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
LEN icon
51
Lennar Class A
LEN
$19.3B
$3.49M 0.49%
+31,069
New +$3.18M
ENPH icon
52
Enphase Energy
ENPH
$4.85B
$3.31M 0.46%
+18,095
New +$3.78M
DUK icon
53
Duke Energy
DUK
$91.8B
$3.02M 0.42%
28,830
+21,836
+312% +$2.21M
WFC icon
54
Wells Fargo
WFC
$271B
$2.95M 0.41%
+61,511
New +$3.03M
CI icon
55
Cigna
CI
$76.3B
$2.85M 0.4%
+12,432
New +$2.64M
TSCO icon
56
Tractor Supply
TSCO
$17.2B
$2.84M 0.4%
59,540
-44,765
-43% -$1.96M
NOK icon
57
Nokia
NOK
$55.1B
$2.83M 0.4%
+454,310
New +$2.65M
LLY icon
58
Eli Lilly
LLY
$1.01T
$2.73M 0.38%
9,866
+3,442
+54% +$873K
XME icon
59
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
$2.67M 0.37%
+59,579
New +$2.61M
XOM icon
60
ExxonMobil
XOM
$696B
$2.51M 0.35%
41,055
-54,903
-57% -$3.43M
TSM icon
61
TSMC
TSM
$2.15T
$2.41M 0.34%
20,072
+10,406
+108% +$1.22M
SCHW
62
Charles Schwab
SCHW
$186B
$2.3M 0.32%
27,352
+23,862
+684% +$1.93M
CB icon
63
Chubb
CB
$132B
$2.27M 0.32%
11,755
-33,915
-74% -$6.37M
GD icon
64
General Dynamics
GD
$97B
$2.25M 0.32%
+10,797
New +$2.18M
AA icon
65
Alcoa
AA
$12.3B
$2.25M 0.32%
+37,710
New +$1.89M
OXY icon
66
Occidental Petroleum
OXY
$63.5B
$2.22M 0.31%
76,645
+5,955
+8% +$187K
ITB icon
67
iShares US Home Construction ETF
ITB
$2.14B
$2.22M 0.31%
+26,747
New +$2.02M
IHI icon
68
iShares US Medical Devices ETF
IHI
$3.26B
$2.19M 0.31%
33,323
+2,860
+9% +$183K
XLU icon
69
State Street Utilities Select Sector SPDR ETF
XLU
$21.5B
$2.08M 0.29%
+58,232
New +$1.96M
TSN icon
70
Tyson Foods
TSN
$18.5B
$2.06M 0.29%
23,584
+17,412
+282% +$1.43M
MDT icon
71
Medtronic
MDT
$120B
$2M 0.28%
19,352
-38,452
-67% -$4.45M
BAX icon
72
Baxter International
BAX
$12.3B
$1.98M 0.28%
+23,051
New +$1.86M
EL icon
73
Estee Lauder
EL
$34.8B
$1.97M 0.28%
+5,328
New +$1.81M
NEM icon
74
Newmont
NEM
$131B
$1.91M 0.27%
+30,827
New +$1.75M
KLAC icon
75
KLA
KLAC
$220B
$1.88M 0.26%
43,810
+13,250
+43% +$511K
1 2
3
4 5

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.