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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
PEG icon
351
Public Service Enterprise Group
PEG
$38.2B
$204K 0.02%
+3,726
New +$197K
IAG icon
352
IAMGOLD
IAG
$8.53B
$202K 0.02%
+52,866
New +$230K
BOH icon
353
Bank of Hawaii
BOH
$3.16B
$200K 0.02%
+3,964
New +$221K
GPK icon
354
Graphic Packaging
GPK
$3.36B
$174K 0.02%
+12,396
New +$176K
MDP
355
DELISTED
Meredith Corporation
MDP
$170K 0.01%
13,021
-30,782
-70% -$430K
RPAI
356
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$152K 0.01%
26,249
-5,384
-17% -$34.6K
TS icon
357
Tenaris
TS
$28.9B
$148K 0.01%
+15,055
New +$178K
GME icon
358
GameStop
GME
$8.55B
$135K 0.01%
52,976
-142,928
-73% -$207K
EMBJ
359
Embraer S.A. ADS
EMBJ
$12.6B
$118K 0.01%
26,824
-84,944
-76% -$471K
SAN icon
360
Banco Santander
SAN
$206B
$116K 0.01%
65,513
-128,858
-66% -$277K
SVC
361
Service Properties Trust
SVC
$1.02B
$111K 0.01%
2,806
-9,081
-76% -$346K
TGI
362
DELISTED
Triumph Group
TGI
$111K 0.01%
17,067
-13,682
-44% -$102K
SBS icon
363
Sabesp
SBS
$19.1B
$107K 0.01%
+66,607
New +$130K
SLM icon
364
SLM Corp
SLM
$5.09B
$106K 0.01%
+13,105
New +$95.8K
DVN icon
365
Devon Energy
DVN
$51.4B
$95K 0.01%
+10,074
New +$106K
YELL
366
DELISTED
Yellow Corporation Common Stock
YELL
$92K 0.01%
+23,612
New +$86.4K
VLY icon
367
Valley National Bancorp
VLY
$8.01B
$73K 0.01%
10,712
-9,448
-47% -$70.2K
DHC
368
Diversified Healthcare Trust
DHC
$2.13B
$72K 0.01%
20,487
-23,956
-54% -$93.5K
BBVA icon
369
Banco Bilbao Vizcaya Argentaria
BBVA
$157B
$63K 0.01%
23,164
-33,091
-59% -$103K
PSEC icon
370
Prospect Capital
PSEC
$1.11B
$51K ﹤0.01%
10,178
-26,457
-72% -$133K
AAL icon
371
American Airlines Group
AAL
$10.6B
– –
-231,820
Closed -$3.03M
ABEV icon
372
Ambev
ABEV
$47.1B
– –
-88,658
Closed -$234K
ABT icon
373
Abbott
ABT
$185B
– –
-47,159
Closed -$4.31M
ACAD icon
374
Acadia Pharmaceuticals
ACAD
$4.38B
– –
-24,201
Closed -$1.17M
ADM icon
375
Archer Daniels Midland
ADM
$37.6B
– –
-35,390
Closed -$1.41M
13 14
15
16 17

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UWPG
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FWM
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RCIM
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GHC
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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.