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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 | |
|---|---|---|---|---|---|---|
|
BRFS
401
DELISTED
BRF SA
BRFS
| – | – |
-95,722
| Closed | -$523K |
|
402
Santander
BSBR
$42.5B
| – | – |
-13,984
| Closed | -$109K |
|
403
British American Tobacco
BTI
$131B
| – | – |
-24,102
| Closed | -$947K |
|
|
BBBY
404
Bed Bath & Beyond
BBBY
$481M
| – | – |
-33,026
| Closed | -$2.77M |
|
405
Cardinal Health
CAH
$53.9B
| – | – |
-8,588
| Closed | -$490K |
|
406
Church & Dwight Co
CHD
$23.4B
| – | – |
-7,516
| Closed | -$640K |
|
407
Check Point Software Technologies
CHKP
$13B
| – | – |
-15,567
| Closed | -$1.81M |
|
408
Ciena
CIEN
$53.4B
| – | – |
-6,073
| Closed | -$345K |
|
409
CMS Energy
CMS
$22.6B
| – | – |
-13,825
| Closed | -$816K |
|
410
Centene
CNC
$30.7B
| – | – |
-108,135
| Closed | -$7.89M |
|
411
Canadian Pacific Kansas City
CP
$78.1B
| – | – |
-8,522
| Closed | -$655K |
|
412
Carlisle Companies
CSL
$14.3B
| – | – |
-5,159
| Closed | -$987K |
|
413
Cintas
CTAS
$81.9B
| – | – |
-45,148
| Closed | -$4.31M |
|
414
CVS Health
CVS
$133B
| – | – |
-135,827
| Closed | -$11.3M |
|
415
Dominion Energy
D
$60.8B
| – | – |
-12,225
| Closed | -$899K |
|
416
Deutsche Bank
DB
$69B
| – | – |
-27,049
| Closed | -$353K |
|
417
Danaher
DHR
$137B
| – | – |
-48,965
| Closed | -$11.6M |
|
418
HF Sinclair
DINO
$16.3B
| – | – |
-31,477
| Closed | -$1.03M |
|
419
Walt Disney
DIS
$167B
| – | – |
-45,178
| Closed | -$7.94M |
|
420
Digital Realty Trust
DLR
$69.7B
| – | – |
-11,423
| Closed | -$1.72M |
|
421
Dover
DOV
$27.6B
| – | – |
-3,287
| Closed | -$495K |
|
422
DTE Energy
DTE
$29.5B
| – | – |
-23,661
| Closed | -$2.61M |
|
423
DexCom
DXCM
$31.5B
| – | – |
-10,948
| Closed | -$1.17M |
|
424
Electronic Arts
EA
$53B
| – | – |
-9,232
| Closed | -$1.33M |
|
425
eBay
EBAY
$50.6B
| – | – |
-25,216
| Closed | -$1.77M |
|
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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.