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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+27.36%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 22.51%
2 Miscellaneous 14.76%
3 Healthcare 11.13%
4 Industrials 10.12%
5 Communication Services 7.55%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VDE icon
151
Vanguard Energy ETF
VDE
$11.2B
$1.96M 0.16%
+37,886
New +$1.77M
BN icon
152
Brookfield
BN
$82.9B
$1.92M 0.16%
+87,034
New +$1.74M
CNQ icon
153
Canadian Natural Resources
CNQ
$106B
$1.92M 0.16%
+163,213
New +$1.64M
DECK icon
154
Deckers Outdoor
DECK
$10.6B
$1.91M 0.16%
+40,050
New +$1.78M
BCRX icon
155
BioCryst Pharmaceuticals
BCRX
$2.09B
$1.91M 0.15%
+256,210
New +$1.32M
TDY icon
156
Teledyne Technologies
TDY
$27.7B
$1.91M 0.15%
+4,869
New +$1.75M
LDOS icon
157
Leidos
LDOS
$16.2B
$1.88M 0.15%
+17,909
New +$1.72M
GPK icon
158
Graphic Packaging
GPK
$2.86B
$1.84M 0.15%
108,703
+96,307
+777% +$1.46M
EWC icon
159
iShares MSCI Canada ETF
EWC
$6.82B
$1.83M 0.15%
59,297
+18,931
+47% +$555K
RY icon
160
Royal Bank of Canada
RY
$283B
$1.83M 0.15%
+22,281
New +$1.72M
CRUS icon
161
Cirrus Logic
CRUS
$6.12B
$1.83M 0.15%
+22,224
New +$1.67M
FLIR
162
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$1.8M 0.15%
+41,035
New +$1.58M
NTRS icon
163
Northern Trust
NTRS
$32.7B
$1.75M 0.14%
18,829
+14,878
+377% +$1.31M
JAZZ icon
164
Jazz Pharmaceuticals
JAZZ
$15.6B
$1.75M 0.14%
10,617
-19,034
-64% -$2.84M
SBGI icon
165
Sinclair Inc
SBGI
$1.02B
$1.75M 0.14%
+54,885
New +$1.31M
RSG icon
166
Republic Services
RSG
$68.3B
$1.72M 0.14%
+17,900
New +$1.7M
PSA icon
167
Public Storage
PSA
$55.4B
$1.71M 0.14%
+7,422
New +$1.7M
AEE icon
168
Ameren
AEE
$28.5B
$1.7M 0.14%
21,778
-23,704
-52% -$1.9M
JKS
169
JinkoSolar
JKS
$561M
$1.68M 0.14%
27,226
-60,562
-69% -$3.83M
RITM icon
170
Rithm Capital
RITM
$5.34B
$1.68M 0.14%
168,798
-131,504
-44% -$1.16M
MCHP icon
171
Microchip Technology
MCHP
$38.8B
$1.67M 0.13%
+24,124
New +$1.5M
COR icon
172
Cencora
COR
$61.7B
$1.66M 0.13%
+17,023
New +$1.7M
DISCK
173
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$1.65M 0.13%
+62,831
New +$1.38M
ITUB icon
174
Itaú Unibanco
ITUB
$91B
$1.64M 0.13%
+370,508
New +$1.39M
WAB icon
175
Wabtec
WAB
$47B
$1.64M 0.13%
+22,352
New +$1.53M
5 6
7
8 9

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 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 23% of assets, up from 13% a quarter earlier, followed by Miscellaneous and Healthcare.

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.