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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
+8.27%
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
$1.11B
AUM Growth
-$74.3M
(-6.3%)
Cap. Flow
-$127M
Cap. Flow
% of AUM
-11.51%
Top 10 Holdings %
Top 10 Hldgs %
24.75%
Holding
647
New
177
Increased
105
Reduced
94
Closed
271
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$39.3M |
| 2 |
Apple
AAPL
|
+$32.8M |
| 3 |
Charter Communications
CHTR
|
+$16M |
| 4 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$15.6M |
| 5 |
Salesforce
CRM
|
+$15.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$38.6M |
| 2 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$26.8M |
| 3 |
iShares US Real Estate ETF
IYR
|
+$22.8M |
| 4 |
State Street SPDR S&P Biotech ETF
XBI
|
+$22M |
| 5 |
Meta Platforms (Facebook)
META
|
+$21M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 18.54% |
| 2 | Technology | 16.74% |
| 3 | Consumer Discretionary | 14.39% |
| 4 | Communication Services | 8.2% |
| 5 | Industrials | 7.54% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
HBI
226
DELISTED
Hanesbrands
HBI
| $816K | 0.07% |
+43,726
| New | +$866K |
|
227
Corpay
CPAY
$25B
| $813K | 0.07% |
3,178
-11,580
| -78% | -$3.2M |
|
228
Herbalife
HLF
$1.29B
| $790K | 0.07% |
+14,991
| New | +$746K |
|
229
QuidelOrtho
QDEL
$1.14B
| $783K | 0.07% |
+6,119
| New | +$720K |
|
|
PARA
230
DELISTED
Paramount Global Class B
PARA
| $782K | 0.07% |
+17,312
| New | +$715K |
|
231
Brinker International
EAT
$9.17B
| $776K | 0.07% |
+12,553
| New | +$794K |
|
232
Louisiana-Pacific
LPX
$5.06B
| $773K | 0.07% |
+12,837
| New | +$821K |
|
233
Medifast
MED
$109M
| $770K | 0.07% |
+2,722
| New | +$738K |
|
234
Universal Health Services
UHS
$10.2B
| $769K | 0.07% |
5,258
+3,307
| +170% | +$500K |
|
235
Viavi Solutions
VIAV
$9.12B
| $768K | 0.07% |
43,528
+6,568
| +18% | +$111K |
|
236
Ross Stores
ROST
$80.5B
| $764K | 0.07% |
6,166
-8,566
| -58% | -$1.07M |
|
237
Meritage Homes
MTH
$4.58B
| $763K | 0.07% |
+16,232
| New | +$820K |
|
238
JB Hunt Transport Services
JBHT
$25.5B
| $762K | 0.07% |
4,682
-4,357
| -48% | -$735K |
|
239
PPG Industries
PPG
$24.6B
| $758K | 0.07% |
4,470
-418
| -9% | -$71.7K |
|
240
STAG Industrial
STAG
$7.38B
| $756K | 0.07% |
20,201
+5,604
| +38% | +$204K |
|
|
WW
241
DELISTED
WW International
WW
| $748K | 0.07% |
20,723
-10,106
| -33% | -$346K |
|
242
America Movil
AMX
$76.1B
| $745K | 0.07% |
49,689
+18,219
| +58% | +$271K |
|
|
AXON
243
Axon Enterprise
AXON
$42.5B
| $743K | 0.07% |
4,203
-9,144
| -69% | -$1.35M |
|
244
Motorola Solutions
MSI
$72.3B
| $732K | 0.07% |
3,378
-12,356
| -79% | -$2.47M |
|
245
McKesson
MCK
$100B
| $730K | 0.07% |
3,820
-28,331
| -88% | -$5.47M |
|
246
Pool Corp
POOL
$6.75B
| $729K | 0.07% |
+1,591
| New | +$670K |
|
247
Arch Capital
ACGL
$34.3B
| $726K | 0.07% |
+18,667
| New | +$739K |
|
|
SRCL
248
DELISTED
Stericycle Inc
SRCL
| $720K | 0.07% |
+10,066
| New | +$740K |
|
249
Xylem
XYL
$27.3B
| $717K | 0.06% |
+5,983
| New | +$683K |
|
250
B&G Foods
BGS
$287M
| $713K | 0.06% |
+21,752
| New | +$670K |
|
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Quantitative Investment Management's Q2 2021 Portfolio in Review
As of Q2 2021, Quantitative Investment Management held 647 positions worth $1.11B, down 6.3% from $1.18B the previous quarter. Its ten largest holdings account for 25% of the portfolio.
Quantitative Investment Management withdrew a net $127M in Q2 2021, closing 271 positions and reducing 94 holdings. Its most notable exit was State Street Utilities Select Sector SPDR ETF, an estimated $26.8M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 19% of assets, up from 8% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Quantitative Investment Management opened a new position in Amazon worth $40.6M.
- Quantitative Investment Management's largest Q2 2021 buy was Amazon: 236,240 shares worth $40.6M.
- Quantitative Investment Management added most to Baidu in Q2 2021, an estimated $11.2M increase.
- Quantitative Investment Management's biggest Q2 2021 reduction was State Street Consumer Staples Select Sector SPDR ETF, cutting an estimated $38.6M.
- Quantitative Investment Management fully exited State Street Utilities Select Sector SPDR ETF in Q2 2021, selling an estimated $26.8M.
- Quantitative Investment Management's ten largest holdings make up 25% of its $1.11B portfolio in Q2 2021.
- Quantitative Investment Management opened 177 new positions and closed 271 in Q2 2021.
- Quantitative Investment Management's portfolio value fell 6.3% quarter-over-quarter to $1.11B.
Based on Quantitative Investment Management's 13F filing for Q2 2021, filed 16 Aug 2021.