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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 | |
|---|---|---|---|---|---|---|
501
iShares US Home Construction ETF
ITB
$2.29B
| – | – |
-6,907
| Closed | -$468K |
|
|
502
iShares US Real Estate ETF
IYR
$4.69B
| – | – |
-248,314
| Closed | -$22.8M |
|
503
Jack in the Box
JACK
$312M
| – | – |
-8,825
| Closed | -$968K |
|
504
JetBlue
JBLU
$2.29B
| – | – |
-15,004
| Closed | -$305K |
|
505
Jabil
JBL
$32.3B
| – | – |
-19,603
| Closed | -$1.02M |
|
506
KB Home
KBH
$3.45B
| – | – |
-5,901
| Closed | -$274K |
|
507
KBR
KBR
$4.36B
| – | – |
-13,023
| Closed | -$499K |
|
508
Keurig Dr Pepper
KDP
$43B
| – | – |
-85,610
| Closed | -$2.94M |
|
509
KLA
KLAC
$236B
| – | – |
-10,620
| Closed | -$350K |
|
510
Kimberly-Clark
KMB
$36.6B
| – | – |
-9,255
| Closed | -$1.29M |
|
511
CarMax
KMX
$8.33B
| – | – |
-18,349
| Closed | -$2.43M |
|
512
LivaNova
LIVN
$4.45B
| – | – |
-3,664
| Closed | -$270K |
|
513
Cheniere Energy
LNG
$54.1B
| – | – |
-8,709
| Closed | -$627K |
|
514
Alliant Energy
LNT
$18.3B
| – | – |
-15,542
| Closed | -$841K |
|
515
Grand Canyon Education
LOPE
$3.98B
| – | – |
-9,590
| Closed | -$1.03M |
|
516
Lattice Semiconductor
LSCC
$17.7B
| – | – |
-10,733
| Closed | -$483K |
|
517
Las Vegas Sands
LVS
$32.3B
| – | – |
-62,109
| Closed | -$3.77M |
|
518
LyondellBasell Industries
LYB
$19.5B
| – | – |
-3,354
| Closed | -$348K |
|
519
Mastercard
MA
$510B
| – | – |
-10,247
| Closed | -$3.65M |
|
520
Macerich
MAC
$7.22B
| – | – |
-42,475
| Closed | -$496K |
|
521
Manhattan Associates
MANH
$11.1B
| – | – |
-2,055
| Closed | -$241K |
|
522
Marriott International
MAR
$99B
| – | – |
-21,320
| Closed | -$3.16M |
|
523
Markel Group
MKL
$23.4B
| – | – |
-279
| Closed | -$317K |
|
524
Melco Resorts & Entertainment
MLCO
$2.24B
| – | – |
-142,746
| Closed | -$2.84M |
|
|
MRSH
525
Marsh
MRSH
$91.4B
| – | – |
-19,108
| Closed | -$2.33M |
|
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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.