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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 | |
|---|---|---|---|---|---|---|
526
Bio-Rad Laboratories Class A
BIO
$8.71B
| – | – |
-2,481
| Closed | -$918K |
|
527
Booking.com
BKNG
$149B
| – | – |
-249,700
| Closed | -$20.5M |
|
528
Baker Hughes
BKR
$60B
| – | – |
-463,094
| Closed | -$11.9M |
|
529
Blackbaud
BLKB
$1.94B
| – | – |
-3,072
| Closed | -$244K |
|
530
Bank of Montreal
BMO
$126B
| – | – |
-11,818
| Closed | -$915K |
|
531
Scotiabank
BNS
$107B
| – | – |
-48,699
| Closed | -$2.75M |
|
532
Popular Inc
BPOP
$11.2B
| – | – |
-70,670
| Closed | -$4.15M |
|
533
Bruker
BRKR
$9.57B
| – | – |
-5,683
| Closed | -$289K |
|
534
Boston Scientific
BSX
$69.5B
| – | – |
-260,206
| Closed | -$11.8M |
|
535
B2Gold
BTG
$5B
| – | – |
-305,719
| Closed | -$1.23M |
|
536
Boston Properties
BXP
$11.2B
| – | – |
-71,571
| Closed | -$9.87M |
|
|
BBBY
537
Bed Bath & Beyond
BBBY
$481M
| – | – |
-1,036,109
| Closed | -$5.49M |
|
538
CACI
CACI
$11B
| – | – |
-1,762
| Closed | -$440K |
|
539
Cal-Maine
CALM
$4.12B
| – | – |
-8,318
| Closed | -$355K |
|
540
Caterpillar
CAT
$375B
| – | – |
-15,675
| Closed | -$2.31M |
|
541
Chubb
CB
$135B
| – | – |
-20,884
| Closed | -$3.25M |
|
542
CBRE Group
CBRE
$42.5B
| – | – |
-23,817
| Closed | -$1.46M |
|
543
Crown Holdings
CCK
$12.8B
| – | – |
-20,294
| Closed | -$1.47M |
|
544
Cadence Design Systems
CDNS
$93.6B
| – | – |
-33,726
| Closed | -$2.34M |
|
545
COPT Defense Properties
CDP
$4.3B
| – | – |
-28,822
| Closed | -$846K |
|
546
CF Industries
CF
$19.2B
| – | – |
-8,807
| Closed | -$420K |
|
547
Cognex
CGNX
$10.9B
| – | – |
-54,512
| Closed | -$3.05M |
|
548
Check Point Software Technologies
CHKP
$13B
| – | – |
-37,496
| Closed | -$4.16M |
|
549
Charter Communications
CHTR
$17.3B
| – | – |
-34,829
| Closed | -$16.9M |
|
550
Grupo Cibest SA
CIB
$22B
| – | – |
-45,626
| Closed | -$2.5M |
|
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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.