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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 | |
|---|---|---|---|---|---|---|
401
8x8 Inc
EGHT
$269M
| $316K | 0.03% |
9,765
-32,339
| -77% | -$1.12M |
|
402
General Dynamics
GD
$104B
| $315K | 0.03% |
1,738
-993
| -36% | -$162K |
|
403
Avis
CAR
$4.86B
| $314K | 0.03% |
+4,337
| New | +$224K |
|
|
TMHC
404
DELISTED
Taylor Morrison
TMHC
| $313K | 0.03% |
+10,179
| New | +$286K |
|
405
Black Hills Corp
BKH
$5.42B
| $312K | 0.03% |
+4,676
| New | +$291K |
|
406
Globus Medical
GMED
$10.7B
| $312K | 0.03% |
+5,067
| New | +$321K |
|
407
Takeda Pharmaceutical
TAK
$54.6B
| $311K | 0.03% |
+17,050
| New | +$307K |
|
408
JetBlue
JBLU
$2.28B
| $305K | 0.03% |
15,004
-11,609
| -44% | -$201K |
|
409
A.O. Smith
AOS
$8.17B
| $300K | 0.03% |
+4,448
| New | +$270K |
|
410
Carter's
CRI
$1.42B
| $300K | 0.03% |
3,376
-6,914
| -67% | -$639K |
|
411
International Paper
IP
$21.6B
| $298K | 0.03% |
+5,827
| New | +$284K |
|
|
AZPN
412
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $295K | 0.03% |
+2,050
| New | +$295K |
|
413
Brown & Brown
BRO
$23.6B
| $293K | 0.02% |
+6,424
| New | +$295K |
|
414
Liberty Global Class A
LBTYA
$3.62B
| $291K | 0.02% |
+11,347
| New | +$287K |
|
415
Teva Pharmaceuticals
TEVA
$40.8B
| $289K | 0.02% |
+25,059
| New | +$287K |
|
416
Graphic Packaging
GPK
$3.17B
| $285K | 0.02% |
15,695
-93,008
| -86% | -$1.59M |
|
|
SEE
417
DELISTED
Sealed Air
SEE
| $285K | 0.02% |
+6,220
| New | +$278K |
|
|
AAWW
418
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $285K | 0.02% |
+4,728
| New | +$264K |
|
419
Celanese
CE
$4.9B
| $284K | 0.02% |
+1,897
| New | +$261K |
|
|
AEL
420
DELISTED
American Equity Investment Life Holding Company
AEL
| $276K | 0.02% |
+8,769
| New | +$261K |
|
421
TTM Technologies
TTMI
$12B
| $275K | 0.02% |
18,976
-16,261
| -46% | -$231K |
|
422
KB Home
KBH
$3.37B
| $274K | 0.02% |
+5,901
| New | +$244K |
|
423
Skywest
SKYW
$4.24B
| $274K | 0.02% |
5,031
-2,820
| -36% | -$139K |
|
424
LivaNova
LIVN
$4.4B
| $270K | 0.02% |
3,664
-4,941
| -57% | -$353K |
|
425
Factset
FDS
$9.36B
| $266K | 0.02% |
+864
| New | +$273K |
|
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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.