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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
WRB icon
626
W.R. Berkley
WRB
$26.9B
– –
-44,017
Closed -$1.12M
WTRG icon
627
Essential Utilities
WTRG
$11.3B
– –
-23,077
Closed -$974K
WTW icon
628
Willis Towers Watson
WTW
$31.2B
– –
-14,068
Closed -$2.77M
XES icon
629
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$374M
– –
-10,672
Closed -$352K
XLB icon
630
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
– –
-23,496
Closed -$661K
XLI icon
631
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
– –
-76,866
Closed -$5.28M
XLV icon
632
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
– –
-138,860
Closed -$13.9M
XLY icon
633
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
– –
-13,856
Closed -$884K
XME icon
634
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
– –
-37,677
Closed -$798K
XOP icon
635
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
– –
-96,620
Closed -$5.04M
XYL icon
636
Xylem
XYL
$27.3B
– –
-50,256
Closed -$3.26M
ZD icon
637
Ziff Davis
ZD
$1.96B
– –
-6,024
Closed -$331K
TXNM
638
TXNM Energy Inc
TXNM
$6.41B
– –
-8,076
Closed -$310K
FLG
639
Flagstar Bank National Association
FLG
$5.93B
– –
-32,632
Closed -$998K
CBD
640
DELISTED
Companhia Brasileira de Distribuicao
CBD
– –
-13,609
Closed -$177K
SPPI
641
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-25,580
Closed -$86K
LSI
642
DELISTED
Life Storage, Inc.
LSI
– –
-7,298
Closed -$461K
UMPQ
643
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-32,535
Closed -$346K
Y
644
DELISTED
Alleghany Corp
Y
– –
-2,932
Closed -$1.43M
SAFM
645
DELISTED
Sanderson Farms Inc
SAFM
– –
-17,251
Closed -$2M
PSB
646
DELISTED
PS Business Parks, Inc.
PSB
– –
-3,455
Closed -$457K
DISCK
647
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-55,435
Closed -$1.07M
ISBC
648
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-12,012
Closed -$102K
COR
649
DELISTED
Coresite Realty Corporation
COR
– –
-9,095
Closed -$1.1M
PFPT
650
DELISTED
Proofpoint, Inc.
PFPT
– –
-13,667
Closed -$1.52M
23 24 25
26
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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.