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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 | |
|---|---|---|---|---|---|---|
201
Fortune Brands Innovations
FBIN
$5.88B
| $1.29M | 0.11% |
+15,727
| New | +$1.19M |
|
202
Kimberly-Clark
KMB
$36.6B
| $1.29M | 0.11% |
+9,255
| New | +$1.23M |
|
203
Duke Energy
DUK
$98.4B
| $1.28M | 0.11% |
13,257
-33,207
| -71% | -$3.03M |
|
204
Healthpeak Properties
DOC
$15.2B
| $1.28M | 0.11% |
+40,286
| New | +$1.22M |
|
205
FTI Consulting
FCN
$4.95B
| $1.25M | 0.11% |
+8,954
| New | +$1.06M |
|
206
Ventas
VTR
$44.7B
| $1.25M | 0.11% |
+23,495
| New | +$1.21M |
|
207
Equity Lifestyle Properties
ELS
$12.7B
| $1.25M | 0.11% |
+19,596
| New | +$1.22M |
|
|
AMRN
208
Amarin Corp
AMRN
$298M
| $1.23M | 0.1% |
+9,943
| New | +$1.34M |
|
209
SAP
SAP
$209B
| $1.23M | 0.1% |
+10,005
| New | +$1.27M |
|
|
JKS
210
JinkoSolar
JKS
$777M
| $1.22M | 0.1% |
29,225
+1,999
| +7% | +$112K |
|
211
Robert Half
RHI
$3.81B
| $1.22M | 0.1% |
15,590
-25,544
| -62% | -$1.85M |
|
212
Autodesk
ADSK
$49.6B
| $1.21M | 0.1% |
+4,353
| New | +$1.26M |
|
213
Sony
SONY
$134B
| $1.17M | 0.1% |
+55,060
| New | +$1.16M |
|
214
Cooper Companies
COO
$14.2B
| $1.14M | 0.1% |
+11,860
| New | +$1.13M |
|
215
W.R. Berkley
WRB
$27.2B
| $1.12M | 0.1% |
+33,581
| New | +$1.04M |
|
216
Marvell Technology
MRVL
$165B
| $1.12M | 0.09% |
+22,788
| New | +$1.12M |
|
217
Deutsche Bank
DB
$69.6B
| $1.11M | 0.09% |
+92,569
| New | +$1.08M |
|
218
Cognizant
CTSH
$24.3B
| $1.1M | 0.09% |
+14,091
| New | +$1.09M |
|
219
Cirrus Logic
CRUS
$6.65B
| $1.07M | 0.09% |
12,636
-9,588
| -43% | -$830K |
|
220
Norwegian Cruise Line
NCLH
$8.59B
| $1.06M | 0.09% |
+38,603
| New | +$1.03M |
|
221
TG Therapeutics
TGTX
$8.19B
| $1.06M | 0.09% |
22,030
-41,206
| -65% | -$1.98M |
|
222
Lennox International
LII
$14.5B
| $1.05M | 0.09% |
+3,373
| New | +$977K |
|
223
State Street
STT
$50.2B
| $1.03M | 0.09% |
12,326
-7,936
| -39% | -$615K |
|
224
Pinnacle West Capital
PNW
$12.3B
| $1.03M | 0.09% |
12,664
-16,189
| -56% | -$1.25M |
|
225
Stryker
SYK
$133B
| $1.03M | 0.09% |
+4,231
| New | +$1.01M |
|
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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.