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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 | |
|---|---|---|---|---|---|---|
376
Service Corp International
SCI
$11.7B
| $353K | 0.04% |
9,038
-9,109
| -50% | -$424K |
|
377
Mativ Holdings
MATV
$500M
| $351K | 0.04% |
+12,650
| New | +$424K |
|
|
SPPI
378
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $350K | 0.04% |
+150,299
| New | +$411K |
|
379
Medifast
MED
$108M
| $346K | 0.04% |
+5,539
| New | +$504K |
|
|
Y
380
DELISTED
Alleghany Corp
Y
| $346K | 0.04% |
+627
| New | +$451K |
|
381
PACCAR
PCAR
$69.5B
| $342K | 0.04% |
+8,415
| New | +$396K |
|
382
Matador Resources
MTDR
$6.06B
| $337K | 0.04% |
+136,083
| New | +$1.5M |
|
383
Pricesmart
PSMT
$6.08B
| $323K | 0.04% |
+6,162
| New | +$360K |
|
384
Avista
AVA
$3.27B
| $322K | 0.04% |
+7,599
| New | +$366K |
|
385
HSBC
HSBC
$370B
| $321K | 0.04% |
11,468
-22,159
| -66% | -$770K |
|
|
PDCE
386
DELISTED
PDC Energy, Inc.
PDCE
| $321K | 0.04% |
+51,848
| New | +$934K |
|
387
Kosmos Energy
KOS
$1.5B
| $319K | 0.03% |
356,265
+323,610
| +991% | +$1.29M |
|
388
Avnet
AVT
$7.29B
| $312K | 0.03% |
12,443
-28,705
| -70% | -$978K |
|
389
Patterson-UTI
PTEN
$3.9B
| $312K | 0.03% |
+132,825
| New | +$859K |
|
390
Idacorp
IDA
$8.32B
| $311K | 0.03% |
+3,552
| New | +$366K |
|
|
ENLC
391
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $310K | 0.03% |
+282,422
| New | +$1.11M |
|
392
Cenovus Energy
CVE
$54.5B
| $305K | 0.03% |
+151,144
| New | +$1.06M |
|
|
EMBJ
393
Embraer S.A. ADS
EMBJ
$12.6B
| $302K | 0.03% |
+40,859
| New | +$618K |
|
394
National Beverage
FIZZ
$2.95B
| $301K | 0.03% |
14,130
-16,752
| -54% | -$366K |
|
|
WBA
395
DELISTED
Walgreens Boots Alliance
WBA
| $301K | 0.03% |
6,594
-120,810
| -95% | -$6.13M |
|
|
ESPR
396
DELISTED
Esperion Therapeutics
ESPR
| $300K | 0.03% |
+9,542
| New | +$504K |
|
397
Nu Skin
NUS
$251M
| $296K | 0.03% |
+13,568
| New | +$408K |
|
|
MRC
398
DELISTED
MRC Global
MRC
| $294K | 0.03% |
+69,161
| New | +$649K |
|
399
Ingredion
INGR
$6.33B
| $293K | 0.03% |
3,884
-10,307
| -73% | -$885K |
|
400
RPC Inc
RES
$1.28B
| $293K | 0.03% |
142,406
+22,678
| +19% | +$84K |
|
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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.