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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 | |
|---|---|---|---|---|---|---|
576
Delta Air Lines
DAL
$57.5B
| – | – |
-160,952
| Closed | -$9.41M |
|
577
Deutsche Bank
DB
$69B
| – | – |
-155,403
| Closed | -$1.21M |
|
578
Deere & Co
DE
$160B
| – | – |
-25,180
| Closed | -$4.36M |
|
579
Deckers Outdoor
DECK
$13.2B
| – | – |
-77,742
| Closed | -$2.19M |
|
580
Douglas Emmett
DEI
$1.98B
| – | – |
-6,757
| Closed | -$296K |
|
581
Diageo
DEO
$49B
| – | – |
-31,052
| Closed | -$5.23M |
|
582
Quest Diagnostics
DGX
$25.7B
| – | – |
-28,839
| Closed | -$3.08M |
|
583
D.R. Horton
DHI
$40B
| – | – |
-53,493
| Closed | -$2.82M |
|
584
Dolby
DLB
$5.51B
| – | – |
-11,382
| Closed | -$783K |
|
585
Healthpeak Properties
DOC
$15.1B
| – | – |
-51,715
| Closed | -$1.78M |
|
586
Diamondrock Hospitality Co
DRH
$2.71B
| – | – |
-200,036
| Closed | -$2.22M |
|
587
WisdomTree Japan Hedged Equity Fund
DXJ
$7.18B
| – | – |
-5,302
| Closed | -$285K |
|
588
Electronic Arts
EA
$53B
| – | – |
-316,216
| Closed | -$34M |
|
589
Ecolab
ECL
$78.1B
| – | – |
-13,880
| Closed | -$2.68M |
|
590
Euronet Worldwide
EEFT
$2.72B
| – | – |
-26,474
| Closed | -$4.17M |
|
|
591
iShares MSCI Emerging Markets ETF
EEM
$28.8B
| – | – |
-1,623,346
| Closed | -$72.8M |
|
592
iShares MSCI EAFE ETF
EFA
$78B
| – | – |
-31,146
| Closed | -$2.16M |
|
593
Encompass Health
EHC
$11B
| – | – |
-38,550
| Closed | -$2.12M |
|
594
Estee Lauder
EL
$30.4B
| – | – |
-13,943
| Closed | -$2.88M |
|
595
Emcor
EME
$35.2B
| – | – |
-5,902
| Closed | -$509K |
|
596
iShares MSCI Pacific ex Japan ETF
EPP
$2.22B
| – | – |
-4,935
| Closed | -$228K |
|
597
Equinix
EQIX
$101B
| – | – |
-11,716
| Closed | -$6.84M |
|
598
Equinor
EQNR
$97.7B
| – | – |
-31,157
| Closed | -$620K |
|
599
EQT Corp
EQT
$33.3B
| – | – |
-136,885
| Closed | -$1.49M |
|
600
Edwards Lifesciences
EW
$49.6B
| – | – |
-32,946
| Closed | -$2.56M |
|
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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.