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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 | |
|---|---|---|---|---|---|---|
401
Bank OZK
OZK
$5.36B
| – | – |
-12,020
| Closed | -$516K |
|
402
Palo Alto Networks
PANW
$307B
| – | – |
-161,832
| Closed | -$12.9M |
|
|
PARA
403
DELISTED
Paramount Global Class B
PARA
| – | – |
-55,382
| Closed | -$2.19M |
|
404
Pitney Bowes
PBI
$2.37B
| – | – |
-11,014
| Closed | -$79K |
|
405
PepsiCo
PEP
$185B
| – | – |
-8,151
| Closed | -$1.23M |
|
406
PetMed Express
PETS
$35.1M
| – | – |
-12,588
| Closed | -$338K |
|
|
407
Pfizer
PFE
$157B
| – | – |
-857,241
| Closed | -$36.9M |
|
408
PennyMac Financial
PFSI
$3.54B
| – | – |
-12,410
| Closed | -$758K |
|
409
Procter & Gamble
PG
$341B
| – | – |
-42,782
| Closed | -$5.98M |
|
410
Pentair
PNR
$9.03B
| – | – |
-14,902
| Closed | -$1.08M |
|
411
Pinnacle West Capital
PNW
$11.5B
| – | – |
-20,084
| Closed | -$1.45M |
|
412
Insulet
PODD
$9.66B
| – | – |
-2,406
| Closed | -$683K |
|
413
Post Holdings
POST
$3.5B
| – | – |
-4,624
| Closed | -$333K |
|
414
Power Integrations
POWI
$2.7B
| – | – |
-4,844
| Closed | -$479K |
|
415
PPG Industries
PPG
$23.3B
| – | – |
-8,896
| Closed | -$1.27M |
|
416
Protolabs
PRLB
$1.89B
| – | – |
-12,588
| Closed | -$838K |
|
417
Phillips 66
PSX
$106B
| – | – |
-21,663
| Closed | -$1.52M |
|
418
QuidelOrtho
QDEL
$729M
| – | – |
-8,350
| Closed | -$1.18M |
|
419
Qiagen
QGEN
$8.77B
| – | – |
-14,272
| Closed | -$782K |
|
420
Qualys
QLYS
$6.41B
| – | – |
-15,254
| Closed | -$1.7M |
|
421
Ryder
R
$9.25B
| – | – |
-2,807
| Closed | -$232K |
|
422
Ultragenyx Pharmaceutical
RARE
$1.29B
| – | – |
-10,078
| Closed | -$908K |
|
423
Robert Half
RHI
$3.92B
| – | – |
-8,403
| Closed | -$843K |
|
424
Ryman Hospitality Properties
RHP
$8.33B
| – | – |
-6,802
| Closed | -$569K |
|
425
Ralph Lauren
RL
$20B
| – | – |
-5,996
| Closed | -$665K |
|
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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.