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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
WSO icon
851
Watsco Inc
WSO
$12.7B
– –
-8,229
Closed -$1.48M
WST icon
852
West Pharmaceutical
WST
$24B
– –
-2,734
Closed -$411K
WYNN icon
853
Wynn Resorts
WYNN
$10.3B
– –
-98,376
Closed -$13.7M
XLB icon
854
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
– –
-91,648
Closed -$2.81M
XLE icon
855
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
– –
-377,738
Closed -$11.3M
XLI icon
856
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
– –
-2,693
Closed -$219K
XLU icon
857
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
– –
-618,870
Closed -$20M
XLY icon
858
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
– –
-329,178
Closed -$20.6M
XME icon
859
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
– –
-103,324
Closed -$3.03M
XRX icon
860
Xerox
XRX
$387M
– –
-91,295
Closed -$3.37M
YINN icon
861
Direxion Daily FTSE China Bull 3X ETF
YINN
$782M
– –
-4,577
Closed -$2.02M
ZBH icon
862
Zimmer Biomet
ZBH
$18.2B
– –
-2,660
Closed -$386K
ZD icon
863
Ziff Davis
ZD
$1.96B
– –
-18,811
Closed -$1.53M
ZUMZ icon
864
Zumiez
ZUMZ
$332M
– –
-33,229
Closed -$1.15M
GAP
865
The Gap Inc
GAP
$7.23B
– –
-186,674
Closed -$3.3M
SGI
866
Somnigroup International
SGI
$13.7B
– –
-69,632
Closed -$1.51M
QVCGA
867
DELISTED
QVC Group Inc Series A
QVCGA
– –
-7,023
Closed -$2.87M
HA
868
DELISTED
Hawaiian Holdings, Inc.
HA
– –
-33,025
Closed -$967K
SPWR
869
DELISTED
SunPower Corporation Common Stock
SPWR
– –
-236,662
Closed -$1.21M
PXD
870
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-50,017
Closed -$7.57M
SPLK
871
DELISTED
Splunk Inc
SPLK
– –
-146,279
Closed -$21.9M
NUVA
872
DELISTED
NuVasive, Inc.
NUVA
– –
-29,702
Closed -$2.3M
LSI
873
DELISTED
Life Storage, Inc.
LSI
– –
-54,740
Closed -$3.95M
CS
874
DELISTED
Credit Suisse Group
CS
– –
-106,286
Closed -$1.43M
UMPQ
875
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-104,729
Closed -$1.85M
33 34
35
36 37

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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.