTED
Discover Financial Services
DFS
– –
-5,215
Closed -$301K
DINO icon
487
HF Sinclair
DINO
$15.7B
– –
-58,633
Closed -$1.16M
DIS icon
488
Walt Disney
DIS
$170B
– –
-70,110
Closed -$8.7M
DVAX
489
DELISTED
Dynavax Technologies
DVAX
– –
-97,067
Closed -$419K
DXJ icon
490
WisdomTree Japan Hedged Equity Fund
DXJ
$7.2B
– –
-24,174
Closed -$1.18M
EBS icon
491
Emergent Biosolutions
EBS
$391M
– –
-10,941
Closed -$1.13M
EDU icon
492
New Oriental
EDU
$8.96B
– –
-19,280
Closed -$2.88M
EEM icon
493
iShares MSCI Emerging Markets ETF
EEM
$29.7B
– –
-667,835
Closed -$29.4M
EFA icon
494
iShares MSCI EAFE ETF
EFA
$79.3B
– –
-207,259
Closed -$13.2M
EL icon
495
Estee Lauder
EL
$31.5B
– –
-32,696
Closed -$7.13M
EME icon
496
Emcor
EME
$36.2B
– –
-4,460
Closed -$301K
EMR icon
497
Emerson Electric
EMR
$89B
– –
-5,311
Closed -$348K
ENTG icon
498
Entegris
ENTG
$22B
– –
-17,804
Closed -$1.32M
EOG icon
499
EOG Resources
EOG
$76.4B
– –
-57,999
Closed -$2.08M
EPP icon
500
iShares MSCI Pacific ex Japan ETF
EPP
$2.26B
– –
-13,762
Closed -$558K
18 19
20
21 22

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FWM
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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.