We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
1
iShares MSCI Japan ETF
EWJ
$22.1B
| $47.8M | 4.33% |
680,211
+585,009
| +614% | +$40.5M |
|
|
2
Netflix
NFLX
$305B
| $43.7M | 3.95% |
+715,520
| New | +$39.4M |
|
3
Pfizer
PFE
$142B
| $36.9M | 3.34% |
857,241
+597,297
| +230% | +$26.5M |
|
|
4
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
| $36.2M | 3.28% |
+284,533
| New | +$37.6M |
|
|
5
Advanced Micro Devices
AMD
$791B
| $30.4M | 2.75% |
+295,682
| New | +$30.2M |
|
6
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
| $30M | 2.72% |
+443,029
| New | +$28.5M |
|
7
Tesla
TSLA
$1.22T
| $28.7M | 2.6% |
111,192
+41,115
| +59% | +$9.68M |
|
|
8
Walmart Inc
WMT
$884B
| $28M | 2.54% |
+602,817
| New | +$29M |
|
9
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $24.8M | 2.24% |
+660,193
| New | +$24.7M |
|
10
Amazon
AMZN
$2.53T
| $24.1M | 2.18% |
146,500
-89,740
| -38% | -$15.5M |
|
11
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
| $17.3M | 1.56% |
+662,772
| New | +$16.4M |
|
12
Alibaba
BABA
$279B
| $17M | 1.54% |
+114,939
| New | +$20.9M |
|
13
Nike
NKE
$62.7B
| $15.3M | 1.39% |
105,417
+61,276
| +139% | +$9.99M |
|
14
KraneShares CSI China Internet ETF
KWEB
$5.55B
| $15.2M | 1.38% |
+321,069
| New | +$16.8M |
|
15
VanEck Gold Miners ETF
GDX
$23.5B
| $14.9M | 1.35% |
+506,491
| New | +$16.5M |
|
16
Salesforce
CRM
$148B
| $13.6M | 1.23% |
50,147
-15,661
| -24% | -$3.98M |
|
17
Palo Alto Networks
PANW
$265B
| $12.9M | 1.17% |
161,832
+155,490
| +2,452% | +$10.9M |
|
18
Becton Dickinson
BDX
$45.6B
| $12.2M | 1.1% |
+50,709
| New | +$12.4M |
|
19
NVIDIA
NVDA
$4.72T
| $11.6M | 1.05% |
561,000
-287,760
| -34% | -$5.98M |
|
20
Broadcom
AVGO
$1.85T
| $11.3M | 1.02% |
233,220
+122,440
| +111% | +$5.95M |
|
|
21
Apple
AAPL
$4.9T
| $11.3M | 1.02% |
79,917
-173,599
| -68% | -$25.6M |
|
22
Workday
WDAY
$39B
| $11.2M | 1.02% |
+44,989
| New | +$11.1M |
|
23
Charter Communications
CHTR
$16.9B
| $11M | 0.99% |
15,053
-8,734
| -37% | -$6.63M |
|
24
VanEck Junior Gold Miners ETF
GDXJ
$7.15B
| $10.6M | 0.96% |
+275,453
| New | +$11.8M |
|
25
Texas Instruments
TXN
$255B
| $9.79M | 0.89% |
50,922
+37,780
| +287% | +$7.2M |
|
Similar funds
MK
TFP
UWPG
FWM
RCIM
TC
NA
GHC
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.