We are live on ! Find out more
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
IJR icon
501
iShares Core S&P Small-Cap ETF
IJR
$109B
– –
-27,434
Closed -$1.87M
IJS icon
502
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
– –
-4,060
Closed -$244K
ILF icon
503
iShares Latin America 40 ETF
ILF
$3.85B
– –
-45,042
Closed -$971K
INCY icon
504
Incyte
INCY
$24.2B
– –
-57,540
Closed -$5.98M
IP icon
505
International Paper
IP
$21.6B
– –
-12,149
Closed -$405K
IPGP icon
506
IPG Photonics
IPGP
$3.61B
– –
-3,936
Closed -$631K
ITB icon
507
iShares US Home Construction ETF
ITB
$2.26B
– –
-11,763
Closed -$519K
ITUB icon
508
Itaú Unibanco
ITUB
$93.2B
– –
-367,593
Closed -$1.25M
IWN icon
509
iShares Russell 2000 Value ETF
IWN
$14.3B
– –
-9,859
Closed -$960K
IYT icon
510
iShares US Transportation ETF
IYT
$2.26B
– –
-15,704
Closed -$638K
JBLU icon
511
JetBlue
JBLU
$2.28B
– –
-41,179
Closed -$448K
JEF icon
512
Jefferies Financial Group
JEF
$12.6B
– –
-18,188
Closed -$270K
JKHY icon
513
Jack Henry & Associates
JKHY
$10.9B
– –
-1,143
Closed -$210K
JLL icon
514
Jones Lang LaSalle
JLL
$16.3B
– –
-6,353
Closed -$657K
JPM icon
515
JPMorgan Chase
JPM
$935B
– –
-18,103
Closed -$1.7M
K
516
DELISTED
Kellanova
K
– –
-29,183
Closed -$1.81M
KALU icon
517
Kaiser Aluminum
KALU
$2.61B
– –
-3,098
Closed -$228K
KBWB icon
518
Invesco KBW Bank ETF
KBWB
$6.84B
– –
-12,274
Closed -$469K
KIM icon
519
Kimco Realty
KIM
$17.2B
– –
-53,638
Closed -$688K
KNX icon
520
Knight Transportation
KNX
$11.3B
– –
-53,520
Closed -$2.23M
KSS icon
521
Kohl's
KSS
$2.17B
– –
-105,266
Closed -$2.19M
L icon
522
Loews
L
$23.9B
– –
-18,560
Closed -$636K
LAB icon
523
Standard BioTools
LAB
$340M
– –
-73,300
Closed -$293K
LII icon
524
Lennox International
LII
$14.4B
– –
-1,297
Closed -$302K
LMT icon
525
Lockheed Martin
LMT
$134B
– –
-3,573
Closed -$1.3M
19 20
21
22 23

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 1-Year Est. Return

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.