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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
BA icon
126
Boeing
BA
$171B
$1.9M 0.21%
+12,766
New +$3.49M
RDS.A
127
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$1.9M 0.21%
54,372
-34,689
-39% -$1.62M
BBD icon
128
Banco Bradesco
BBD
$39.3B
$1.89M 0.21%
619,257
+344,819
+126% +$1.77M
GT icon
129
Goodyear
GT
$2B
$1.88M 0.21%
323,718
+293,653
+977% +$3.21M
SPR
130
DELISTED
Spirit AeroSystems
SPR
$1.87M 0.2%
78,270
+54,185
+225% +$3M
NDAQ icon
131
Nasdaq
NDAQ
$52.7B
$1.85M 0.2%
58,509
-112,650
-66% -$3.99M
PVH icon
132
PVH
PVH
$4B
$1.84M 0.2%
+48,800
New +$3.73M
SAFM
133
DELISTED
Sanderson Farms Inc
SAFM
$1.83M 0.2%
+14,825
New +$2.07M
PCG icon
134
PG&E
PCG
$38.3B
$1.76M 0.19%
+195,828
New +$2.6M
GPC icon
135
Genuine Parts
GPC
$17.1B
$1.75M 0.19%
+26,028
New +$2.32M
CPRT icon
136
Copart
CPRT
$27B
$1.75M 0.19%
+102,056
New +$2.27M
WTW icon
137
Willis Towers Watson
WTW
$31.2B
$1.74M 0.19%
10,272
-25,397
-71% -$4.99M
MCK icon
138
McKesson
MCK
$100B
$1.73M 0.19%
12,759
-38,104
-75% -$5.58M
FANG icon
139
Diamondback Energy
FANG
$57.1B
$1.68M 0.18%
+64,264
New +$4.05M
EMR icon
140
Emerson Electric
EMR
$83.9B
$1.68M 0.18%
+35,272
New +$2.32M
CPRI icon
141
Capri Holdings
CPRI
$1.83B
$1.68M 0.18%
+155,565
New +$4.08M
JKHY icon
142
Jack Henry & Associates
JKHY
$10.9B
$1.66M 0.18%
10,718
+679
+7% +$105K
EOG icon
143
EOG Resources
EOG
$79.2B
$1.64M 0.18%
45,650
+5,156
+13% +$335K
STNG icon
144
Scorpio Tankers
STNG
$3.9B
$1.56M 0.17%
+81,795
New +$1.94M
TDC icon
145
Teradata
TDC
$2.92B
$1.56M 0.17%
76,087
-14,506
-16% -$334K
CVS icon
146
CVS Health
CVS
$133B
$1.54M 0.17%
+25,957
New +$1.73M
AJG icon
147
Arthur J. Gallagher & Co
AJG
$64.1B
$1.51M 0.17%
18,562
-20,191
-52% -$1.93M
ES icon
148
Eversource Energy
ES
$26.9B
$1.49M 0.16%
19,057
-36,018
-65% -$3.16M
NUE icon
149
Nucor
NUE
$58.6B
$1.48M 0.16%
41,211
-2,523
-6% -$112K
AAN.A
150
DELISTED
The Aaron's Company Inc Class A
AAN.A
$1.48M 0.16%
+65,113
New +$1.48M
4 5
6
7 8

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UWPG
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FWM
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RCIM
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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.