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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
EMR icon
301
Emerson Electric
EMR
$83.9B
$348K 0.03%
+5,311
New +$350K
CUB
302
DELISTED
Cubic Corporation
CUB
$348K 0.03%
+5,984
New +$281K
KWR icon
303
Quaker Houghton
KWR
$2.76B
$343K 0.03%
+1,910
New +$367K
AMBA icon
304
Ambarella
AMBA
$3.77B
$337K 0.03%
+6,470
New +$313K
SIVB
305
DELISTED
SVB Financial Group
SIVB
$337K 0.03%
1,404
-3,036
-68% -$714K
BITA
306
DELISTED
Bitauto Holdings Limited
BITA
$333K 0.03%
+21,193
New +$335K
VCRA
307
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$331K 0.03%
+11,410
New +$308K
HR icon
308
Healthcare Realty
HR
$7.28B
$327K 0.03%
+12,585
New +$330K
BIO icon
309
Bio-Rad Laboratories Class A
BIO
$8.71B
$322K 0.03%
626
-984
-61% -$498K
IYR icon
310
iShares US Real Estate ETF
IYR
$4.66B
$322K 0.03%
4,036
-64,645
-94% -$5.22M
SM icon
311
SM Energy
SM
$7.8B
$320K 0.03%
+201,478
New +$563K
NG icon
312
NovaGold Resources
NG
$2.56B
$318K 0.03%
+26,816
New +$262K
CACC icon
313
Credit Acceptance
CACC
$5.95B
$312K 0.03%
+924
New +$389K
ALE
314
DELISTED
Allete
ALE
$311K 0.03%
6,013
-8,120
-57% -$453K
NTRS icon
315
Northern Trust
NTRS
$33.3B
$308K 0.03%
3,951
+140
+4% +$11.2K
SAVE
316
DELISTED
Spirit Airlines, Inc.
SAVE
$307K 0.03%
19,128
-153,368
-89% -$2.64M
TFC icon
317
Truist Financial
TFC
$63.3B
$306K 0.03%
8,055
-35,881
-82% -$1.35M
SEIC icon
318
SEI Investments
SEIC
$12.4B
$302K 0.03%
+5,965
New +$315K
TCBI icon
319
Texas Capital Bancshares
TCBI
$4.3B
$302K 0.03%
+9,708
New +$306K
VNO icon
320
Vornado Realty Trust
VNO
$7.41B
$302K 0.03%
8,976
-9,112
-50% -$325K
DFS
321
DELISTED
Discover Financial Services
DFS
$301K 0.03%
5,215
-4,107
-44% -$215K
EME icon
322
Emcor
EME
$35.2B
$301K 0.03%
+4,460
New +$309K
CW icon
323
Curtiss-Wright
CW
$26.7B
$299K 0.03%
+3,207
New +$308K
ACM icon
324
Aecom
ACM
$9.3B
$287K 0.03%
6,876
-5,601
-45% -$213K
UHAL icon
325
U-Haul Holding Co
UHAL
$13.9B
$285K 0.02%
8,030
-6,230
-44% -$212K
11 12
13
14 15

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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.