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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
FIVE icon
76
Five Below
FIVE
$12B
$2.95M 0.32%
+41,976
New +$4.27M
KO icon
77
Coca-Cola
KO
$377B
$2.93M 0.32%
66,275
-261,329
-80% -$14.1M
IFF icon
78
International Flavors & Fragrances
IFF
$20.2B
$2.91M 0.32%
+28,499
New +$3.55M
VLO icon
79
Valero Energy
VLO
$90.1B
$2.85M 0.31%
62,887
-179,727
-74% -$13.1M
ED icon
80
Consolidated Edison
ED
$40.1B
$2.83M 0.31%
+36,348
New +$3.19M
PPLI
81
People Inc
PPLI
$3.09B
$2.83M 0.31%
88,519
-75,298
-46% -$2.98M
PPL
82
PPL Corp
PPL
$26.5B
$2.83M 0.31%
+114,752
New +$3.7M
TAP icon
83
Molson Coors Class B
TAP
$7.79B
$2.83M 0.31%
+72,524
New +$3.67M
CRM icon
84
Salesforce
CRM
$151B
$2.79M 0.3%
19,343
-321,631
-94% -$55.1M
CXO
85
DELISTED
CONCHO RESOURCES INC.
CXO
$2.78M 0.3%
+64,834
New +$4.51M
BUD icon
86
AB InBev
BUD
$170B
$2.72M 0.3%
61,729
+44,669
+262% +$2.91M
CMS icon
87
CMS Energy
CMS
$22.6B
$2.72M 0.3%
46,284
+20,875
+82% +$1.34M
SLB icon
88
SLB Ltd
SLB
$73.6B
$2.64M 0.29%
+195,999
New +$5.67M
SBH icon
89
Sally Beauty Holdings
SBH
$1.43B
$2.62M 0.29%
+323,780
New +$4.3M
NUAN
90
DELISTED
Nuance Communications, Inc.
NUAN
$2.55M 0.28%
152,005
+8,015
+6% +$157K
HII icon
91
Huntington Ingalls Industries
HII
$12.9B
$2.51M 0.27%
13,761
-15,912
-54% -$3.71M
KIM icon
92
Kimco Realty
KIM
$17.2B
$2.5M 0.27%
+258,701
New +$4.44M
DISCK
93
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$2.48M 0.27%
+141,387
New +$3.65M
DFS
94
DELISTED
Discover Financial Services
DFS
$2.47M 0.27%
69,188
+63,380
+1,091% +$4.2M
ABEV icon
95
Ambev
ABEV
$48.1B
$2.43M 0.27%
1,058,207
+676,441
+177% +$2.45M
PKG icon
96
Packaging Corp of America
PKG
$21.9B
$2.36M 0.26%
27,225
+20,810
+324% +$2.02M
BALL icon
97
Ball Corp
BALL
$17.3B
$2.36M 0.26%
36,501
-100,122
-73% -$7.01M
SIX
98
DELISTED
Six Flags Entertainment Corp.
SIX
$2.35M 0.26%
+187,323
New +$5.57M
UGI icon
99
UGI
UGI
$7.74B
$2.32M 0.25%
87,120
+71,089
+443% +$2.69M
SBAC icon
100
SBA Communications
SBAC
$19.2B
$2.3M 0.25%
8,515
-3,188
-27% -$841K
2 3
4
5 6

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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.