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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 | |
|---|---|---|---|---|---|---|
176
Kroger
KR
$35.5B
| $1.25M | 0.11% |
+30,892
| New | +$1.3M |
|
177
TE Connectivity
TEL
$60.3B
| $1.24M | 0.11% |
+9,058
| New | +$1.31M |
|
178
PepsiCo
PEP
$191B
| $1.23M | 0.11% |
+8,151
| New | +$1.26M |
|
179
Wabtec
WAB
$49.5B
| $1.22M | 0.11% |
+14,194
| New | +$1.22M |
|
|
LAC
180
DELISTED
Lithium Americas Corp. Common Shares
LAC
| $1.21M | 0.11% |
+54,130
| New | +$952K |
|
181
QuidelOrtho
QDEL
$1.12B
| $1.18M | 0.11% |
8,350
+2,231
| +36% | +$300K |
|
182
Vanguard Financials ETF
VFH
$13.5B
| $1.17M | 0.11% |
+12,589
| New | +$1.16M |
|
183
Evergy
EVRG
$19.2B
| $1.16M | 0.11% |
18,692
+8,681
| +87% | +$569K |
|
184
Weyerhaeuser
WY
$18B
| $1.15M | 0.1% |
+32,364
| New | +$1.13M |
|
|
GTLS
185
DELISTED
Chart Industries
GTLS
| $1.15M | 0.1% |
+5,995
| New | +$1.03M |
|
186
Cencora
COR
$60.6B
| $1.14M | 0.1% |
+9,583
| New | +$1.15M |
|
|
COOP
187
DELISTED
Mr. Cooper
COOP
| $1.13M | 0.1% |
+27,545
| New | +$1.04M |
|
188
Broadridge
BR
$17.7B
| $1.12M | 0.1% |
+6,744
| New | +$1.15M |
|
189
US Bancorp
USB
$98.5B
| $1.08M | 0.1% |
+18,235
| New | +$1.04M |
|
190
Entegris
ENTG
$18.6B
| $1.08M | 0.1% |
+8,597
| New | +$1.04M |
|
191
Pentair
PNR
$10.4B
| $1.08M | 0.1% |
14,902
+11,781
| +377% | +$879K |
|
192
TSMC
TSM
$2.11T
| $1.08M | 0.1% |
+9,666
| New | +$1.13M |
|
|
WW
193
DELISTED
WW International
WW
| $1.08M | 0.1% |
59,146
+38,423
| +185% | +$1M |
|
194
Public Service Enterprise Group
PEG
$38.4B
| $1.07M | 0.1% |
+17,608
| New | +$1.1M |
|
195
Weibo
WB
$1.99B
| $1.06M | 0.1% |
+22,395
| New | +$1.21M |
|
196
Logitech
LOGI
$14.6B
| $1.04M | 0.09% |
+11,799
| New | +$1.27M |
|
|
SWN
197
DELISTED
Southwestern Energy Company
SWN
| $1.03M | 0.09% |
+186,579
| New | +$911K |
|
198
iShares US Energy ETF
IYE
$1.73B
| $1.03M | 0.09% |
+36,342
| New | +$976K |
|
199
The Mosaic Company
MOS
$7.07B
| $1.02M | 0.09% |
+28,657
| New | +$917K |
|
200
KLA
KLAC
$244B
| $1.02M | 0.09% |
+30,560
| New | +$1.02M |
|
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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.