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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
HUM icon
301
Humana
HUM
$46.6B
$438K 0.04%
+991
New +$433K
SEIC icon
302
SEI Investments
SEIC
$12.7B
$436K 0.04%
7,042
-1,119
-14% -$69.7K
TER icon
303
Teradyne
TER
$53.9B
$434K 0.04%
3,242
-12,844
-80% -$1.64M
INFN
304
DELISTED
Infinera Corporation Common Stock
INFN
$427K 0.04%
41,927
+6,131
+17% +$59.4K
NYT icon
305
New York Times
NYT
$11.8B
$420K 0.04%
+9,654
New +$430K
EWW icon
306
iShares MSCI Mexico ETF
EWW
$1.71B
$413K 0.04%
8,615
-30,116
-78% -$1.42M
PANW icon
307
Palo Alto Networks
PANW
$311B
$392K 0.04%
6,342
-103,668
-94% -$6.14M
DUK icon
308
Duke Energy
DUK
$92.3B
$382K 0.03%
3,875
-9,382
-71% -$943K
LSTR icon
309
Landstar System
LSTR
$5.71B
$382K 0.03%
+2,422
New +$407K
AAP icon
310
Advance Auto Parts
AAP
$2.63B
$380K 0.03%
1,854
-1,845
-50% -$362K
BRSL
311
Brightstar Lottery PLC
BRSL
$1.96B
$379K 0.03%
+15,842
New +$332K
POST icon
312
Post Holdings
POST
$3.55B
$379K 0.03%
5,340
-2,535
-32% -$187K
TM icon
313
Toyota
TM
$231B
$379K 0.03%
+2,172
New +$357K
AEL
314
DELISTED
American Equity Investment Life Holding Company
AEL
$362K 0.03%
11,221
+2,452
+28% +$77.4K
SKX
315
DELISTED
Skechers
SKX
$361K 0.03%
7,256
-30,469
-81% -$1.44M
COR
316
DELISTED
Coresite Realty Corporation
COR
$360K 0.03%
+2,676
New +$334K
DB icon
317
Deutsche Bank
DB
$72.6B
$353K 0.03%
27,049
-65,520
-71% -$889K
THS
318
DELISTED
Treehouse Foods
THS
$353K 0.03%
+7,940
New +$392K
SBRA icon
319
Sabra Healthcare REIT
SBRA
$5.18B
$346K 0.03%
19,029
+7,778
+69% +$138K
CIEN icon
320
Ciena
CIEN
$48.5B
$345K 0.03%
6,073
-6,842
-53% -$377K
ALGT icon
321
Allegiant Air
ALGT
$2.19B
$344K 0.03%
+1,776
New +$398K
MTSI icon
322
MACOM Technology Solutions
MTSI
$19.1B
$344K 0.03%
+5,371
New +$312K
BHC icon
323
Bausch Health
BHC
$2.15B
$342K 0.03%
+11,676
New +$354K
FLO icon
324
Flowers Foods
FLO
$1.32B
$342K 0.03%
14,133
-2,590
-15% -$62.9K
FSLR icon
325
First Solar
FSLR
$21B
$341K 0.03%
+3,774
New +$299K
11 12
13
14 15

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.