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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 | |
|---|---|---|---|---|---|---|
401
Builders FirstSource
BLDR
$7.11B
| – | – |
-5,550
| Closed | -$257K |
|
402
Broadridge
BR
$17.8B
| – | – |
-3,389
| Closed | -$518K |
|
403
AB InBev
BUD
$167B
| – | – |
-25,464
| Closed | -$1.6M |
|
404
BorgWarner
BWA
$13.1B
| – | – |
-23,048
| Closed | -$940K |
|
405
BWX Technologies
BWXT
$15.5B
| – | – |
-6,220
| Closed | -$410K |
|
406
CACI
CACI
$11B
| – | – |
-2,386
| Closed | -$588K |
|
407
Conagra Brands
CAG
$6.97B
| – | – |
-77,567
| Closed | -$2.92M |
|
408
Avis
CAR
$4.84B
| – | – |
-4,337
| Closed | -$314K |
|
409
Cboe Global Markets
CBOE
$32B
| – | – |
-5,849
| Closed | -$577K |
|
410
Crown Castle
CCI
$33.3B
| – | – |
-33,650
| Closed | -$5.79M |
|
411
Carnival Corporation Ltd
CCL
$38.1B
| – | – |
-120,281
| Closed | -$3.19M |
|
412
Cogent Communications
CCOI
$657M
| – | – |
-2,950
| Closed | -$202K |
|
413
Celanese
CE
$4.86B
| – | – |
-1,897
| Closed | -$284K |
|
414
Cognex
CGNX
$10.9B
| – | – |
-5,990
| Closed | -$497K |
|
415
C.H. Robinson
CHRW
$17.5B
| – | – |
-3,798
| Closed | -$362K |
|
416
Cigna
CI
$74.5B
| – | – |
-15,726
| Closed | -$3.8M |
|
417
Commercial Metals
CMC
$7.61B
| – | – |
-31,322
| Closed | -$965K |
|
418
Chipotle Mexican Grill
CMG
$47.5B
| – | – |
-132,850
| Closed | -$3.77M |
|
419
Cummins
CMI
$88.1B
| – | – |
-14,856
| Closed | -$3.85M |
|
420
CenterPoint Energy
CNP
$27.7B
| – | – |
-86,425
| Closed | -$1.96M |
|
421
Coherent
COHR
$51.9B
| – | – |
-19,183
| Closed | -$1.31M |
|
422
Cencora
COR
$60.6B
| – | – |
-14,144
| Closed | -$1.67M |
|
423
Copa Holdings
CPA
$5.78B
| – | – |
-4,781
| Closed | -$386K |
|
424
Camden Property Trust
CPT
$11B
| – | – |
-3,310
| Closed | -$363K |
|
425
Carter's
CRI
$1.4B
| – | – |
-3,376
| Closed | -$300K |
|
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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.