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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
(+18%)
Cap. Flow
+$146M
Cap. Flow
% of AUM
12.71%
Top 10 Holdings %
Top 10 Hldgs %
31.92%
Holding
660
New
166
Increased
98
Reduced
106
Closed
290
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$101M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$29.3M |
| 3 |
iShares Silver Trust
SLV
|
+$24M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$21M |
| 5 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$20.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Johnson & Johnson
JNJ
|
+$35M |
| 2 |
Alibaba
BABA
|
+$26.4M |
| 3 |
Netflix
NFLX
|
+$20.6M |
| 4 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$13.9M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
376
American Eagle Outfitters
AEO
$2.88B
| – | – |
-21,224
| Closed | -$231K |
|
377
American Financial Group
AFG
$11.8B
| – | – |
-14,292
| Closed | -$906K |
|
378
Aflac
AFL
$64.9B
| – | – |
-10,952
| Closed | -$394K |
|
379
AGNC Investment
AGNC
$12.4B
| – | – |
-101,597
| Closed | -$1.31M |
|
|
AIV
380
Aimco
AIV
$387M
| – | – |
-140,092
| Closed | -$702K |
|
381
Assurant
AIZ
$13.8B
| – | – |
-3,208
| Closed | -$331K |
|
|
AL
382
DELISTED
Air Lease Corp
AL
| – | – |
-15,227
| Closed | -$445K |
|
383
Albemarle
ALB
$13.9B
| – | – |
-15,975
| Closed | -$1.23M |
|
384
Alaska Air
ALK
$5.29B
| – | – |
-28,057
| Closed | -$1.02M |
|
385
Alkermes
ALKS
$8.22B
| – | – |
-18,365
| Closed | -$356K |
|
386
Alnylam Pharmaceuticals
ALNY
$27.5B
| – | – |
-40,945
| Closed | -$6.06M |
|
387
AMN Healthcare
AMN
$1.3B
| – | – |
-23,507
| Closed | -$1.06M |
|
|
AMRN
388
Amarin Corp
AMRN
$299M
| – | – |
-14,266
| Closed | -$1.97M |
|
389
American Tower
AMT
$80.8B
| – | – |
-18,955
| Closed | -$4.9M |
|
|
ANSS
390
DELISTED
Ansys
ANSS
| – | – |
-998
| Closed | -$291K |
|
|
ARR
391
Armour Residential REIT
ARR
$2.33B
| – | – |
-5,308
| Closed | -$249K |
|
392
Associated Banc-Corp
ASB
$5.83B
| – | – |
-34,823
| Closed | -$476K |
|
393
Avista
AVA
$3.34B
| – | – |
-27,600
| Closed | -$1M |
|
394
AvalonBay Communities
AVB
$26.5B
| – | – |
-17,609
| Closed | -$2.72M |
|
395
Avnet
AVT
$7.29B
| – | – |
-11,153
| Closed | -$311K |
|
|
DCH
396
Dauch Corp
DCH
$1.34B
| – | – |
-21,246
| Closed | -$161K |
|
|
AXON
397
Axon Enterprise
AXON
$42.5B
| – | – |
-14,601
| Closed | -$1.43M |
|
398
American Express
AXP
$227B
| – | – |
-15,137
| Closed | -$1.44M |
|
399
Baxter International
BAX
$13.5B
| – | – |
-42,089
| Closed | -$3.62M |
|
400
Banco Bradesco
BBD
$39.3B
| – | – |
-542,364
| Closed | -$1.71M |
|
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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.