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QIM
Quantitative Investment Management Portfolio holdings
AUM
$917M
1-Year Est. Return
3.96%
This Fund
S&P 500
This Quarter
Est. Return
+1.09%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 | Miscellaneous | 22.89% |
| 2 | Technology | 16.74% |
| 3 | Consumer Discretionary | 15.68% |
| 4 | Healthcare | 13.2% |
| 5 | Communication Services | 8.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
351
Franco-Nevada
FNV
$49.7B
| $229K | 0.02% |
+1,763
| New | +$258K |
|
352
Core Laboratories
CLB
$527M
| $224K | 0.02% |
+8,101
| New | +$247K |
|
|
SPR
353
DELISTED
Spirit AeroSystems
SPR
| $223K | 0.02% |
+5,063
| New | +$212K |
|
354
Casella Waste Systems
CWST
$5.7B
| $222K | 0.02% |
+2,927
| New | +$206K |
|
|
ZNGA
355
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $219K | 0.02% |
+29,090
| New | +$264K |
|
356
Viasat
VSAT
$9.72B
| $212K | 0.02% |
+3,867
| New | +$198K |
|
357
Herc Holdings
HRI
$4.76B
| $209K | 0.02% |
+1,282
| New | +$162K |
|
358
HDFC Bank
HDB
$115B
| $205K | 0.02% |
5,610
-9,798
| -64% | -$363K |
|
359
Hecla Mining
HL
$12B
| $163K | 0.01% |
+29,735
| New | +$185K |
|
360
AGNC Investment
AGNC
$11.7B
| $161K | 0.01% |
+10,266
| New | +$166K |
|
361
CoreCivic
CXW
$3.47B
| $161K | 0.01% |
18,167
-6,262
| -26% | -$61K |
|
362
Petrobras
PBR
$135B
| $153K | 0.01% |
+14,880
| New | +$158K |
|
363
IAMGOLD
IAG
$11.1B
| $151K | 0.01% |
+66,880
| New | +$167K |
|
364
Galicia Financial Group
GGAL
$6.75B
| $145K | 0.01% |
14,438
-124
| -0.9% | -$1.14K |
|
365
Fortuna Silver Mines
FSM
$3.39B
| $124K | 0.01% |
+31,621
| New | +$141K |
|
|
OIG
366
DELISTED
Orbital Infrastructure Group, Inc. Common Stock
OIG
| $83K | 0.01% |
+682
| New | +$94.7K |
|
367
Pitney Bowes
PBI
$2.38B
| $79K | 0.01% |
+11,014
| New | +$86.2K |
|
368
The GEO Group
GEO
$4.15B
| $78K | 0.01% |
10,546
+445
| +4% | +$3.27K |
|
|
WPRT
369
Westport Fuel Systems
WPRT
$37.6M
| $56K | 0.01% |
+1,726
| New | +$69.5K |
|
370
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.87B
| – | – |
-10,959
| Closed | -$1.03M |
|
371
AbbVie
ABBV
$463B
| – | – |
-109,692
| Closed | -$12.4M |
|
372
Arch Capital
ACGL
$33.1B
| – | – |
-18,667
| Closed | -$726K |
|
373
Accenture
ACN
$116B
| – | – |
-18,201
| Closed | -$5.37M |
|
374
iShares MSCI ACWI ex US ETF
ACWX
$12.2B
| – | – |
-17,142
| Closed | -$985K |
|
375
Adobe
ADBE
$99.7B
| – | – |
-18,538
| Closed | -$10.9M |
|
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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 Miscellaneous at 23% of assets, up from 20% a quarter earlier, followed by Technology and Consumer Discretionary.
- 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.