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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+8.27%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
AUM
$1.11B
AUM Growth
-$74.3M
Cap. Flow
-$127M
Cap. Flow %
-11.51%
Top 10 Hldgs %
24.75%
Holding
647
New
177
Increased
105
Reduced
94
Closed
271

Top Buys

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$39.3M
2
AAPL icon
Apple
AAPL
+$32.8M
3
CHTR icon
Charter Communications
CHTR
+$16M
4
XLB icon
State Street Materials Select Sector SPDR ETF
XLB
+$15.6M
5
CRM icon
Salesforce
CRM
+$15.2M

Top Sells

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$38.6M
2
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$26.8M
3
IYR icon
iShares US Real Estate ETF
IYR
+$22.8M
4
XBI icon
State Street SPDR S&P Biotech ETF
XBI
+$22M
5
META icon
Meta Platforms (Facebook)
META
+$21M

Sector Composition

Rank Sector Weight
1 Miscellaneous 20.04%
2 Healthcare 18.77%
3 Technology 16.74%
4 Consumer Discretionary 14.39%
5 Communication Services 8.7%
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
CPAY icon
227
Corpay
CPAY
$26.6B
$813K 0.07%
3,178
-11,580
-78% -$3.2M
HLF icon
228
Herbalife
HLF
$1.25B
$790K 0.07%
+14,991
New +$746K
QDEL icon
229
QuidelOrtho
QDEL
$763M
$783K 0.07%
+6,119
New +$720K
PARA
230
DELISTED
Paramount Global Class B
PARA
$782K 0.07%
+17,312
New +$715K
EAT icon
231
Brinker International
EAT
$8.9B
$776K 0.07%
+12,553
New +$794K
LPX icon
232
Louisiana-Pacific
LPX
$4.65B
$773K 0.07%
+12,837
New +$821K
MED icon
233
Medifast
MED
$134M
$770K 0.07%
+2,722
New +$738K
UHS icon
234
Universal Health Services
UHS
$10.6B
$769K 0.07%
5,258
+3,307
+170% +$500K
VIAV icon
235
Viavi Solutions
VIAV
$8.52B
$768K 0.07%
43,528
+6,568
+18% +$111K
ROST icon
236
Ross Stores
ROST
$72.4B
$764K 0.07%
6,166
-8,566
-58% -$1.07M
MTH icon
237
Meritage Homes
MTH
$4.28B
$763K 0.07%
+16,232
New +$820K
JBHT icon
238
JB Hunt Transport Services
JBHT
$22.2B
$762K 0.07%
4,682
-4,357
-48% -$735K
PPG icon
239
PPG Industries
PPG
$23.5B
$758K 0.07%
4,470
-418
-9% -$71.7K
STAG icon
240
STAG Industrial
STAG
$7.2B
$756K 0.07%
20,201
+5,604
+38% +$204K
WW
241
DELISTED
WW International
WW
$748K 0.07%
20,723
-10,106
-33% -$346K
AMX icon
242
America Movil
AMX
$69.3B
$745K 0.07%
49,689
+18,219
+58% +$271K
AXON
243
Axon Enterprise
AXON
$38.1B
$743K 0.07%
4,203
-9,144
-69% -$1.35M
MSI icon
244
Motorola Solutions
MSI
$77.2B
$732K 0.07%
3,378
-12,356
-79% -$2.47M
MCK icon
245
McKesson
MCK
$104B
$730K 0.07%
3,820
-28,331
-88% -$5.47M
POOL icon
246
Pool Corp
POOL
$6.27B
$729K 0.07%
+1,591
New +$670K
ACGL icon
247
Arch Capital
ACGL
$33.1B
$726K 0.07%
+18,667
New +$739K
SRCL
248
DELISTED
Stericycle Inc
SRCL
$720K 0.07%
+10,066
New +$740K
XYL icon
249
Xylem
XYL
$25.2B
$717K 0.06%
+5,983
New +$683K
BGS icon
250
B&G Foods
BGS
$259M
$713K 0.06%
+21,752
New +$670K
8 9
10
11 12

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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 Miscellaneous at 20% of assets, down from 33% a quarter earlier, followed by Healthcare and Technology.

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.