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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
EWY icon
251
iShares MSCI South Korea ETF
EWY
$21.9B
$508K 0.04%
+7,781
New +$488K
CSOD
252
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$508K 0.04%
+13,990
New +$503K
CORT icon
253
Corcept Therapeutics
CORT
$12.4B
$506K 0.04%
29,111
+14,503
+99% +$231K
NTAP icon
254
NetApp
NTAP
$35B
$505K 0.04%
+11,536
New +$503K
MRO
255
DELISTED
Marathon Oil Corporation
MRO
$501K 0.04%
+122,499
New +$647K
ALL icon
256
Allstate
ALL
$68B
$500K 0.04%
5,315
-4,435
-45% -$414K
BLDP
257
Ballard Power Systems
BLDP
$805M
$500K 0.04%
33,147
+652
+2% +$10.5K
SKT icon
258
Tanger
SKT
$4.67B
$499K 0.04%
82,832
+47,683
+136% +$299K
ZION icon
259
Zions Bancorporation
ZION
$10.2B
$484K 0.04%
16,582
-1,744
-10% -$56.2K
ENV
260
DELISTED
ENVESTNET, INC.
ENV
$483K 0.04%
+6,271
New +$501K
CERN
261
DELISTED
Cerner Corp
CERN
$479K 0.04%
6,629
-9,291
-58% -$662K
PGR icon
262
Progressive
PGR
$123B
$474K 0.04%
5,008
-34,501
-87% -$3.1M
CMPR icon
263
Cimpress
CMPR
$2.39B
$473K 0.04%
+6,299
New +$540K
TREE icon
264
LendingTree
TREE
$447M
$472K 0.04%
+1,541
New +$489K
INFN
265
DELISTED
Infinera Corporation Common Stock
INFN
$460K 0.04%
+74,792
New +$523K
OLN icon
266
Olin
OLN
$2.11B
$456K 0.04%
+36,903
New +$427K
ATO icon
267
Atmos Energy
ATO
$28.8B
$455K 0.04%
4,762
-4,607
-49% -$460K
SWKS icon
268
Skyworks Solutions
SWKS
$9.37B
$454K 0.04%
+3,121
New +$434K
IFF icon
269
International Flavors & Fragrances
IFF
$20.2B
$452K 0.04%
3,694
-18,451
-83% -$2.3M
JOBS
270
DELISTED
51job Inc
JOBS
$452K 0.04%
+5,804
New +$403K
HR
271
DELISTED
Healthcare Realty Trust Incorporated
HR
$443K 0.04%
+14,741
New +$424K
WSO icon
272
Watsco Inc
WSO
$12.7B
$442K 0.04%
1,901
-820
-30% -$185K
BCO icon
273
Brink's
BCO
$4.88B
$440K 0.04%
10,712
-11,221
-51% -$495K
CX icon
274
Cemex
CX
$17.1B
$440K 0.04%
115,893
+78,143
+207% +$256K
CDW icon
275
CDW
CDW
$18.9B
$436K 0.04%
+3,648
New +$417K
9 10
11
12 13

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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.