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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
ENTG icon
201
Entegris
ENTG
$19.8B
$325K 0.05%
2,352
-6,245
-73% -$873K
ESS icon
202
Essex Property Trust
ESS
$17.7B
$324K 0.05%
+920
New +$313K
LPX icon
203
Louisiana-Pacific
LPX
$4.53B
$314K 0.04%
+4,017
New +$275K
PRU icon
204
Prudential Financial
PRU
$41.2B
$312K 0.04%
2,884
+351
+14% +$38.1K
EXPD icon
205
Expeditors International
EXPD
$25.2B
$305K 0.04%
+2,275
New +$285K
DOC icon
206
Healthpeak Properties
DOC
$13.9B
$295K 0.04%
+8,189
New +$282K
CNQ icon
207
Canadian Natural Resources
CNQ
$106B
$293K 0.04%
14,174
-81,755
-85% -$1.65M
RRC icon
208
Range Resources
RRC
$9.79B
$284K 0.04%
15,942
-45,755
-74% -$986K
PEG icon
209
Public Service Enterprise Group
PEG
$35.1B
$281K 0.04%
4,221
-13,387
-76% -$847K
JOYY
210
JOYY Inc
JOYY
$3.78B
$278K 0.04%
6,136
-29,336
-83% -$1.51M
GFI icon
211
Gold Fields
GFI
$38.2B
$273K 0.04%
+24,907
New +$249K
MTB icon
212
M&T Bank
MTB
$34B
$267K 0.04%
+1,743
New +$268K
EOG icon
213
EOG Resources
EOG
$80.6B
$265K 0.04%
+2,988
New +$268K
PWR icon
214
Quanta Services
PWR
$92.2B
$263K 0.04%
2,299
-12,346
-84% -$1.42M
CCJ icon
215
Cameco
CCJ
$39.7B
$251K 0.04%
11,548
-89,870
-89% -$2.17M
STE icon
216
Steris
STE
$20.5B
$245K 0.03%
1,010
-485
-32% -$111K
CSX icon
217
CSX Corp
CSX
$90.1B
$243K 0.03%
+6,477
New +$228K
JLL icon
218
Jones Lang LaSalle
JLL
$15.7B
$238K 0.03%
+886
New +$228K
CLX icon
219
Clorox
CLX
$10.5B
$236K 0.03%
1,354
-26,527
-95% -$4.42M
HIG icon
220
Hartford Financial Services
HIG
$36.8B
$236K 0.03%
+3,428
New +$242K
LPLA icon
221
LPL Financial
LPLA
$26.9B
$234K 0.03%
1,464
-1,448
-50% -$239K
CHRW icon
222
C.H. Robinson
CHRW
$18.4B
$228K 0.03%
+2,123
New +$206K
NXPI icon
223
NXP Semiconductors
NXPI
$57.1B
$214K 0.03%
+943
New +$201K
TECH icon
224
Bio-Techne
TECH
$11.3B
$213K 0.03%
+1,648
New +$202K
MAT icon
225
Mattel
MAT
$3.83B
$212K 0.03%
+9,835
New +$206K
7 8
9
10 11

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.