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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 | |
|---|---|---|---|---|---|---|
351
iShares S&P Small-Cap 600 Value ETF
IJS
$8.03B
| – | – |
-24,620
| Closed | -$2.48M |
|
352
Illumina
ILMN
$33.6B
| – | – |
-4,247
| Closed | -$1.68M |
|
353
Iovance Biotherapeutics
IOVA
$4.24B
| – | – |
-11,442
| Closed | -$282K |
|
354
iShares US Aerospace & Defense ETF
ITA
$12.6B
| – | – |
-7,454
| Closed | -$777K |
|
355
Itaú Unibanco
ITUB
$91B
| – | – |
-173,389
| Closed | -$664K |
|
356
iShares US Energy ETF
IYE
$1.91B
| – | – |
-36,342
| Closed | -$1.03M |
|
357
iShares US Financials ETF
IYF
$4.35B
| – | – |
-18,647
| Closed | -$1.54M |
|
358
Jacobs Solutions
J
$17B
| – | – |
-2,915
| Closed | -$319K |
|
359
JD.com
JD
$36.6B
| – | – |
-44,744
| Closed | -$3.23M |
|
|
JKS
360
JinkoSolar
JKS
$561M
| – | – |
-30,483
| Closed | -$1.4M |
|
361
JPMorgan Chase
JPM
$937B
| – | – |
-44,643
| Closed | -$7.31M |
|
362
Invesco KBW Bank ETF
KBWB
$6.74B
| – | – |
-41,830
| Closed | -$2.81M |
|
363
Kinder Morgan
KMI
$68.5B
| – | – |
-149,036
| Closed | -$2.49M |
|
364
CarMax
KMX
$8.49B
| – | – |
-12,201
| Closed | -$1.56M |
|
365
Lear
LEA
$6.22B
| – | – |
-3,501
| Closed | -$547K |
|
|
LEG
366
DELISTED
Leggett & Platt
LEG
| – | – |
-11,537
| Closed | -$517K |
|
367
Labcorp
LH
$26.3B
| – | – |
-11,162
| Closed | -$2.7M |
|
368
Lincoln National
LNC
$8.32B
| – | – |
-5,036
| Closed | -$346K |
|
369
Alliant Energy
LNT
$17.1B
| – | – |
-7,680
| Closed | -$429K |
|
370
Logitech
LOGI
$14.5B
| – | – |
-11,799
| Closed | -$1.04M |
|
371
Lowe's Companies
LOW
$109B
| – | – |
-18,910
| Closed | -$3.84M |
|
|
LPSN
372
DELISTED
LivePerson
LPSN
| – | – |
-597
| Closed | -$528K |
|
373
lululemon athletica
LULU
$10.9B
| – | – |
-11,397
| Closed | -$4.61M |
|
374
McDonald's
MCD
$179B
| – | – |
-5,574
| Closed | -$1.34M |
|
375
McKesson
MCK
$105B
| – | – |
-14,214
| Closed | -$2.83M |
|
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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.