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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 | |
|---|---|---|---|---|---|---|
801
SSR Mining
SSRM
$5.32B
| – | – |
-90,018
| Closed | -$1.73M |
|
802
Sensata Technologies
ST
$6.74B
| – | – |
-19,581
| Closed | -$1.05M |
|
803
Steris
STE
$22.3B
| – | – |
-21,284
| Closed | -$3.24M |
|
804
Steel Dynamics
STLD
$36B
| – | – |
-18,578
| Closed | -$632K |
|
805
Seagate
STX
$194B
| – | – |
-132,448
| Closed | -$7.88M |
|
806
Constellation Brands
STZ
$22.2B
| – | – |
-6,813
| Closed | -$1.29M |
|
807
Stryker
SYK
$125B
| – | – |
-33,282
| Closed | -$6.99M |
|
808
Toronto Dominion Bank
TD
$198B
| – | – |
-35,674
| Closed | -$2M |
|
809
TE Connectivity
TEL
$59.6B
| – | – |
-67,264
| Closed | -$6.45M |
|
810
Terex
TEX
$7.18B
| – | – |
-15,819
| Closed | -$471K |
|
|
TGNA
811
DELISTED
TEGNA Inc
TGNA
| – | – |
-45,768
| Closed | -$763K |
|
812
Gentherm
THRM
$1.25B
| – | – |
-19,574
| Closed | -$868K |
|
813
Toyota
TM
$224B
| – | – |
-8,042
| Closed | -$1.13M |
|
814
Thermo Fisher Scientific
TMO
$213B
| – | – |
-6,849
| Closed | -$2.23M |
|
815
Trex
TREX
$4.51B
| – | – |
-33,086
| Closed | -$1.49M |
|
816
Targa Resources
TRGP
$58B
| – | – |
-9,894
| Closed | -$403K |
|
817
Thomson Reuters
TRI
$42.8B
| – | – |
-4,170
| Closed | -$314K |
|
818
Trimble
TRMB
$13.2B
| – | – |
-16,991
| Closed | -$708K |
|
819
Trinity Industries
TRN
$2.49B
| – | – |
-10,293
| Closed | -$227K |
|
820
TC Energy
TRP
$70.2B
| – | – |
-94,621
| Closed | -$5.04M |
|
821
Trane Technologies
TT
$100B
| – | – |
-39,227
| Closed | -$5.21M |
|
822
Toro Company
TTC
$8.75B
| – | – |
-24,948
| Closed | -$1.99M |
|
823
TTM Technologies
TTMI
$12B
| – | – |
-12,361
| Closed | -$186K |
|
824
Take-Two Interactive
TTWO
$45.4B
| – | – |
-14,635
| Closed | -$1.79M |
|
825
Texas Instruments
TXN
$252B
| – | – |
-128,562
| Closed | -$16.5M |
|
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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.