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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
(+18%)
Cap. Flow
+$146M
Cap. Flow
% of AUM
12.71%
Top 10 Holdings %
Top 10 Hldgs %
31.92%
Holding
660
New
166
Increased
98
Reduced
106
Closed
290
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$101M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$29.3M |
| 3 |
iShares Silver Trust
SLV
|
+$24M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$21M |
| 5 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$20.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Johnson & Johnson
JNJ
|
+$35M |
| 2 |
Alibaba
BABA
|
+$26.4M |
| 3 |
Netflix
NFLX
|
+$20.6M |
| 4 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$13.9M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
476
Fossil Group
FOSL
$348M
| – | – |
-55,436
| Closed | -$257K |
|
477
TechnipFMC
FTI
$27.1B
| – | – |
-300,793
| Closed | -$1.53M |
|
478
Gen Digital
GEN
$16.9B
| – | – |
-211,992
| Closed | -$4.2M |
|
479
The GEO Group
GEO
$4.19B
| – | – |
-33,402
| Closed | -$395K |
|
480
Graco
GGG
$13B
| – | – |
-12,243
| Closed | -$587K |
|
481
Gildan
GIL
$10.2B
| – | – |
-12,827
| Closed | -$198K |
|
482
Globe Life
GL
$14.3B
| – | – |
-6,025
| Closed | -$447K |
|
483
Golar LNG
GLNG
$5B
| – | – |
-39,326
| Closed | -$284K |
|
484
General Motors
GM
$76.9B
| – | – |
-151,480
| Closed | -$3.83M |
|
485
Globus Medical
GMED
$11.1B
| – | – |
-14,167
| Closed | -$675K |
|
|
GRFS
486
Grifois
GRFS
$5.35B
| – | – |
-29,396
| Closed | -$536K |
|
487
Halozyme
HALO
$9.87B
| – | – |
-23,622
| Closed | -$633K |
|
488
Huntington Bancshares
HBAN
$35.1B
| – | – |
-94,068
| Closed | -$849K |
|
|
HBI
489
DELISTED
Hanesbrands
HBI
| – | – |
-40,700
| Closed | -$459K |
|
490
HCA Healthcare
HCA
$88B
| – | – |
-30,865
| Closed | -$3M |
|
491
Howard Hughes
HHH
$3.89B
| – | – |
-17,624
| Closed | -$872K |
|
492
Honeywell
HON
$78.2B
| – | – |
-37,658
| Closed | -$5.13M |
|
493
Host Hotels & Resorts
HST
$17.2B
| – | – |
-54,905
| Closed | -$592K |
|
494
Humana
HUM
$45B
| – | – |
-13,382
| Closed | -$5.19M |
|
495
Huntsman Corp
HUN
$1.76B
| – | – |
-20,103
| Closed | -$361K |
|
496
Hancock Whitney
HWC
$6.26B
| – | – |
-15,497
| Closed | -$328K |
|
497
Interactive Brokers
IBKR
$39.5B
| – | – |
-85,952
| Closed | -$897K |
|
498
iShares Select U.S. REIT ETF
ICF
$2.1B
| – | – |
-5,864
| Closed | -$295K |
|
499
Idacorp
IDA
$8.32B
| – | – |
-6,361
| Closed | -$555K |
|
500
iShares US Medical Devices ETF
IHI
$3.36B
| – | – |
-18,252
| Closed | -$805K |
|
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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.