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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
CAR icon
151
Avis
CAR
$4.19B
$1.5M 0.15%
+65,641
New +$1.2M
MTB icon
152
M&T Bank
MTB
$34B
$1.48M 0.15%
+14,198
New +$1.5M
OGE icon
153
OGE Energy
OGE
$9.44B
$1.46M 0.15%
47,931
+6,170
+15% +$191K
HPP
154
Hudson Pacific Properties
HPP
$621M
$1.45M 0.15%
+8,209
New +$1.4M
AXP icon
155
American Express
AXP
$219B
$1.44M 0.15%
+15,137
New +$1.39M
TYL icon
156
Tyler Technologies
TYL
$14.5B
$1.44M 0.15%
4,154
+1,667
+67% +$559K
Y
157
DELISTED
Alleghany Corp
Y
$1.43M 0.15%
2,932
+2,305
+368% +$1.19M
AXON
158
Axon Enterprise
AXON
$35.9B
$1.43M 0.15%
+14,601
New +$1.18M
ADM icon
159
Archer Daniels Midland
ADM
$41.7B
$1.41M 0.14%
+35,390
New +$1.32M
CAT icon
160
Caterpillar
CAT
$360B
$1.41M 0.14%
+11,115
New +$1.32M
CNK icon
161
Cinemark Holdings
CNK
$3.93B
$1.4M 0.14%
121,427
-297
-0.2% -$4.03K
UDR icon
162
UDR
UDR
$11.2B
$1.4M 0.14%
+37,356
New +$1.39M
SCHH icon
163
Schwab US REIT ETF
SCHH
$11B
$1.37M 0.14%
+78,064
New +$1.36M
LNT icon
164
Alliant Energy
LNT
$17.1B
$1.37M 0.14%
28,600
-39,526
-58% -$1.92M
DE icon
165
Deere & Co
DE
$184B
$1.36M 0.14%
+8,663
New +$1.26M
J icon
166
Jacobs Solutions
J
$17B
$1.35M 0.14%
+19,295
New +$1.3M
CMS icon
167
CMS Energy
CMS
$20.7B
$1.35M 0.14%
23,151
-23,133
-50% -$1.34M
PEP icon
168
PepsiCo
PEP
$185B
$1.35M 0.14%
10,204
-25,261
-71% -$3.33M
H icon
169
Hyatt Hotels
H
$15.1B
$1.33M 0.14%
26,470
+12,656
+92% +$674K
AON icon
170
Aon
AON
$64.6B
$1.33M 0.14%
+6,889
New +$1.28M
AGNC icon
171
AGNC Investment
AGNC
$11.8B
$1.31M 0.13%
+101,597
New +$1.27M
LMT icon
172
Lockheed Martin
LMT
$123B
$1.3M 0.13%
+3,573
New +$1.35M
ERX icon
173
Direxion Daily Energy Bull 2X ETF
ERX
$266M
$1.27M 0.13%
84,139
+74,008
+731% +$1.12M
ITUB icon
174
Itaú Unibanco
ITUB
$91B
$1.25M 0.13%
367,593
+114,807
+45% +$372K
NLSN
175
DELISTED
Nielsen Holdings plc
NLSN
$1.25M 0.13%
84,326
+71,187
+542% +$997K
5 6
7
8 9

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.