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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 | |
|---|---|---|---|---|---|---|
551
Ciena
CIEN
$53.4B
| – | – |
-95,034
| Closed | -$4.06M |
|
|
CIM
552
Chimera Investment
CIM
$1.04B
| – | – |
-12,292
| Closed | -$758K |
|
553
Cincinnati Financial
CINF
$27.3B
| – | – |
-29,305
| Closed | -$3.08M |
|
554
Clean Harbors
CLH
$16.5B
| – | – |
-13,586
| Closed | -$1.16M |
|
555
Canadian Imperial Bank of Commerce
CM
$108B
| – | – |
-56,482
| Closed | -$2.35M |
|
556
Comcast
CMCSA
$85B
| – | – |
-7,497
| Closed | -$337K |
|
557
CME Group
CME
$96.3B
| – | – |
-10,708
| Closed | -$2.15M |
|
558
Chipotle Mexican Grill
CMG
$47.2B
| – | – |
-853,800
| Closed | -$14.3M |
|
559
Cummins
CMI
$87.5B
| – | – |
-16,522
| Closed | -$2.96M |
|
560
Cimpress
CMPR
$2.39B
| – | – |
-2,849
| Closed | -$358K |
|
561
Canadian National Railway
CNI
$76.9B
| – | – |
-17,092
| Closed | -$1.54M |
|
562
CNX Resources
CNX
$5.3B
| – | – |
-66,764
| Closed | -$590K |
|
563
Cencora
COR
$60.6B
| – | – |
-24,573
| Closed | -$2.09M |
|
564
Corcept Therapeutics
CORT
$12.4B
| – | – |
-52,273
| Closed | -$632K |
|
565
Carter's
CRI
$1.42B
| – | – |
-12,813
| Closed | -$1.4M |
|
566
Charles River Laboratories
CRL
$11.2B
| – | – |
-16,675
| Closed | -$2.55M |
|
567
Cisco
CSCO
$457B
| – | – |
-118,775
| Closed | -$5.7M |
|
568
Canadian Solar
CSIQ
$1.02B
| – | – |
-27,006
| Closed | -$596K |
|
569
CSX Corp
CSX
$93.4B
| – | – |
-65,343
| Closed | -$1.58M |
|
570
Cognizant
CTSH
$24.9B
| – | – |
-110,320
| Closed | -$6.84M |
|
571
Cousins Properties
CUZ
$5.19B
| – | – |
-35,491
| Closed | -$1.46M |
|
572
Curtiss-Wright
CW
$26.7B
| – | – |
-4,547
| Closed | -$640K |
|
573
Cemex
CX
$17.1B
| – | – |
-55,013
| Closed | -$207K |
|
574
Crane NXT
CXT
$2.99B
| – | – |
-26,910
| Closed | -$807K |
|
575
CoreCivic
CXW
$2.96B
| – | – |
-37,473
| Closed | -$651K |
|
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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.