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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
OKE icon
51
Oneok
OKE
$56.1B
$5.1M 0.44%
+196,177
New +$5.46M
WMT icon
52
Walmart Inc
WMT
$884B
$5.09M 0.44%
109,191
-172,482
-61% -$7.67M
COST icon
53
Costco
COST
$423B
$5.04M 0.44%
+14,191
New +$4.77M
RTX icon
54
RTX Corp
RTX
$289B
$4.92M 0.43%
85,428
-22,979
-21% -$1.4M
RDS.B
55
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$4.87M 0.42%
200,999
+127,591
+174% +$3.66M
SPLV icon
56
Invesco S&P 500 Low Volatility ETF
SPLV
$7.13B
$4.39M 0.38%
81,776
+21,918
+37% +$1.16M
VLO icon
57
Valero Energy
VLO
$92.6B
$4.28M 0.37%
+98,711
New +$5.17M
JAZZ icon
58
Jazz Pharmaceuticals
JAZZ
$16.2B
$4.23M 0.37%
+29,651
New +$3.68M
TCOM icon
59
Trip.com Group
TCOM
$29.3B
$3.88M 0.34%
+124,476
New +$3.54M
MCHI icon
60
iShares MSCI China ETF
MCHI
$6.28B
$3.82M 0.33%
+51,476
New +$3.77M
AEE icon
61
Ameren
AEE
$30.1B
$3.6M 0.31%
45,482
+2,050
+5% +$161K
ABMD
62
DELISTED
Abiomed Inc
ABMD
$3.57M 0.31%
12,880
+10,063
+357% +$2.9M
NOC icon
63
Northrop Grumman
NOC
$76B
$3.55M 0.31%
+11,267
New +$3.67M
BIDU icon
64
Baidu
BIDU
$36.5B
$3.53M 0.31%
+27,890
New +$3.46M
NCLH icon
65
Norwegian Cruise Line
NCLH
$8.59B
$3.52M 0.31%
206,000
-12,304
-6% -$195K
HSBC icon
66
HSBC
HSBC
$367B
$3.52M 0.31%
179,619
-18,822
-9% -$413K
JKS
67
JinkoSolar
JKS
$777M
$3.49M 0.3%
87,788
+57,037
+185% +$1.31M
TMUS icon
68
T-Mobile US
TMUS
$186B
$3.47M 0.3%
+30,385
New +$3.37M
AWK icon
69
American Water Works
AWK
$27.2B
$3.42M 0.3%
23,619
+7,913
+50% +$1.12M
HTHT icon
70
Huazhu Hotels Group
HTHT
$13B
$3.34M 0.29%
+77,205
New +$3.01M
COO icon
71
Cooper Companies
COO
$14.2B
$3.3M 0.29%
39,140
+30,264
+341% +$2.32M
STE icon
72
Steris
STE
$22.5B
$3.22M 0.28%
18,294
+15,777
+627% +$2.52M
AON icon
73
Aon
AON
$77.8B
$3.22M 0.28%
15,592
+8,703
+126% +$1.74M
VALE icon
74
Vale
VALE
$63.8B
$3.21M 0.28%
303,662
+189,775
+167% +$2.13M
BBY icon
75
Best Buy
BBY
$18.5B
$3.19M 0.28%
+28,660
New +$2.93M
1 2
3
4 5

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FWM
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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.