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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 | |
|---|---|---|---|---|---|---|
|
CMA
426
DELISTED
Comerica
CMA
| – | – |
-10,150
| Closed | -$386K |
|
427
Comcast
CMCSA
$85B
| – | – |
-185,212
| Closed | -$7.22M |
|
428
Centene
CNC
$30.7B
| – | – |
-83,949
| Closed | -$5.33M |
|
429
CenterPoint Energy
CNP
$27.7B
| – | – |
-55,335
| Closed | -$1.03M |
|
430
Columbia Sportswear
COLM
$3.04B
| – | – |
-6,990
| Closed | -$563K |
|
431
Cencora
COR
$60.6B
| – | – |
-31,756
| Closed | -$3.2M |
|
432
Copart
CPRT
$27B
| – | – |
-24,256
| Closed | -$504K |
|
433
Comstock Resources
CRK
$3.89B
| – | – |
-21,821
| Closed | -$95K |
|
434
Cirrus Logic
CRUS
$6.53B
| – | – |
-3,445
| Closed | -$212K |
|
435
Carlisle Companies
CSL
$14.3B
| – | – |
-7,917
| Closed | -$947K |
|
436
CubeSmart
CUBE
$9.39B
| – | – |
-38,832
| Closed | -$1.05M |
|
437
Cousins Properties
CUZ
$5.19B
| – | – |
-15,283
| Closed | -$455K |
|
438
Commault Systems
CVLT
$4.88B
| – | – |
-17,925
| Closed | -$693K |
|
439
Casella Waste Systems
CWST
$5.71B
| – | – |
-8,483
| Closed | -$442K |
|
440
Delta Air Lines
DAL
$57.5B
| – | – |
-154,143
| Closed | -$4.32M |
|
441
Deutsche Bank
DB
$69B
| – | – |
-10,965
| Closed | -$104K |
|
442
Designer Brands
DBI
$307M
| – | – |
-39,458
| Closed | -$267K |
|
443
Dillards
DDS
$9.19B
| – | – |
-9,224
| Closed | -$237K |
|
444
Deere & Co
DE
$160B
| – | – |
-8,663
| Closed | -$1.36M |
|
445
Dollar Tree
DLTR
$24.4B
| – | – |
-29,967
| Closed | -$2.78M |
|
446
Deluxe
DLX
$1.18B
| – | – |
-10,576
| Closed | -$248K |
|
|
DQ
447
Daqo New Energy
DQ
$823M
| – | – |
-26,290
| Closed | -$390K |
|
448
Diamondrock Hospitality Co
DRH
$2.71B
| – | – |
-27,556
| Closed | -$152K |
|
449
Darden Restaurants
DRI
$23.3B
| – | – |
-6,821
| Closed | -$516K |
|
450
Duke Energy
DUK
$97.8B
| – | – |
-9,885
| Closed | -$789K |
|
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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.