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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
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
IYE icon
201
iShares US Energy ETF
IYE
$1.74B
$807K 0.07%
50,591
+24,497
+94% +$463K
OGE icon
202
OGE Energy
OGE
$9.78B
$804K 0.07%
26,814
-21,117
-44% -$665K
MDGL icon
203
Madrigal Pharmaceuticals
MDGL
$10.8B
$790K 0.07%
6,662
-2,680
-29% -$291K
APA icon
204
APA Corp
APA
$13.2B
$780K 0.07%
+82,391
New +$1.13M
ROST icon
205
Ross Stores
ROST
$80.5B
$758K 0.07%
8,126
+3,372
+71% +$303K
RJF icon
206
Raymond James Financial
RJF
$33.8B
$756K 0.07%
15,606
-5,514
-26% -$267K
LSTR icon
207
Landstar System
LSTR
$5.93B
$752K 0.07%
5,995
-1,114
-16% -$140K
HP icon
208
Helmerich & Payne
HP
$3.45B
$747K 0.07%
+51,010
New +$889K
FIZZ icon
209
National Beverage
FIZZ
$2.96B
$743K 0.06%
+21,876
New +$766K
H icon
210
Hyatt Hotels
H
$16.4B
$737K 0.06%
13,825
-12,645
-48% -$678K
SRE icon
211
Sempra
SRE
$57.9B
$719K 0.06%
12,166
+5,204
+75% +$320K
TDC icon
212
Teradata
TDC
$2.92B
$714K 0.06%
31,455
-6,397
-17% -$142K
CIM
213
Chimera Investment
CIM
$1.04B
$709K 0.06%
28,840
+22,680
+368% +$604K
MMM icon
214
3M
MMM
$90.9B
$699K 0.06%
5,225
-48,154
-90% -$6.48M
CFR icon
215
Cullen/Frost Bankers
CFR
$10.4B
$697K 0.06%
+10,909
New +$765K
PCRX icon
216
Pacira BioSciences
PCRX
$1.04B
$691K 0.06%
+11,508
New +$669K
ARNA
217
DELISTED
Arena Pharmaceuticals Inc
ARNA
$691K 0.06%
+9,245
New +$616K
KEX icon
218
Kirby Corp
KEX
$7.01B
$675K 0.06%
+18,666
New +$822K
PB icon
219
Prosperity Bancshares
PB
$8.97B
$672K 0.06%
12,984
+6,354
+96% +$348K
UFS
220
DELISTED
DOMTAR CORPORATION (New)
UFS
$666K 0.06%
25,357
+15,210
+150% +$385K
TWO
221
Two Harbors Investment
TWO
$1.27B
$665K 0.06%
32,688
-14,480
-31% -$307K
HRB icon
222
H&R Block
HRB
$5.58B
$660K 0.06%
40,531
-11,577
-22% -$170K
CPT icon
223
Camden Property Trust
CPT
$11B
$652K 0.06%
+7,338
New +$660K
AER icon
224
AerCap
AER
$23.7B
$637K 0.06%
+25,323
New +$734K
WRK
225
DELISTED
WestRock Company
WRK
$626K 0.05%
18,030
+6,564
+57% +$203K
7 8
9
10 11

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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.