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QIM

Quantitative Investment Management Portfolio holdings

AUM $963M
1-Year Est. Return 12.95%
This Fund
S&P 500
This Quarter Est. Return
-7.13%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
AUM
$602M
AUM Growth
-$54.3M
Cap. Flow
+$3.76M
Cap. Flow %
0.62%
Top 10 Hldgs %
28.96%
Holding
340
New
133
Increased
56
Reduced
76
Closed
75

Top Buys

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$23.6M
2
VZ icon
Verizon
VZ
+$21.7M
3
SMH icon
VanEck Semiconductor ETF
SMH
+$18.1M
4
AMZN icon
Amazon
AMZN
+$17.9M
5
T icon
AT&T
T
+$16.7M

Top Sells

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$26.9M
2
GDX icon
VanEck Gold Miners ETF
GDX
+$22.3M
3
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$14.2M
4
TGT icon
Target
TGT
+$12M
5
EWJ icon
iShares MSCI Japan ETF
EWJ
+$10.8M

Sector Composition

Rank Sector Weight
1 Technology 14.24%
2 Communication Services 13.19%
3 Consumer Discretionary 11.04%
4 Industrials 9.01%
5 Financials 4.35%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CROX icon
226
Crocs
CROX
$6.14B
$346K 0.06%
5,051
-5,064
-50% -$352K
POOL icon
227
Pool Corp
POOL
$6.75B
$342K 0.06%
+1,075
New +$384K
PPL
228
PPL Corp
PPL
$26.5B
$336K 0.06%
+13,277
New +$380K
CRL icon
229
Charles River Laboratories
CRL
$11.2B
$335K 0.06%
1,707
-3,086
-64% -$666K
CCL icon
230
Carnival Corporation Ltd
CCL
$38.1B
$333K 0.06%
47,510
-355,340
-88% -$3.44M
EMR icon
231
Emerson Electric
EMR
$83.9B
$326K 0.05%
+4,457
New +$370K
GM icon
232
General Motors
GM
$80.4B
$323K 0.05%
10,076
-273,352
-96% -$10M
EXR icon
233
Extra Space Storage
EXR
$31.3B
$318K 0.05%
+1,846
New +$349K
LEA icon
234
Lear
LEA
$6.54B
$318K 0.05%
+2,664
New +$368K
BBWI icon
235
Bath & Body Works
BBWI
$4.06B
$312K 0.05%
9,587
-131,198
-93% -$4.63M
KMX icon
236
CarMax
KMX
$8.13B
$312K 0.05%
4,738
+1,680
+55% +$154K
GNRC icon
237
Generac Holdings
GNRC
$11.6B
$311K 0.05%
1,747
-709
-29% -$163K
PBW icon
238
Invesco WilderHill Clean Energy ETF
PBW
$407M
$303K 0.05%
6,291
-3,315
-35% -$181K
TRIP icon
239
TripAdvisor
TRIP
$1.65B
$300K 0.05%
+13,632
New +$305K
HCA icon
240
HCA Healthcare
HCA
$87.2B
$295K 0.05%
1,607
-37,184
-96% -$7.41M
PAYX icon
241
Paychex
PAYX
$41.6B
$295K 0.05%
+2,637
New +$327K
TDOC icon
242
Teladoc Health
TDOC
$1.22B
$295K 0.05%
11,650
-35,070
-75% -$1.23M
CPRT icon
243
Copart
CPRT
$27B
$293K 0.05%
+11,016
New +$328K
ARE icon
244
Alexandria Real Estate Equities
ARE
$8.97B
$282K 0.05%
+2,016
New +$309K
KEYS icon
245
Keysight
KEYS
$54.5B
$275K 0.05%
+1,751
New +$280K
WAT icon
246
Waters Corp
WAT
$37B
$268K 0.04%
+997
New +$318K
TOL icon
247
Toll Brothers
TOL
$13.6B
$264K 0.04%
+6,291
New +$292K
SGI
248
Somnigroup International
SGI
$13.7B
$263K 0.04%
10,917
-6,884
-39% -$178K
MSI icon
249
Motorola Solutions
MSI
$72.3B
$262K 0.04%
+1,173
New +$277K
STM icon
250
STMicroelectronics
STM
$46.7B
$261K 0.04%
+8,449
New +$297K
8 9
10
11 12

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UWPG
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FWM
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RCIM
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GHC
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Quantitative Investment Management's Q3 2022 Portfolio in Review

As of Q3 2022, Quantitative Investment Management held 340 positions worth $602M, down 8.3% from $656M the previous quarter. Its ten largest holdings account for 29% of the portfolio.

Quantitative Investment Management's Q3 2022 filing shows 133 new, 56 increased, 76 reduced and 75 closed positions. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 322,326 shares worth $21.5M. The largest sale was SPDR Gold Trust, an estimated $26.9M.

By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 8% a quarter earlier, followed by Communication Services and Consumer Discretionary.

  • Quantitative Investment Management's largest Q3 2022 buy was State Street Consumer Staples Select Sector SPDR ETF: 322,326 shares worth $21.5M.
  • Quantitative Investment Management added most to VanEck Semiconductor ETF in Q3 2022, an estimated $18.1M increase.
  • Quantitative Investment Management's biggest Q3 2022 reduction was SPDR Gold Trust, cutting an estimated $26.9M.
  • Quantitative Investment Management fully exited Bank of America in Q3 2022, selling an estimated $8.86M.
  • Quantitative Investment Management's ten largest holdings make up 29% of its $602M portfolio in Q3 2022.
  • Quantitative Investment Management opened 133 new positions and closed 75 in Q3 2022.
  • Quantitative Investment Management's portfolio value fell 8.3% quarter-over-quarter to $602M.

Based on Quantitative Investment Management's 13F filing for Q3 2022, filed 14 Nov 2022.