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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 | |
|---|---|---|---|---|---|---|
401
Bath & Body Works
BBWI
$4.06B
| – | – |
-149,472
| Closed | -$1.81M |
|
402
BCE
BCE
$20.2B
| – | – |
-9,847
| Closed | -$411K |
|
403
BioCryst Pharmaceuticals
BCRX
$2.28B
| – | – |
-77,301
| Closed | -$368K |
|
|
BDN
404
Brandywine Realty Trust
BDN
$524M
| – | – |
-23,863
| Closed | -$259K |
|
405
Franklin Resources
BEN
$17.6B
| – | – |
-43,182
| Closed | -$905K |
|
406
Bright Horizons
BFAM
$3.92B
| – | – |
-9,573
| Closed | -$1.12M |
|
|
BNY
407
Bank of New York Mellon
BNY
$106B
| – | – |
-68,726
| Closed | -$2.66M |
|
408
Brookdale Senior Living
BKD
$3.49B
| – | – |
-19,775
| Closed | -$58K |
|
409
Booking.com
BKNG
$149B
| – | – |
-16,150
| Closed | -$1.03M |
|
410
Bankunited
BKU
$3.37B
| – | – |
-28,091
| Closed | -$568K |
|
411
Bloomin' Brands
BLMN
$741M
| – | – |
-25,672
| Closed | -$273K |
|
412
Santander
BSBR
$42.5B
| – | – |
-42,364
| Closed | -$211K |
|
413
AB InBev
BUD
$170B
| – | – |
-82,971
| Closed | -$4.09M |
|
414
CACI
CACI
$11B
| – | – |
-3,047
| Closed | -$660K |
|
415
Avis
CAR
$4.86B
| – | – |
-65,641
| Closed | -$1.5M |
|
416
Cboe Global Markets
CBOE
$32.5B
| – | – |
-2,262
| Closed | -$210K |
|
417
CBRE Group
CBRE
$42.5B
| – | – |
-20,293
| Closed | -$917K |
|
418
Coca-Cola Europacific Partners
CCEP
$48.3B
| – | – |
-12,600
| Closed | -$475K |
|
419
Crown Castle
CCI
$33.3B
| – | – |
-17,436
| Closed | -$2.92M |
|
420
Cameco
CCJ
$37.6B
| – | – |
-54,726
| Closed | -$560K |
|
421
Celanese
CE
$4.9B
| – | – |
-3,354
| Closed | -$289K |
|
422
CF Industries
CF
$19.2B
| – | – |
-32,348
| Closed | -$910K |
|
423
C.H. Robinson
CHRW
$17.4B
| – | – |
-4,043
| Closed | -$319K |
|
424
Ciena
CIEN
$53.4B
| – | – |
-16,919
| Closed | -$916K |
|
425
Cincinnati Financial
CINF
$27.3B
| – | – |
-13,450
| Closed | -$861K |
|
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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.