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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
NOW icon
26
ServiceNow
NOW
$120B
$6.71M 0.73%
+117,010
New +$7.32M
PSX icon
27
Phillips 66
PSX
$82.9B
$6.65M 0.73%
123,976
-92,522
-43% -$7.53M
PARA
28
DELISTED
Paramount Global Class B
PARA
$6.48M 0.71%
+462,399
New +$13.3M
BNY
29
Bank of New York Mellon
BNY
$103B
$6.25M 0.68%
+185,707
New +$7.8M
PM icon
30
Philip Morris
PM
$309B
$6.15M 0.67%
+84,328
New +$6.94M
VFC icon
31
VF Corp
VFC
$5.92B
$5.87M 0.64%
108,588
+105,832
+3,840% +$8.25M
GWW icon
32
W.W. Grainger
GWW
$64.2B
$5.72M 0.62%
+23,015
New +$6.8M
COP icon
33
ConocoPhillips
COP
$144B
$5.19M 0.57%
+168,487
New +$8.57M
DHR icon
34
Danaher
DHR
$138B
$5.16M 0.56%
42,017
-132,156
-76% -$17.8M
WWE
35
DELISTED
World Wrestling Entertainment
WWE
$4.77M 0.52%
+140,652
New +$6.81M
LOPE icon
36
Grand Canyon Education
LOPE
$4.22B
$4.77M 0.52%
+62,540
New +$5.15M
AMGN icon
37
Amgen
AMGN
$209B
$4.74M 0.52%
+23,368
New +$5.1M
AEP icon
38
American Electric Power
AEP
$70.4B
$4.69M 0.51%
58,639
+12,972
+28% +$1.23M
PSA icon
39
Public Storage
PSA
$61.5B
$4.59M 0.5%
23,131
-15,867
-41% -$3.4M
GSK icon
40
GSK
GSK
$107B
$4.39M 0.48%
+92,688
New +$4.94M
ARWR icon
41
Arrowhead Research
ARWR
$12.1B
$4.33M 0.47%
150,401
+95,086
+172% +$3.83M
CCI icon
42
Crown Castle
CCI
$34.6B
$4.28M 0.47%
+29,615
New +$4.42M
PEP icon
43
PepsiCo
PEP
$196B
$4.26M 0.46%
35,465
-14,247
-29% -$1.93M
AAP icon
44
Advance Auto Parts
AAP
$3.53B
$4.19M 0.46%
44,952
+37,617
+513% +$4.87M
XEL icon
45
Xcel Energy
XEL
$49.2B
$4.17M 0.46%
+69,240
New +$4.51M
CHRW icon
46
C.H. Robinson
CHRW
$20.5B
$4.16M 0.45%
+62,842
New +$4.52M
DXCM icon
47
DexCom
DXCM
$29B
$4.14M 0.45%
61,564
-278,052
-82% -$17.3M
AEE icon
48
Ameren
AEE
$30.4B
$4.13M 0.45%
56,733
+46,496
+454% +$3.69M
KSS icon
49
Kohl's
KSS
$2.16B
$4.07M 0.44%
+278,790
New +$10.4M
IP icon
50
International Paper
IP
$22.6B
$3.99M 0.44%
+135,216
New +$5.02M
1
2
3 4 5

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MK
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TFP
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UWPG
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FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
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.