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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
KMB icon
26
Kimberly-Clark
KMB
$37.6B
$11.8M 1.03%
+80,237
New +$12M
OXY icon
27
Occidental Petroleum
OXY
$55.7B
$9.35M 0.81%
933,776
+463,575
+99% +$6.54M
JNJ icon
28
Johnson & Johnson
JNJ
$640B
$9.22M 0.8%
61,909
-236,291
-79% -$35M
DIS icon
29
Walt Disney
DIS
$171B
$8.7M 0.76%
+70,110
New +$8.76M
VEA icon
30
Vanguard FTSE Developed Markets ETF
VEA
$223B
$8.45M 0.74%
206,543
+190,549
+1,191% +$7.82M
SO icon
31
Southern Company
SO
$108B
$8.37M 0.73%
154,460
+70,410
+84% +$3.76M
V icon
32
Visa
V
$677B
$8.3M 0.72%
+41,498
New +$8.29M
PSX icon
33
Phillips 66
PSX
$82.9B
$7.96M 0.69%
+153,488
New +$9.37M
RCL icon
34
Royal Caribbean
RCL
$86.5B
$7.62M 0.66%
117,681
+63,521
+117% +$3.74M
MNST icon
35
Monster Beverage
MNST
$95.1B
$7.56M 0.66%
188,626
-22,770
-11% -$900K
EL icon
36
Estee Lauder
EL
$30.4B
$7.13M 0.62%
32,696
+10,127
+45% +$2.08M
KRE icon
37
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
$6.94M 0.6%
194,456
+135,706
+231% +$5.12M
RDS.A
38
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$6.77M 0.59%
268,989
+195,513
+266% +$5.92M
AMGN icon
39
Amgen
AMGN
$209B
$6.59M 0.57%
25,930
-17,331
-40% -$4.29M
VWO icon
40
Vanguard FTSE Emerging Markets ETF
VWO
$117B
$6.49M 0.56%
+150,177
New +$6.53M
ALXN
41
DELISTED
Alexion Pharmaceuticals
ALXN
$6.21M 0.54%
54,273
+33,515
+161% +$3.62M
XLP icon
42
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$6.04M 0.53%
94,151
+60,762
+182% +$3.84M
IEFA icon
43
iShares Core MSCI EAFE ETF
IEFA
$186B
$5.95M 0.52%
98,709
+81,425
+471% +$4.91M
KO icon
44
Coca-Cola
KO
$383B
$5.9M 0.51%
+119,550
New +$5.75M
CVX icon
45
Chevron
CVX
$382B
$5.78M 0.5%
+80,327
New +$6.76M
ULTA icon
46
Ulta Beauty
ULTA
$21.8B
$5.63M 0.49%
25,126
+14,010
+126% +$3.01M
SGEN
47
DELISTED
Seagen Inc. Common Stock
SGEN
$5.44M 0.47%
+27,803
New +$4.65M
GE icon
48
GE Aerospace
GE
$364B
$5.42M 0.47%
174,709
+19,248
+12% +$626K
ED icon
49
Consolidated Edison
ED
$41.4B
$5.37M 0.47%
69,039
+5,206
+8% +$384K
ADP icon
50
Automatic Data Processing
ADP
$109B
$5.22M 0.45%
+37,417
New +$5.24M
1
2
3 4 5

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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.