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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
POOL icon
526
Pool Corp
POOL
$6.06B
– –
-1,591
Closed -$729K
PRGO icon
527
Perrigo
PRGO
$1.88B
– –
-10,654
Closed -$488K
PZZA icon
528
Papa John's
PZZA
$682M
– –
-5,290
Closed -$552K
RCL icon
529
Royal Caribbean
RCL
$66.7B
– –
-15,920
Closed -$1.36M
RGLD icon
530
Royal Gold
RGLD
$21.3B
– –
-4,271
Closed -$487K
RGR icon
531
Sturm, Ruger & Co
RGR
$595M
– –
-5,065
Closed -$455K
RH icon
532
RH
RH
$2.36B
– –
-783
Closed -$531K
RIO icon
533
Rio Tinto
RIO
$158B
– –
-12,888
Closed -$1.08M
RMD icon
534
ResMed
RMD
$33.1B
– –
-8,028
Closed -$1.98M
ROST icon
535
Ross Stores
ROST
$72.3B
– –
-6,166
Closed -$764K
RPM icon
536
RPM International
RPM
$12.8B
– –
-2,653
Closed -$235K
RVTY icon
537
Revvity
RVTY
$15.6B
– –
-10,927
Closed -$1.69M
SAP icon
538
SAP
SAP
$249B
– –
-7,470
Closed -$1.05M
SBRA icon
539
Sabra Healthcare REIT
SBRA
$5.18B
– –
-19,029
Closed -$346K
SBUX icon
540
Starbucks
SBUX
$110B
– –
-41,717
Closed -$4.66M
SCCO icon
541
Southern Copper
SCCO
$160B
– –
-5,396
Closed -$317K
SEIC icon
542
SEI Investments
SEIC
$12.7B
– –
-7,042
Closed -$436K
SIRI icon
543
SiriusXM
SIRI
$9.95B
– –
-1,047
Closed -$68K
SKY icon
544
Champion Homes
SKY
$4.59B
– –
-4,451
Closed -$237K
SKX
545
DELISTED
Skechers
SKX
– –
-7,256
Closed -$361K
SMH icon
546
VanEck Semiconductor ETF
SMH
$67.1B
– –
-2,192
Closed -$287K
SNBR
547
DELISTED
Sleep Number
SNBR
– –
-2,679
Closed -$294K
SO icon
548
Southern Company
SO
$98.9B
– –
-26,267
Closed -$1.59M
SON icon
549
Sonoco
SON
$4.77B
– –
-3,460
Closed -$231K
SOXX icon
550
iShares Semiconductor ETF
SOXX
$42.6B
– –
-1,467
Closed -$222K
20 21
22
23 24

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.