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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 | |
|---|---|---|---|---|---|---|
201
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
| $985K | 0.09% |
17,142
+712
| +4% | +$40.9K |
|
202
FTI Consulting
FCN
$4.46B
| $976K | 0.09% |
7,146
-1,808
| -20% | -$254K |
|
|
BNY
203
Bank of New York Mellon
BNY
$106B
| $970K | 0.09% |
+18,946
| New | +$948K |
|
204
Watsco Inc
WSO
$12.8B
| $967K | 0.09% |
3,377
+1,290
| +62% | +$369K |
|
205
Five Below
FIVE
$12B
| $963K | 0.09% |
+4,987
| New | +$952K |
|
206
Alkermes
ALKS
$8.19B
| $954K | 0.09% |
+38,938
| New | +$866K |
|
207
NOV
NOV
$6.85B
| $948K | 0.09% |
+61,911
| New | +$963K |
|
208
British American Tobacco
BTI
$132B
| $947K | 0.09% |
24,102
-21,052
| -47% | -$824K |
|
209
Moody's
MCO
$82.9B
| $944K | 0.09% |
2,607
-4,928
| -65% | -$1.64M |
|
210
LKQ Corp
LKQ
$5.7B
| $942K | 0.09% |
+19,139
| New | +$914K |
|
211
Live Nation Entertainment
LYV
$40.7B
| $924K | 0.08% |
10,558
-29,618
| -74% | -$2.54M |
|
212
iShares MSCI Germany ETF
EWG
$1.59B
| $911K | 0.08% |
26,354
-55,381
| -68% | -$1.95M |
|
213
Cooper Companies
COO
$14B
| $909K | 0.08% |
9,176
-2,684
| -23% | -$263K |
|
214
Williams-Sonoma
WSM
$27.2B
| $905K | 0.08% |
+11,344
| New | +$965K |
|
215
Dominion Energy
D
$61.5B
| $899K | 0.08% |
12,225
+8,935
| +272% | +$690K |
|
|
JKS
216
JinkoSolar
JKS
$785M
| $889K | 0.08% |
15,884
-13,341
| -46% | -$509K |
|
|
BERY
217
DELISTED
Berry Global Group, Inc.
BERY
| $889K | 0.08% |
+14,847
| New | +$893K |
|
218
W.P. Carey
WPC
$16.7B
| $882K | 0.08% |
12,071
+2,071
| +21% | +$152K |
|
219
Teck Resources
TECK
$29.5B
| $876K | 0.08% |
38,037
+3,316
| +10% | +$75.4K |
|
220
Ventas
VTR
$47.6B
| $859K | 0.08% |
15,054
-8,441
| -36% | -$471K |
|
221
ServiceNow
NOW
$115B
| $852K | 0.08% |
+7,760
| New | +$787K |
|
222
Seagate
STX
$198B
| $830K | 0.08% |
9,446
-16,751
| -64% | -$1.51M |
|
223
Baxter International
BAX
$13.5B
| $824K | 0.07% |
10,237
-48,783
| -83% | -$4.09M |
|
224
Boston Properties
BXP
$11.2B
| $824K | 0.07% |
7,193
+4,866
| +209% | +$546K |
|
225
CMS Energy
CMS
$22.7B
| $816K | 0.07% |
13,825
+9,952
| +257% | +$619K |
|
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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.