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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 | |
|---|---|---|---|---|---|---|
326
The GEO Group
GEO
$4.11B
| – | – |
-10,546
| Closed | -$78K |
|
327
Gerdau
GGB
$9.93B
| – | – |
-87,464
| Closed | -$341K |
|
328
Galicia Financial Group
GGAL
$6.77B
| – | – |
-14,438
| Closed | -$145K |
|
329
Gilead Sciences
GILD
$181B
| – | – |
-94,543
| Closed | -$6.6M |
|
330
Globus Medical
GMED
$10B
| – | – |
-3,833
| Closed | -$293K |
|
331
Gogo Inc
GOGO
$348M
| – | – |
-19,938
| Closed | -$344K |
|
|
B
332
Barrick Mining
B
$70.3B
| – | – |
-99,189
| Closed | -$1.79M |
|
333
Genuine Parts
GPC
$18.1B
| – | – |
-11,695
| Closed | -$1.42M |
|
334
Group 1 Automotive
GPI
$3.28B
| – | – |
-2,943
| Closed | -$552K |
|
|
GRMN
335
Garmin
GRMN
$53.8B
| – | – |
-9,423
| Closed | -$1.46M |
|
|
GTLS
336
DELISTED
Chart Industries
GTLS
| – | – |
-5,995
| Closed | -$1.15M |
|
337
Guidewire Software
GWRE
$12.4B
| – | – |
-3,865
| Closed | -$459K |
|
338
Hasbro
HAS
$12.7B
| – | – |
-2,618
| Closed | -$233K |
|
339
HDFC Bank
HDB
$116B
| – | – |
-5,610
| Closed | -$205K |
|
340
Hecla Mining
HL
$12.5B
| – | – |
-29,735
| Closed | -$163K |
|
341
Harley-Davidson
HOG
$2.87B
| – | – |
-26,509
| Closed | -$970K |
|
|
HOLX
342
DELISTED
Hologic
HOLX
| – | – |
-17,594
| Closed | -$1.3M |
|
343
Helmerich & Payne
HP
$4.34B
| – | – |
-11,602
| Closed | -$318K |
|
344
Herc Holdings
HRI
$4.65B
| – | – |
-1,282
| Closed | -$209K |
|
345
HSBC
HSBC
$350B
| – | – |
-20,412
| Closed | -$533K |
|
346
Huntsman Corp
HUN
$1.62B
| – | – |
-29,445
| Closed | -$871K |
|
347
IAMGOLD
IAG
$11.2B
| – | – |
-66,880
| Closed | -$151K |
|
348
IBM
IBM
$234B
| – | – |
-16,957
| Closed | -$2.25M |
|
349
ICICI Bank
IBN
$102B
| – | – |
-33,737
| Closed | -$636K |
|
350
Intercontinental Exchange
ICE
$88.1B
| – | – |
-26,829
| Closed | -$3.08M |
|
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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.