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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 | |
|---|---|---|---|---|---|---|
201
Unilever
UL
$137B
| $1.02M | 0.09% |
16,749
+8,897
| +113% | +$567K |
|
|
MBT
202
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $1.01M | 0.09% |
104,582
-25,649
| -20% | -$231K |
|
|
VG
203
DELISTED
Vonage Holdings Corporation
VG
| $973K | 0.09% |
+60,372
| New | +$875K |
|
204
Eaton
ETN
$161B
| $971K | 0.09% |
6,506
+3,117
| +92% | +$498K |
|
205
Harley-Davidson
HOG
$2.58B
| $970K | 0.09% |
26,509
+1,049
| +4% | +$42.3K |
|
|
HZNP
206
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $960K | 0.09% |
8,773
+3,676
| +72% | +$382K |
|
207
Ashland
ASH
$3.33B
| $948K | 0.09% |
+10,642
| New | +$934K |
|
208
Vail Resorts
MTN
$5.32B
| $939K | 0.09% |
+2,812
| New | +$867K |
|
209
SL Green Realty
SLG
$3.76B
| $936K | 0.08% |
+13,225
| New | +$966K |
|
210
Nexstar Media Group
NXST
$5.82B
| $913K | 0.08% |
+6,013
| New | +$886K |
|
211
AutoNation
AN
$7.11B
| $909K | 0.08% |
+7,473
| New | +$844K |
|
212
Amphenol
APH
$198B
| $909K | 0.08% |
24,852
-15,518
| -38% | -$570K |
|
|
AXON
213
Axon Enterprise
AXON
$42.5B
| $909K | 0.08% |
5,197
+994
| +24% | +$181K |
|
214
Ultragenyx Pharmaceutical
RARE
$2.45B
| $908K | 0.08% |
+10,078
| New | +$911K |
|
215
APA Corp
APA
$13.2B
| $895K | 0.08% |
+41,806
| New | +$799K |
|
216
Williams Companies
WMB
$87.5B
| $882K | 0.08% |
34,024
-76,478
| -69% | -$1.93M |
|
217
Huntsman Corp
HUN
$1.71B
| $871K | 0.08% |
+29,445
| New | +$775K |
|
218
DaVita
DVA
$15.4B
| $866K | 0.08% |
7,455
-3,164
| -30% | -$396K |
|
219
Vuzix
VUZI
$194M
| $860K | 0.08% |
+82,262
| New | +$1.1M |
|
220
Robert Half
RHI
$3.87B
| $843K | 0.08% |
+8,403
| New | +$823K |
|
221
Protolabs
PRLB
$1.79B
| $838K | 0.08% |
12,588
-26
| -0.2% | -$2.03K |
|
222
National Beverage
FIZZ
$2.96B
| $821K | 0.07% |
+15,660
| New | +$729K |
|
223
Oneok
OKE
$57.2B
| $820K | 0.07% |
+14,142
| New | +$760K |
|
224
Fidelity National Information Services
FIS
$23.1B
| $810K | 0.07% |
6,665
-2,336
| -26% | -$313K |
|
225
Crown Holdings
CCK
$12.8B
| $800K | 0.07% |
+7,941
| New | +$833K |
|
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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.