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QIM
Quantitative Investment Management Portfolio holdings
AUM
$917M
1-Year Est. Return
3.96%
This Fund
S&P 500
This Quarter
Est. Return
+12.83%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
AUM
$712M
AUM Growth
-$392M
(-35%)
Cap. Flow
-$453M
Cap. Flow
% of AUM
-63.6%
Top 10 Holdings %
Top 10 Hldgs %
34.1%
Holding
501
New
132
Increased
29
Reduced
70
Closed
270
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$40.1M |
| 2 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$25.1M |
| 3 |
SPDR Gold Trust
GLD
|
+$17.6M |
| 4 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$14M |
| 5 |
Berkshire Hathaway Class B
BRK.B
|
+$13.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Japan ETF
EWJ
|
+$47.8M |
| 2 |
Netflix
NFLX
|
+$43.7M |
| 3 |
Pfizer
PFE
|
+$36.9M |
| 4 |
Advanced Micro Devices
AMD
|
+$28.5M |
| 5 |
Walmart Inc
WMT
|
+$28M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 38.51% |
| 2 | Technology | 15.78% |
| 3 | Consumer Discretionary | 13.18% |
| 4 | Healthcare | 9.35% |
| 5 | Consumer Staples | 5.96% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Boyd Gaming
BYD
$5.53B
| $210K | 0.03% |
+3,216
| New | +$204K |
|
|
K
227
DELISTED
Kellanova
K
| $207K | 0.03% |
+3,438
| New | +$203K |
|
228
Cheniere Energy
LNG
$56B
| $206K | 0.03% |
2,034
-23,860
| -92% | -$2.49M |
|
|
CGC
229
Canopy Growth
CGC
$389M
| $169K | 0.02% |
1,945
-8,980
| -82% | -$1.07M |
|
230
TAL Education Group
TAL
$6.52B
| $134K | 0.02% |
34,209
-301,528
| -90% | -$1.36M |
|
231
SiriusXM
SIRI
$9.95B
| $98K | 0.01% |
+1,559
| New | +$97.5K |
|
232
Ambev
ABEV
$46.6B
| – | – |
-472,972
| Closed | -$1.3M |
|
233
Acadia Healthcare
ACHC
$2.55B
| – | – |
-6,025
| Closed | -$384K |
|
234
Analog Devices
ADI
$175B
| – | – |
-19,084
| Closed | -$3.2M |
|
235
Ameren
AEE
$28.5B
| – | – |
-27,552
| Closed | -$2.23M |
|
236
AGNC Investment
AGNC
$11.8B
| – | – |
-10,266
| Closed | -$161K |
|
237
Align Technology
ALGN
$10.4B
| – | – |
-5,811
| Closed | -$3.87M |
|
238
Alnylam Pharmaceuticals
ALNY
$31.9B
| – | – |
-14,293
| Closed | -$2.7M |
|
239
Ambarella
AMBA
$2.84B
| – | – |
-16,823
| Closed | -$2.62M |
|
240
AMC Global Media
AMCX
$503M
| – | – |
-6,929
| Closed | -$322K |
|
|
AMED
241
DELISTED
Amedisys
AMED
| – | – |
-1,864
| Closed | -$277K |
|
242
Amkor Technology
AMKR
$11.5B
| – | – |
-9,799
| Closed | -$244K |
|
|
AMRN
243
Amarin Corp
AMRN
$294M
| – | – |
-7,301
| Closed | -$744K |
|
244
Aemetis
AMTX
$138M
| – | – |
-26,588
| Closed | -$486K |
|
245
America Movil
AMX
$69.4B
| – | – |
-71,306
| Closed | -$1.26M |
|
246
Amazon
AMZN
$2.68T
| – | – |
-146,500
| Closed | -$24.1M |
|
247
AutoNation
AN
$6.73B
| – | – |
-7,473
| Closed | -$909K |
|
248
Amphenol
APH
$191B
| – | – |
-49,704
| Closed | -$909K |
|
249
Alpha Pro Tech
APT
$54M
| – | – |
-46,515
| Closed | -$313K |
|
250
Alexandria Real Estate Equities
ARE
$9.11B
| – | – |
-7,158
| Closed | -$1.37M |
|
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Quantitative Investment Management's Q4 2021 Portfolio in Review
As of Q4 2021, Quantitative Investment Management held 501 positions worth $712M, down 35% from $1.1B the previous quarter. Its ten largest holdings account for 34% of the portfolio.
Quantitative Investment Management withdrew a net $453M in Q4 2021, closing 270 positions and reducing 70 holdings. Its most notable exit was iShares MSCI Japan ETF, an estimated $47.8M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 39% of assets, up from 23% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Quantitative Investment Management opened a new position in State Street Industrial Select Sector SPDR ETF worth $40.8M.
- Quantitative Investment Management's largest Q4 2021 buy was State Street Industrial Select Sector SPDR ETF: 386,068 shares worth $40.8M.
- Quantitative Investment Management added most to Alibaba in Q4 2021, an estimated $11M increase.
- Quantitative Investment Management's biggest Q4 2021 reduction was Advanced Micro Devices, cutting an estimated $28.5M.
- Quantitative Investment Management fully exited iShares MSCI Japan ETF in Q4 2021, selling an estimated $47.8M.
- Quantitative Investment Management's ten largest holdings make up 34% of its $712M portfolio in Q4 2021.
- Quantitative Investment Management opened 132 new positions and closed 270 in Q4 2021.
- Quantitative Investment Management's portfolio value fell 35% quarter-over-quarter to $712M.
Based on Quantitative Investment Management's 13F filing for Q4 2021, filed 14 Feb 2022.