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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 | |
|---|---|---|---|---|---|---|
101
State Street SPDR S&P Retail ETF
XRT
$453M
| $2.42M | 0.22% |
+26,834
| New | +$2.55M |
|
102
Sony
SONY
$134B
| $2.42M | 0.22% |
+109,405
| New | +$2.29M |
|
103
ScottsMiracle-Gro
SMG
$3.97B
| $2.37M | 0.21% |
+16,211
| New | +$2.66M |
|
104
Tandem Diabetes Care
TNDM
$1.3B
| $2.34M | 0.21% |
+19,605
| New | +$2.16M |
|
105
Cognizant
CTSH
$24.3B
| $2.34M | 0.21% |
+31,480
| New | +$2.32M |
|
106
Freeport-McMoran
FCX
$91.2B
| $2.33M | 0.21% |
+71,756
| New | +$2.53M |
|
107
Service Corp International
SCI
$11.7B
| $2.28M | 0.21% |
+37,850
| New | +$2.3M |
|
108
STMicroelectronics
STM
$47.3B
| $2.26M | 0.2% |
+51,747
| New | +$2.18M |
|
109
IBM
IBM
$209B
| $2.25M | 0.2% |
+16,957
| New | +$2.27M |
|
110
Ameren
AEE
$30.1B
| $2.23M | 0.2% |
+27,552
| New | +$2.35M |
|
111
Ford
F
$59.3B
| $2.21M | 0.2% |
+155,871
| New | +$2.12M |
|
112
Cameco
CCJ
$38.4B
| $2.2M | 0.2% |
+101,418
| New | +$1.92M |
|
|
PARA
113
DELISTED
Paramount Global Class B
PARA
| $2.19M | 0.2% |
55,382
+38,070
| +220% | +$1.55M |
|
114
Ameriprise Financial
AMP
$48.1B
| $2.13M | 0.19% |
+8,055
| New | +$2.11M |
|
115
Occidental Petroleum
OXY
$55.6B
| $2.09M | 0.19% |
+70,690
| New | +$1.89M |
|
116
Equinix
EQIX
$103B
| $2.08M | 0.19% |
2,635
+861
| +49% | +$715K |
|
|
RSX
117
DELISTED
VanEck Russia ETF
RSX
| $2.08M | 0.19% |
68,589
+26,825
| +64% | +$784K |
|
118
United Rentals
URI
$66.5B
| $2.06M | 0.19% |
+5,861
| New | +$1.97M |
|
|
NLSN
119
DELISTED
Nielsen Holdings plc
NLSN
| $1.95M | 0.18% |
+101,773
| New | +$2.27M |
|
|
JOYY
120
JOYY Inc
JOYY
$3.68B
| $1.94M | 0.18% |
35,472
-18,271
| -34% | -$1.02M |
|
121
WIX.com
WIX
$2.37B
| $1.94M | 0.18% |
+9,897
| New | +$2.45M |
|
122
Trex
TREX
$4.56B
| $1.94M | 0.18% |
+19,000
| New | +$1.99M |
|
123
iShares US Medical Devices ETF
IHI
$3.14B
| $1.91M | 0.17% |
30,463
-11,795
| -28% | -$753K |
|
124
New Oriental
EDU
$9B
| $1.88M | 0.17% |
91,943
+60,024
| +188% | +$1.91M |
|
125
Enbridge
ENB
$121B
| $1.88M | 0.17% |
+47,237
| New | +$1.86M |
|
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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.