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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
+7.81%
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
$1.15B
AUM Growth
+$175M
Cap. Flow
+$146M
Cap. Flow %
12.71%
Top 10 Hldgs %
31.92%
Holding
660
New
166
Increased
98
Reduced
106
Closed
290

Top Buys

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$101M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$29.3M
3
SLV icon
iShares Silver Trust
SLV
+$24M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$21M
5
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$20.2M

Top Sells

Rank Stock Value
1
JNJ icon
Johnson & Johnson
JNJ
+$35M
2
BABA icon
Alibaba
BABA
+$26.4M
3
NFLX icon
Netflix
NFLX
+$20.6M
4
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$13.9M
5
PFE icon
Pfizer
PFE
+$13.9M

Sector Composition

Rank Sector Weight
1 Technology 12.53%
2 Healthcare 11.88%
3 Consumer Discretionary 7.65%
4 Energy 6.65%
5 Communication Services 5.84%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RHI icon
226
Robert Half
RHI
$3.87B
$619K 0.05%
+11,709
New +$624K
VOD icon
227
Vodafone
VOD
$36.3B
$616K 0.05%
+45,941
New +$693K
SBH icon
228
Sally Beauty Holdings
SBH
$1.43B
$612K 0.05%
70,437
+17,453
+33% +$210K
EZU icon
229
iShare MSCI Eurozone ETF
EZU
$9.64B
$607K 0.05%
+16,011
New +$620K
CIT
230
DELISTED
CIT Group Inc.
CIT
$607K 0.05%
34,296
-7,921
-19% -$151K
OMC icon
231
Omnicom Group
OMC
$21.6B
$604K 0.05%
12,206
-22,043
-64% -$1.18M
BKH icon
232
Black Hills Corp
BKH
$5.42B
$601K 0.05%
11,238
-4,915
-30% -$281K
CAT icon
233
Caterpillar
CAT
$375B
$601K 0.05%
4,036
-7,079
-64% -$994K
HIW icon
234
Highwoods Properties
HIW
$3.65B
$586K 0.05%
17,459
+211
+1% +$7.77K
ANGI icon
235
Angi Inc
ANGI
$229M
$569K 0.05%
+5,135
New +$708K
DRE
236
DELISTED
Duke Realty Corp.
DRE
$564K 0.05%
15,291
-13,030
-46% -$491K
PLCE icon
237
Children's Place
PLCE
$54.3M
$561K 0.05%
+19,799
New +$543K
EPP icon
238
iShares MSCI Pacific ex Japan ETF
EPP
$2.22B
$558K 0.05%
+13,762
New +$569K
FRT icon
239
Federal Realty Investment Trust
FRT
$10.7B
$551K 0.05%
7,506
-11,192
-60% -$882K
CNK icon
240
Cinemark Holdings
CNK
$4.24B
$546K 0.05%
54,640
-66,787
-55% -$833K
TRV icon
241
Travelers Companies
TRV
$78.1B
$543K 0.05%
5,027
-22,788
-82% -$2.61M
ICLR icon
242
Icon
ICLR
$12.6B
$538K 0.05%
+2,819
New +$518K
RVTY icon
243
Revvity
RVTY
$12.6B
$537K 0.05%
+4,279
New +$492K
HPP
244
Hudson Pacific Properties
HPP
$747M
$525K 0.05%
3,425
-4,784
-58% -$788K
SR icon
245
Spire
SR
$4.72B
$525K 0.05%
9,874
-2,066
-17% -$123K
IVZ icon
246
Invesco
IVZ
$13.1B
$524K 0.05%
45,941
+30,093
+190% +$319K
EPR icon
247
EPR Properties
EPR
$4.76B
$518K 0.05%
18,842
+12,492
+197% +$391K
VFC icon
248
VF Corp
VFC
$5.63B
$517K 0.05%
7,369
-22,457
-75% -$1.45M
MLCO icon
249
Melco Resorts & Entertainment
MLCO
$2.22B
$515K 0.04%
+30,940
New +$548K
STRA icon
250
Strategic Education
STRA
$1.85B
$514K 0.04%
+5,627
New +$683K
8 9
10
11 12

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Quantitative Investment Management's Q3 2020 Portfolio in Review

As of Q3 2020, Quantitative Investment Management held 660 positions worth $1.15B, up 18% from $974M the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Quantitative Investment Management deployed $146M of net new capital in Q3 2020, opening 166 new positions and adding to 98 existing holdings. Its largest new stake was SPDR Gold Trust: 563,082 shares worth $99.7M.

By sector, the portfolio is most concentrated in Technology at 13% of assets, up from 8.2% a quarter earlier, followed by Healthcare and Consumer Discretionary.

On the sell side, the largest reduction was Johnson & Johnson, an estimated $35M trimmed.

  • Quantitative Investment Management's largest Q3 2020 buy was SPDR Gold Trust: 563,082 shares worth $99.7M.
  • Quantitative Investment Management added most to State Street Financial Select Sector SPDR ETF in Q3 2020, an estimated $21M increase.
  • Quantitative Investment Management's biggest Q3 2020 reduction was Johnson & Johnson, cutting an estimated $35M.
  • Quantitative Investment Management fully exited State Street Health Care Select Sector SPDR ETF in Q3 2020, selling an estimated $13.9M.
  • Quantitative Investment Management's ten largest holdings make up 32% of its $1.15B portfolio in Q3 2020.
  • Quantitative Investment Management opened 166 new positions and closed 290 in Q3 2020.
  • Quantitative Investment Management's portfolio value rose 18% quarter-over-quarter to $1.15B.

Based on Quantitative Investment Management's 13F filing for Q3 2020, filed 13 Nov 2020.