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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
(-72%)
Cap. Flow
-$1.98B
Cap. Flow
% of AUM
-216.44%
Top 10 Holdings %
Top 10 Hldgs %
23.33%
Holding
912
New
304
Increased
75
Reduced
102
Closed
431
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
3M
MMM
|
+$35.3M |
| 2 |
Tesla
TSLA
|
+$26.6M |
| 3 |
Wells Fargo
WFC
|
+$24.7M |
| 4 |
Apple
AAPL
|
+$23.3M |
| 5 |
Altria Group
MO
|
+$20.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Brazil ETF
EWZ
|
+$77.3M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$72.8M |
| 3 |
Advanced Micro Devices
AMD
|
+$65.4M |
| 4 |
Micron Technology
MU
|
+$59.6M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
351
Pediatrix Medical
MD
$2.16B
| $424K | 0.05% |
+36,468
| New | +$752K |
|
352
Genesco
GCO
$435M
| $423K | 0.05% |
31,713
+23,773
| +299% | +$801K |
|
353
U-Haul Holding Co
UHAL
$14B
| $420K | 0.05% |
+14,470
| New | +$489K |
|
|
HIBB
354
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $420K | 0.05% |
+38,480
| New | +$803K |
|
355
Rayonier
RYN
$6.48B
| $418K | 0.05% |
+19,572
| New | +$493K |
|
|
EPZM
356
DELISTED
Epizyme, Inc
EPZM
| $412K | 0.05% |
+26,586
| New | +$571K |
|
357
Arch Capital
ACGL
$34.5B
| $409K | 0.04% |
+14,381
| New | +$583K |
|
358
Amdocs
DOX
$5.88B
| $405K | 0.04% |
+7,377
| New | +$495K |
|
359
Brinker International
EAT
$9.66B
| $401K | 0.04% |
33,415
-25,091
| -43% | -$844K |
|
360
YPF
YPF
$20B
| $397K | 0.04% |
+95,352
| New | +$773K |
|
|
DO
361
DELISTED
Diamond Offshore Drilling
DO
| $395K | 0.04% |
+216,084
| New | +$883K |
|
362
Broadridge
BR
$18.2B
| $391K | 0.04% |
4,124
-14,683
| -78% | -$1.68M |
|
|
CHL
363
DELISTED
China Mobile Limited
CHL
| $380K | 0.04% |
10,095
-38,203
| -79% | -$1.54M |
|
|
VRE
364
DELISTED
Veris Residential
VRE
| $379K | 0.04% |
24,911
+2,378
| +11% | +$48.6K |
|
365
TIM SA
TIMB
$9.04B
| $377K | 0.04% |
31,072
-37,428
| -55% | -$666K |
|
366
Alexandria Real Estate Equities
ARE
$9.24B
| $372K | 0.04% |
2,719
-24,949
| -90% | -$3.91M |
|
367
Bausch Health
BHC
$2.62B
| $371K | 0.04% |
+23,956
| New | +$578K |
|
|
CVSA
368
Covista Inc
CVSA
$4.34B
| $367K | 0.04% |
+13,727
| New | +$437K |
|
|
CADE
369
DELISTED
Cadence Bank
CADE
| $362K | 0.04% |
+19,174
| New | +$507K |
|
370
McCormick & Company Non-Voting
MKC
$13.9B
| $362K | 0.04% |
5,136
-88,928
| -95% | -$6.9M |
|
371
Assured Guaranty
AGO
$3.72B
| $360K | 0.04% |
13,966
-15,724
| -53% | -$651K |
|
372
Valley National Bancorp
VLY
$8.02B
| $359K | 0.04% |
+49,178
| New | +$481K |
|
373
Southwest Gas
SWX
$6.5B
| $358K | 0.04% |
+5,156
| New | +$371K |
|
|
ATCO
374
DELISTED
Atlas Corp.
ATCO
| $356K | 0.04% |
46,316
+13,269
| +40% | +$146K |
|
|
TVTY
375
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $355K | 0.04% |
56,597
-6,836
| -11% | -$110K |
|
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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.