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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 | |
|---|---|---|---|---|---|---|
776
RenaissanceRe
RNR
$13.3B
| – | – |
-1,464
| Closed | -$286K |
|
777
Roper Technologies
ROP
$38.8B
| – | – |
-4,270
| Closed | -$1.51M |
|
778
Ross Stores
ROST
$80.5B
| – | – |
-111,018
| Closed | -$12.9M |
|
779
RTX Corp
RTX
$290B
| – | – |
-98,392
| Closed | -$9.27M |
|
780
Royal Bank of Canada
RY
$291B
| – | – |
-13,051
| Closed | -$1.03M |
|
|
SA
781
Seabridge Gold
SA
$2.78B
| – | – |
-13,662
| Closed | -$188K |
|
782
Boston Beer
SAM
$1.91B
| – | – |
-3,793
| Closed | -$1.43M |
|
783
Banco Santander
SAN
$201B
| – | – |
-95,621
| Closed | -$379K |
|
784
Sanmina
SANM
$9.95B
| – | – |
-43,769
| Closed | -$1.5M |
|
785
Sabra Healthcare REIT
SBRA
$5.34B
| – | – |
-92,056
| Closed | -$1.96M |
|
786
Sabesp
SBS
$19.1B
| – | – |
-281,505
| Closed | -$821K |
|
787
Starbucks
SBUX
$120B
| – | – |
-146,425
| Closed | -$12.9M |
|
|
SCHW
788
Charles Schwab
SCHW
$183B
| – | – |
-129,102
| Closed | -$6.14M |
|
789
SEI Investments
SEIC
$12.4B
| – | – |
-8,779
| Closed | -$574K |
|
|
SF
790
Stifel
SF
$12.6B
| – | – |
-37,352
| Closed | -$1.01M |
|
791
Sunstone Hotel Investors
SHO
$2.19B
| – | – |
-85,629
| Closed | -$1.19M |
|
792
SiriusXM
SIRI
$9.98B
| – | – |
-10,648
| Closed | -$761K |
|
|
SKX
793
DELISTED
Skechers
SKX
| – | – |
-71,789
| Closed | -$3.1M |
|
794
Silicon Laboratories
SLAB
$7.17B
| – | – |
-15,914
| Closed | -$1.84M |
|
795
iShares Silver Trust
SLV
$28B
| – | – |
-572,432
| Closed | -$9.55M |
|
796
Snap-on
SNA
$21.2B
| – | – |
-37,564
| Closed | -$6.36M |
|
|
SNBR
797
DELISTED
Sleep Number
SNBR
| – | – |
-23,074
| Closed | -$1.14M |
|
798
Synopsys
SNPS
$74.4B
| – | – |
-2,318
| Closed | -$322K |
|
799
Sony
SONY
$137B
| – | – |
-209,940
| Closed | -$2.85M |
|
800
Sempra
SRE
$57.9B
| – | – |
-82,036
| Closed | -$6.21M |
|
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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.