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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
+1.09%
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
$1.1B
AUM Growth
-$2.78M
Cap. Flow
+$9.11M
Cap. Flow %
0.82%
Top 10 Hldgs %
29.93%
Holding
614
New
238
Increased
60
Reduced
71
Closed
245

Top Buys

Rank Stock Value
1
EWJ icon
iShares MSCI Japan ETF
EWJ
+$40.5M
2
NFLX icon
Netflix
NFLX
+$39.4M
3
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$37.6M
4
AMD icon
Advanced Micro Devices
AMD
+$30.2M
5
WMT icon
Walmart Inc
WMT
+$29M

Top Sells

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$37M
2
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$35.2M
3
MSFT icon
Microsoft
MSFT
+$33.5M
4
AAPL icon
Apple
AAPL
+$25.6M
5
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$22.4M

Sector Composition

Rank Sector Weight
1 Technology 16.74%
2 Consumer Discretionary 15.68%
3 Healthcare 13.2%
4 Communication Services 8.65%
5 Consumer Staples 6.53%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VRNS icon
226
Varonis Systems
VRNS
$4.59B
$798K 0.07%
+13,120
New +$822K
DXC icon
227
DXC Technology
DXC
$1.82B
$796K 0.07%
+23,708
New +$897K
TEVA icon
228
Teva Pharmaceuticals
TEVA
$40.8B
$786K 0.07%
+80,731
New +$756K
QGEN icon
229
Qiagen
QGEN
$8.54B
$782K 0.07%
+14,272
New +$795K
DECK icon
230
Deckers Outdoor
DECK
$13.2B
$778K 0.07%
12,960
-14,064
-52% -$964K
ITA icon
231
iShares US Aerospace & Defense ETF
ITA
$14.2B
$777K 0.07%
+7,454
New +$791K
FCEL icon
232
FuelCell Energy
FCEL
$1.73B
$776K 0.07%
+3,870
New +$769K
PFSI icon
233
PennyMac Financial
PFSI
$3.92B
$758K 0.07%
+12,410
New +$788K
NDSN icon
234
Nordson
NDSN
$16.6B
$750K 0.07%
3,153
-2,069
-40% -$478K
AMRN
235
Amarin Corp
AMRN
$299M
$744K 0.07%
+7,301
New +$717K
VISN
236
Vistance Networks Inc
VISN
$2.65B
$735K 0.07%
+54,100
New +$930K
TRIP icon
237
TripAdvisor
TRIP
$1.65B
$733K 0.07%
21,679
-32,894
-60% -$1.18M
UAA icon
238
Under Armour
UAA
$2.84B
$702K 0.06%
+34,805
New +$769K
DAR icon
239
Darling Ingredients
DAR
$9.64B
$694K 0.06%
+9,660
New +$691K
TGNA
240
DELISTED
TEGNA Inc
TGNA
$684K 0.06%
34,687
+9,402
+37% +$171K
PODD icon
241
Insulet
PODD
$11.5B
$683K 0.06%
+2,406
New +$686K
DUK icon
242
Duke Energy
DUK
$97.8B
$682K 0.06%
6,994
+3,119
+80% +$323K
C icon
243
Citigroup
C
$222B
$671K 0.06%
+9,570
New +$669K
RL icon
244
Ralph Lauren
RL
$22.6B
$665K 0.06%
5,996
+1,894
+46% +$219K
ITUB icon
245
Itaú Unibanco
ITUB
$93.2B
$664K 0.06%
173,389
-592,419
-77% -$2.43M
MTG icon
246
MGIC Investment
MTG
$6.16B
$653K 0.06%
+43,702
New +$633K
SPWR
247
DELISTED
SunPower Corporation Common Stock
SPWR
$651K 0.06%
+28,724
New +$672K
CRK icon
248
Comstock Resources
CRK
$3.89B
$638K 0.06%
61,708
+37,951
+160% +$257K
IBN icon
249
ICICI Bank
IBN
$108B
$636K 0.06%
+33,737
New +$632K
ETR icon
250
Entergy
ETR
$50.2B
$631K 0.06%
+12,726
New +$681K
8 9
10
11 12

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Quantitative Investment Management's Q3 2021 Portfolio in Review

As of Q3 2021, Quantitative Investment Management held 614 positions worth $1.1B, down 0.25% from $1.11B the previous quarter. Its ten largest holdings account for 30% of the portfolio.

Quantitative Investment Management's Q3 2021 filing shows 238 new, 60 increased, 71 reduced and 245 closed positions. Its largest new stake was Netflix: 715,520 shares worth $43.7M. The largest sale was iShares MSCI Emerging Markets ETF, an estimated $37M.

By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 17% a quarter earlier, followed by Consumer Discretionary and Healthcare.

  • Quantitative Investment Management's largest Q3 2021 buy was Netflix: 715,520 shares worth $43.7M.
  • Quantitative Investment Management added most to iShares MSCI Japan ETF in Q3 2021, an estimated $40.5M increase.
  • Quantitative Investment Management's biggest Q3 2021 reduction was Apple, cutting an estimated $25.6M.
  • Quantitative Investment Management fully exited iShares MSCI Emerging Markets ETF in Q3 2021, selling an estimated $37M.
  • Quantitative Investment Management's ten largest holdings make up 30% of its $1.1B portfolio in Q3 2021.
  • Quantitative Investment Management opened 238 new positions and closed 245 in Q3 2021.
  • Quantitative Investment Management's portfolio value fell 0.25% quarter-over-quarter to $1.1B.

Based on Quantitative Investment Management's 13F filing for Q3 2021, filed 15 Nov 2021.