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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 | |
|---|---|---|---|---|---|---|
126
Whirlpool
WHR
$2.43B
| $2.5M | 0.21% |
+11,330
| New | +$2.25M |
|
127
Rockwell Automation
ROK
$52.8B
| $2.49M | 0.21% |
9,366
-188
| -2% | -$47.9K |
|
128
iShares MSCI Japan ETF
EWJ
$21.8B
| $2.47M | 0.21% |
+36,040
| New | +$2.5M |
|
129
CarMax
KMX
$8.12B
| $2.43M | 0.21% |
+18,349
| New | +$2.23M |
|
130
Expeditors International
EXPD
$22.1B
| $2.43M | 0.21% |
+22,540
| New | +$2.17M |
|
131
Boston Scientific
BSX
$67.5B
| $2.42M | 0.2% |
+62,653
| New | +$2.37M |
|
|
132
Vale
VALE
$63.2B
| $2.4M | 0.2% |
137,807
-1,616,797
| -92% | -$28.2M |
|
133
Public Service Enterprise Group
PEG
$38.5B
| $2.37M | 0.2% |
39,416
+2,137
| +6% | +$123K |
|
134
S&P Global
SPGI
$122B
| $2.35M | 0.2% |
+6,665
| New | +$2.22M |
|
135
American Tower
AMT
$80.1B
| $2.34M | 0.2% |
+9,772
| New | +$2.18M |
|
|
MRSH
136
Marsh
MRSH
$90.7B
| $2.33M | 0.2% |
+19,108
| New | +$2.2M |
|
137
Exelon
EXC
$47B
| $2.27M | 0.19% |
72,708
-12,016
| -14% | -$361K |
|
138
Moody's
MCO
$82.8B
| $2.25M | 0.19% |
+7,535
| New | +$2.12M |
|
139
Archer Daniels Midland
ADM
$38.5B
| $2.24M | 0.19% |
+39,341
| New | +$2.16M |
|
140
Alnylam Pharmaceuticals
ALNY
$27B
| $2.24M | 0.19% |
15,851
+9,979
| +170% | +$1.5M |
|
|
ZNGA
141
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $2.23M | 0.19% |
+218,545
| New | +$2.28M |
|
142
First Majestic Silver
AG
$7.38B
| $2.22M | 0.19% |
142,286
-30,831
| -18% | -$494K |
|
143
iShares Core MSCI EAFE ETF
IEFA
$190B
| $2.17M | 0.18% |
+30,169
| New | +$2.16M |
|
144
Abbott
ABT
$182B
| $2.16M | 0.18% |
+18,024
| New | +$2.14M |
|
145
AutoZone
AZO
$49.4B
| $2.16M | 0.18% |
1,538
+940
| +157% | +$1.16M |
|
146
Altria Group
MO
$116B
| $2.14M | 0.18% |
+41,918
| New | +$1.88M |
|
147
Vanguard FTSE All-World ex-US ETF
VEU
$66.5B
| $2.14M | 0.18% |
+35,214
| New | +$2.14M |
|
148
Old Dominion Freight Line
ODFL
$44.3B
| $2.13M | 0.18% |
+17,688
| New | +$1.9M |
|
149
NVIDIA
NVDA
$4.78T
| $2.09M | 0.18% |
+156,520
| New | +$2.1M |
|
|
CTXS
150
DELISTED
Citrix Systems Inc
CTXS
| $2.08M | 0.18% |
+14,833
| New | +$1.99M |
|
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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.