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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+13.56%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
AUM
$974M
AUM Growth
+$58.2M
Cap. Flow
-$10.9M
Cap. Flow %
-1.12%
Top 10 Hldgs %
26.89%
Holding
771
New
290
Increased
92
Reduced
111
Closed
277

Top Buys

Rank Stock Value
1
AMD icon
Advanced Micro Devices
AMD
+$30.8M
2
PFE icon
Pfizer
PFE
+$23M
3
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$18.5M
4
BABA icon
Alibaba
BABA
+$17.7M
5
BA icon
Boeing
BA
+$13.1M

Top Sells

Rank Stock Value
1
MMM icon
3M
MMM
+$27.1M
2
TSLA icon
Tesla
TSLA
+$22.4M
3
AAPL icon
Apple
AAPL
+$20.1M
4
MO icon
Altria Group
MO
+$17.5M
5
ABBV icon
AbbVie
ABBV
+$14.8M

Sector Composition

Rank Sector Weight
1 Healthcare 21.93%
2 Miscellaneous 11.97%
3 Industrials 10.82%
4 Consumer Discretionary 9.75%
5 Technology 8.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PNW icon
126
Pinnacle West Capital
PNW
$11.5B
$1.84M 0.19%
+25,095
New +$1.9M
VFC icon
127
VF Corp
VFC
$5B
$1.82M 0.19%
29,826
-78,762
-73% -$4.59M
FFIV icon
128
F5
FFIV
$24.4B
$1.81M 0.19%
+13,009
New +$1.75M
K
129
DELISTED
Kellanova
K
$1.81M 0.19%
29,183
+12,815
+78% +$776K
BBWI icon
130
Bath & Body Works
BBWI
$3.37B
$1.81M 0.19%
149,472
+132,041
+758% +$1.47M
ROL icon
131
Rollins
ROL
$16.2B
$1.81M 0.19%
63,912
-20,501
-24% -$549K
VIPS icon
132
Vipshop
VIPS
$5.75B
$1.79M 0.18%
+89,985
New +$1.55M
ESS icon
133
Essex Property Trust
ESS
$17.7B
$1.78M 0.18%
+7,773
New +$1.86M
COTY icon
134
Coty
COTY
$2.33B
$1.77M 0.18%
+396,973
New +$1.93M
F icon
135
Ford
F
$53.8B
$1.75M 0.18%
+288,451
New +$1.6M
SBAC icon
136
SBA Communications
SBAC
$19.4B
$1.75M 0.18%
5,866
-2,649
-31% -$782K
BBD icon
137
Banco Bradesco
BBD
$37B
$1.71M 0.18%
542,364
-76,893
-12% -$234K
JPM icon
138
JPMorgan Chase
JPM
$937B
$1.7M 0.17%
+18,103
New +$1.72M
TFC icon
139
Truist Financial
TFC
$61.6B
$1.65M 0.17%
43,936
+6,442
+17% +$232K
QLYS icon
140
Qualys
QLYS
$6.41B
$1.65M 0.17%
+15,833
New +$1.66M
FRT icon
141
Federal Realty Investment Trust
FRT
$9.9B
$1.59M 0.16%
18,698
+5,879
+46% +$475K
NKTR icon
142
Nektar Therapeutics
NKTR
$2.28B
$1.58M 0.16%
4,556
+3,788
+493% +$1.18M
RGEN icon
143
Repligen
RGEN
$9.86B
$1.57M 0.16%
+12,673
New +$1.49M
BXP icon
144
Boston Properties
BXP
$10.2B
$1.56M 0.16%
+17,296
New +$1.57M
TJX icon
145
TJX Companies
TJX
$137B
$1.56M 0.16%
+30,929
New +$1.55M
RGLD icon
146
Royal Gold
RGLD
$21.3B
$1.56M 0.16%
+12,541
New +$1.51M
FTI icon
147
TechnipFMC
FTI
$29.4B
$1.53M 0.16%
300,793
-132,631
-31% -$773K
PFPT
148
DELISTED
Proofpoint, Inc.
PFPT
$1.52M 0.16%
+13,667
New +$1.56M
ARWR icon
149
Arrowhead Research
ARWR
$9.98B
$1.51M 0.15%
34,893
-115,508
-77% -$4.08M
POR icon
150
Portland General Electric
POR
$5.58B
$1.5M 0.15%
+35,949
New +$1.65M
4 5
6
7 8

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

Quantitative Investment Management's Q2 2020 Portfolio in Review

As of Q2 2020, Quantitative Investment Management held 771 positions worth $974M, up 6.4% from $916M the previous quarter. Its ten largest holdings account for 27% of the portfolio.

Quantitative Investment Management's Q2 2020 filing shows 290 new, 92 increased, 111 reduced and 277 closed positions. Its largest new stake was Advanced Micro Devices: 581,444 shares worth $30.6M. The largest sale was 3M, an estimated $27.1M.

By sector, the portfolio is most concentrated in Healthcare at 22% of assets, up from 19% a quarter earlier, followed by Miscellaneous and Industrials.

  • Quantitative Investment Management's largest Q2 2020 buy was Advanced Micro Devices: 581,444 shares worth $30.6M.
  • Quantitative Investment Management added most to Pfizer in Q2 2020, an estimated $23M increase.
  • Quantitative Investment Management's biggest Q2 2020 reduction was 3M, cutting an estimated $27.1M.
  • Quantitative Investment Management fully exited Tesla in Q2 2020, selling an estimated $22.4M.
  • Quantitative Investment Management's ten largest holdings make up 27% of its $974M portfolio in Q2 2020.
  • Quantitative Investment Management opened 290 new positions and closed 277 in Q2 2020.
  • Quantitative Investment Management's portfolio value rose 6.4% quarter-over-quarter to $974M.

Based on Quantitative Investment Management's 13F filing for Q2 2020, filed 14 Aug 2020.