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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
Cap. Flow
-$453M
Cap. Flow %
-63.6%
Top 10 Hldgs %
34.1%
Holding
501
New
132
Increased
29
Reduced
70
Closed
270

Top Buys

Rank Stock Value
1
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$40.1M
2
XLB icon
State Street Materials Select Sector SPDR ETF
XLB
+$25.1M
3
GLD icon
SPDR Gold Trust
GLD
+$17.6M
4
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$14M
5
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$13.3M

Top Sells

Rank Stock Value
1
EWJ icon
iShares MSCI Japan ETF
EWJ
+$47.8M
2
NFLX icon
Netflix
NFLX
+$43.7M
3
PFE icon
Pfizer
PFE
+$36.9M
4
AMD icon
Advanced Micro Devices
AMD
+$28.5M
5
WMT icon
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
CSCO icon
26
Cisco
CSCO
$434B
$7.5M 1.05%
+118,362
New +$6.76M
GOOGL icon
27
Alphabet (Google) Class A
GOOGL
$4.22T
$6.87M 0.96%
+47,400
New +$6.83M
KRE icon
28
State Street SPDR S&P Regional Banking ETF
KRE
$4.31B
$6.85M 0.96%
96,698
-346,331
-78% -$24.8M
EWU icon
29
iShares MSCI United Kingdom ETF
EWU
$3.71B
$6.72M 0.94%
+202,883
New +$6.7M
ELV icon
30
Elevance Health
ELV
$90.6B
$6.5M 0.91%
14,012
+4,536
+48% +$1.91M
EWW icon
31
iShares MSCI Mexico ETF
EWW
$1.71B
$6.33M 0.89%
+125,078
New +$6.04M
NKE icon
32
Nike
NKE
$53.7B
$6.12M 0.86%
36,718
-68,699
-65% -$11.3M
JNJ icon
33
Johnson & Johnson
JNJ
$644B
$5.92M 0.83%
+34,621
New +$5.67M
MDLZ icon
34
Mondelez International
MDLZ
$79.3B
$5.79M 0.81%
+87,349
New +$5.39M
PGR icon
35
Progressive
PGR
$129B
$5.58M 0.78%
+54,404
New +$5.19M
CL icon
36
Colgate-Palmolive
CL
$69.4B
$5.46M 0.77%
63,993
+43,587
+214% +$3.4M
LRCX icon
37
Lam Research
LRCX
$339B
$5.37M 0.75%
+74,680
New +$4.68M
CAR icon
38
Avis
CAR
$4.19B
$5.17M 0.73%
+24,922
New +$5.52M
PBR icon
39
Petrobras
PBR
$140B
$4.82M 0.68%
438,809
+423,929
+2,849% +$4.48M
VRTX icon
40
Vertex Pharmaceuticals
VRTX
$130B
$4.75M 0.67%
+21,622
New +$4.2M
VEA icon
41
Vanguard FTSE Developed Markets ETF
VEA
$234B
$4.64M 0.65%
+90,918
New +$4.67M
REGN icon
42
Regeneron Pharmaceuticals
REGN
$79.7B
$4.55M 0.64%
7,207
-7,980
-53% -$4.91M
VGK icon
43
Vanguard FTSE Europe ETF
VGK
$30.1B
$4.45M 0.62%
+65,235
New +$4.42M
FCX icon
44
Freeport-McMoran
FCX
$99.6B
$4.3M 0.6%
103,126
+31,370
+44% +$1.19M
DG icon
45
Dollar General
DG
$27.5B
$4.12M 0.58%
17,464
+3,256
+23% +$719K
HD icon
46
Home Depot
HD
$305B
$4.01M 0.56%
+9,660
New +$3.68M
HUM icon
47
Humana
HUM
$47.6B
$3.84M 0.54%
+8,288
New +$3.67M
SBUX icon
48
Starbucks
SBUX
$110B
$3.84M 0.54%
+32,807
New +$3.7M
INFY icon
49
Infosys
INFY
$45.8B
$3.58M 0.5%
141,389
-63,030
-31% -$1.46M
DHI icon
50
D.R. Horton
DHI
$39.2B
$3.52M 0.49%
+32,506
New +$3.13M
1
2
3 4 5

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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.