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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 | |
|---|---|---|---|---|---|---|
551
Omeros
OMER
$857M
| – | – |
-12,596
| Closed | -$185K |
|
552
Old National Bancorp
ONB
$10.2B
| – | – |
-15,467
| Closed | -$212K |
|
553
Old Republic International
ORI
$10.5B
| – | – |
-21,486
| Closed | -$350K |
|
554
OraSure Technologies
OSUR
$279M
| – | – |
-72,820
| Closed | -$846K |
|
555
Puma Biotechnology
PBYI
$404M
| – | – |
-42,643
| Closed | -$444K |
|
556
Pebblebrook Hotel Trust
PEB
$2.15B
| – | – |
-38,514
| Closed | -$526K |
|
557
PepsiCo
PEP
$190B
| – | – |
-10,204
| Closed | -$1.35M |
|
558
Plug Power
PLUG
$2.87B
| – | – |
-85,054
| Closed | -$698K |
|
559
Philip Morris
PM
$297B
| – | – |
-74,468
| Closed | -$5.22M |
|
560
Protolabs
PRLB
$1.79B
| – | – |
-9,200
| Closed | -$1.03M |
|
561
Prudential Financial
PRU
$42.4B
| – | – |
-5,737
| Closed | -$349K |
|
562
Public Storage
PSA
$60.5B
| – | – |
-30,440
| Closed | -$5.84M |
|
563
Qualys
QLYS
$5.1B
| – | – |
-15,833
| Closed | -$1.65M |
|
564
Regions Financial
RF
$26.4B
| – | – |
-27,647
| Closed | -$307K |
|
565
Repligen
RGEN
$7.96B
| – | – |
-12,673
| Closed | -$1.57M |
|
566
Reinsurance Group of America
RGA
$15.5B
| – | – |
-25,336
| Closed | -$1.99M |
|
567
Royal Gold
RGLD
$16.8B
| – | – |
-12,541
| Closed | -$1.56M |
|
568
Ryman Hospitality Properties
RHP
$8.43B
| – | – |
-8,928
| Closed | -$308K |
|
569
Ralph Lauren
RL
$22.6B
| – | – |
-7,851
| Closed | -$569K |
|
570
Rollins
ROL
$18.3B
| – | – |
-63,912
| Closed | -$1.81M |
|
571
Ryanair
RYAAY
$30.4B
| – | – |
-69,778
| Closed | -$1.85M |
|
572
Saia
SAIA
$9.27B
| – | – |
-1,845
| Closed | -$205K |
|
573
SBA Communications
SBAC
$19.2B
| – | – |
-5,866
| Closed | -$1.75M |
|
574
Sinclair Inc
SBGI
$992M
| – | – |
-17,683
| Closed | -$326K |
|
575
Schwab US REIT ETF
SCHH
$11.5B
| – | – |
-78,064
| Closed | -$1.37M |
|
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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.