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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 | |
|---|---|---|---|---|---|---|
301
Everest Group
EG
$14.6B
| – | – |
-5,147
| Closed | -$1.29M |
|
302
Edison International
EIX
$21B
| – | – |
-25,494
| Closed | -$1.41M |
|
303
Enbridge
ENB
$106B
| – | – |
-47,237
| Closed | -$1.88M |
|
304
EQT Corp
EQT
$33.2B
| – | – |
-25,058
| Closed | -$512K |
|
305
Empire State Realty Trust
ESRT
$732M
| – | – |
-23,413
| Closed | -$234K |
|
306
Entergy
ETR
$49.2B
| – | – |
-12,726
| Closed | -$631K |
|
307
Evercore
EVR
$10.4B
| – | – |
-2,105
| Closed | -$281K |
|
308
Evergy
EVRG
$18.5B
| – | – |
-18,692
| Closed | -$1.16M |
|
309
East-West Bancorp
EWBC
$17.6B
| – | – |
-4,310
| Closed | -$334K |
|
|
310
iShares MSCI Japan ETF
EWJ
$23.3B
| – | – |
-680,211
| Closed | -$47.8M |
|
311
Ford
F
$53.8B
| – | – |
-155,871
| Closed | -$2.21M |
|
312
FuelCell Energy
FCEL
$1.22B
| – | – |
-3,870
| Closed | -$776K |
|
313
Factset
FDS
$9.85B
| – | – |
-3,719
| Closed | -$1.47M |
|
314
Fidelity National Information Services
FIS
$19.3B
| – | – |
-6,665
| Closed | -$810K |
|
315
National Beverage
FIZZ
$2.94B
| – | – |
-15,660
| Closed | -$821K |
|
316
Flex
FLEX
$39.9B
| – | – |
-33,255
| Closed | -$443K |
|
317
Fluor
FLR
$7.23B
| – | – |
-34,464
| Closed | -$550K |
|
318
Fomento Económico Mexicano
FMX
$41.4B
| – | – |
-3,287
| Closed | -$285K |
|
319
Fabrinet
FN
$13.4B
| – | – |
-2,806
| Closed | -$287K |
|
320
Franco-Nevada
FNV
$50.7B
| – | – |
-1,763
| Closed | -$229K |
|
|
FOLD
321
DELISTED
Amicus Therapeutics
FOLD
| – | – |
-34,534
| Closed | -$329K |
|
322
First Solar
FSLR
$21.7B
| – | – |
-13,154
| Closed | -$1.25M |
|
323
Fortuna Silver Mines
FSM
$3.44B
| – | – |
-31,621
| Closed | -$124K |
|
324
VanEck Gold Miners ETF
GDX
$28.3B
| – | – |
-506,491
| Closed | -$14.9M |
|
325
VanEck Junior Gold Miners ETF
GDXJ
$8.92B
| – | – |
-275,453
| Closed | -$10.6M |
|
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GC
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.