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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
(-0.25%)
Cap. Flow
+$9.11M
Cap. Flow
% of AUM
0.82%
Top 10 Holdings %
Top 10 Hldgs %
29.93%
Holding
614
New
238
Increased
60
Reduced
71
Closed
245
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Japan ETF
EWJ
|
+$40.5M |
| 2 |
Netflix
NFLX
|
+$39.4M |
| 3 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$37.6M |
| 4 |
Advanced Micro Devices
AMD
|
+$30.2M |
| 5 |
Walmart Inc
WMT
|
+$29M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$37M |
| 2 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$35.2M |
| 3 |
Microsoft
MSFT
|
+$33.5M |
| 4 |
Apple
AAPL
|
+$25.6M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
251
CF Industries
CF
$19.2B
| $630K | 0.06% |
+11,295
| New | +$542K |
|
252
Nucor
NUE
$58.6B
| $629K | 0.06% |
+6,391
| New | +$679K |
|
253
Murphy USA
MUSA
$11.2B
| $623K | 0.06% |
+3,729
| New | +$562K |
|
254
Rollins
ROL
$18.3B
| $620K | 0.06% |
+17,572
| New | +$657K |
|
255
Ryanair
RYAAY
$30.4B
| $616K | 0.06% |
+14,010
| New | +$606K |
|
256
Corpay
CPAY
$25B
| $612K | 0.06% |
2,343
-835
| -26% | -$216K |
|
257
NeoGenomics
NEO
$1.96B
| $598K | 0.05% |
+12,408
| New | +$574K |
|
258
Magna International
MGA
$18.7B
| $591K | 0.05% |
+7,858
| New | +$647K |
|
259
Old Dominion Freight Line
ODFL
$44.1B
| $586K | 0.05% |
4,100
-13,964
| -77% | -$1.94M |
|
260
Ryman Hospitality Properties
RHP
$8.43B
| $569K | 0.05% |
+6,802
| New | +$541K |
|
|
TTM
261
DELISTED
Tata Motors Limited
TTM
| $564K | 0.05% |
+25,198
| New | +$512K |
|
262
Group 1 Automotive
GPI
$3.42B
| $552K | 0.05% |
+2,943
| New | +$499K |
|
263
Fluor
FLR
$7.01B
| $550K | 0.05% |
+34,464
| New | +$566K |
|
264
MACOM Technology Solutions
MTSI
$19.2B
| $549K | 0.05% |
8,469
+3,098
| +58% | +$190K |
|
265
TC Energy
TRP
$70.2B
| $549K | 0.05% |
+11,426
| New | +$554K |
|
266
Lear
LEA
$6.54B
| $547K | 0.05% |
+3,501
| New | +$573K |
|
267
Synopsys
SNPS
$74.4B
| $536K | 0.05% |
+1,793
| New | +$544K |
|
268
HSBC
HSBC
$365B
| $533K | 0.05% |
+20,412
| New | +$556K |
|
269
LivePerson
LPSN
$21.8M
| $528K | 0.05% |
597
+334
| +127% | +$315K |
|
270
Tapestry
TPR
$30.8B
| $524K | 0.05% |
+14,177
| New | +$583K |
|
271
Boston Properties
BXP
$11.2B
| $521K | 0.05% |
4,814
-2,379
| -33% | -$272K |
|
272
W.P. Carey
WPC
$16.8B
| $521K | 0.05% |
7,289
-4,782
| -40% | -$364K |
|
273
Cognex
CGNX
$10.9B
| $519K | 0.05% |
+6,473
| New | +$557K |
|
274
Leggett & Platt
LEG
$1.34B
| $517K | 0.05% |
11,537
-9,923
| -46% | -$478K |
|
275
Bank OZK
OZK
$5.6B
| $516K | 0.05% |
+12,020
| New | +$501K |
|
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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.