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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
LBTYK icon
51
Liberty Global Class C
LBTYK
$3.53B
$3.98M 0.43%
+253,638
New +$4.77M
BBBY
52
DELISTED
Bed Bath & Beyond Inc
BBBY
$3.88M 0.42%
+921,849
New +$10.7M
CVX icon
53
Chevron
CVX
$392B
$3.82M 0.42%
52,675
+30,114
+133% +$2.98M
WBD icon
54
Warner Bros
WBD
$65.9B
$3.78M 0.41%
194,487
+146,852
+308% +$4.03M
SYY icon
55
Sysco
SYY
$40.8B
$3.69M 0.4%
+80,831
New +$5.59M
UAA icon
56
Under Armour
UAA
$2.84B
$3.67M 0.4%
+398,462
New +$6.4M
CAH icon
57
Cardinal Health
CAH
$53.9B
$3.64M 0.4%
75,857
-142,407
-65% -$7.39M
BWA icon
58
BorgWarner
BWA
$13.1B
$3.62M 0.4%
+168,811
New +$4.88M
WM icon
59
Waste Management
WM
$90.6B
$3.62M 0.39%
39,082
+19,681
+101% +$2.26M
USB icon
60
US Bancorp
USB
$98.2B
$3.59M 0.39%
+104,268
New +$5.03M
ZION icon
61
Zions Bancorporation
ZION
$10.2B
$3.55M 0.39%
+132,730
New +$5.47M
RSG icon
62
Republic Services
RSG
$64.8B
$3.48M 0.38%
46,343
-56,856
-55% -$5.14M
ALB icon
63
Albemarle
ALB
$13.9B
$3.45M 0.38%
61,203
+38,553
+170% +$2.95M
STT icon
64
State Street
STT
$50.6B
$3.43M 0.37%
+64,420
New +$4.48M
FRC
65
DELISTED
First Republic Bank
FRC
$3.38M 0.37%
+41,034
New +$4.34M
LNT icon
66
Alliant Energy
LNT
$18.3B
$3.29M 0.36%
68,126
-29,343
-30% -$1.61M
BTI icon
67
British American Tobacco
BTI
$131B
$3.21M 0.35%
+93,959
New +$3.83M
WCN
68
Waste Connections
WCN
$42.2B
$3.21M 0.35%
41,415
-5,954
-13% -$560K
SPG icon
69
Simon Property Group
SPG
$74.4B
$3.14M 0.34%
57,168
+36,992
+183% +$4.42M
DUK icon
70
Duke Energy
DUK
$97.8B
$3.13M 0.34%
+38,768
New +$3.56M
CCL icon
71
Carnival Corporation Ltd
CCL
$38.1B
$3.09M 0.34%
234,645
+221,988
+1,754% +$7.9M
EQR icon
72
Equity Residential
EQR
$24.9B
$3.03M 0.33%
49,036
+35,916
+274% +$2.78M
LLY icon
73
Eli Lilly
LLY
$1.02T
$2.99M 0.33%
+21,579
New +$2.96M
OXY icon
74
Occidental Petroleum
OXY
$56.8B
$2.99M 0.33%
258,197
-7,923
-3% -$260K
PPG icon
75
PPG Industries
PPG
$24.6B
$2.99M 0.33%
+35,754
New +$3.97M
1 2
3
4 5

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UWPG
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FWM
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RCIM
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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.