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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 | |
|---|---|---|---|---|---|---|
301
Sun Communities
SUI
$15.2B
| $589K | 0.05% |
3,930
+1,327
| +51% | +$196K |
|
302
CACI
CACI
$11B
| $588K | 0.05% |
2,386
+1,121
| +89% | +$268K |
|
303
Bristol-Myers Squibb
BMY
$133B
| $586K | 0.05% |
+9,291
| New | +$578K |
|
304
Viavi Solutions
VIAV
$9.12B
| $580K | 0.05% |
36,960
+21,112
| +133% | +$341K |
|
305
iShares MSCI South Africa ETF
EZA
$547M
| $578K | 0.05% |
+11,706
| New | +$549K |
|
306
PACCAR
PCAR
$69.8B
| $578K | 0.05% |
+9,341
| New | +$584K |
|
307
Cboe Global Markets
CBOE
$32.5B
| $577K | 0.05% |
5,849
-391
| -6% | -$38.2K |
|
308
Trinity Industries
TRN
$2.49B
| $575K | 0.05% |
20,185
-14,305
| -41% | -$421K |
|
309
Zebra Technologies
ZBRA
$14B
| $567K | 0.05% |
+1,170
| New | +$522K |
|
310
Owens Corning
OC
$11.2B
| $566K | 0.05% |
+6,151
| New | +$516K |
|
311
Thor Industries
THO
$3.9B
| $565K | 0.05% |
+4,196
| New | +$509K |
|
312
Vodafone
VOD
$36.3B
| $562K | 0.05% |
30,541
-31,584
| -51% | -$571K |
|
313
New Oriental
EDU
$9.37B
| $561K | 0.05% |
+4,011
| New | +$701K |
|
314
Huntsman Corp
HUN
$1.71B
| $558K | 0.05% |
+19,362
| New | +$542K |
|
315
Everest Group
EG
$14.5B
| $553K | 0.05% |
2,234
-1,442
| -39% | -$343K |
|
|
ABB
316
DELISTED
ABB Ltd
ABB
| $553K | 0.05% |
+18,157
| New | +$545K |
|
317
Baker Hughes
BKR
$60B
| $552K | 0.05% |
+25,580
| New | +$582K |
|
318
Werner Enterprises
WERN
$2.24B
| $551K | 0.05% |
+11,686
| New | +$508K |
|
319
LiveRamp
RAMP
$2.3B
| $550K | 0.05% |
+10,603
| New | +$722K |
|
320
Entergy
ETR
$50.2B
| $544K | 0.05% |
+10,940
| New | +$517K |
|
321
Post Holdings
POST
$4.14B
| $544K | 0.05% |
7,875
-1,136
| -13% | -$74.4K |
|
322
Watsco Inc
WSO
$12.7B
| $544K | 0.05% |
+2,087
| New | +$515K |
|
323
Omega Healthcare
OHI
$15.1B
| $542K | 0.05% |
14,818
-22,851
| -61% | -$841K |
|
324
T. Rowe Price
TROW
$23.9B
| $542K | 0.05% |
3,162
-4,462
| -59% | -$732K |
|
325
Portland General Electric
POR
$5.8B
| $537K | 0.05% |
11,326
+781
| +7% | +$34.1K |
|
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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.