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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
+6.73%
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
$1.18B
AUM Growth
-$52.9M
(-4.3%)
Cap. Flow
-$100M
Cap. Flow
% of AUM
-8.48%
Top 10 Holdings %
Top 10 Hldgs %
24.19%
Holding
726
New
286
Increased
55
Reduced
129
Closed
256
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$69.3M |
| 2 |
Microsoft
MSFT
|
+$35.3M |
| 3 |
iShares MSCI Emerging Markets ETF
EEM
|
+$25.5M |
| 4 |
State Street SPDR S&P Biotech ETF
XBI
|
+$24.3M |
| 5 |
Meta Platforms (Facebook)
META
|
+$21.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Micron Technology
MU
|
+$52.4M |
| 2 |
Advanced Micro Devices
AMD
|
+$46.4M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$31.4M |
| 4 |
Vale
VALE
|
+$28.2M |
| 5 |
Boeing
BA
|
+$26.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 13.82% |
| 2 | Consumer Discretionary | 12.95% |
| 3 | Communication Services | 8% |
| 4 | Healthcare | 7.98% |
| 5 | Industrials | 7.87% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
276
PPG Industries
PPG
$24.6B
| $734K | 0.06% |
+4,888
| New | +$700K |
|
277
MSCI
MSCI
$41.6B
| $732K | 0.06% |
+1,747
| New | +$734K |
|
278
Itaú Unibanco
ITUB
$93.2B
| $731K | 0.06% |
202,781
-167,727
| -45% | -$633K |
|
279
NRG Energy
NRG
$28.3B
| $727K | 0.06% |
19,272
-4,352
| -18% | -$173K |
|
280
Ingredion
INGR
$6.27B
| $720K | 0.06% |
+8,016
| New | +$685K |
|
281
Molina Healthcare
MOH
$10.2B
| $716K | 0.06% |
3,066
-7,981
| -72% | -$1.78M |
|
|
CSOD
282
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $715K | 0.06% |
16,426
-5,832
| -26% | -$269K |
|
283
Haemonetics
HAE
$3.89B
| $714K | 0.06% |
+6,440
| New | +$797K |
|
284
Fair Isaac
FICO
$24.3B
| $713K | 0.06% |
1,467
-2,547
| -63% | -$1.21M |
|
|
SAFM
285
DELISTED
Sanderson Farms Inc
SAFM
| $707K | 0.06% |
+4,542
| New | +$672K |
|
286
Ciena
CIEN
$53.4B
| $706K | 0.06% |
+12,915
| New | +$695K |
|
287
SS&C Technologies
SSNC
$18.1B
| $700K | 0.06% |
10,021
-38,689
| -79% | -$2.61M |
|
288
Teledyne Technologies
TDY
$30.4B
| $697K | 0.06% |
1,685
-3,184
| -65% | -$1.23M |
|
289
W.P. Carey
WPC
$16.8B
| $693K | 0.06% |
10,000
-11,063
| -53% | -$742K |
|
290
Advance Auto Parts
AAP
$3.35B
| $678K | 0.06% |
3,699
-16,568
| -82% | -$2.78M |
|
291
Euronet Worldwide
EEFT
$2.72B
| $678K | 0.06% |
4,905
-5,595
| -53% | -$809K |
|
292
First Industrial Realty Trust
FR
$8.73B
| $674K | 0.06% |
+14,736
| New | +$636K |
|
293
Hasbro
HAS
$13.2B
| $669K | 0.06% |
+6,967
| New | +$661K |
|
294
Teck Resources
TECK
$29.6B
| $665K | 0.06% |
34,721
-8,708
| -20% | -$176K |
|
295
Ambarella
AMBA
$3.77B
| $630K | 0.05% |
6,283
-30,888
| -83% | -$3.36M |
|
296
Cheniere Energy
LNG
$55.2B
| $627K | 0.05% |
8,709
-72,083
| -89% | -$4.93M |
|
|
JNPR
297
DELISTED
Juniper Networks
JNPR
| $623K | 0.05% |
+24,619
| New | +$606K |
|
298
Carlisle Companies
CSL
$14.3B
| $604K | 0.05% |
+3,671
| New | +$563K |
|
299
Stratasys
SSYS
$679M
| $600K | 0.05% |
23,200
+5,109
| +28% | +$176K |
|
300
EPAM Systems
EPAM
$5.51B
| $592K | 0.05% |
+1,493
| New | +$546K |
|
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Quantitative Investment Management's Q1 2021 Portfolio in Review
As of Q1 2021, Quantitative Investment Management held 726 positions worth $1.18B, down 4.3% from $1.23B the previous quarter. Its ten largest holdings account for 24% of the portfolio.
Quantitative Investment Management withdrew a net $100M in Q1 2021, closing 256 positions and reducing 129 holdings. Its most notable exit was Micron Technology, an estimated $52.4M position sold in full.
By sector, the portfolio is most concentrated in Technology at 14% of assets, down from 22% a quarter earlier, followed by Consumer Discretionary and Communication Services.
Against the trend, Quantitative Investment Management opened a new position in State Street Consumer Staples Select Sector SPDR ETF worth $72M.
- Quantitative Investment Management's largest Q1 2021 buy was State Street Consumer Staples Select Sector SPDR ETF: 1,054,317 shares worth $72M.
- Quantitative Investment Management added most to iShares US Real Estate ETF in Q1 2021, an estimated $14.2M increase.
- Quantitative Investment Management's biggest Q1 2021 reduction was iShares MSCI Brazil ETF, cutting an estimated $31.4M.
- Quantitative Investment Management fully exited Micron Technology in Q1 2021, selling an estimated $52.4M.
- Quantitative Investment Management's ten largest holdings make up 24% of its $1.18B portfolio in Q1 2021.
- Quantitative Investment Management opened 286 new positions and closed 256 in Q1 2021.
- Quantitative Investment Management's portfolio value fell 4.3% quarter-over-quarter to $1.18B.
Based on Quantitative Investment Management's 13F filing for Q1 2021, filed 17 May 2021.