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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 | |
|---|---|---|---|---|---|---|
751
Prosperity Bancshares
PB
$8.97B
| – | – |
-24,317
| Closed | -$1.75M |
|
752
Petrobras
PBR
$125B
| – | – |
-664,017
| Closed | -$10.6M |
|
|
753
Petrobras Class A
PBR.A
$111B
| – | – |
-301,160
| Closed | -$4.49M |
|
754
Pacira BioSciences
PCRX
$1.04B
| – | – |
-81,352
| Closed | -$3.69M |
|
755
Principal Financial Group
PFG
$24.3B
| – | – |
-26,852
| Closed | -$1.48M |
|
756
Polaris
PII
$3.82B
| – | – |
-36,412
| Closed | -$3.7M |
|
757
Plug Power
PLUG
$2.87B
| – | – |
-89,677
| Closed | -$283K |
|
758
Power Integrations
POWI
$3.38B
| – | – |
-8,772
| Closed | -$433K |
|
759
Pilgrim's Pride
PPC
$6.51B
| – | – |
-47,268
| Closed | -$1.55M |
|
760
Perrigo
PRGO
$1.4B
| – | – |
-10,576
| Closed | -$546K |
|
761
Primerica
PRI
$9.98B
| – | – |
-6,262
| Closed | -$817K |
|
762
Prospect Capital
PSEC
$1.07B
| – | – |
-96,906
| Closed | -$624K |
|
763
Quanta Services
PWR
$100B
| – | – |
-77,257
| Closed | -$3.15M |
|
764
Qualcomm
QCOM
$155B
| – | – |
-78,945
| Closed | -$6.96M |
|
765
Qiagen
QGEN
$8.54B
| – | – |
-18,945
| Closed | -$679K |
|
766
RB Global
RBA
$20.4B
| – | – |
-7,537
| Closed | -$323K |
|
767
Radian Group
RDN
$5.18B
| – | – |
-76,367
| Closed | -$1.92M |
|
768
Dr. Reddy's Laboratories
RDY
$9.87B
| – | – |
-53,475
| Closed | -$434K |
|
769
Regeneron Pharmaceuticals
REGN
$78.5B
| – | – |
-17,572
| Closed | -$6.6M |
|
770
Royal Gold
RGLD
$16.8B
| – | – |
-13,992
| Closed | -$1.71M |
|
771
Robert Half
RHI
$3.87B
| – | – |
-77,035
| Closed | -$4.86M |
|
772
Ryman Hospitality Properties
RHP
$8.43B
| – | – |
-11,041
| Closed | -$956K |
|
773
Rio Tinto
RIO
$158B
| – | – |
-8,699
| Closed | -$516K |
|
774
Raymond James Financial
RJF
$33.8B
| – | – |
-21,096
| Closed | -$1.26M |
|
775
RLJ Lodging Trust
RLJ
$1.86B
| – | – |
-61,197
| Closed | -$1.08M |
|
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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.