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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
LCI
876
DELISTED
Lannett Company, Inc.
LCI
– –
-18,772
Closed -$662K
RSX
877
DELISTED
VanEck Russia ETF
RSX
– –
-322,879
Closed -$8.06M
ABMD
878
DELISTED
Abiomed Inc
ABMD
– –
-29,063
Closed -$4.96M
DRE
879
DELISTED
Duke Realty Corp.
DRE
– –
-55,709
Closed -$1.93M
CTXS
880
DELISTED
Citrix Systems Inc
CTXS
– –
-183,777
Closed -$20.4M
SNP
881
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-3,707
Closed -$222K
MTOR
882
DELISTED
MERITOR, Inc.
MTOR
– –
-24,386
Closed -$638K
MIC
883
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-31,297
Closed -$1.34M
CERN
884
DELISTED
Cerner Corp
CERN
– –
-146,312
Closed -$10.7M
ISBC
885
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-136,698
Closed -$1.63M
XLNX
886
DELISTED
Xilinx Inc
XLNX
– –
-43,617
Closed -$4.26M
COR
887
DELISTED
Coresite Realty Corporation
COR
– –
-7,091
Closed -$795K
KSU
888
DELISTED
Kansas City Southern
KSU
– –
-6,273
Closed -$960K
HRC
889
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
– –
-14,991
Closed -$1.7M
CSOD
890
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-21,276
Closed -$1.25M
MXIM
891
DELISTED
Maxim Integrated Products
MXIM
– –
-31,164
Closed -$1.92M
ALXN
892
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-10,320
Closed -$1.12M
FLIR
893
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-29,832
Closed -$1.55M
EV
894
DELISTED
Eaton Vance Corp.
EV
– –
-20,678
Closed -$965K
TCO
895
DELISTED
Taubman Centers Inc.
TCO
– –
-74,554
Closed -$2.32M
BITA
896
DELISTED
Bitauto Holdings Limited
BITA
– –
-60,428
Closed -$896K
HTZ
897
DELISTED
Hertz Global Holdings, Inc.
HTZ
– –
-150,067
Closed -$2.36M
IMMU
898
DELISTED
Immunomedics Inc
IMMU
– –
-70,531
Closed -$1.49M
TIVO
899
DELISTED
Tivo Inc
TIVO
– –
-41,219
Closed -$349K
MLNX
900
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-119,785
Closed -$14M
33 34 35
36
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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.