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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 | |
|---|---|---|---|---|---|---|
676
Gartner
IT
$10.1B
| – | – |
-11,034
| Closed | -$1.7M |
|
677
iShares US Aerospace & Defense ETF
ITA
$14.2B
| – | – |
-7,682
| Closed | -$853K |
|
678
iShares US Home Construction ETF
ITB
$2.26B
| – | – |
-19,283
| Closed | -$856K |
|
679
iShares US Real Estate ETF
IYR
$4.66B
| – | – |
-441,332
| Closed | -$41.1M |
|
680
JB Hunt Transport Services
JBHT
$25.5B
| – | – |
-20,601
| Closed | -$2.4M |
|
681
JetBlue
JBLU
$2.28B
| – | – |
-331,840
| Closed | -$6.21M |
|
682
Jefferies Financial Group
JEF
$12.6B
| – | – |
-46,961
| Closed | -$959K |
|
683
KBR
KBR
$4.62B
| – | – |
-55,030
| Closed | -$1.68M |
|
684
Kinross Gold
KGC
$27.4B
| – | – |
-346,076
| Closed | -$1.64M |
|
685
Kinder Morgan
KMI
$71.7B
| – | – |
-1,171,750
| Closed | -$24.8M |
|
686
Kilroy Realty
KRC
$4.52B
| – | – |
-50,788
| Closed | -$4.26M |
|
687
Loews
L
$23.9B
| – | – |
-34,783
| Closed | -$1.82M |
|
688
Lincoln Electric
LECO
$14.2B
| – | – |
-14,305
| Closed | -$1.38M |
|
689
Lennar Class A
LEN
$19.8B
| – | – |
-279,465
| Closed | -$15.1M |
|
690
Labcorp
LH
$25B
| – | – |
-15,996
| Closed | -$2.32M |
|
691
Lockheed Martin
LMT
$134B
| – | – |
-1,325
| Closed | -$515K |
|
|
LNW
692
DELISTED
Light & Wonder
LNW
| – | – |
-53,413
| Closed | -$1.43M |
|
693
Lowe's Companies
LOW
$117B
| – | – |
-61,720
| Closed | -$7.39M |
|
694
Louisiana-Pacific
LPX
$5.06B
| – | – |
-100,103
| Closed | -$2.97M |
|
695
Landstar System
LSTR
$5.93B
| – | – |
-3,324
| Closed | -$378K |
|
696
lululemon athletica
LULU
$13.5B
| – | – |
-188,701
| Closed | -$43.7M |
|
697
Southwest Airlines
LUV
$22B
| – | – |
-102,638
| Closed | -$5.54M |
|
698
Las Vegas Sands
LVS
$31.7B
| – | – |
-179,126
| Closed | -$12.4M |
|
699
Live Nation Entertainment
LYV
$40.6B
| – | – |
-89,960
| Closed | -$6.43M |
|
700
Mastercard
MA
$502B
| – | – |
-76,121
| Closed | -$22.7M |
|
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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.