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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
VG
501
DELISTED
Vonage Holdings Corporation
VG
– –
-60,372
Closed -$973K
17 18 19 20
21

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.