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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
-26.43%
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
$916M
AUM Growth
-$2.39B
Cap. Flow
-$1.98B
Cap. Flow %
-216.44%
Top 10 Hldgs %
23.33%
Holding
912
New
304
Increased
75
Reduced
102
Closed
431

Top Buys

Rank Stock Value
1
MMM icon
3M
MMM
+$35.3M
2
TSLA icon
Tesla
TSLA
+$26.6M
3
WFC icon
Wells Fargo
WFC
+$24.7M
4
AAPL icon
Apple
AAPL
+$23.3M
5
MO icon
Altria Group
MO
+$20.1M

Top Sells

Rank Stock Value
1
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$77.3M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$72.8M
3
AMD icon
Advanced Micro Devices
AMD
+$65.4M
4
MU icon
Micron Technology
MU
+$59.6M
5
VZ icon
Verizon
VZ
+$57M

Sector Composition

Rank Sector Weight
1 Healthcare 18.74%
2 Consumer Discretionary 14.08%
3 Industrials 10.03%
4 Consumer Staples 9.21%
5 Financials 8.88%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
H icon
276
Hyatt Hotels
H
$16.3B
$661K 0.07%
+13,814
New +$1.04M
MPC icon
277
Marathon Petroleum
MPC
$92.3B
$653K 0.07%
27,664
-50,823
-65% -$2.34M
SJM icon
278
J.M. Smucker
SJM
$12.7B
$652K 0.07%
5,879
-19,207
-77% -$2.05M
WEC icon
279
WEC Energy
WEC
$35.6B
$652K 0.07%
+7,402
New +$712K
LAD icon
280
Lithia Motors
LAD
$8.44B
$647K 0.07%
7,912
-6,498
-45% -$784K
BCO icon
281
Brink's
BCO
$4.8B
$643K 0.07%
+12,370
New +$967K
AMRN
282
Amarin Corp
AMRN
$295M
$641K 0.07%
8,021
+2,541
+46% +$844K
BERY
283
DELISTED
Berry Global Group, Inc.
BERY
$636K 0.07%
+20,574
New +$754K
CLVS
284
DELISTED
Clovis Oncology, Inc.
CLVS
$636K 0.07%
+100,054
New +$803K
BVN icon
285
Compañía de Minas Buenaventura
BVN
$7.63B
$632K 0.07%
86,796
+62,464
+257% +$711K
CLB icon
286
Core Laboratories
CLB
$488M
$626K 0.07%
+60,563
New +$1.69M
STWD icon
287
Starwood Property Trust
STWD
$5.88B
$624K 0.07%
60,884
-15,533
-20% -$340K
ZNGA
288
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$624K 0.07%
+91,213
New +$599K
RPAI
289
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$621K 0.07%
+120,198
New +$1.27M
NFG icon
290
National Fuel Gas
NFG
$7.92B
$618K 0.07%
+16,589
New +$680K
LYG icon
291
Lloyds Banking Group
LYG
$90.6B
$614K 0.07%
+406,643
New +$1.05M
WRI
292
DELISTED
Weingarten Realty Investors
WRI
$607K 0.07%
42,094
-1,690
-4% -$44.6K
WLL
293
DELISTED
Whiting Petroleum Corporation
WLL
$607K 0.07%
12,081
+6,033
+100% +$1.55M
SKY icon
294
Champion Homes
SKY
$4.39B
$605K 0.07%
+38,617
New +$1.03M
MGLN
295
DELISTED
Magellan Health Services, Inc.
MGLN
$604K 0.07%
+12,561
New +$808K
KMB icon
296
Kimberly-Clark
KMB
$36.6B
$597K 0.07%
4,672
-12,897
-73% -$1.78M
HR
297
DELISTED
Healthcare Realty Trust Incorporated
HR
$597K 0.07%
+21,379
New +$726K
CNQ icon
298
Canadian Natural Resources
CNQ
$97.4B
$591K 0.06%
+89,119
New +$1.06M
FLG
299
Flagstar Bank National Association
FLG
$5.95B
$589K 0.06%
20,933
-85,303
-80% -$2.83M
NOC icon
300
Northrop Grumman
NOC
$77.5B
$583K 0.06%
1,930
-7,714
-80% -$2.68M
10 11
12
13 14

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FWM
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GHC
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Quantitative Investment Management's Q1 2020 Portfolio in Review

As of Q1 2020, Quantitative Investment Management held 912 positions worth $916M, down 72% from $3.31B the previous quarter. Its ten largest holdings account for 23% of the portfolio.

Quantitative Investment Management withdrew a net $1.98B in Q1 2020, closing 431 positions and reducing 102 holdings. Its most notable exit was iShares MSCI Brazil ETF, an estimated $77.3M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 19% of assets, up from 14% a quarter earlier, followed by Consumer Discretionary and Industrials.

Against the trend, Quantitative Investment Management opened a new position in 3M worth $30.7M.

  • Quantitative Investment Management's largest Q1 2020 buy was 3M: 268,619 shares worth $30.7M.
  • Quantitative Investment Management added most to Becton Dickinson in Q1 2020, an estimated $12M increase.
  • Quantitative Investment Management's biggest Q1 2020 reduction was Walt Disney, cutting an estimated $56.8M.
  • Quantitative Investment Management fully exited iShares MSCI Brazil ETF in Q1 2020, selling an estimated $77.3M.
  • Quantitative Investment Management's ten largest holdings make up 23% of its $916M portfolio in Q1 2020.
  • Quantitative Investment Management opened 304 new positions and closed 431 in Q1 2020.
  • Quantitative Investment Management's portfolio value fell 72% quarter-over-quarter to $916M.

Based on Quantitative Investment Management's 13F filing for Q1 2020, filed 15 May 2020.