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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 | |
|---|---|---|---|---|---|---|
176
Copart
CPRT
$28.7B
| $485K | 0.07% |
12,816
+5,580
| +77% | +$207K |
|
177
Bio-Rad Laboratories Class A
BIO
$10.1B
| $468K | 0.07% |
620
-1,203
| -66% | -$900K |
|
178
Tapestry
TPR
$23.4B
| $465K | 0.07% |
11,456
-2,721
| -19% | -$112K |
|
179
Tenet Healthcare
THC
$21B
| $454K | 0.06% |
+5,564
| New | +$407K |
|
180
Fortune Brands Innovations
FBIN
$4.77B
| $444K | 0.06% |
+4,867
| New | +$421K |
|
|
HES
181
DELISTED
Hess
HES
| $436K | 0.06% |
+5,894
| New | +$478K |
|
182
Caterpillar
CAT
$360B
| $428K | 0.06% |
+2,072
| New | +$417K |
|
183
Coherent
COHR
$53.1B
| $427K | 0.06% |
+6,262
| New | +$394K |
|
184
Five Below
FIVE
$13B
| $427K | 0.06% |
+2,067
| New | +$407K |
|
185
Expedia Group
EXPE
$35.2B
| $424K | 0.06% |
+2,347
| New | +$399K |
|
186
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.5B
| $423K | 0.06% |
+10,834
| New | +$421K |
|
187
Kroger
KR
$37.1B
| $418K | 0.06% |
9,252
-21,640
| -70% | -$910K |
|
188
Crocs
CROX
$5.34B
| $408K | 0.06% |
+3,184
| New | +$490K |
|
189
Raymond James Financial
RJF
$32.5B
| $408K | 0.06% |
+4,073
| New | +$403K |
|
190
Parker-Hannifin
PH
$117B
| $390K | 0.05% |
+1,228
| New | +$380K |
|
191
Equinix
EQIX
$99.4B
| $389K | 0.05% |
461
-2,174
| -83% | -$1.74M |
|
192
Western Digital
WDC
$149B
| $384K | 0.05% |
+7,811
| New | +$339K |
|
193
Microvision
MVIS
$46.8M
| $379K | 0.05% |
+5,048
| New | +$602K |
|
194
Nasdaq
NDAQ
$49.9B
| $379K | 0.05% |
+5,427
| New | +$370K |
|
195
PACCAR
PCAR
$64.5B
| $369K | 0.05% |
+6,288
| New | +$363K |
|
196
iShares MSCI Canada ETF
EWC
$6.82B
| $368K | 0.05% |
+9,583
| New | +$368K |
|
197
Saia
SAIA
$9.41B
| $363K | 0.05% |
1,079
-991
| -48% | -$308K |
|
|
FRC
198
DELISTED
First Republic Bank
FRC
| $342K | 0.05% |
+1,658
| New | +$350K |
|
199
BP
BP
$121B
| $331K | 0.05% |
+12,432
| New | +$345K |
|
200
Paychex
PAYX
$42.1B
| $326K | 0.05% |
2,392
-19,866
| -89% | -$2.46M |
|
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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.