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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 | |
|---|---|---|---|---|---|---|
376
Archer Daniels Midland
ADM
$38.2B
| – | – |
-8,989
| Closed | -$544K |
|
377
American Electric Power
AEP
$69.6B
| – | – |
-48,639
| Closed | -$4.11M |
|
378
Arthur J. Gallagher & Co
AJG
$64.1B
| – | – |
-16,120
| Closed | -$2.26M |
|
379
Akamai
AKAM
$16.7B
| – | – |
-9,647
| Closed | -$1.12M |
|
380
Allegiant Air
ALGT
$2.64B
| – | – |
-1,776
| Closed | -$344K |
|
381
Alkermes
ALKS
$8.22B
| – | – |
-38,938
| Closed | -$954K |
|
382
Allstate
ALL
$68B
| – | – |
-19,900
| Closed | -$2.6M |
|
383
Amgen
AMGN
$208B
| – | – |
-11,554
| Closed | -$2.82M |
|
384
AMN Healthcare
AMN
$1.3B
| – | – |
-4,696
| Closed | -$455K |
|
385
Aon
AON
$76.5B
| – | – |
-13,515
| Closed | -$3.23M |
|
386
Air Products & Chemicals
APD
$65.7B
| – | – |
-2,397
| Closed | -$689K |
|
387
Aptiv
APTV
$12B
| – | – |
-16,981
| Closed | -$2.67M |
|
388
Arrowhead Research
ARWR
$11.9B
| – | – |
-25,250
| Closed | -$2.09M |
|
389
Atmos Energy
ATO
$28.8B
| – | – |
-6,370
| Closed | -$612K |
|
390
AptarGroup
ATR
$8.55B
| – | – |
-2,105
| Closed | -$296K |
|
391
AXIS Capital
AXS
$7.68B
| – | – |
-5,041
| Closed | -$247K |
|
392
Baxter International
BAX
$13.5B
| – | – |
-10,237
| Closed | -$824K |
|
393
BlackBerry
BB
$4.98B
| – | – |
-122,001
| Closed | -$1.49M |
|
394
B&G Foods
BGS
$287M
| – | – |
-21,752
| Closed | -$713K |
|
395
Bausch Health
BHC
$2.58B
| – | – |
-11,676
| Closed | -$342K |
|
|
BNY
396
Bank of New York Mellon
BNY
$106B
| – | – |
-18,946
| Closed | -$970K |
|
397
Baker Hughes
BKR
$60B
| – | – |
-86,222
| Closed | -$1.97M |
|
398
Blackrock
BLK
$169B
| – | – |
-2,846
| Closed | -$2.49M |
|
399
BioMarin Pharmaceuticals
BMRN
$11.6B
| – | – |
-22,070
| Closed | -$1.84M |
|
400
Bristol-Myers Squibb
BMY
$133B
| – | – |
-137,230
| Closed | -$9.17M |
|
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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.