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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 | |
|---|---|---|---|---|---|---|
451
Northern Trust
NTRS
$33.3B
| $208K | 0.02% |
1,987
-16,842
| -89% | -$1.65M |
|
452
Douglas Emmett
DEI
$1.98B
| $206K | 0.02% |
6,580
-40,659
| -86% | -$1.24M |
|
453
Petrobras
PBR
$125B
| $206K | 0.02% |
24,378
-319,040
| -93% | -$3.05M |
|
454
Procter & Gamble
PG
$336B
| $205K | 0.02% |
+1,515
| New | +$198K |
|
455
Cogent Communications
CCOI
$676M
| $202K | 0.02% |
+2,950
| New | +$180K |
|
456
Steel Dynamics
STLD
$36B
| $202K | 0.02% |
3,998
-3,577
| -47% | -$151K |
|
457
XPO
XPO
$23.5B
| $200K | 0.02% |
+4,693
| New | +$195K |
|
|
CLVS
458
DELISTED
Clovis Oncology, Inc.
CLVS
| $200K | 0.02% |
+28,584
| New | +$192K |
|
459
Sabra Healthcare REIT
SBRA
$5.34B
| $195K | 0.02% |
11,251
-22,948
| -67% | -$404K |
|
460
Smith & Wesson
SWBI
$651M
| $190K | 0.02% |
+10,909
| New | +$198K |
|
|
DVAX
461
DELISTED
Dynavax Technologies
DVAX
| $186K | 0.02% |
+19,023
| New | +$157K |
|
|
BRFS
462
DELISTED
BRF SA
BRFS
| $132K | 0.01% |
29,616
-9,763
| -25% | -$40.8K |
|
463
Televisa
TV
$1.48B
| $123K | 0.01% |
+13,950
| New | +$119K |
|
|
TWO
464
Two Harbors Investment
TWO
$1.27B
| $118K | 0.01% |
4,027
-33,207
| -89% | -$910K |
|
465
Gold Fields
GFI
$29B
| $113K | 0.01% |
+11,990
| New | +$112K |
|
466
Range Resources
RRC
$9.38B
| $113K | 0.01% |
+10,945
| New | +$106K |
|
467
Comstock Resources
CRK
$3.89B
| $101K | 0.01% |
+18,240
| New | +$97.9K |
|
468
Alaunos Therapeutics
TCRT
$4.59M
| $82K | 0.01% |
+152
| New | +$94.6K |
|
|
CBD
469
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $75K | 0.01% |
+12,949
| New | +$157K |
|
470
BGC Group
BGC
$5.45B
| $61K | 0.01% |
12,693
-16,333
| -56% | -$69.5K |
|
471
American Airlines Group
AAL
$10.1B
| – | – |
-586,940
| Closed | -$9.26M |
|
472
AbbVie
ABBV
$443B
| – | – |
-42,038
| Closed | -$4.5M |
|
473
Acadia Pharmaceuticals
ACAD
$4.43B
| – | – |
-77,106
| Closed | -$4.12M |
|
474
Aecom
ACM
$9.3B
| – | – |
-16,866
| Closed | -$839K |
|
475
Advanced Energy
AEIS
$11.6B
| – | – |
-2,432
| Closed | -$235K |
|
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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.