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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 | |
|---|---|---|---|---|---|---|
501
Ametek
AME
$55.4B
| – | – |
-15,902
| Closed | -$1.59M |
|
502
America Movil
AMX
$76.1B
| – | – |
-281,648
| Closed | -$4.51M |
|
503
Amazon
AMZN
$2.92T
| – | – |
-324,360
| Closed | -$30M |
|
504
Abercrombie & Fitch
ANF
$4.42B
| – | – |
-109,807
| Closed | -$1.9M |
|
505
Aon
AON
$76.5B
| – | – |
-32,343
| Closed | -$6.74M |
|
506
Air Products & Chemicals
APD
$65.7B
| – | – |
-5,088
| Closed | -$1.2M |
|
507
Ares Capital
ARCC
$13.5B
| – | – |
-71,804
| Closed | -$1.34M |
|
508
Arrow Electronics
ARW
$11.1B
| – | – |
-3,242
| Closed | -$274K |
|
509
Ashland
ASH
$3.33B
| – | – |
-15,177
| Closed | -$1.16M |
|
510
AvalonBay Communities
AVB
$26.5B
| – | – |
-3,841
| Closed | -$805K |
|
511
Broadcom
AVGO
$1.85T
| – | – |
-790,430
| Closed | -$25M |
|
512
Avery Dennison
AVY
$13B
| – | – |
-4,410
| Closed | -$576K |
|
513
Axos Financial
AX
$5.77B
| – | – |
-14,734
| Closed | -$446K |
|
|
AXON
514
Axon Enterprise
AXON
$42.5B
| – | – |
-75,357
| Closed | -$5.52M |
|
515
American Express
AXP
$227B
| – | – |
-114,853
| Closed | -$14.3M |
|
516
Azenta
AZTA
$1.3B
| – | – |
-12,346
| Closed | -$518K |
|
517
AutoZone
AZO
$49.2B
| – | – |
-5,581
| Closed | -$6.65M |
|
518
Booz Allen Hamilton
BAH
$8.39B
| – | – |
-21,937
| Closed | -$1.56M |
|
519
Credicorp
BAP
$31.8B
| – | – |
-11,102
| Closed | -$2.37M |
|
520
Banco Bilbao Vizcaya Argentaria
BBVA
$154B
| – | – |
-126,594
| Closed | -$706K |
|
521
Best Buy
BBY
$18.2B
| – | – |
-177,020
| Closed | -$15.5M |
|
522
BioCryst Pharmaceuticals
BCRX
$2.28B
| – | – |
-24,704
| Closed | -$85K |
|
|
BDN
523
Brandywine Realty Trust
BDN
$524M
| – | – |
-130,306
| Closed | -$2.05M |
|
524
Bunge Global
BG
$20.4B
| – | – |
-79,863
| Closed | -$4.6M |
|
525
BGC Group
BGC
$5.45B
| – | – |
-53,275
| Closed | -$316K |
|
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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.