We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
376
Mercado Libre
MELI
$92.7B
| – | – |
-2,700
| Closed | -$4.53M |
|
377
Methanex
MEOH
$4.99B
| – | – |
-10,586
| Closed | -$487K |
|
378
Magna International
MGA
$17B
| – | – |
-7,858
| Closed | -$591K |
|
379
Merit Medical Systems
MMSI
$5.15B
| – | – |
-4,629
| Closed | -$332K |
|
380
The Mosaic Company
MOS
$8.09B
| – | – |
-28,657
| Closed | -$1.02M |
|
381
MGIC Investment
MTG
$6.14B
| – | – |
-43,702
| Closed | -$653K |
|
382
Meritage Homes
MTH
$4.29B
| – | – |
-8,258
| Closed | -$400K |
|
383
Vail Resorts
MTN
$4.92B
| – | – |
-2,812
| Closed | -$939K |
|
384
MACOM Technology Solutions
MTSI
$18.3B
| – | – |
-8,469
| Closed | -$549K |
|
385
Murphy USA
MUSA
$9.67B
| – | – |
-3,729
| Closed | -$623K |
|
386
Neurocrine Biosciences
NBIX
$15.2B
| – | – |
-13,377
| Closed | -$1.28M |
|
387
Nordson
NDSN
$17.2B
| – | – |
-3,153
| Closed | -$750K |
|
388
NextEra Energy
NEE
$169B
| – | – |
-74,376
| Closed | -$5.84M |
|
389
NeoGenomics
NEO
$2.43B
| – | – |
-12,408
| Closed | -$598K |
|
|
390
Netflix
NFLX
$324B
| – | – |
-715,520
| Closed | -$43.7M |
|
391
Nice
NICE
$6.09B
| – | – |
-1,436
| Closed | -$407K |
|
392
New Jersey Resources
NJR
$5.41B
| – | – |
-9,242
| Closed | -$321K |
|
393
Novanta
NOVT
$5.23B
| – | – |
-1,713
| Closed | -$264K |
|
394
ServiceNow
NOW
$147B
| – | – |
-45,625
| Closed | -$5.68M |
|
395
Insperity
NSP
$1.97B
| – | – |
-3,283
| Closed | -$363K |
|
396
Nucor
NUE
$58.7B
| – | – |
-6,391
| Closed | -$629K |
|
397
Nexstar Media Group
NXST
$5.2B
| – | – |
-6,013
| Closed | -$913K |
|
398
Oneok
OKE
$59.7B
| – | – |
-14,142
| Closed | -$820K |
|
399
Omnicell
OMCL
$1.49B
| – | – |
-1,692
| Closed | -$251K |
|
400
O'Reilly Automotive
ORLY
$68.9B
| – | – |
-89,910
| Closed | -$3.66M |
|
Similar funds
HIC
AGAM
RFA
SPG
TCM
DLP
SIC
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.