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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 | |
|---|---|---|---|---|---|---|
426
RingCentral
RNG
$6.05B
| – | – |
-6,384
| Closed | -$1.39M |
|
427
Rollins
ROL
$16.2B
| – | – |
-17,572
| Closed | -$620K |
|
428
Roper Technologies
ROP
$38B
| – | – |
-5,734
| Closed | -$2.56M |
|
429
Regal Rexnord
RRX
$10.2B
| – | – |
-2,153
| Closed | -$323K |
|
430
RTX Corp
RTX
$263B
| – | – |
-17,600
| Closed | -$1.51M |
|
431
Ryanair
RYAAY
$26.9B
| – | – |
-14,010
| Closed | -$616K |
|
432
Boston Beer
SAM
$1.76B
| – | – |
-9,805
| Closed | -$5M |
|
433
Service Corp International
SCI
$11.1B
| – | – |
-37,850
| Closed | -$2.28M |
|
434
Sherwin-Williams
SHW
$78.5B
| – | – |
-9,053
| Closed | -$2.53M |
|
435
SLB Ltd
SLB
$80.4B
| – | – |
-57,785
| Closed | -$1.71M |
|
436
SL Green Realty
SLG
$3.67B
| – | – |
-13,225
| Closed | -$936K |
|
437
ScottsMiracle-Gro
SMG
$3.27B
| – | – |
-16,211
| Closed | -$2.37M |
|
438
Semtech
SMTC
$14.1B
| – | – |
-5,034
| Closed | -$392K |
|
439
Synopsys
SNPS
$70.5B
| – | – |
-1,793
| Closed | -$536K |
|
440
Sony
SONY
$140B
| – | – |
-109,405
| Closed | -$2.42M |
|
441
Invesco S&P 500 Low Volatility ETF
SPLV
$7.08B
| – | – |
-40,905
| Closed | -$2.49M |
|
|
SPR
442
DELISTED
Spirit AeroSystems
SPR
| – | – |
-5,063
| Closed | -$223K |
|
443
SouthState Bank Corp
SSB
$10.3B
| – | – |
-4,005
| Closed | -$299K |
|
444
Shutterstock
SSTK
$180M
| – | – |
-3,584
| Closed | -$406K |
|
445
Smith & Wesson
SWBI
$587M
| – | – |
-64,144
| Closed | -$1.33M |
|
446
Stryker
SYK
$108B
| – | – |
-18,220
| Closed | -$4.8M |
|
447
AT&T
T
$183B
| – | – |
-319,231
| Closed | -$6.51M |
|
448
Molson Coors Class B
TAP
$7.32B
| – | – |
-33,852
| Closed | -$1.57M |
|
449
Teva Pharmaceuticals
TEVA
$45.7B
| – | – |
-80,731
| Closed | -$786K |
|
|
TGNA
450
DELISTED
TEGNA Inc
TGNA
| – | – |
-34,687
| Closed | -$684K |
|
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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.