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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
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 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
COP icon
76
ConocoPhillips
COP
$145B
$3.13M 0.28%
+46,246
New +$2.67M
CNI icon
77
Canadian National Railway
CNI
$76.9B
$3.13M 0.28%
+27,058
New +$2.99M
ICE icon
78
Intercontinental Exchange
ICE
$87.7B
$3.08M 0.28%
+26,829
New +$3.18M
DG icon
79
Dollar General
DG
$28.1B
$3.01M 0.27%
+14,208
New +$3.21M
ABMD
80
DELISTED
Abiomed Inc
ABMD
$2.95M 0.27%
+9,052
New +$3.07M
MCK icon
81
McKesson
MCK
$101B
$2.83M 0.26%
14,214
+10,394
+272% +$2.08M
DPZ icon
82
Domino's
DPZ
$11.7B
$2.82M 0.26%
+5,907
New +$2.99M
KBWB icon
83
Invesco KBW Bank ETF
KBWB
$6.83B
$2.81M 0.25%
+41,830
New +$2.71M
TFC icon
84
Truist Financial
TFC
$63.5B
$2.77M 0.25%
+47,158
New +$2.64M
CDNS icon
85
Cadence Design Systems
CDNS
$91.7B
$2.76M 0.25%
+18,240
New +$2.78M
KNX icon
86
Knight Transportation
KNX
$11.4B
$2.76M 0.25%
53,944
+31,988
+146% +$1.61M
ALNY icon
87
Alnylam Pharmaceuticals
ALNY
$27.5B
$2.7M 0.24%
14,293
-9,032
-39% -$1.69M
LH icon
88
Labcorp
LH
$25.9B
$2.7M 0.24%
+11,162
New +$2.81M
MOH icon
89
Molina Healthcare
MOH
$10.2B
$2.64M 0.24%
9,738
+7,064
+264% +$1.87M
AMBA icon
90
Ambarella
AMBA
$3.25B
$2.62M 0.24%
+16,823
New +$1.93M
AZO icon
91
AutoZone
AZO
$49.1B
$2.57M 0.23%
+1,514
New +$2.43M
TECK icon
92
Teck Resources
TECK
$30.7B
$2.57M 0.23%
103,129
+65,092
+171% +$1.49M
ROP icon
93
Roper Technologies
ROP
$38.5B
$2.56M 0.23%
5,734
+1,335
+30% +$640K
SHW icon
94
Sherwin-Williams
SHW
$83.7B
$2.53M 0.23%
9,053
-17,331
-66% -$5.07M
LNG icon
95
Cheniere Energy
LNG
$54.1B
$2.53M 0.23%
+25,894
New +$2.27M
CSGP icon
96
CoStar Group
CSGP
$11.9B
$2.51M 0.23%
+29,210
New +$2.52M
PAYX icon
97
Paychex
PAYX
$41.4B
$2.5M 0.23%
+22,258
New +$2.5M
KMI icon
98
Kinder Morgan
KMI
$70.5B
$2.49M 0.23%
+149,036
New +$2.53M
SPLV icon
99
Invesco S&P 500 Low Volatility ETF
SPLV
$7.13B
$2.49M 0.23%
+40,905
New +$2.58M
IJS icon
100
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
$2.48M 0.22%
+24,620
New +$2.49M
2 3
4
5 6

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UWPG
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FWM
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RCIM
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TC
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GHC
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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.