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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
AG icon
126
First Majestic Silver
AG
$7.41B
$2.33M 0.19%
+173,117
New +$1.9M
LUMN icon
127
Lumen
LUMN
$6.57B
$2.31M 0.19%
236,577
-51,122
-18% -$505K
PNW icon
128
Pinnacle West Capital
PNW
$12.2B
$2.31M 0.19%
28,853
+23,983
+492% +$1.98M
SPG icon
129
Simon Property Group
SPG
$74.4B
$2.31M 0.19%
+27,041
New +$2.06M
ITA icon
130
iShares US Aerospace & Defense ETF
ITA
$14.2B
$2.31M 0.19%
24,343
+4,615
+23% +$406K
WEC icon
131
WEC Energy
WEC
$35.7B
$2.28M 0.18%
+24,741
New +$2.41M
ENB icon
132
Enbridge
ENB
$119B
$2.27M 0.18%
70,829
+22,858
+48% +$695K
BMRN icon
133
BioMarin Pharmaceuticals
BMRN
$11.6B
$2.26M 0.18%
+25,775
New +$2.04M
STM icon
134
STMicroelectronics
STM
$46.7B
$2.22M 0.18%
59,911
+29,808
+99% +$1.06M
BDX icon
135
Becton Dickinson
BDX
$45.6B
$2.18M 0.18%
8,946
-61,084
-87% -$14.2M
DVN icon
136
Devon Energy
DVN
$52.1B
$2.18M 0.18%
137,758
+127,684
+1,267% +$1.58M
PEG icon
137
Public Service Enterprise Group
PEG
$38.2B
$2.17M 0.18%
37,279
+33,553
+901% +$1.95M
SPR
138
DELISTED
Spirit AeroSystems
SPR
$2.14M 0.17%
54,655
-45,648
-46% -$1.31M
NXST icon
139
Nexstar Media Group
NXST
$5.82B
$2.1M 0.17%
+19,239
New +$1.88M
CPA icon
140
Copa Holdings
CPA
$5.76B
$2.09M 0.17%
+27,062
New +$1.81M
TAP icon
141
Molson Coors Class B
TAP
$7.79B
$2.08M 0.17%
+46,129
New +$1.9M
BAP icon
142
Credicorp
BAP
$31.8B
$2.07M 0.17%
+12,610
New +$1.75M
MMM icon
143
3M
MMM
$90.9B
$2.07M 0.17%
14,155
+8,930
+171% +$1.27M
NLY icon
144
Annaly Capital Management
NLY
$17.1B
$2.06M 0.17%
+61,055
New +$1.89M
FICO icon
145
Fair Isaac
FICO
$24.3B
$2.05M 0.17%
+4,014
New +$1.87M
ILF icon
146
iShares Latin America 40 ETF
ILF
$3.85B
$2.05M 0.17%
+69,753
New +$1.76M
TD icon
147
Toronto Dominion Bank
TD
$198B
$2.04M 0.17%
+36,253
New +$1.84M
TCOM icon
148
Trip.com Group
TCOM
$29.6B
$2.04M 0.17%
60,616
-63,860
-51% -$2.08M
TRIP icon
149
TripAdvisor
TRIP
$1.65B
$1.99M 0.16%
+69,257
New +$1.67M
PARA
150
DELISTED
Paramount Global Class B
PARA
$1.97M 0.16%
+52,797
New +$1.69M
4 5
6
7 8

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FWM
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RCIM
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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.