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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
FITB
126
Fifth Third Bancorp
FITB
$49.6B
$1.07M 0.15%
+24,672
New +$1.08M
STX icon
127
Seagate
STX
$176B
$1.05M 0.15%
9,282
-11,701
-56% -$1.14M
DD icon
128
DuPont de Nemours
DD
$17.3B
$1M 0.14%
+9,914
New +$944K
O icon
129
Realty Income
O
$55.6B
$1M 0.14%
+14,017
New +$964K
TOL icon
130
Toll Brothers
TOL
$12.4B
$979K 0.14%
13,524
+9,302
+220% +$598K
NTES icon
131
NetEase
NTES
$76.5B
$970K 0.14%
+9,535
New +$969K
ISRG icon
132
Intuitive Surgical
ISRG
$133B
$932K 0.13%
+2,596
New +$893K
MRO
133
DELISTED
Marathon Oil Corporation
MRO
$931K 0.13%
+56,703
New +$912K
VIPS icon
134
Vipshop
VIPS
$5.75B
$926K 0.13%
110,351
-43,680
-28% -$457K
PHM icon
135
Pultegroup
PHM
$22.8B
$914K 0.13%
+15,999
New +$820K
SRPT icon
136
Sarepta Therapeutics
SRPT
$2.19B
$909K 0.13%
+10,101
New +$864K
TRV icon
137
Travelers Companies
TRV
$78.8B
$890K 0.12%
5,690
-17,739
-76% -$2.77M
D icon
138
Dominion Energy
D
$56.2B
$852K 0.12%
+10,846
New +$816K
COF icon
139
Capital One
COF
$127B
$842K 0.12%
+5,808
New +$897K
SIVB
140
DELISTED
SVB Financial Group
SIVB
$838K 0.12%
1,236
-4,589
-79% -$3.23M
CNP icon
141
CenterPoint Energy
CNP
$25B
$812K 0.11%
+29,123
New +$778K
IRM icon
142
Iron Mountain
IRM
$33.4B
$797K 0.11%
+15,237
New +$720K
AFL icon
143
Aflac
AFL
$58.9B
$789K 0.11%
+13,514
New +$757K
MOH icon
144
Molina Healthcare
MOH
$10.8B
$789K 0.11%
2,483
-7,255
-75% -$2.16M
WHR icon
145
Whirlpool
WHR
$2.15B
$788K 0.11%
+3,359
New +$738K
ZBRA icon
146
Zebra Technologies
ZBRA
$16.2B
$788K 0.11%
+1,324
New +$752K
WM icon
147
Waste Management
WM
$86.8B
$785K 0.11%
+4,708
New +$757K
MAS icon
148
Masco
MAS
$13.6B
$768K 0.11%
+10,938
New +$707K
IYT icon
149
iShares US Transportation ETF
IYT
$2.1B
$761K 0.11%
+11,016
New +$736K
POOL icon
150
Pool Corp
POOL
$6.06B
$740K 0.1%
+1,308
New +$686K
4 5
6
7 8

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.