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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
CMA
151
DELISTED
Comerica
CMA
$1.48M 0.16%
+50,515
New +$2.74M
APA icon
152
APA Corp
APA
$13.2B
$1.48M 0.16%
353,155
+228,792
+184% +$5.1M
EVRG icon
153
Evergy
EVRG
$19.1B
$1.47M 0.16%
26,690
-12,613
-32% -$829K
ON icon
154
ON Semiconductor
ON
$31.8B
$1.46M 0.16%
117,747
-52,547
-31% -$1.03M
AMCX icon
155
AMC Global Media
AMCX
$492M
$1.46M 0.16%
60,068
+39,250
+189% +$1.33M
OPLN
156
Openlane
OPLN
$4.21B
$1.45M 0.16%
+120,794
New +$2.36M
RIG icon
157
Transocean
RIG
$5.89B
$1.45M 0.16%
+1,245,856
New +$4.86M
NYT icon
158
New York Times
NYT
$12.1B
$1.43M 0.16%
+46,680
New +$1.6M
PTLA
159
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$1.42M 0.15%
+198,899
New +$2.48M
NBL
160
DELISTED
Noble Energy, Inc.
NBL
$1.41M 0.15%
233,078
+208,501
+848% +$3.35M
HR icon
161
Healthcare Realty
HR
$7.28B
$1.4M 0.15%
+57,730
New +$1.74M
CAG icon
162
Conagra Brands
CAG
$6.94B
$1.39M 0.15%
+47,399
New +$1.43M
CDW icon
163
CDW
CDW
$18.9B
$1.38M 0.15%
+14,848
New +$1.82M
HLF icon
164
Herbalife
HLF
$1.29B
$1.38M 0.15%
+47,338
New +$1.76M
I
165
DELISTED
INTELSAT S. A.
I
$1.38M 0.15%
+902,001
New +$3.78M
MYGN icon
166
Myriad Genetics
MYGN
$270M
$1.37M 0.15%
+95,850
New +$2.02M
R icon
167
Ryder
R
$9.83B
$1.37M 0.15%
+51,770
New +$2.18M
RYAAY icon
168
Ryanair
RYAAY
$30.4B
$1.36M 0.15%
+64,295
New +$2.03M
SEE
169
DELISTED
Sealed Air
SEE
$1.36M 0.15%
+55,242
New +$1.8M
TECK icon
170
Teck Resources
TECK
$29.6B
$1.36M 0.15%
+179,756
New +$2.15M
NTAP icon
171
NetApp
NTAP
$35B
$1.34M 0.15%
+32,106
New +$1.66M
DVN icon
172
Devon Energy
DVN
$52.1B
$1.33M 0.15%
+192,682
New +$3.48M
CE icon
173
Celanese
CE
$4.9B
$1.33M 0.15%
18,120
-2,439
-12% -$241K
MUR icon
174
Murphy Oil
MUR
$5.7B
$1.33M 0.15%
+216,769
New +$3.99M
MASI
175
DELISTED
Masimo
MASI
$1.32M 0.14%
7,456
-45,410
-86% -$7.79M
5 6
7
8 9

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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.