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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
ACWX icon
176
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
$1.09M 0.09%
+23,630
New +$1.09M
BXP icon
177
Boston Properties
BXP
$11.2B
$1.07M 0.09%
13,328
-3,968
-23% -$346K
HRL icon
178
Hormel Foods
HRL
$13.8B
$1.05M 0.09%
+21,485
New +$1.08M
BAC icon
179
Bank of America
BAC
$435B
$1.05M 0.09%
+43,574
New +$1.08M
URI icon
180
United Rentals
URI
$67.2B
$1.05M 0.09%
+6,016
New +$1.01M
AAXJ icon
181
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.68B
$1.04M 0.09%
+13,533
New +$1.03M
STNG icon
182
Scorpio Tankers
STNG
$3.87B
$1.02M 0.09%
91,799
-164,733
-64% -$2.07M
SRCL
183
DELISTED
Stericycle Inc
SRCL
$1.01M 0.09%
+16,103
New +$989K
FLO icon
184
Flowers Foods
FLO
$1.49B
$1.01M 0.09%
+41,677
New +$976K
DEI icon
185
Douglas Emmett
DEI
$1.98B
$981K 0.09%
39,100
+18,756
+92% +$529K
TRP icon
186
TC Energy
TRP
$70.2B
$978K 0.09%
+23,283
New +$1.07M
EXC icon
187
Exelon
EXC
$46.9B
$974K 0.08%
+38,199
New +$1.01M
VFH icon
188
Vanguard Financials ETF
VFH
$13.5B
$969K 0.08%
16,570
+12,323
+290% +$733K
CDE icon
189
Coeur Mining
CDE
$15.4B
$947K 0.08%
128,355
+10,125
+9% +$76.1K
CSIQ icon
190
Canadian Solar
CSIQ
$1.02B
$929K 0.08%
+26,485
New +$706K
DEO icon
191
Diageo
DEO
$49B
$925K 0.08%
+6,726
New +$927K
STM icon
192
STMicroelectronics
STM
$46.7B
$923K 0.08%
+30,103
New +$886K
HSY icon
193
Hershey
HSY
$35.5B
$916K 0.08%
6,391
-17,601
-73% -$2.5M
FMX icon
194
Fomento Económico Mexicano
FMX
$43.6B
$903K 0.08%
16,086
+7,097
+79% +$414K
URBN icon
195
Urban Outfitters
URBN
$6.35B
$868K 0.08%
+41,718
New +$818K
ACC
196
DELISTED
American Campus Communities, Inc.
ACC
$856K 0.07%
24,528
+10,500
+75% +$362K
PBCT
197
DELISTED
People's United Financial Inc
PBCT
$853K 0.07%
82,752
+39,010
+89% +$424K
JWN
198
DELISTED
Nordstrom
JWN
$843K 0.07%
70,782
+10,162
+17% +$152K
VMW
199
DELISTED
VMware, Inc
VMW
$837K 0.07%
+5,827
New +$828K
AMCX icon
200
AMC Global Media
AMCX
$492M
$825K 0.07%
33,423
-16,905
-34% -$406K
6 7
8
9 10

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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.