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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 | |
|---|---|---|---|---|---|---|
276
Cognex
CGNX
$9.95B
| – | – |
-6,473
| Closed | -$519K |
|
277
Core Laboratories
CLB
$563M
| – | – |
-8,101
| Closed | -$224K |
|
278
Canadian National Railway
CNI
$73.7B
| – | – |
-27,058
| Closed | -$3.13M |
|
|
VISN
279
Vistance Networks Inc
VISN
$1.55B
| – | – |
-54,100
| Closed | -$735K |
|
280
Cooper Companies
COO
$10.1B
| – | – |
-40,776
| Closed | -$4.21M |
|
|
COOP
281
DELISTED
Mr. Cooper
COOP
| – | – |
-27,545
| Closed | -$1.13M |
|
282
ConocoPhillips
COP
$170B
| – | – |
-46,246
| Closed | -$3.13M |
|
283
Comstock Resources
CRK
$4.2B
| – | – |
-61,708
| Closed | -$638K |
|
284
Salesforce
CRM
$210B
| – | – |
-50,147
| Closed | -$13.6M |
|
285
Cirrus Logic
CRUS
$6.12B
| – | – |
-20,996
| Closed | -$1.73M |
|
286
CoStar Group
CSGP
$12.8B
| – | – |
-29,210
| Closed | -$2.51M |
|
287
Chevron
CVX
$427B
| – | – |
-71,995
| Closed | -$7.3M |
|
288
Casella Waste Systems
CWST
$5.75B
| – | – |
-2,927
| Closed | -$222K |
|
289
CoreCivic
CXW
$3.5B
| – | – |
-18,167
| Closed | -$161K |
|
290
Caesars Entertainment
CZR
$6.04B
| – | – |
-28,073
| Closed | -$3.15M |
|
291
Darling Ingredients
DAR
$10.5B
| – | – |
-9,660
| Closed | -$694K |
|
292
Deckers Outdoor
DECK
$10.6B
| – | – |
-12,960
| Closed | -$778K |
|
293
Quest Diagnostics
DGX
$27.3B
| – | – |
-23,458
| Closed | -$3.41M |
|
294
Diodes
DIOD
$4.16B
| – | – |
-4,987
| Closed | -$451K |
|
295
Domino's
DPZ
$10.3B
| – | – |
-5,907
| Closed | -$2.82M |
|
|
DQ
296
Daqo New Energy
DQ
$762M
| – | – |
-5,675
| Closed | -$323K |
|
297
Darden Restaurants
DRI
$23.7B
| – | – |
-2,791
| Closed | -$422K |
|
298
DaVita
DVA
$12.2B
| – | – |
-7,455
| Closed | -$866K |
|
299
DXC Technology
DXC
$1.92B
| – | – |
-23,708
| Closed | -$796K |
|
300
Brinker International
EAT
$8.5B
| – | – |
-8,876
| Closed | -$435K |
|
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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.