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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
PXD
76
DELISTED
Pioneer Natural Resource Co.
PXD
$1.84M 0.26%
10,137
-408
-4% -$75.1K
BALL icon
77
Ball Corp
BALL
$16.1B
$1.84M 0.26%
19,111
-55,448
-74% -$5.13M
AMP icon
78
Ameriprise Financial
AMP
$49.4B
$1.83M 0.26%
6,068
-1,987
-25% -$588K
JCI icon
79
Johnson Controls International
JCI
$83.8B
$1.79M 0.25%
+22,004
New +$1.66M
STZ icon
80
Constellation Brands
STZ
$21.1B
$1.77M 0.25%
+7,052
New +$1.61M
MIDD icon
81
Middleby
MIDD
$5.02B
$1.74M 0.24%
+8,868
New +$1.62M
SO icon
82
Southern Company
SO
$98.9B
$1.72M 0.24%
+25,137
New +$1.6M
NTAP icon
83
NetApp
NTAP
$37.3B
$1.7M 0.24%
18,515
-24,385
-57% -$2.2M
YUM icon
84
Yum! Brands
YUM
$38.4B
$1.69M 0.24%
12,152
-62,189
-84% -$7.95M
ADM icon
85
Archer Daniels Midland
ADM
$41.7B
$1.67M 0.23%
+24,743
New +$1.6M
KMB icon
86
Kimberly-Clark
KMB
$32.8B
$1.66M 0.23%
11,634
-30,897
-73% -$4.16M
MO icon
87
Altria Group
MO
$117B
$1.66M 0.23%
35,059
-58,858
-63% -$2.7M
ETN icon
88
Eaton
ETN
$152B
$1.62M 0.23%
9,365
+2,859
+44% +$474K
PLUG icon
89
Plug Power
PLUG
$2.86B
$1.61M 0.23%
57,208
-3,213
-5% -$111K
NVR icon
90
NVR
NVR
$16.7B
$1.61M 0.23%
273
+203
+290% +$1.07M
IDXX icon
91
Idexx Laboratories
IDXX
$40.2B
$1.6M 0.22%
+2,429
New +$1.52M
ODFL icon
92
Old Dominion Freight Line
ODFL
$37.5B
$1.54M 0.22%
8,596
+4,496
+110% +$758K
BBBY
93
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.54M 0.22%
+105,366
New +$1.84M
EXC icon
94
Exelon
EXC
$43.5B
$1.52M 0.21%
+36,912
New +$1.39M
SCHF icon
95
Schwab International Equity ETF
SCHF
$68.4B
$1.47M 0.21%
+75,426
New +$1.48M
CBRE icon
96
CBRE Group
CBRE
$40.6B
$1.44M 0.2%
13,281
+8,174
+160% +$838K
A icon
97
Agilent Technologies
A
$42.4B
$1.44M 0.2%
9,013
-14,909
-62% -$2.32M
TNDM icon
98
Tandem Diabetes Care
TNDM
$1.13B
$1.44M 0.2%
9,548
-10,057
-51% -$1.36M
KDP icon
99
Keurig Dr Pepper
KDP
$42.9B
$1.43M 0.2%
+38,899
New +$1.37M
KBE icon
100
State Street SPDR S&P Bank ETF
KBE
$1.56B
$1.42M 0.2%
26,080
-151,277
-85% -$8.38M
2 3
4
5 6

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.