We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
176
Elevance Health
ELV
$81.6B
| $1.72M | 0.15% |
4,787
-40,913
| -90% | -$13.2M |
|
177
iShares MSCI Mexico ETF
EWW
$1.93B
| $1.7M | 0.14% |
+38,731
| New | +$1.66M |
|
178
Pultegroup
PHM
$24.5B
| $1.68M | 0.14% |
+32,076
| New | +$1.5M |
|
179
Cencora
COR
$60.7B
| $1.67M | 0.14% |
14,144
-2,879
| -17% | -$312K |
|
180
Vanguard FTSE Europe ETF
VGK
$30.8B
| $1.66M | 0.14% |
+26,417
| New | +$1.64M |
|
181
Masco
MAS
$14.2B
| $1.64M | 0.14% |
+27,451
| New | +$1.53M |
|
182
AB InBev
BUD
$166B
| $1.6M | 0.14% |
+25,464
| New | +$1.65M |
|
|
SKX
183
DELISTED
Skechers
SKX
| $1.57M | 0.13% |
37,725
+11,476
| +44% | +$433K |
|
184
Monster Beverage
MNST
$95.5B
| $1.57M | 0.13% |
34,512
-21,618
| -39% | -$969K |
|
185
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
| $1.57M | 0.13% |
+31,203
| New | +$1.56M |
|
186
Nasdaq
NDAQ
$53.2B
| $1.56M | 0.13% |
+31,746
| New | +$1.51M |
|
187
JB Hunt Transport Services
JBHT
$25.3B
| $1.52M | 0.13% |
+9,039
| New | +$1.36M |
|
|
DISH
188
DELISTED
DISH Network Corp.
DISH
| $1.48M | 0.13% |
40,991
-33,273
| -45% | -$1.11M |
|
189
Middleby
MIDD
$6.03B
| $1.47M | 0.12% |
8,876
+6,307
| +246% | +$929K |
|
|
DRE
190
DELISTED
Duke Realty Corp.
DRE
| $1.41M | 0.12% |
+33,547
| New | +$1.35M |
|
191
Valero Energy
VLO
$92.6B
| $1.4M | 0.12% |
19,587
-2,673
| -12% | -$182K |
|
192
TAL Education Group
TAL
$6.85B
| $1.39M | 0.12% |
+25,901
| New | +$1.9M |
|
193
Ameren
AEE
$30.1B
| $1.38M | 0.12% |
16,918
-4,860
| -22% | -$364K |
|
194
Workday
WDAY
$39B
| $1.38M | 0.12% |
+5,541
| New | +$1.37M |
|
195
D.R. Horton
DHI
$40.7B
| $1.34M | 0.11% |
+15,103
| New | +$1.18M |
|
196
Annaly Capital Management
NLY
$17.4B
| $1.33M | 0.11% |
38,827
-22,228
| -36% | -$753K |
|
197
Coherent
COHR
$48.7B
| $1.31M | 0.11% |
+19,183
| New | +$1.57M |
|
198
Banco Bradesco
BBD
$37.9B
| $1.31M | 0.11% |
336,404
-268,188
| -44% | -$1.03M |
|
199
Biogen
BIIB
$30.7B
| $1.3M | 0.11% |
+4,668
| New | +$1.26M |
|
200
Waters Corp
WAT
$37.3B
| $1.3M | 0.11% |
+4,588
| New | +$1.25M |
|
Similar funds
MK
TFP
UWPG
FWM
RCIM
TC
NA
GHC
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.