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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 | |
|---|---|---|---|---|---|---|
526
3M
MMM
$90.8B
| – | – |
-29,758
| Closed | -$4.79M |
|
527
Marathon Petroleum
MPC
$91.7B
| – | – |
-17,310
| Closed | -$925K |
|
528
Monolithic Power Systems
MPWR
$64.7B
| – | – |
-1,491
| Closed | -$526K |
|
|
MPT
529
Medical Properties Trust
MPT
$2.81B
| – | – |
-39,921
| Closed | -$849K |
|
530
Norwegian Cruise Line
NCLH
$8.59B
| – | – |
-38,603
| Closed | -$1.06M |
|
531
Nasdaq
NDAQ
$53.2B
| – | – |
-31,746
| Closed | -$1.56M |
|
532
NextEra Energy
NEE
$183B
| – | – |
-6,238
| Closed | -$471K |
|
533
Nektar Therapeutics
NKTR
$2.41B
| – | – |
-2,655
| Closed | -$796K |
|
534
Annaly Capital Management
NLY
$17.4B
| – | – |
-38,827
| Closed | -$1.33M |
|
535
Nokia
NOK
$50.7B
| – | – |
-98,045
| Closed | -$388K |
|
536
Norfolk Southern
NSC
$75B
| – | – |
-1,240
| Closed | -$332K |
|
537
NetApp
NTAP
$34.1B
| – | – |
-27,328
| Closed | -$1.99M |
|
538
NVR
NVR
$16.8B
| – | – |
-366
| Closed | -$1.72M |
|
539
Nexstar Media Group
NXST
$5.88B
| – | – |
-3,745
| Closed | -$525K |
|
540
Owens Corning
OC
$11.2B
| – | – |
-6,151
| Closed | -$566K |
|
541
OGE Energy
OGE
$9.76B
| – | – |
-26,380
| Closed | -$853K |
|
542
Universal Display
OLED
$3.76B
| – | – |
-3,353
| Closed | -$793K |
|
543
Omeros
OMER
$863M
| – | – |
-13,014
| Closed | -$231K |
|
544
Oracle
ORCL
$367B
| – | – |
-156,569
| Closed | -$11M |
|
545
Petrobras
PBR
$123B
| – | – |
-24,378
| Closed | -$206K |
|
546
PACCAR
PCAR
$70.4B
| – | – |
-9,341
| Closed | -$578K |
|
547
PG&E
PCG
$39.2B
| – | – |
-269,016
| Closed | -$3.15M |
|
548
Public Service Enterprise Group
PEG
$38.6B
| – | – |
-39,416
| Closed | -$2.37M |
|
549
PetMed Express
PETS
$42.3M
| – | – |
-9,599
| Closed | -$337K |
|
550
Prologis
PLD
$136B
| – | – |
-31,145
| Closed | -$3.3M |
|
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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.