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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 | |
|---|---|---|---|---|---|---|
|
1
3M
MMM
$91.8B
| $30.7M | 3.35% |
+268,619
| New | +$35.3M |
|
2
Johnson & Johnson
JNJ
$640B
| $29.8M | 3.26% |
227,430
-12,448
| -5% | -$1.77M |
|
3
Becton Dickinson
BDX
$46.4B
| $23.3M | 2.55% |
104,101
+48,670
| +88% | +$12M |
|
|
4
Tesla
TSLA
$1.18T
| $22.4M | 2.45% |
+642,570
| New | +$26.6M |
|
5
Netflix
NFLX
$307B
| $21.8M | 2.38% |
579,760
-126,100
| -18% | -$4.46M |
|
|
6
Apple
AAPL
$4.97T
| $20.1M | 2.2% |
+316,892
| New | +$23.3M |
|
|
7
Altria Group
MO
$125B
| $17.5M | 1.91% |
+452,002
| New | +$20.1M |
|
|
8
Wells Fargo
WFC
$254B
| $16.7M | 1.82% |
+580,243
| New | +$24.7M |
|
9
Alibaba
BABA
$276B
| $16.6M | 1.81% |
85,249
-130,970
| -61% | -$27.3M |
|
10
AbbVie
ABBV
$465B
| $14.8M | 1.62% |
+194,897
| New | +$16.6M |
|
11
Merck
MRK
$322B
| $13.2M | 1.44% |
180,123
-384,148
| -68% | -$30.2M |
|
12
Pfizer
PFE
$143B
| $12.4M | 1.36% |
+402,051
| New | +$13.7M |
|
13
ExxonMobil
XOM
$650B
| $12M | 1.31% |
+315,140
| New | +$17.4M |
|
14
Biogen
BIIB
$30.9B
| $11.2M | 1.22% |
+35,343
| New | +$10.7M |
|
15
Bristol-Myers Squibb
BMY
$129B
| $9.29M | 1.01% |
+166,735
| New | +$10.2M |
|
16
Colgate-Palmolive
CL
$74.8B
| $8.8M | 0.96% |
+132,635
| New | +$9.35M |
|
17
T-Mobile US
TMUS
$195B
| $7.97M | 0.87% |
95,048
+45,697
| +93% | +$3.87M |
|
18
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
| $7.97M | 0.87% |
+89,944
| New | +$8.74M |
|
19
Gen Digital
GEN
$16.5B
| $7.71M | 0.84% |
411,939
+239,177
| +138% | +$5.17M |
|
20
Progressive
PGR
$128B
| $7.54M | 0.82% |
102,054
+72,816
| +249% | +$5.61M |
|
21
Microsoft
MSFT
$2.9T
| $7.24M | 0.79% |
+45,886
| New | +$7.55M |
|
22
TAL Education Group
TAL
$6.04B
| $7.08M | 0.77% |
133,022
+79,387
| +148% | +$4.27M |
|
23
DuPont de Nemours
DD
$18.6B
| $7.04M | 0.77% |
+164,580
| New | +$10.1M |
|
24
Southern Company
SO
$108B
| $6.8M | 0.74% |
+125,698
| New | +$7.96M |
|
25
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
| $6.8M | 0.74% |
206,580
+131,051
| +174% | +$8.67M |
|
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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.