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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
+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 | |
|---|---|---|---|---|---|---|
301
Humana
HUM
$43.7B
| $438K | 0.04% |
+991
| New | +$433K |
|
302
SEI Investments
SEIC
$12.4B
| $436K | 0.04% |
7,042
-1,119
| -14% | -$69.7K |
|
303
Teradyne
TER
$57.6B
| $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 |
|
305
New York Times
NYT
$12.1B
| $420K | 0.04% |
+9,654
| New | +$430K |
|
306
iShares MSCI Mexico ETF
EWW
$1.92B
| $413K | 0.04% |
8,615
-30,116
| -78% | -$1.42M |
|
307
Palo Alto Networks
PANW
$270B
| $392K | 0.04% |
6,342
-103,668
| -94% | -$6.14M |
|
308
Duke Energy
DUK
$97.8B
| $382K | 0.03% |
3,875
-9,382
| -71% | -$943K |
|
309
Landstar System
LSTR
$5.93B
| $382K | 0.03% |
+2,422
| New | +$407K |
|
310
Advance Auto Parts
AAP
$3.35B
| $380K | 0.03% |
1,854
-1,845
| -50% | -$362K |
|
|
BRSL
311
Brightstar Lottery PLC
BRSL
$1.84B
| $379K | 0.03% |
+15,842
| New | +$332K |
|
312
Post Holdings
POST
$4.14B
| $379K | 0.03% |
5,340
-2,535
| -32% | -$187K |
|
313
Toyota
TM
$224B
| $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 |
|
317
Deutsche Bank
DB
$69B
| $353K | 0.03% |
27,049
-65,520
| -71% | -$889K |
|
|
THS
318
DELISTED
Treehouse Foods
THS
| $353K | 0.03% |
+7,940
| New | +$392K |
|
319
Sabra Healthcare REIT
SBRA
$5.34B
| $346K | 0.03% |
19,029
+7,778
| +69% | +$138K |
|
320
Ciena
CIEN
$53.4B
| $345K | 0.03% |
6,073
-6,842
| -53% | -$377K |
|
321
Allegiant Air
ALGT
$2.64B
| $344K | 0.03% |
+1,776
| New | +$398K |
|
322
MACOM Technology Solutions
MTSI
$19.2B
| $344K | 0.03% |
+5,371
| New | +$312K |
|
323
Bausch Health
BHC
$2.57B
| $342K | 0.03% |
+11,676
| New | +$354K |
|
324
Flowers Foods
FLO
$1.49B
| $342K | 0.03% |
14,133
-2,590
| -15% | -$62.9K |
|
325
First Solar
FSLR
$22.7B
| $341K | 0.03% |
+3,774
| New | +$299K |
|
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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.