We are live on ! Find out more
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
DHC
451
Diversified Healthcare Trust
DHC
$2.13B
$174K 0.02%
+48,033
New +$315K
IMAX icon
452
IMAX
IMAX
$2.8B
$173K 0.02%
19,221
+8,353
+77% +$132K
MFA
453
MFA Financial
MFA
$931M
$173K 0.02%
27,905
+14,463
+108% +$385K
VAL
454
DELISTED
Valaris plc Class A Ordinary Share
VAL
$167K 0.02%
371,624
+225,077
+154% +$862K
TTM
455
DELISTED
Tata Motors Limited
TTM
$166K 0.02%
+35,366
New +$355K
EIDO icon
456
iShares MSCI Indonesia ETF
EIDO
$484M
$164K 0.02%
+11,161
New +$246K
NLSN
457
DELISTED
Nielsen Holdings plc
NLSN
$164K 0.02%
+13,139
New +$246K
DCH
458
Dauch Corp
DCH
$1.38B
$163K 0.02%
+45,417
New +$338K
BBWI icon
459
Bath & Body Works
BBWI
$4.23B
$162K 0.02%
+17,431
New +$277K
BRFS
460
DELISTED
BRF SA
BRFS
$159K 0.02%
54,891
+13,509
+33% +$85K
EXPR
461
DELISTED
Express, Inc.
EXPR
$159K 0.02%
+5,348
New +$392K
GVA icon
462
Granite Construction
GVA
$5.43B
$158K 0.02%
+10,411
New +$234K
QEP
463
DELISTED
QEP RESOURCES, INC.
QEP
$141K 0.02%
+421,564
New +$1.01M
UNFI icon
464
United Natural Foods
UNFI
$2.87B
$131K 0.01%
+14,329
New +$114K
TGI
465
DELISTED
Triumph Group
TGI
$119K 0.01%
17,719
-25,871
-59% -$473K
SVC
466
Service Properties Trust
SVC
$1.02B
$116K 0.01%
+4,309
New +$386K
TUP
467
DELISTED
Tupperware Brands Corporation
TUP
$116K 0.01%
72,205
-33,257
-32% -$169K
ARR
468
Armour Residential REIT
ARR
$2.31B
$115K 0.01%
+2,628
New +$225K
EXTR icon
469
Extreme Networks
EXTR
$3.92B
$113K 0.01%
36,846
-15,981
-30% -$88.7K
TEN
470
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$112K 0.01%
+31,204
New +$262K
AMAG
471
DELISTED
AMAG Pharmaceuticals
AMAG
$110K 0.01%
+17,927
New +$158K
NXGN
472
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$108K 0.01%
+10,426
New +$134K
ERX icon
473
Direxion Daily Energy Bull 2X ETF
ERX
$227M
$98K 0.01%
10,131
+8,602
+563% +$847K
HIMX
474
Himax Technologies
HIMX
$2.23B
$87K 0.01%
+31,942
New +$120K
WTI icon
475
W&T Offshore
WTI
$522M
$86K 0.01%
50,735
-186,794
-79% -$637K
17 18
19
20 21

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 1-Year Est. Return

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.