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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
KEY icon
276
KeyCorp
KEY
$24.2B
$428K 0.04%
35,958
-7,003
-16% -$85.4K
OPLN
277
Openlane
OPLN
$4.21B
$425K 0.04%
29,575
-37,036
-56% -$579K
CLF icon
278
Cleveland-Cliffs
CLF
$6.57B
$421K 0.04%
+65,682
New +$395K
DVAX
279
DELISTED
Dynavax Technologies
DVAX
$419K 0.04%
+97,067
New +$693K
AYI icon
280
Acuity Brands
AYI
$9.83B
$417K 0.04%
4,077
-3,255
-44% -$334K
FL
281
DELISTED
Foot Locker
FL
$409K 0.04%
+12,406
New +$378K
IYF icon
282
iShares US Financials ETF
IYF
$4.67B
$408K 0.04%
7,202
+2,342
+48% +$134K
REG icon
283
Regency Centers
REG
$14.7B
$402K 0.04%
10,589
-12,445
-54% -$511K
MDRX
284
DELISTED
Veradigm Inc. Common Stock
MDRX
$391K 0.03%
+48,116
New +$393K
CASY icon
285
Casey's General Stores
CASY
$32.2B
$389K 0.03%
2,194
-2,633
-55% -$445K
SOHU
286
Sohu.com
SOHU
$362M
$383K 0.03%
+19,305
New +$335K
PBI icon
287
Pitney Bowes
PBI
$2.4B
$380K 0.03%
+71,615
New +$331K
TCF
288
DELISTED
TCF Financial Corporation Common Stock
TCF
$379K 0.03%
16,246
+3,801
+31% +$102K
TTEK icon
289
Tetra Tech
TTEK
$8.49B
$377K 0.03%
19,770
+5,190
+36% +$92.2K
SJI
290
DELISTED
South Jersey Industries, Inc.
SJI
$375K 0.03%
19,475
+301
+2% +$6.74K
AGO icon
291
Assured Guaranty
AGO
$3.66B
$371K 0.03%
17,302
-7,081
-29% -$156K
KNDI
292
Kandi Technologies Group
KNDI
$67.5M
$369K 0.03%
+59,637
New +$381K
MTDR icon
293
Matador Resources
MTDR
$6.2B
$368K 0.03%
+44,606
New +$399K
TM icon
294
Toyota
TM
$224B
$368K 0.03%
2,782
+363
+15% +$47.2K
KRC icon
295
Kilroy Realty
KRC
$4.52B
$365K 0.03%
7,025
-10,632
-60% -$606K
ASH icon
296
Ashland
ASH
$3.33B
$364K 0.03%
+5,138
New +$381K
PNW icon
297
Pinnacle West Capital
PNW
$12.2B
$363K 0.03%
4,870
-20,225
-81% -$1.55M
VCEL icon
298
Vericel Corp
VCEL
$2.35B
$361K 0.03%
+19,527
New +$323K
ICUI icon
299
ICU Medical
ICUI
$4.21B
$358K 0.03%
1,961
-1,193
-38% -$225K
NEO icon
300
NeoGenomics
NEO
$1.96B
$356K 0.03%
+9,653
New +$359K
10 11
12
13 14

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TFP
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UWPG
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FWM
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RCIM
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TC
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NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 1-Year Est. Return

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.