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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 | |
|---|---|---|---|---|---|---|
826
Texas Roadhouse
TXRH
$13.5B
| – | – |
-88,128
| Closed | -$4.96M |
|
827
United Airlines
UAL
$39.4B
| – | – |
-4,188
| Closed | -$368K |
|
828
Universal Health Services
UHS
$10.2B
| – | – |
-17,802
| Closed | -$2.55M |
|
829
Union Pacific
UNP
$174B
| – | – |
-8,638
| Closed | -$1.56M |
|
830
United Parcel Service
UPS
$88.6B
| – | – |
-5,542
| Closed | -$648K |
|
831
Vale
VALE
$64.1B
| – | – |
-1,055,398
| Closed | -$13.9M |
|
832
VEON
VEON
$3.62B
| – | – |
-3,301
| Closed | -$208K |
|
833
Viavi Solutions
VIAV
$9.12B
| – | – |
-31,832
| Closed | -$477K |
|
834
Telefônica Brasil
VIV
$20.6B
| – | – |
-230,258
| Closed | -$3.3M |
|
835
Vulcan Materials
VMC
$34.8B
| – | – |
-29,013
| Closed | -$4.18M |
|
836
Vanda Pharmaceuticals
VNDA
$307M
| – | – |
-33,794
| Closed | -$554K |
|
837
Vanguard Real Estate ETF
VNQ
$39.2B
| – | – |
-317,016
| Closed | -$29.4M |
|
838
Ventas
VTR
$48B
| – | – |
-154,342
| Closed | -$8.91M |
|
839
Vanguard FTSE Emerging Markets ETF
VWO
$121B
| – | – |
-492,849
| Closed | -$21.9M |
|
840
NCR Voyix
VYX
$1.14B
| – | – |
-107,084
| Closed | -$2.31M |
|
|
841
Verizon
VZ
$195B
| – | – |
-928,764
| Closed | -$57M |
|
842
Wabtec
WAB
$49.1B
| – | – |
-21,876
| Closed | -$1.7M |
|
843
Western Digital
WDC
$188B
| – | – |
-70,495
| Closed | -$3.38M |
|
844
Werner Enterprises
WERN
$2.24B
| – | – |
-14,988
| Closed | -$545K |
|
845
WEX
WEX
$6.37B
| – | – |
-8,644
| Closed | -$1.81M |
|
846
Whirlpool
WHR
$2.43B
| – | – |
-2,247
| Closed | -$331K |
|
847
Westlake Corp
WLK
$9.03B
| – | – |
-4,741
| Closed | -$332K |
|
848
Worthington Enterprises
WOR
$2.75B
| – | – |
-26,200
| Closed | -$681K |
|
849
Wheaton Precious Metals
WPM
$49.5B
| – | – |
-136,621
| Closed | -$4.06M |
|
850
Williams-Sonoma
WSM
$26.9B
| – | – |
-59,764
| Closed | -$2.19M |
|
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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.