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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
AKAM icon
101
Akamai
AKAM
$16.6B
$2.21M 0.19%
20,004
-53,165
-73% -$5.9M
LNT icon
102
Alliant Energy
LNT
$18.3B
$2.18M 0.19%
42,279
+13,679
+48% +$715K
COTY icon
103
Coty
COTY
$2.4B
$2.16M 0.19%
801,312
+404,339
+102% +$1.53M
SINA
104
DELISTED
Sina Corp
SINA
$2.14M 0.19%
50,222
+29,849
+147% +$1.2M
MDT icon
105
Medtronic
MDT
$110B
$2.13M 0.19%
+20,540
New +$2.06M
AMED
106
DELISTED
Amedisys
AMED
$2.1M 0.18%
8,898
+3,742
+73% +$851K
EOG icon
107
EOG Resources
EOG
$79B
$2.08M 0.18%
+57,999
New +$2.6M
PODD icon
108
Insulet
PODD
$11.5B
$2.08M 0.18%
+8,790
New +$1.85M
FSLR icon
109
First Solar
FSLR
$22.6B
$2.06M 0.18%
+31,078
New +$2.06M
SCZ icon
110
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
$2.01M 0.18%
34,151
+22,004
+181% +$1.26M
BAH icon
111
Booz Allen Hamilton
BAH
$8.39B
$2.01M 0.18%
24,266
+13,829
+132% +$1.13M
EQR icon
112
Equity Residential
EQR
$25B
$1.99M 0.17%
38,775
-27,046
-41% -$1.5M
EWW icon
113
iShares MSCI Mexico ETF
EWW
$1.92B
$1.98M 0.17%
59,302
-14,272
-19% -$472K
JOYY
114
JOYY Inc
JOYY
$3.7B
$1.98M 0.17%
24,503
-18,270
-43% -$1.5M
MPC icon
115
Marathon Petroleum
MPC
$92.1B
$1.96M 0.17%
+66,673
New +$2.34M
NVO
116
Novo Nordisk
NVO
$207B
$1.93M 0.17%
+55,580
New +$1.85M
UDR icon
117
UDR
UDR
$12.2B
$1.91M 0.17%
58,666
+21,310
+57% +$748K
SPR
118
DELISTED
Spirit AeroSystems
SPR
$1.9M 0.17%
100,303
+9,241
+10% +$195K
BALL icon
119
Ball Corp
BALL
$17.2B
$1.88M 0.16%
22,600
-30,748
-58% -$2.37M
ARWR icon
120
Arrowhead Research
ARWR
$12.1B
$1.84M 0.16%
42,864
+7,971
+23% +$344K
HII icon
121
Huntington Ingalls Industries
HII
$12.9B
$1.84M 0.16%
13,060
+898
+7% +$144K
EVRG icon
122
Evergy
EVRG
$19.2B
$1.79M 0.16%
35,321
+15,861
+82% +$887K
XEL icon
123
Xcel Energy
XEL
$49B
$1.72M 0.15%
24,965
-48,905
-66% -$3.34M
EWA icon
124
iShares MSCI Australia ETF
EWA
$1.39B
$1.7M 0.15%
+86,258
New +$1.75M
SJM icon
125
J.M. Smucker
SJM
$12.8B
$1.7M 0.15%
14,699
+11,252
+326% +$1.25M
3 4
5
6 7

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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.