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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 | |
|---|---|---|---|---|---|---|
401
Associated Banc-Corp
ASB
$5.93B
| $292K | 0.03% |
+22,873
| New | +$410K |
|
402
Nabors Industries
NBR
$1.25B
| $292K | 0.03% |
+15,015
| New | +$1.37M |
|
|
TMHC
403
DELISTED
Taylor Morrison
TMHC
| $292K | 0.03% |
+26,582
| New | +$572K |
|
|
VCRA
404
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
| $286K | 0.03% |
+13,500
| New | +$307K |
|
|
CEO
405
DELISTED
CNOOC Limited
CEO
| $286K | 0.03% |
2,769
-779
| -22% | -$111K |
|
406
Domino's
DPZ
$12.1B
| $282K | 0.03% |
+872
| New | +$269K |
|
407
Kaiser Aluminum
KALU
$2.68B
| $281K | 0.03% |
+4,061
| New | +$382K |
|
408
Spire
SR
$4.73B
| $279K | 0.03% |
+3,756
| New | +$301K |
|
409
Santander
BSBR
$43B
| $273K | 0.03% |
55,242
-19,517
| -26% | -$164K |
|
410
Autoliv
ALV
$9.07B
| $272K | 0.03% |
+5,928
| New | +$407K |
|
411
G-III Apparel Group
GIII
$1.54B
| $270K | 0.03% |
+35,126
| New | +$800K |
|
412
Waters Corp
WAT
$36.8B
| $270K | 0.03% |
1,484
-14,982
| -91% | -$3.16M |
|
|
PSB
413
DELISTED
PS Business Parks, Inc.
PSB
| $269K | 0.03% |
+1,985
| New | +$309K |
|
|
UFS
414
DELISTED
DOMTAR CORPORATION (New)
UFS
| $269K | 0.03% |
+12,448
| New | +$396K |
|
415
Unisys
UIS
$218M
| $268K | 0.03% |
+21,752
| New | +$278K |
|
|
TWO
416
Two Harbors Investment
TWO
$1.27B
| $265K | 0.03% |
+17,409
| New | +$889K |
|
417
Amphenol
APH
$201B
| $258K | 0.03% |
+14,192
| New | +$338K |
|
418
TD Synnex
SNX
$20.3B
| $257K | 0.03% |
+7,036
| New | +$432K |
|
|
CLR
419
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $255K | 0.03% |
+33,494
| New | +$747K |
|
420
Bank OZK
OZK
$5.65B
| $252K | 0.03% |
+15,094
| New | +$388K |
|
|
ECHO
421
EchoStar
ECHO
$24.8B
| $252K | 0.03% |
+7,897
| New | +$296K |
|
422
FNB Corp
FNB
$6.83B
| $248K | 0.03% |
+33,783
| New | +$357K |
|
|
CONN
423
DELISTED
Conn's Inc.
CONN
| $247K | 0.03% |
+59,150
| New | +$483K |
|
424
Toll Brothers
TOL
$14.1B
| $246K | 0.03% |
12,800
-64,002
| -83% | -$2.42M |
|
425
Manitowoc
MTW
$514M
| $242K | 0.03% |
+28,588
| New | +$373K |
|
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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.