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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
(-72%)
Cap. Flow
-$1.98B
Cap. Flow
% of AUM
-216.44%
Top 10 Holdings %
Top 10 Hldgs %
23.33%
Holding
912
New
304
Increased
75
Reduced
102
Closed
431
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
3M
MMM
|
+$35.3M |
| 2 |
Tesla
TSLA
|
+$26.6M |
| 3 |
Wells Fargo
WFC
|
+$24.7M |
| 4 |
Apple
AAPL
|
+$23.3M |
| 5 |
Altria Group
MO
|
+$20.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Brazil ETF
EWZ
|
+$77.3M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$72.8M |
| 3 |
Advanced Micro Devices
AMD
|
+$65.4M |
| 4 |
Micron Technology
MU
|
+$59.6M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
226
W.P. Carey
WPC
$16.8B
| $892K | 0.1% |
+15,682
| New | +$1.19M |
|
227
Align Technology
ALGN
$12.5B
| $882K | 0.1% |
+5,072
| New | +$1.21M |
|
228
Annaly Capital Management
NLY
$17.3B
| $845K | 0.09% |
+41,683
| New | +$1.47M |
|
229
Bright Horizons
BFAM
$4.02B
| $842K | 0.09% |
+8,256
| New | +$1.21M |
|
|
SRC
230
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $840K | 0.09% |
+32,147
| New | +$1.45M |
|
231
Macerich
MAC
$7.31B
| $832K | 0.09% |
147,780
+54,959
| +59% | +$1.09M |
|
232
Itaú Unibanco
ITUB
$93.8B
| $825K | 0.09% |
252,786
-718,374
| -74% | -$3.68M |
|
233
Dominion Energy
D
$60.5B
| $822K | 0.09% |
11,396
-145,227
| -93% | -$11.9M |
|
234
Teva Pharmaceuticals
TEVA
$40.4B
| $821K | 0.09% |
+91,514
| New | +$938K |
|
235
Southern Copper
SCCO
$141B
| $817K | 0.09% |
+31,298
| New | +$1.05M |
|
236
Huntington Bancshares
HBAN
$34.7B
| $808K | 0.09% |
+98,423
| New | +$1.21M |
|
237
Cleveland-Cliffs
CLF
$6.24B
| $805K | 0.09% |
203,798
+121,493
| +148% | +$764K |
|
238
Donaldson
DCI
$11.1B
| $803K | 0.09% |
+20,801
| New | +$1.02M |
|
239
SL Green Realty
SLG
$3.84B
| $793K | 0.09% |
19,020
-48,522
| -72% | -$3.78M |
|
|
STMP
240
DELISTED
Stamps.com, Inc.
STMP
| $790K | 0.09% |
6,078
-1,793
| -23% | -$188K |
|
|
CVGW
241
DELISTED
Calavo Growers
CVGW
| $775K | 0.08% |
+13,435
| New | +$949K |
|
|
CATM
242
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $766K | 0.08% |
+36,637
| New | +$1.38M |
|
243
H&R Block
HRB
$5.79B
| $765K | 0.08% |
54,334
+7,866
| +17% | +$165K |
|
244
New Jersey Resources
NJR
$5.87B
| $759K | 0.08% |
+22,353
| New | +$872K |
|
245
T. Rowe Price
TROW
$23.9B
| $759K | 0.08% |
7,776
-5,061
| -39% | -$620K |
|
246
Sonoco
SON
$5.63B
| $758K | 0.08% |
+16,356
| New | +$872K |
|
|
AZPN
247
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $758K | 0.08% |
7,974
+849
| +12% | +$80.7K |
|
248
Jazz Pharmaceuticals
JAZZ
$15.8B
| $751K | 0.08% |
7,533
-56,617
| -88% | -$7.32M |
|
|
ENV
249
DELISTED
ENVESTNET, INC.
ENV
| $751K | 0.08% |
+13,978
| New | +$1M |
|
250
McDonald's
MCD
$195B
| $750K | 0.08% |
+4,540
| New | +$895K |
|
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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.