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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 | |
|---|---|---|---|---|---|---|
301
Semtech
SMTC
$11B
| $392K | 0.04% |
+5,034
| New | +$345K |
|
|
GAP
302
The Gap Inc
GAP
$7.23B
| $387K | 0.04% |
+17,090
| New | +$472K |
|
303
Acadia Healthcare
ACHC
$2.76B
| $384K | 0.03% |
+6,025
| New | +$380K |
|
304
Anavex Life Sciences
AVXL
$255M
| $384K | 0.03% |
+21,436
| New | +$427K |
|
305
Marriott International
MAR
$98.3B
| $370K | 0.03% |
+2,501
| New | +$349K |
|
|
VTNR
306
DELISTED
Vertex Energy, Inc
VTNR
| $370K | 0.03% |
+70,627
| New | +$561K |
|
|
COR
307
DELISTED
Coresite Realty Corporation
COR
| $368K | 0.03% |
2,663
-13
| -0.5% | -$1.86K |
|
308
Insperity
NSP
$1.93B
| $363K | 0.03% |
3,283
-2,254
| -41% | -$231K |
|
309
Lincoln National
LNC
$8.73B
| $346K | 0.03% |
+5,036
| New | +$329K |
|
310
Gogo Inc
GOGO
$565M
| $344K | 0.03% |
+19,938
| New | +$241K |
|
311
Gerdau
GGB
$9.74B
| $341K | 0.03% |
87,464
-140,370
| -62% | -$611K |
|
312
PetMed Express
PETS
$41.7M
| $338K | 0.03% |
+12,588
| New | +$363K |
|
313
NVR
NVR
$16.5B
| $335K | 0.03% |
+70
| New | +$355K |
|
314
East-West Bancorp
EWBC
$17.9B
| $334K | 0.03% |
+4,310
| New | +$314K |
|
315
Post Holdings
POST
$4.14B
| $333K | 0.03% |
4,624
-716
| -13% | -$50.8K |
|
316
Merit Medical Systems
MMSI
$5.08B
| $332K | 0.03% |
4,629
-125
| -3% | -$8.48K |
|
|
FOLD
317
DELISTED
Amicus Therapeutics
FOLD
| $329K | 0.03% |
+34,534
| New | +$353K |
|
|
DQ
318
Daqo New Energy
DQ
$823M
| $323K | 0.03% |
+5,675
| New | +$340K |
|
319
Regal Rexnord
RRX
$13.7B
| $323K | 0.03% |
+2,153
| New | +$309K |
|
320
AMC Global Media
AMCX
$492M
| $322K | 0.03% |
+6,929
| New | +$354K |
|
321
New Jersey Resources
NJR
$5.84B
| $321K | 0.03% |
+9,242
| New | +$350K |
|
322
Jacobs Solutions
J
$15.9B
| $319K | 0.03% |
+2,915
| New | +$322K |
|
323
Helmerich & Payne
HP
$3.45B
| $318K | 0.03% |
+11,602
| New | +$324K |
|
324
Alpha Pro Tech
APT
$50.4M
| $313K | 0.03% |
+46,515
| New | +$384K |
|
325
Steris
STE
$22.3B
| $305K | 0.03% |
+1,495
| New | +$320K |
|
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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.