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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
SCHF icon
151
Schwab International Equity ETF
SCHF
$66.6B
$1.39M 0.12%
+88,534
New +$1.39M
STZ icon
152
Constellation Brands
STZ
$22.2B
$1.38M 0.12%
+7,305
New +$1.33M
SYNA icon
153
Synaptics
SYNA
$4.19B
$1.38M 0.12%
+17,163
New +$1.36M
SCHW
154
Charles Schwab
SCHW
$183B
$1.37M 0.12%
+37,926
New +$1.32M
USB icon
155
US Bancorp
USB
$98.2B
$1.36M 0.12%
37,937
-16,822
-31% -$616K
EG icon
156
Everest Group
EG
$14.5B
$1.34M 0.12%
6,807
+4,397
+182% +$941K
ENTG icon
157
Entegris
ENTG
$18.1B
$1.32M 0.12%
+17,804
New +$1.19M
ICPT
158
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$1.29M 0.11%
+31,125
New +$1.43M
FRC
159
DELISTED
First Republic Bank
FRC
$1.28M 0.11%
11,747
+7,429
+172% +$825K
KBE icon
160
State Street SPDR S&P Bank ETF
KBE
$1.64B
$1.28M 0.11%
43,397
+20,299
+88% +$632K
AEP icon
161
American Electric Power
AEP
$69.6B
$1.27M 0.11%
15,520
-67,333
-81% -$5.55M
CL icon
162
Colgate-Palmolive
CL
$73.1B
$1.25M 0.11%
+16,246
New +$1.24M
POR icon
163
Portland General Electric
POR
$5.71B
$1.25M 0.11%
35,224
-725
-2% -$29K
SEE
164
DELISTED
Sealed Air
SEE
$1.25M 0.11%
+32,213
New +$1.23M
AIG icon
165
American International
AIG
$41.7B
$1.24M 0.11%
+44,877
New +$1.34M
GLW icon
166
Corning
GLW
$119B
$1.23M 0.11%
37,835
-101,302
-73% -$3.13M
ETR icon
167
Entergy
ETR
$50.2B
$1.21M 0.11%
24,580
-25,982
-51% -$1.29M
INSM icon
168
Insmed
INSM
$21.4B
$1.2M 0.1%
+37,470
New +$1.08M
ERIC icon
169
Ericsson
ERIC
$32.2B
$1.2M 0.1%
+110,413
New +$1.22M
HRC
170
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$1.19M 0.1%
14,296
+11,746
+461% +$1.15M
DXJ icon
171
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
$1.18M 0.1%
24,174
+765
+3% +$36.7K
NAV
172
DELISTED
Navistar International
NAV
$1.16M 0.1%
+26,583
New +$912K
DINO icon
173
HF Sinclair
DINO
$16.5B
$1.16M 0.1%
+58,633
New +$1.46M
EBS icon
174
Emergent Biosolutions
EBS
$373M
$1.13M 0.1%
+10,941
New +$1.18M
EWC icon
175
iShares MSCI Canada ETF
EWC
$6.13B
$1.11M 0.1%
+40,366
New +$1.12M
5 6
7
8 9

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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.