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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 | |
|---|---|---|---|---|---|---|
451
Thor Industries
THO
$3.71B
| – | – |
-3,917
| Closed | -$480K |
|
452
TripAdvisor
TRIP
$1.06B
| – | – |
-21,679
| Closed | -$733K |
|
453
Trimble
TRMB
$13.7B
| – | – |
-5,520
| Closed | -$454K |
|
454
TC Energy
TRP
$63.6B
| – | – |
-11,426
| Closed | -$549K |
|
455
Tetra Tech
TTEK
$9.4B
| – | – |
-15,135
| Closed | -$452K |
|
456
Texas Instruments
TXN
$241B
| – | – |
-50,922
| Closed | -$9.79M |
|
457
Under Armour
UAA
$2.13B
| – | – |
-34,805
| Closed | -$702K |
|
458
Unilever
UL
$134B
| – | – |
-16,749
| Closed | -$1.02M |
|
459
Unum
UNM
$15.2B
| – | – |
-10,543
| Closed | -$264K |
|
460
United Parcel Service
UPS
$87.1B
| – | – |
-17,326
| Closed | -$3.15M |
|
461
United Rentals
URI
$61.6B
| – | – |
-5,861
| Closed | -$2.06M |
|
462
US Bancorp
USB
$96.9B
| – | – |
-18,235
| Closed | -$1.08M |
|
463
Energy Fuels
UUUU
$3.14B
| – | – |
-42,311
| Closed | -$297K |
|
464
Visa
V
$701B
| – | – |
-7,602
| Closed | -$1.69M |
|
465
Vanguard Financials ETF
VFH
$13.3B
| – | – |
-12,589
| Closed | -$1.17M |
|
466
Vornado Realty Trust
VNO
$6.45B
| – | – |
-6,785
| Closed | -$285K |
|
467
Varonis Systems
VRNS
$5.45B
| – | – |
-13,120
| Closed | -$798K |
|
468
Viasat
VSAT
$9.73B
| – | – |
-3,867
| Closed | -$212K |
|
469
Vuzix
VUZI
$214M
| – | – |
-82,262
| Closed | -$860K |
|
470
Wabtec
WAB
$47B
| – | – |
-14,194
| Closed | -$1.22M |
|
471
Weibo
WB
$1.62B
| – | – |
-22,395
| Closed | -$1.06M |
|
472
Warner Bros
WBD
$70.3B
| – | – |
-342,787
| Closed | -$8.7M |
|
473
Wendy's
WEN
$1.42B
| – | – |
-21,025
| Closed | -$455K |
|
474
WIX.com
WIX
$3.46B
| – | – |
-9,897
| Closed | -$1.94M |
|
475
Williams Companies
WMB
$87.6B
| – | – |
-34,024
| Closed | -$882K |
|
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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.