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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
TK icon
476
Teekay
TK
$960M
$62K 0.01%
+19,778
New +$71.3K
DVAX
477
DELISTED
Dynavax Technologies
DVAX
$46K 0.01%
+13,148
New +$61K
HOUS
478
DELISTED
Anywhere Real Estate
HOUS
$42K ﹤0.01%
+14,270
New +$126K
ACOR
479
DELISTED
Acorda Therapeutics
ACOR
$22K ﹤0.01%
199
-516
-72% -$102K
PEI
480
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$13K ﹤0.01%
+994
New +$48.2K
GPOR
481
DELISTED
Gulfport Energy Corp.
GPOR
$9K ﹤0.01%
22,268
-15,453
-41% -$20.5K
A icon
482
Agilent Technologies
A
$39.8B
– –
-32,990
Closed -$2.81M
AAXJ icon
483
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.79B
– –
-15,568
Closed -$1.14M
ABT icon
484
Abbott
ABT
$181B
– –
-75,577
Closed -$6.56M
ACN icon
485
Accenture
ACN
$104B
– –
-46,623
Closed -$9.82M
ADBE icon
486
Adobe
ADBE
$103B
– –
-82,763
Closed -$27.3M
ADI icon
487
Analog Devices
ADI
$184B
– –
-68,655
Closed -$8.16M
ADP icon
488
Automatic Data Processing
ADP
$107B
– –
-56,562
Closed -$9.64M
ADSK icon
489
Autodesk
ADSK
$50.2B
– –
-38,626
Closed -$7.09M
AEM icon
490
Agnico Eagle Mines
AEM
$83.2B
– –
-10,105
Closed -$622K
AEO icon
491
American Eagle Outfitters
AEO
$3.01B
– –
-122,173
Closed -$1.79M
AFG icon
492
American Financial Group
AFG
$12B
– –
-5,633
Closed -$617K
AFL icon
493
Aflac
AFL
$63.6B
– –
-70,852
Closed -$3.75M
AG icon
494
First Majestic Silver
AG
$8.69B
– –
-166,316
Closed -$2.04M
AGCO icon
495
AGCO
AGCO
$7.32B
– –
-14,992
Closed -$1.16M
AKAM icon
496
Akamai
AKAM
$18.1B
– –
-6,780
Closed -$585K
ALGT icon
497
Allegiant Air
ALGT
$2.87B
– –
-6,127
Closed -$1.07M
ALK icon
498
Alaska Air
ALK
$5.83B
– –
-89,843
Closed -$6.09M
ALL icon
499
Allstate
ALL
$67.9B
– –
-51,715
Closed -$5.82M
AMD icon
500
Advanced Micro Devices
AMD
$796B
– –
-1,426,214
Closed -$65.4M
18 19
20
21 22

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UWPG
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FWM
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RCIM
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TC
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GHC
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WAM
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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.