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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 | |
|---|---|---|---|---|---|---|
526
Pool Corp
POOL
$6.75B
| – | – |
-1,591
| Closed | -$729K |
|
527
Perrigo
PRGO
$1.4B
| – | – |
-10,654
| Closed | -$488K |
|
528
Papa John's
PZZA
$984M
| – | – |
-5,290
| Closed | -$552K |
|
529
Royal Caribbean
RCL
$85.1B
| – | – |
-15,920
| Closed | -$1.36M |
|
530
Royal Gold
RGLD
$16.8B
| – | – |
-4,271
| Closed | -$487K |
|
531
Sturm, Ruger & Co
RGR
$594M
| – | – |
-5,065
| Closed | -$455K |
|
532
RH
RH
$3.13B
| – | – |
-783
| Closed | -$531K |
|
533
Rio Tinto
RIO
$158B
| – | – |
-12,888
| Closed | -$1.08M |
|
534
ResMed
RMD
$30.6B
| – | – |
-8,028
| Closed | -$1.98M |
|
535
Ross Stores
ROST
$80.5B
| – | – |
-6,166
| Closed | -$764K |
|
536
RPM International
RPM
$13.7B
| – | – |
-2,653
| Closed | -$235K |
|
537
Revvity
RVTY
$12.6B
| – | – |
-10,927
| Closed | -$1.69M |
|
538
SAP
SAP
$212B
| – | – |
-7,470
| Closed | -$1.05M |
|
539
Sabra Healthcare REIT
SBRA
$5.34B
| – | – |
-19,029
| Closed | -$346K |
|
540
Starbucks
SBUX
$120B
| – | – |
-41,717
| Closed | -$4.66M |
|
541
Southern Copper
SCCO
$143B
| – | – |
-5,332
| Closed | -$317K |
|
542
SEI Investments
SEIC
$12.4B
| – | – |
-7,042
| Closed | -$436K |
|
543
SiriusXM
SIRI
$9.98B
| – | – |
-1,047
| Closed | -$68K |
|
544
Champion Homes
SKY
$4.37B
| – | – |
-4,451
| Closed | -$237K |
|
|
SKX
545
DELISTED
Skechers
SKX
| – | – |
-7,256
| Closed | -$361K |
|
546
VanEck Semiconductor ETF
SMH
$65.2B
| – | – |
-2,192
| Closed | -$287K |
|
|
SNBR
547
DELISTED
Sleep Number
SNBR
| – | – |
-2,679
| Closed | -$294K |
|
548
Southern Company
SO
$109B
| – | – |
-26,267
| Closed | -$1.59M |
|
549
Sonoco
SON
$5.57B
| – | – |
-3,460
| Closed | -$231K |
|
550
iShares Semiconductor ETF
SOXX
$41.7B
| – | – |
-1,467
| Closed | -$222K |
|
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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.