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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
Cap. Flow
-$1.98B
Cap. Flow %
-216.44%
Top 10 Hldgs %
23.33%
Holding
912
New
304
Increased
75
Reduced
102
Closed
431

Top Buys

Rank Stock Value
1
MMM icon
3M
MMM
+$35.3M
2
TSLA icon
Tesla
TSLA
+$26.6M
3
WFC icon
Wells Fargo
WFC
+$24.7M
4
AAPL icon
Apple
AAPL
+$23.3M
5
MO icon
Altria Group
MO
+$20.1M

Top Sells

Rank Stock Value
1
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$77.3M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$72.8M
3
AMD icon
Advanced Micro Devices
AMD
+$65.4M
4
MU icon
Micron Technology
MU
+$59.6M
5
VZ icon
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
FLR icon
326
Fluor
FLR
$7.02B
$504K 0.06%
73,063
+9,970
+16% +$139K
ORLY icon
327
O'Reilly Automotive
ORLY
$73.4B
$499K 0.05%
24,870
-488,910
-95% -$12.5M
TAK icon
328
Takeda Pharmaceutical
TAK
$53.8B
$498K 0.05%
+32,846
New +$595K
ABG icon
329
Asbury Automotive
ABG
$4.28B
$493K 0.05%
+8,936
New +$778K
OI icon
330
O-I Glass
OI
$1.13B
$490K 0.05%
+69,052
New +$756K
PLCE icon
331
Children's Place
PLCE
$56.9M
$485K 0.05%
+24,799
New +$1.31M
CFR icon
332
Cullen/Frost Bankers
CFR
$10.4B
$478K 0.05%
+8,579
New +$699K
PBI icon
333
Pitney Bowes
PBI
$2.49B
$476K 0.05%
233,700
+192,929
+473% +$662K
WW
334
DELISTED
WW International
WW
$467K 0.05%
+27,640
New +$860K
ROIC
335
DELISTED
Retail Opportunity Investments Corp.
ROIC
$467K 0.05%
+56,388
New +$838K
CMD
336
DELISTED
Cantel Medical Corporation
CMD
$467K 0.05%
+13,034
New +$741K
GIL icon
337
Gildan
GIL
$10.2B
$464K 0.05%
+36,422
New +$879K
MSA icon
338
Mine Safety
MSA
$7.42B
$463K 0.05%
+4,584
New +$577K
CPE
339
DELISTED
Callon Petroleum Company
CPE
$462K 0.05%
84,459
+50,137
+146% +$1.23M
MKL icon
340
Markel Group
MKL
$23.1B
$460K 0.05%
+496
New +$567K
NAT icon
341
Nordic American Tanker
NAT
$1.36B
$458K 0.05%
+101,322
New +$365K
MFC icon
342
Manulife Financial
MFC
$73.9B
$454K 0.05%
+36,267
New +$630K
NVRI icon
343
Enviri
NVRI
$640M
$453K 0.05%
+65,121
New +$889K
WRLD icon
344
World Acceptance Corp
WRLD
$872M
$452K 0.05%
8,287
-4,090
-33% -$317K
SNV
345
DELISTED
Synovus
SNV
$448K 0.05%
25,538
+9,352
+58% +$288K
BF.B icon
346
Brown-Forman Class B
BF.B
$12.8B
$446K 0.05%
+8,040
New +$517K
DQ
347
Daqo New Energy
DQ
$929M
$437K 0.05%
+37,795
New +$443K
EPR icon
348
EPR Properties
EPR
$4.69B
$427K 0.05%
+17,654
New +$1.01M
UPBD icon
349
Upbound Group
UPBD
$1.17B
$427K 0.05%
+30,268
New +$728K
CBOE icon
350
Cboe Global Markets
CBOE
$30.8B
$424K 0.05%
4,758
-38,052
-89% -$4.26M
12 13
14
15 16

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TFP
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UWPG
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FWM
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RCIM
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TC
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NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
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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.