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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 | |
|---|---|---|---|---|---|---|
|
EFOR
251
Everforth Inc
EFOR
$1.39B
| – | – |
-4,259
| Closed | -$481K |
|
252
Ashland
ASH
$3.22B
| – | – |
-10,642
| Closed | -$948K |
|
253
Autohome
ATHM
$2.46B
| – | – |
-29,692
| Closed | -$1.39M |
|
254
Broadcom
AVGO
$1.62T
| – | – |
-233,220
| Closed | -$11.3M |
|
255
Anavex Life Sciences
AVXL
$226M
| – | – |
-21,436
| Closed | -$384K |
|
|
AXON
256
Axon Enterprise
AXON
$35.9B
| – | – |
-5,197
| Closed | -$909K |
|
257
Azenta
AZTA
$1.45B
| – | – |
-12,917
| Closed | -$1.32M |
|
258
AutoZone
AZO
$46.7B
| – | – |
-1,514
| Closed | -$2.57M |
|
259
Banco Bradesco
BBD
$37B
| – | – |
-141,558
| Closed | -$492K |
|
260
Barclays
BCS
$85.3B
| – | – |
-45,747
| Closed | -$472K |
|
261
Baidu
BIDU
$30.9B
| – | – |
-28,519
| Closed | -$4.38M |
|
262
Biogen
BIIB
$31.9B
| – | – |
-23,817
| Closed | -$6.74M |
|
263
Booking.com
BKNG
$129B
| – | – |
-79,550
| Closed | -$7.55M |
|
264
Builders FirstSource
BLDR
$6.48B
| – | – |
-33,443
| Closed | -$1.73M |
|
265
Broadridge
BR
$19.4B
| – | – |
-6,744
| Closed | -$1.12M |
|
266
Brown & Brown
BRO
$22.5B
| – | – |
-5,232
| Closed | -$290K |
|
267
Boston Scientific
BSX
$63.6B
| – | – |
-86,513
| Closed | -$3.75M |
|
268
B2Gold
BTG
$6.9B
| – | – |
-76,383
| Closed | -$261K |
|
269
AB InBev
BUD
$156B
| – | – |
-27,306
| Closed | -$1.54M |
|
270
Boston Properties
BXP
$10.2B
| – | – |
-4,814
| Closed | -$521K |
|
271
Citigroup
C
$228B
| – | – |
-9,570
| Closed | -$671K |
|
272
Crown Holdings
CCK
$12.2B
| – | – |
-7,941
| Closed | -$800K |
|
273
Cadence Design Systems
CDNS
$75.4B
| – | – |
-18,240
| Closed | -$2.76M |
|
274
CF Industries
CF
$20.5B
| – | – |
-11,295
| Closed | -$630K |
|
275
Cullen/Frost Bankers
CFR
$10.1B
| – | – |
-3,767
| Closed | -$446K |
|
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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.