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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 | |
|---|---|---|---|---|---|---|
551
Pinnacle West Capital
PNW
$12.3B
| – | – |
-12,664
| Closed | -$1.03M |
|
552
Insulet
PODD
$11.5B
| – | – |
-1,742
| Closed | -$454K |
|
553
Portland General Electric
POR
$5.8B
| – | – |
-11,326
| Closed | -$537K |
|
554
Power Integrations
POWI
$3.39B
| – | – |
-4,963
| Closed | -$404K |
|
|
PPL
555
PPL Corp
PPL
$26.8B
| – | – |
-153,237
| Closed | -$4.42M |
|
556
PTC
PTC
$15.7B
| – | – |
-3,310
| Closed | -$455K |
|
557
Qualcomm
QCOM
$159B
| – | – |
-24,130
| Closed | -$3.2M |
|
558
LiveRamp
RAMP
$2.3B
| – | – |
-10,603
| Closed | -$550K |
|
559
Repligen
RGEN
$8.1B
| – | – |
-1,230
| Closed | -$239K |
|
560
Robert Half
RHI
$3.81B
| – | – |
-15,590
| Closed | -$1.22M |
|
561
Range Resources
RRC
$9.24B
| – | – |
-10,945
| Closed | -$113K |
|
562
Reliance Steel & Aluminium
RS
$20.5B
| – | – |
-2,209
| Closed | -$336K |
|
563
Sibanye-Stillwater
SBSW
$6.43B
| – | – |
-51,695
| Closed | -$923K |
|
|
SEE
564
DELISTED
Sealed Air
SEE
| – | – |
-6,220
| Closed | -$285K |
|
565
J.M. Smucker
SJM
$13.1B
| – | – |
-2,985
| Closed | -$377K |
|
566
Skywest
SKYW
$4.29B
| – | – |
-5,031
| Closed | -$274K |
|
567
iShares Silver Trust
SLV
$28.6B
| – | – |
-227,924
| Closed | -$5.17M |
|
568
Sony
SONY
$134B
| – | – |
-55,060
| Closed | -$1.17M |
|
569
S&P Global
SPGI
$122B
| – | – |
-6,665
| Closed | -$2.35M |
|
570
Invesco S&P 500 Low Volatility ETF
SPLV
$7.13B
| – | – |
-214,859
| Closed | -$12.5M |
|
571
Sempra
SRE
$58.6B
| – | – |
-50,990
| Closed | -$3.38M |
|
572
Sarepta Therapeutics
SRPT
$1.64B
| – | – |
-23,171
| Closed | -$1.73M |
|
573
STAAR Surgical
STAA
$1.21B
| – | – |
-4,107
| Closed | -$432K |
|
574
Stratasys
SSYS
$697M
| – | – |
-23,200
| Closed | -$600K |
|
575
Steel Dynamics
STLD
$36.2B
| – | – |
-3,998
| Closed | -$202K |
|
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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.