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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
TDG icon
101
TransDigm Group
TDG
$70.2B
$2.29M 0.25%
+7,140
New +$3.89M
ALNY icon
102
Alnylam Pharmaceuticals
ALNY
$27.5B
$2.26M 0.25%
20,738
-110,054
-84% -$12.7M
MAR icon
103
Marriott International
MAR
$98.3B
$2.25M 0.25%
+30,138
New +$3.75M
MRO
104
DELISTED
Marathon Oil Corporation
MRO
$2.25M 0.25%
+684,689
New +$6.31M
AYI icon
105
Acuity Brands
AYI
$9.83B
$2.25M 0.25%
26,235
+16,585
+172% +$1.82M
LUMN icon
106
Lumen
LUMN
$6.57B
$2.18M 0.24%
230,506
-466,912
-67% -$5.84M
FTI icon
107
TechnipFMC
FTI
$28.1B
$2.17M 0.24%
+433,424
New +$4.76M
AA icon
108
Alcoa
AA
$11.9B
$2.15M 0.23%
+348,294
New +$4.78M
ICPT
109
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$2.13M 0.23%
+33,878
New +$3.04M
BRO icon
110
Brown & Brown
BRO
$23.6B
$2.1M 0.23%
+57,934
New +$2.45M
RCL icon
111
Royal Caribbean
RCL
$85.1B
$2.09M 0.23%
65,052
-5,496
-8% -$502K
RTN
112
DELISTED
Raytheon Company
RTN
$2.04M 0.22%
+15,519
New +$3.07M
ROL icon
113
Rollins
ROL
$18.3B
$2.03M 0.22%
+84,413
New +$2.08M
AMT icon
114
American Tower
AMT
$80.8B
$2.02M 0.22%
9,299
-24,394
-72% -$5.68M
LEA icon
115
Lear
LEA
$6.54B
$1.99M 0.22%
24,529
+9,077
+59% +$1.05M
SLM icon
116
SLM Corp
SLM
$4.89B
$1.99M 0.22%
+276,826
New +$2.67M
LEG icon
117
Leggett & Platt
LEG
$1.34B
$1.96M 0.21%
73,423
-24,786
-25% -$1.03M
LBTYA icon
118
Liberty Global Class A
LBTYA
$3.62B
$1.95M 0.21%
+118,070
New +$2.33M
RDS.B
119
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$1.95M 0.21%
59,588
+9,748
+20% +$457K
WU icon
120
Western Union
WU
$1.98B
$1.94M 0.21%
+107,256
New +$2.63M
DKS icon
121
Dick's Sporting Goods
DKS
$17.5B
$1.94M 0.21%
91,082
+38,726
+74% +$1.49M
DINO icon
122
HF Sinclair
DINO
$16.3B
$1.93M 0.21%
78,775
-4,080
-5% -$152K
VRSK icon
123
Verisk Analytics
VRSK
$25.4B
$1.93M 0.21%
+13,843
New +$2.17M
NSP icon
124
Insperity
NSP
$1.93B
$1.91M 0.21%
+51,217
New +$3.63M
NEE icon
125
NextEra Energy
NEE
$181B
$1.91M 0.21%
+31,672
New +$1.99M
3 4
5
6 7

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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.