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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
EWA icon
601
iShares MSCI Australia ETF
EWA
$1.4B
– –
-49,814
Closed -$1.13M
EWC icon
602
iShares MSCI Canada ETF
EWC
$6.15B
– –
-56,586
Closed -$1.69M
EWJ icon
603
iShares MSCI Japan ETF
EWJ
$21.9B
– –
-181,013
Closed -$10.7M
EWY icon
604
iShares MSCI South Korea ETF
EWY
$22.7B
– –
-53,586
Closed -$3.33M
EWW icon
605
iShares MSCI Mexico ETF
EWW
$1.97B
– –
-213,992
Closed -$9.64M
EWZ icon
606
iShares MSCI Brazil ETF
EWZ
$9.2B
– –
-1,629,945
Closed -$77.3M
EXP icon
607
Eagle Materials
EXP
$6.51B
– –
-14,783
Closed -$1.34M
EXPD icon
608
Expeditors International
EXPD
$22B
– –
-15,181
Closed -$1.18M
EXR icon
609
Extra Space Storage
EXR
$31.7B
– –
-24,536
Closed -$2.59M
EZU icon
610
iShare MSCI Eurozone ETF
EZU
$9.72B
– –
-39,948
Closed -$1.67M
F icon
611
Ford
F
$59.4B
– –
-1,057,325
Closed -$9.83M
FAF icon
612
First American
FAF
$7.72B
– –
-6,800
Closed -$396K
FAST icon
613
Fastenal
FAST
$55.5B
– –
-130,174
Closed -$2.4M
FE icon
614
FirstEnergy
FE
$28.3B
– –
-138,933
Closed -$6.75M
FEZ icon
615
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.46B
– –
-19,998
Closed -$815K
FFIV icon
616
F5
FFIV
$22.9B
– –
-6,018
Closed -$840K
FHI icon
617
Federated Hermes
FHI
$4.75B
– –
-15,244
Closed -$496K
FIS icon
618
Fidelity National Information Services
FIS
$23.6B
– –
-12,269
Closed -$1.71M
FLEX icon
619
Flex
FLEX
$41.6B
– –
-343,495
Closed -$3.27M
FLO icon
620
Flowers Foods
FLO
$1.51B
– –
-11,854
Closed -$257K
FLS icon
621
Flowserve
FLS
$9.83B
– –
-25,107
Closed -$1.25M
FMX icon
622
Fomento Económico Mexicano
FMX
$43B
– –
-64,582
Closed -$6.1M
FN icon
623
Fabrinet
FN
$15.7B
– –
-34,250
Closed -$2.22M
FSLR icon
624
First Solar
FSLR
$25.7B
– –
-10,386
Closed -$581K
FTNT icon
625
Fortinet
FTNT
$118B
– –
-581,530
Closed -$12.4M
23 24
25
26 27

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TFP
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UWPG
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FWM
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RCIM
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TC
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NA
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GHC
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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.