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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
Cap. Flow
+$9.11M
Cap. Flow %
0.82%
Top 10 Hldgs %
29.93%
Holding
614
New
238
Increased
60
Reduced
71
Closed
245

Top Buys

Rank Stock Value
1
EWJ icon
iShares MSCI Japan ETF
EWJ
+$40.5M
2
NFLX icon
Netflix
NFLX
+$39.4M
3
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$37.6M
4
AMD icon
Advanced Micro Devices
AMD
+$30.2M
5
WMT icon
Walmart Inc
WMT
+$29M

Top Sells

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$37M
2
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$35.2M
3
MSFT icon
Microsoft
MSFT
+$33.5M
4
AAPL icon
Apple
AAPL
+$25.6M
5
IEMG icon
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
EC icon
426
Ecopetrol
EC
$36.4B
– –
-14,948
Closed -$218K
EEM icon
427
iShares MSCI Emerging Markets ETF
EEM
$30.8B
– –
-670,231
Closed -$37M
EL icon
428
Estee Lauder
EL
$34.9B
– –
-5,694
Closed -$1.81M
EMN icon
429
Eastman Chemical
EMN
$7.52B
– –
-2,565
Closed -$299K
ENPH icon
430
Enphase Energy
ENPH
$4.7B
– –
-7,481
Closed -$1.37M
EW icon
431
Edwards Lifesciences
EW
$51.6B
– –
-2,247
Closed -$232K
EWA icon
432
iShares MSCI Australia ETF
EWA
$1.28B
– –
-47,483
Closed -$1.23M
EWG icon
433
iShares MSCI Germany ETF
EWG
$1.69B
– –
-26,354
Closed -$911K
EWP icon
434
iShares MSCI Spain ETF
EWP
$2.23B
– –
-23,071
Closed -$655K
EWY icon
435
iShares MSCI South Korea ETF
EWY
$27.3B
– –
-66,394
Closed -$6.19M
EWW icon
436
iShares MSCI Mexico ETF
EWW
$1.72B
– –
-8,615
Closed -$413K
EWZ icon
437
iShares MSCI Brazil ETF
EWZ
$8.57B
– –
-383,246
Closed -$15.5M
FAST icon
438
Fastenal
FAST
$57B
– –
-111,160
Closed -$2.89M
FBIN icon
439
Fortune Brands Innovations
FBIN
$4.77B
– –
-27,989
Closed -$2.38M
FCN icon
440
FTI Consulting
FCN
$4.05B
– –
-7,146
Closed -$976K
FDN icon
441
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.32B
– –
-5,965
Closed -$1.46M
FDX icon
442
FedEx
FDX
$71.7B
– –
-3,646
Closed -$1.09M
FISV
443
Fiserv Inc
FISV
$26.5B
– –
-9,914
Closed -$1.06M
FIVE icon
444
Five Below
FIVE
$13.2B
– –
-4,987
Closed -$963K
FLO icon
445
Flowers Foods
FLO
$1.31B
– –
-14,133
Closed -$342K
FOSL icon
446
Fossil Group
FOSL
$313M
– –
-13,424
Closed -$191K
GEN icon
447
Gen Digital
GEN
$18.4B
– –
-447,195
Closed -$12.2M
GGG icon
448
Graco
GGG
$12.5B
– –
-5,881
Closed -$445K
GLD icon
449
SPDR Gold Trust
GLD
$147B
– –
-28,406
Closed -$4.7M
GLW icon
450
Corning
GLW
$126B
– –
-49,035
Closed -$2M
16 17
18
19 20

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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.