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QIM
Quantitative Investment Management Portfolio holdings
AUM
$917M
1-Year Est. Return
3.96%
This Fund
S&P 500
This Quarter
Est. Return
+6.73%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 | Miscellaneous | 32.81% |
| 2 | Technology | 13.94% |
| 3 | Consumer Discretionary | 12.95% |
| 4 | Healthcare | 8.02% |
| 5 | Communication Services | 8% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
526
Centene
CNC
$33.4B
| – | – |
-19,887
| Closed | -$1.19M |
|
527
Canadian Natural Resources
CNQ
$106B
| – | – |
-163,213
| Closed | -$1.92M |
|
528
ConocoPhillips
COP
$170B
| – | – |
-58,911
| Closed | -$2.35M |
|
529
CoStar Group
CSGP
$12.8B
| – | – |
-14,410
| Closed | -$1.33M |
|
530
Canadian Solar
CSIQ
$831M
| – | – |
-10,932
| Closed | -$560K |
|
531
CSX Corp
CSX
$90.1B
| – | – |
-164,739
| Closed | -$4.98M |
|
532
Commault Systems
CVLT
$5.94B
| – | – |
-8,455
| Closed | -$468K |
|
533
Chevron
CVX
$427B
| – | – |
-40,475
| Closed | -$3.42M |
|
534
Curtiss-Wright
CW
$20.8B
| – | – |
-4,506
| Closed | -$524K |
|
535
Casella Waste Systems
CWST
$5.75B
| – | – |
-4,336
| Closed | -$268K |
|
536
Community Health Systems
CYH
$419M
| – | – |
-90,833
| Closed | -$674K |
|
537
Dana Inc
DAN
$3.24B
| – | – |
-10,598
| Closed | -$206K |
|
538
Designer Brands
DBI
$320M
| – | – |
-53,044
| Closed | -$405K |
|
|
DHC
539
Diversified Healthcare Trust
DHC
$1.89B
| – | – |
-15,192
| Closed | -$62K |
|
540
Diodes
DIOD
$4.16B
| – | – |
-6,800
| Closed | -$479K |
|
541
Diamondrock Hospitality Co
DRH
$2.54B
| – | – |
-42,529
| Closed | -$350K |
|
542
DaVita
DVA
$12.2B
| – | – |
-12,042
| Closed | -$1.41M |
|
543
Devon Energy
DVN
$56.5B
| – | – |
-137,758
| Closed | -$2.18M |
|
|
EA
544
DELISTED
Electronic Arts
EA
| – | – |
-6,803
| Closed | -$976K |
|
545
Ecopetrol
EC
$37.5B
| – | – |
-12,650
| Closed | -$163K |
|
546
Consolidated Edison
ED
$38.9B
| – | – |
-42,820
| Closed | -$3.09M |
|
547
Eldorado Gold
EGO
$10.5B
| – | – |
-64,102
| Closed | -$850K |
|
548
Enbridge
ENB
$106B
| – | – |
-70,829
| Closed | -$2.27M |
|
549
EPR Properties
EPR
$4.5B
| – | – |
-14,664
| Closed | -$476K |
|
|
VMRK
550
Vivmark Residential
VMRK
$50.8B
| – | – |
-23,407
| Closed | -$1.39M |
|
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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 Miscellaneous at 33% of assets, up from 15% a quarter earlier, followed by Technology and Consumer Discretionary.
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.