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QIM
Quantitative Investment Management Portfolio holdings
AUM
$963M
1-Year Est. Return
12.95%
This Fund
S&P 500
This Quarter
Est. Return
+12.83%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
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 | Technology | 15.78% |
| 2 | Consumer Discretionary | 13.18% |
| 3 | Healthcare | 9.35% |
| 4 | Consumer Staples | 5.96% |
| 5 | Financials | 5.44% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
State Street Industrial Select Sector SPDR ETF
XLI
$32.4B
| $40.8M | 5.73% |
+386,068
| New | +$40.1M |
|
2
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
| $35.3M | 4.96% |
250,888
-33,645
| -12% | -$4.47M |
|
3
Tesla
TSLA
$1.19T
| $30M | 4.21% |
85,107
-26,085
| -23% | -$8.75M |
|
|
4
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $26.3M | 3.69% |
+580,038
| New | +$25.1M |
|
5
Alibaba
BABA
$278B
| $22.6M | 3.18% |
190,579
+75,640
| +66% | +$11M |
|
6
Apple
AAPL
$5.01T
| $21M | 2.95% |
118,386
+38,469
| +48% | +$6.08M |
|
7
NVIDIA
NVDA
$4.68T
| $18.6M | 2.61% |
632,570
+71,570
| +13% | +$1.97M |
|
|
8
SPDR Gold Trust
GLD
$132B
| $17.9M | 2.51% |
+104,786
| New | +$17.6M |
|
9
State Street Financial Select Sector SPDR ETF
XLF
$56.6B
| $15.4M | 2.17% |
395,109
-265,084
| -40% | -$10.4M |
|
|
10
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| $14.9M | 2.09% |
+193,322
| New | +$14M |
|
|
11
Berkshire Hathaway Class B
BRK.B
$1.1T
| $13.9M | 1.96% |
+46,591
| New | +$13.3M |
|
12
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $13.3M | 1.87% |
480,168
-182,604
| -28% | -$5.16M |
|
13
Coca-Cola
KO
$383B
| $12.1M | 1.71% |
+205,155
| New | +$11.4M |
|
|
14
Advanced Micro Devices
AMD
$719B
| $12M | 1.69% |
83,523
-212,159
| -72% | -$28.5M |
|
15
KraneShares CSI China Internet ETF
KWEB
$5.54B
| $11.6M | 1.63% |
318,766
-2,303
| -0.7% | -$106K |
|
16
iShares MSCI Taiwan ETF
EWT
$9.3B
| $10.9M | 1.53% |
+163,629
| New | +$10.5M |
|
17
iShares China Large-Cap ETF
FXI
$4.35B
| $10.1M | 1.42% |
275,933
+79,790
| +41% | +$3.13M |
|
18
AbbVie
ABBV
$465B
| $9.04M | 1.27% |
+66,744
| New | +$7.88M |
|
19
Applied Materials
AMAT
$361B
| $8.79M | 1.23% |
+55,882
| New | +$8.1M |
|
20
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
| $8.57M | 1.2% |
83,866
+44,458
| +113% | +$4.43M |
|
21
State Street SPDR S&P Homebuilders ETF
XHB
$1.62B
| $8.51M | 1.19% |
+99,227
| New | +$7.95M |
|
22
iShares MSCI India ETF
INDA
$6.83B
| $8.41M | 1.18% |
183,467
-3,503
| -2% | -$169K |
|
23
HCA Healthcare
HCA
$90.1B
| $8.15M | 1.14% |
+31,707
| New | +$7.76M |
|
24
Micron Technology
MU
$865B
| $8.05M | 1.13% |
+86,396
| New | +$6.75M |
|
25
iShares MSCI China ETF
MCHI
$6.27B
| $7.64M | 1.07% |
121,787
+30,208
| +33% | +$2.03M |
|
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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 Technology at 16% of assets, down from 17% a quarter earlier, followed by Consumer Discretionary and Healthcare.
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.