We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
276
RH
RH
$3.13B
| $531K | 0.05% |
783
-6,308
| -89% | -$4.1M |
|
277
Lincoln Electric
LECO
$14.3B
| $528K | 0.05% |
+4,011
| New | +$514K |
|
278
iShares Latin America 40 ETF
ILF
$3.85B
| $525K | 0.05% |
16,683
-90,404
| -84% | -$2.71M |
|
|
BRFS
279
DELISTED
BRF SA
BRFS
| $523K | 0.05% |
95,722
+66,106
| +223% | +$315K |
|
280
Unilever
UL
$137B
| $516K | 0.05% |
+7,852
| New | +$522K |
|
281
Icon
ICLR
$12.6B
| $509K | 0.05% |
+2,467
| New | +$532K |
|
282
Linde
LIN
$221B
| $507K | 0.05% |
1,754
-1,152
| -40% | -$336K |
|
283
Eaton
ETN
$161B
| $502K | 0.05% |
3,389
+1,014
| +43% | +$146K |
|
284
Incyte
INCY
$24.2B
| $502K | 0.05% |
+5,978
| New | +$498K |
|
285
Visteon
VC
$2.79B
| $501K | 0.05% |
+4,143
| New | +$498K |
|
286
Insperity
NSP
$1.93B
| $500K | 0.05% |
5,537
+781
| +16% | +$69.7K |
|
287
Dover
DOV
$27.6B
| $495K | 0.04% |
3,287
-10,457
| -76% | -$1.54M |
|
288
Cardinal Health
CAH
$53.9B
| $490K | 0.04% |
8,588
-67,610
| -89% | -$3.95M |
|
289
Perrigo
PRGO
$1.4B
| $488K | 0.04% |
+10,654
| New | +$472K |
|
290
Royal Gold
RGLD
$16.8B
| $487K | 0.04% |
+4,271
| New | +$504K |
|
291
Ralph Lauren
RL
$22.6B
| $483K | 0.04% |
+4,102
| New | +$513K |
|
|
HZNP
292
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $477K | 0.04% |
5,097
-14,624
| -74% | -$1.35M |
|
|
TGNA
293
DELISTED
TEGNA Inc
TGNA
| $474K | 0.04% |
+25,285
| New | +$496K |
|
|
BIG
294
DELISTED
Big Lots, Inc.
BIG
| $473K | 0.04% |
7,180
+4,107
| +134% | +$274K |
|
295
Western Digital
WDC
$188B
| $472K | 0.04% |
8,778
-58,639
| -87% | -$3.17M |
|
296
AMN Healthcare
AMN
$1.3B
| $455K | 0.04% |
+4,696
| New | +$408K |
|
297
Sturm, Ruger & Co
RGR
$594M
| $455K | 0.04% |
+5,065
| New | +$380K |
|
298
Booking.com
BKNG
$149B
| $448K | 0.04% |
5,125
-28,025
| -85% | -$2.62M |
|
299
Graco
GGG
$12.9B
| $445K | 0.04% |
5,881
+2,264
| +63% | +$170K |
|
300
Hormel Foods
HRL
$13.8B
| $442K | 0.04% |
+9,258
| New | +$441K |
|
Similar funds
MK
TFP
UWPG
FWM
RCIM
TC
NA
GHC
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.