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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
DXC icon
451
DXC Technology
DXC
$1.78B
– –
-23,066
Closed -$380K
EAT icon
452
Brinker International
EAT
$9.66B
– –
-15,444
Closed -$370K
EFV icon
453
iShares MSCI EAFE Value ETF
EFV
$29B
– –
-16,610
Closed -$663K
EGP icon
454
EastGroup Properties
EGP
$11.2B
– –
-2,280
Closed -$270K
EHC icon
455
Encompass Health
EHC
$11.2B
– –
-23,860
Closed -$1.18M
EIDO icon
456
iShares MSCI Indonesia ETF
EIDO
$484M
– –
-15,665
Closed -$281K
ELV icon
457
Elevance Health
ELV
$83B
– –
-4,610
Closed -$1.21M
ENPH icon
458
Enphase Energy
ENPH
$5.2B
– –
-76,110
Closed -$3.62M
EQIX icon
459
Equinix
EQIX
$102B
– –
-4,646
Closed -$3.26M
ERX icon
460
Direxion Daily Energy Bull 2X ETF
ERX
$227M
– –
-84,139
Closed -$1.27M
ETN icon
461
Eaton
ETN
$170B
– –
-7,454
Closed -$652K
EWG icon
462
iShares MSCI Germany ETF
EWG
$1.6B
– –
-9,831
Closed -$266K
EWJ icon
463
iShares MSCI Japan ETF
EWJ
$22B
– –
-43,472
Closed -$2.39M
EWP icon
464
iShares MSCI Spain ETF
EWP
$2.14B
– –
-16,289
Closed -$365K
EWU icon
465
iShares MSCI United Kingdom ETF
EWU
$4.13B
– –
-31,556
Closed -$812K
EWZ icon
466
iShares MSCI Brazil ETF
EWZ
$9.22B
– –
-268,704
Closed -$7.73M
EXR icon
467
Extra Space Storage
EXR
$31.6B
– –
-24,408
Closed -$2.25M
F icon
468
Ford
F
$57.5B
– –
-288,451
Closed -$1.75M
FAF icon
469
First American
FAF
$7.7B
– –
-10,507
Closed -$504K
FAS icon
470
Direxion Daily Financial Bull 3x ETF
FAS
$2.42B
– –
-33,935
Closed -$1.06M
FDX icon
471
FedEx
FDX
$73.2B
– –
-6,685
Closed -$937K
FFIV icon
472
F5
FFIV
$23.1B
– –
-13,009
Closed -$1.81M
FNB icon
473
FNB Corp
FNB
$6.83B
– –
-12,077
Closed -$90K
FNF icon
474
Fidelity National Financial
FNF
$13.9B
– –
-8,688
Closed -$256K
FOLD
475
DELISTED
Amicus Therapeutics
FOLD
– –
-63,849
Closed -$962K
17 18
19
20 21

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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.