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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
AMED
51
DELISTED
Amedisys
AMED
$4.64M 0.38%
15,822
+6,924
+78% +$1.78M
AGNC icon
52
AGNC Investment
AGNC
$12.7B
$4.6M 0.37%
+294,982
New +$4.36M
MS icon
53
Morgan Stanley
MS
$330B
$4.58M 0.37%
+66,781
New +$3.83M
EXPE icon
54
Expedia Group
EXPE
$35.2B
$4.54M 0.37%
34,314
+31,647
+1,187% +$3.57M
ABBV icon
55
AbbVie
ABBV
$455B
$4.5M 0.36%
+42,038
New +$4.04M
ECL icon
56
Ecolab
ECL
$78.6B
$4.46M 0.36%
+20,639
New +$4.31M
IRM icon
57
Iron Mountain
IRM
$37.1B
$4.46M 0.36%
151,192
+98,456
+187% +$2.73M
UAL icon
58
United Airlines
UAL
$40.1B
$4.43M 0.36%
+102,453
New +$4.14M
AVB icon
59
AvalonBay Communities
AVB
$26.8B
$4.41M 0.36%
+27,507
New +$4.37M
MAR icon
60
Marriott International
MAR
$99B
$4.39M 0.36%
33,315
+4,588
+16% +$524K
CCL icon
61
Carnival Corporation Ltd
CCL
$38B
$4.38M 0.35%
202,072
+23,851
+13% +$424K
RSX
62
DELISTED
VanEck Russia ETF
RSX
$4.28M 0.35%
+177,354
New +$3.98M
CERN
63
DELISTED
Cerner Corp
CERN
$4.26M 0.34%
54,245
+47,616
+718% +$3.53M
DUK icon
64
Duke Energy
DUK
$98.4B
$4.25M 0.34%
+46,464
New +$4.3M
NTAP icon
65
NetApp
NTAP
$34.1B
$4.21M 0.34%
63,534
+51,998
+451% +$2.75M
SLB icon
66
SLB Ltd
SLB
$72.6B
$4.2M 0.34%
+192,349
New +$3.63M
ACAD icon
67
Acadia Pharmaceuticals
ACAD
$4.55B
$4.12M 0.33%
+77,106
New +$3.83M
HPQ icon
68
HP
HPQ
$24.6B
$4.12M 0.33%
+167,667
New +$3.52M
PANW icon
69
Palo Alto Networks
PANW
$265B
$3.99M 0.32%
+67,386
New +$3.15M
OIH icon
70
VanEck Oil Services ETF
OIH
$2.01B
$3.99M 0.32%
+25,905
New +$3.29M
BAC icon
71
Bank of America
BAC
$433B
$3.87M 0.31%
127,578
+84,004
+193% +$2.25M
PBR icon
72
Petrobras
PBR
$123B
$3.86M 0.31%
+343,418
New +$3.05M
WFC icon
73
Wells Fargo
WFC
$258B
$3.86M 0.31%
127,780
-420,688
-77% -$10.9M
WBD icon
74
Warner Bros
WBD
$63.9B
$3.84M 0.31%
+127,552
New +$3.13M
CAH icon
75
Cardinal Health
CAH
$53.2B
$3.79M 0.31%
70,785
+20,494
+41% +$1.06M
1 2
3
4 5

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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.