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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
FTNT icon
101
Fortinet
FTNT
$126B
$1.41M 0.2%
+19,670
New +$1.29M
ULTA icon
102
Ulta Beauty
ULTA
$23.3B
$1.4M 0.2%
3,396
-1,649
-33% -$641K
CTSH icon
103
Cognizant
CTSH
$28.5B
$1.38M 0.19%
15,540
-15,940
-51% -$1.28M
COR icon
104
Cencora
COR
$61.7B
$1.37M 0.19%
10,289
+706
+7% +$86.8K
ECL icon
105
Ecolab
ECL
$77B
$1.36M 0.19%
+5,815
New +$1.31M
EW icon
106
Edwards Lifesciences
EW
$49.4B
$1.33M 0.19%
+10,308
New +$1.2M
TREX icon
107
Trex
TREX
$4.44B
$1.33M 0.19%
9,894
-9,106
-48% -$1.09M
CTRA
108
DELISTED
Coterra Energy
CTRA
$1.32M 0.19%
69,781
-82,644
-54% -$1.72M
TT icon
109
Trane Technologies
TT
$93B
$1.32M 0.19%
+6,530
New +$1.23M
FANG icon
110
Diamondback Energy
FANG
$59.2B
$1.32M 0.18%
+12,216
New +$1.32M
CHTR icon
111
Charter Communications
CHTR
$16.8B
$1.3M 0.18%
2,003
-13,050
-87% -$8.89M
FFIV icon
112
F5
FFIV
$24.4B
$1.29M 0.18%
5,292
-3,224
-38% -$716K
BLK icon
113
Blackrock
BLK
$164B
$1.29M 0.18%
+1,413
New +$1.29M
AAP icon
114
Advance Auto Parts
AAP
$2.62B
$1.24M 0.17%
5,165
-10,090
-66% -$2.3M
GEN icon
115
Gen Digital
GEN
$18.7B
$1.22M 0.17%
+46,985
New +$1.19M
PPL
116
PPL Corp
PPL
$25B
$1.2M 0.17%
+40,082
New +$1.16M
WOLF icon
117
Wolfspeed
WOLF
$1.25B
$1.16M 0.16%
+10,404
New +$1.16M
MAR icon
118
Marriott International
MAR
$87.9B
$1.15M 0.16%
6,985
+4,484
+179% +$705K
BDX icon
119
Becton Dickinson
BDX
$50.6B
$1.14M 0.16%
4,662
-46,047
-91% -$11M
APA icon
120
APA Corp
APA
$16.6B
$1.11M 0.16%
41,493
-313
-0.7% -$8.31K
KNX icon
121
Knight Transportation
KNX
$11.1B
$1.11M 0.16%
18,155
-35,789
-66% -$2.03M
HSY icon
122
Hershey
HSY
$34.2B
$1.1M 0.15%
+5,702
New +$1.03M
TFC icon
123
Truist Financial
TFC
$61.6B
$1.09M 0.15%
18,690
-28,468
-60% -$1.74M
CDW icon
124
CDW
CDW
$19.2B
$1.09M 0.15%
+5,321
New +$1.01M
TEL icon
125
TE Connectivity
TEL
$58.3B
$1.08M 0.15%
6,677
-2,381
-26% -$368K
3 4
5
6 7

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.