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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
STWD icon
326
Starwood Property Trust
STWD
$5.92B
$284K 0.02%
18,877
+7,773
+70% +$119K
HAE icon
327
Haemonetics
HAE
$3.89B
$280K 0.02%
3,212
-2,448
-43% -$214K
MTB icon
328
M&T Bank
MTB
$35.7B
$278K 0.02%
3,025
-11,173
-79% -$1.14M
RBA icon
329
RB Global
RBA
$20.4B
$275K 0.02%
+4,654
New +$246K
MFC icon
330
Manulife Financial
MFC
$73.9B
$267K 0.02%
+19,204
New +$275K
CRI icon
331
Carter's
CRI
$1.42B
$263K 0.02%
3,038
-2,409
-44% -$201K
LECO icon
332
Lincoln Electric
LECO
$14.2B
$263K 0.02%
2,859
-695
-20% -$64.1K
MTOR
333
DELISTED
MERITOR, Inc.
MTOR
$259K 0.02%
+12,379
New +$279K
KMPR icon
334
Kemper
KMPR
$1.67B
$254K 0.02%
3,802
+386
+11% +$29.3K
TECH icon
335
Bio-Techne
TECH
$11.2B
$250K 0.02%
+4,052
New +$264K
EXPE icon
336
Expedia Group
EXPE
$35.4B
$244K 0.02%
+2,667
New +$240K
PDM
337
Piedmont Realty Trust
PDM
$1.21B
$244K 0.02%
17,998
-38,141
-68% -$591K
NGG icon
338
National Grid
NGG
$80.4B
$235K 0.02%
+4,609
New +$231K
NSIT icon
339
Insight Enterprises
NSIT
$3.89B
$234K 0.02%
+4,146
New +$222K
PFG icon
340
Principal Financial Group
PFG
$24.3B
$234K 0.02%
+5,832
New +$249K
CYH icon
341
Community Health Systems
CYH
$393M
$233K 0.02%
+55,381
New +$244K
WCC
342
WESCO International
WCC
$16.7B
$230K 0.02%
+5,247
New +$224K
MT icon
343
ArcelorMittal
MT
$52.9B
$225K 0.02%
+17,029
New +$205K
HES
344
DELISTED
Hess
HES
$224K 0.02%
+5,492
New +$261K
FHI icon
345
Federated Hermes
FHI
$4.55B
$222K 0.02%
+10,326
New +$245K
NJR icon
346
New Jersey Resources
NJR
$5.84B
$219K 0.02%
8,108
-22,479
-73% -$684K
J icon
347
Jacobs Solutions
J
$15.9B
$214K 0.02%
2,801
-16,494
-85% -$1.21M
CBSH icon
348
Commerce Bancshares
CBSH
$8.53B
$212K 0.02%
5,059
-7,817
-61% -$336K
EVR icon
349
Evercore
EVR
$12.4B
$212K 0.02%
+3,245
New +$197K
ACGL icon
350
Arch Capital
ACGL
$34.3B
$205K 0.02%
7,031
-34,142
-83% -$1.04M
12 13
14
15 16

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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.