We are live on ! Find out more
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
DHR icon
151
Danaher
DHR
$147B
$706K 0.1%
+2,423
New +$667K
KEY icon
152
KeyCorp
KEY
$23.2B
$705K 0.1%
+30,497
New +$708K
VDE icon
153
Vanguard Energy ETF
VDE
$11.2B
$680K 0.1%
8,768
-11,663
-57% -$928K
ROK icon
154
Rockwell Automation
ROK
$46.3B
$665K 0.09%
1,908
-9,955
-84% -$3.3M
AEP icon
155
American Electric Power
AEP
$65.7B
$657K 0.09%
+7,390
New +$623K
VGT icon
156
Vanguard Information Technology ETF
VGT
$146B
$637K 0.09%
+11,128
New +$611K
LKQ icon
157
LKQ Corp
LKQ
$5.92B
$636K 0.09%
10,600
+5,000
+89% +$282K
EDU icon
158
New Oriental
EDU
$8.95B
$634K 0.09%
30,217
-61,726
-67% -$1.33M
JBHT icon
159
JB Hunt Transport Services
JBHT
$25.6B
$621K 0.09%
+3,040
New +$584K
VNQ icon
160
Vanguard Real Estate ETF
VNQ
$37.2B
$617K 0.09%
+5,319
New +$581K
CTAS icon
161
Cintas
CTAS
$79.6B
$615K 0.09%
+5,552
New +$598K
STM icon
162
STMicroelectronics
STM
$42.7B
$608K 0.09%
12,455
-39,292
-76% -$1.86M
WDAY icon
163
Workday
WDAY
$46B
$598K 0.08%
2,191
-42,798
-95% -$11.9M
DOV icon
164
Dover
DOV
$25.5B
$577K 0.08%
+3,180
New +$540K
WBA
165
DELISTED
Walgreens Boots Alliance
WBA
$576K 0.08%
+11,057
New +$535K
KBH icon
166
KB Home
KBH
$3.04B
$567K 0.08%
+12,693
New +$531K
TECK icon
167
Teck Resources
TECK
$31.7B
$562K 0.08%
19,527
-83,602
-81% -$2.29M
LAC
168
DELISTED
Lithium Americas Corp. Common Shares
LAC
$559K 0.08%
19,197
-34,933
-65% -$1.05M
FAST icon
169
Fastenal
FAST
$56.7B
$557K 0.08%
+17,408
New +$513K
ANSS
170
DELISTED
Ansys
ANSS
$550K 0.08%
+1,373
New +$528K
ITW icon
171
Illinois Tool Works
ITW
$76.5B
$547K 0.08%
+2,218
New +$515K
TYL icon
172
Tyler Technologies
TYL
$14.5B
$541K 0.08%
1,006
-1,956
-66% -$1.01M
AKAM icon
173
Akamai
AKAM
$15.1B
$532K 0.07%
+4,550
New +$500K
ALLY icon
174
Ally Financial
ALLY
$12.6B
$520K 0.07%
+10,925
New +$541K
BMRN icon
175
BioMarin Pharmaceuticals
BMRN
$12.5B
$516K 0.07%
+5,846
New +$482K
5 6
7
8 9

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.