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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
-24.88%
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
$656M
AUM Growth
-$269M
(-29%)
Cap. Flow
-$126M
Cap. Flow
% of AUM
-19.22%
Top 10 Holdings %
Top 10 Hldgs %
34.08%
Holding
334
New
142
Increased
40
Reduced
25
Closed
127
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$28.2M |
| 2 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$27.9M |
| 3 |
State Street SPDR S&P Biotech ETF
XBI
|
+$23.8M |
| 4 |
VanEck Gold Miners ETF
GDX
|
+$20.9M |
| 5 |
iShares MSCI Japan ETF
EWJ
|
+$17.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$374M |
| 2 |
SPDR Gold Trust
GLD
|
+$46.9M |
| 3 |
Apple
AAPL
|
+$29.5M |
| 4 |
Tesla
TSLA
|
+$21.8M |
| 5 |
Regeneron Pharmaceuticals
REGN
|
+$16.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 39.45% |
| 2 | Consumer Discretionary | 14.79% |
| 3 | Communication Services | 10.49% |
| 4 | Technology | 8.03% |
| 5 | Financials | 7.89% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Clorox
CLX
$10.5B
| – | – |
-19,068
| Closed | -$2.65M |
|
|
CMA
227
DELISTED
Comerica
CMA
| – | – |
-4,214
| Closed | -$381K |
|
228
Centene
CNC
$33.4B
| – | – |
-17,197
| Closed | -$1.45M |
|
229
Canadian National Railway
CNI
$73.7B
| – | – |
-3,796
| Closed | -$509K |
|
230
CenterPoint Energy
CNP
$25B
| – | – |
-32,589
| Closed | -$998K |
|
231
Dominion Energy
D
$56.2B
| – | – |
-3,357
| Closed | -$285K |
|
232
Dillards
DDS
$10B
| – | – |
-992
| Closed | -$266K |
|
233
Domino's
DPZ
$10.3B
| – | – |
-3,201
| Closed | -$1.3M |
|
234
Duke Energy
DUK
$91.8B
| – | – |
-58,280
| Closed | -$6.51M |
|
235
Estee Lauder
EL
$34.8B
| – | – |
-5,499
| Closed | -$1.5M |
|
236
Entergy
ETR
$49.2B
| – | – |
-20,120
| Closed | -$1.17M |
|
237
iShares MSCI Canada ETF
EWC
$6.82B
| – | – |
-50,916
| Closed | -$2.05M |
|
238
iShares MSCI United Kingdom ETF
EWU
$3.71B
| – | – |
-17,793
| Closed | -$598K |
|
239
iShares MSCI Mexico ETF
EWW
$1.71B
| – | – |
-60,529
| Closed | -$3.33M |
|
240
iShares MSCI Brazil ETF
EWZ
$8.6B
| – | – |
-215,716
| Closed | -$8.16M |
|
241
Diamondback Energy
FANG
$59.2B
| – | – |
-21,591
| Closed | -$2.96M |
|
242
Freeport-McMoran
FCX
$99.6B
| – | – |
-124,120
| Closed | -$6.17M |
|
243
FirstEnergy
FE
$26.2B
| – | – |
-14,289
| Closed | -$655K |
|
244
Fair Isaac
FICO
$21.3B
| – | – |
-883
| Closed | -$411K |
|
245
Franco-Nevada
FNV
$50.7B
| – | – |
-2,114
| Closed | -$337K |
|
246
Fortinet
FTNT
$126B
| – | – |
-20,410
| Closed | -$1.39M |
|
247
GoDaddy
GDDY
$13B
| – | – |
-3,075
| Closed | -$257K |
|
248
Gen Digital
GEN
$18.7B
| – | – |
-43,009
| Closed | -$1.14M |
|
249
Gerdau
GGB
$9.93B
| – | – |
-184,965
| Closed | -$943K |
|
250
General Mills
GIS
$19.6B
| – | – |
-16,092
| Closed | -$1.09M |
|
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Quantitative Investment Management's Q2 2022 Portfolio in Review
As of Q2 2022, Quantitative Investment Management held 334 positions worth $656M, down 29% from $925M the previous quarter. Its ten largest holdings account for 34% of the portfolio.
Quantitative Investment Management withdrew a net $126M in Q2 2022, closing 127 positions and reducing 25 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $374M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 39% of assets, down from 61% a quarter earlier, followed by Consumer Discretionary and Communication Services.
Against the trend, Quantitative Investment Management opened a new position in Meta Platforms (Facebook) worth $23.6M.
- Quantitative Investment Management's largest Q2 2022 buy was Meta Platforms (Facebook): 146,251 shares worth $23.6M.
- Quantitative Investment Management added most to VanEck Gold Miners ETF in Q2 2022, an estimated $20.9M increase.
- Quantitative Investment Management's biggest Q2 2022 reduction was SPDR Gold Trust, cutting an estimated $46.9M.
- Quantitative Investment Management fully exited State Street SPDR S&P 500 ETF Trust in Q2 2022, selling an estimated $374M.
- Quantitative Investment Management's ten largest holdings make up 34% of its $656M portfolio in Q2 2022.
- Quantitative Investment Management opened 142 new positions and closed 127 in Q2 2022.
- Quantitative Investment Management's portfolio value fell 29% quarter-over-quarter to $656M.
Based on Quantitative Investment Management's 13F filing for Q2 2022, filed 15 Aug 2022.