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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
HSIC icon
76
Henry Schein
HSIC
$9.77B
$2.94M 0.26%
50,002
+45,681
+1,057% +$2.93M
LUMN icon
77
Lumen
LUMN
$6.57B
$2.9M 0.25%
287,699
+250,897
+682% +$2.61M
EDU icon
78
New Oriental
EDU
$9.37B
$2.88M 0.25%
19,280
-30,119
-61% -$4.35M
EXEL icon
79
Exelixis
EXEL
$13.3B
$2.87M 0.25%
117,275
+4,830
+4% +$113K
CB icon
80
Chubb
CB
$135B
$2.83M 0.25%
24,373
+16,917
+227% +$2.12M
VGK icon
81
Vanguard FTSE Europe ETF
VGK
$30.7B
$2.83M 0.25%
53,993
+42,524
+371% +$2.27M
WAT icon
82
Waters Corp
WAT
$37B
$2.81M 0.24%
+14,364
New +$2.99M
BP icon
83
BP
BP
$116B
$2.75M 0.24%
+157,586
New +$3.41M
CPAY icon
84
Corpay
CPAY
$25B
$2.73M 0.24%
+11,483
New +$2.84M
CCL icon
85
Carnival Corporation Ltd
CCL
$38.1B
$2.71M 0.24%
178,221
-16,046
-8% -$248K
MCK icon
86
McKesson
MCK
$100B
$2.67M 0.23%
17,896
-25,668
-59% -$3.9M
MAR icon
87
Marriott International
MAR
$98.3B
$2.66M 0.23%
28,727
-16,925
-37% -$1.6M
COP icon
88
ConocoPhillips
COP
$147B
$2.64M 0.23%
+80,507
New +$3.05M
MRVL icon
89
Marvell Technology
MRVL
$168B
$2.58M 0.22%
65,092
-10,085
-13% -$371K
MSI icon
90
Motorola Solutions
MSI
$72.3B
$2.58M 0.22%
+16,429
New +$2.4M
CMS icon
91
CMS Energy
CMS
$22.6B
$2.55M 0.22%
41,498
+18,347
+79% +$1.12M
VEU icon
92
Vanguard FTSE All-World ex-US ETF
VEU
$66.6B
$2.54M 0.22%
+50,392
New +$2.56M
WU icon
93
Western Union
WU
$1.99B
$2.48M 0.22%
115,559
-60,887
-35% -$1.38M
TECK icon
94
Teck Resources
TECK
$29.6B
$2.43M 0.21%
174,861
+142,584
+442% +$1.69M
KMI icon
95
Kinder Morgan
KMI
$71.7B
$2.41M 0.21%
+195,737
New +$2.73M
RITM icon
96
Rithm Capital
RITM
$5.52B
$2.39M 0.21%
300,302
+201,469
+204% +$1.55M
CAH icon
97
Cardinal Health
CAH
$53.9B
$2.36M 0.21%
50,291
+9,655
+24% +$495K
ESS icon
98
Essex Property Trust
ESS
$18.3B
$2.32M 0.2%
11,564
+3,791
+49% +$826K
TAL icon
99
TAL Education Group
TAL
$6.93B
$2.32M 0.2%
30,481
-55,477
-65% -$4.18M
XLNX
100
DELISTED
Xilinx Inc
XLNX
$2.26M 0.2%
+21,706
New +$2.23M
2 3
4
5 6

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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.