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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
+5.31%
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
$526M
AUM Growth
-$76.3M
Cap. Flow
-$79.2M
Cap. Flow %
-15.07%
Top 10 Hldgs %
39.37%
Holding
351
New
86
Increased
49
Reduced
71
Closed
145

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$42.4M
2
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$32.1M
3
XLB icon
State Street Materials Select Sector SPDR ETF
XLB
+$19.7M
4
AMGN icon
Amgen
AMGN
+$19.6M
5
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$16.1M

Top Sells

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$25.2M
2
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$21.5M
3
XBI icon
State Street SPDR S&P Biotech ETF
XBI
+$16.7M
4
T icon
AT&T
T
+$13.8M
5
BA icon
Boeing
BA
+$13.1M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 13.39%
2 Communication Services 8.17%
3 Technology 8.15%
4 Healthcare 7.57%
5 Financials 6.16%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CMG icon
226
Chipotle Mexican Grill
CMG
$47.2B
– –
-33,550
Closed -$1.01M
CPRT icon
227
Copart
CPRT
$27B
– –
-11,016
Closed -$293K
CRL icon
228
Charles River Laboratories
CRL
$11.2B
– –
-1,707
Closed -$335K
CRM icon
229
Salesforce
CRM
$151B
– –
-9,145
Closed -$1.31M
CROX icon
230
Crocs
CROX
$6.14B
– –
-5,051
Closed -$346K
CSGP icon
231
CoStar Group
CSGP
$11.7B
– –
-10,306
Closed -$717K
CTAS icon
232
Cintas
CTAS
$81.9B
– –
-2,224
Closed -$215K
CSX icon
233
CSX Corp
CSX
$93.4B
– –
-50,601
Closed -$1.35M
DAL icon
234
Delta Air Lines
DAL
$57.5B
– –
-32,722
Closed -$918K
DE icon
235
Deere & Co
DE
$160B
– –
-7,117
Closed -$2.38M
DECK icon
236
Deckers Outdoor
DECK
$13.2B
– –
-11,568
Closed -$602K
DHI icon
237
D.R. Horton
DHI
$40B
– –
-16,373
Closed -$1.1M
DHR icon
238
Danaher
DHR
$137B
– –
-10,367
Closed -$2.37M
DRI icon
239
Darden Restaurants
DRI
$23.3B
– –
-2,817
Closed -$355K
EBAY icon
240
eBay
EBAY
$50.6B
– –
-12,254
Closed -$451K
ECL icon
241
Ecolab
ECL
$78.1B
– –
-3,510
Closed -$506K
EFV icon
242
iShares MSCI EAFE Value ETF
EFV
$28.8B
– –
-25,858
Closed -$996K
EFX icon
243
Equifax
EFX
$20.3B
– –
-3,795
Closed -$650K
EL icon
244
Estee Lauder
EL
$30.4B
– –
-6,393
Closed -$1.38M
EMR icon
245
Emerson Electric
EMR
$83.9B
– –
-4,457
Closed -$326K
EPAM icon
246
EPAM Systems
EPAM
$5.51B
– –
-2,049
Closed -$742K
ETSY icon
247
Etsy
ETSY
$7.75B
– –
-13,273
Closed -$1.33M
F icon
248
Ford
F
$58.5B
– –
-360,508
Closed -$4.04M
FDN icon
249
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.12B
– –
-9,868
Closed -$1.25M
FISV
250
Fiserv Inc
FISV
$28.8B
– –
-34,000
Closed -$3.18M
8 9
10
11 12

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Quantitative Investment Management's Q4 2022 Portfolio in Review

As of Q4 2022, Quantitative Investment Management held 351 positions worth $526M, down 13% from $602M the previous quarter. Its ten largest holdings account for 39% of the portfolio.

Quantitative Investment Management withdrew a net $79.2M in Q4 2022, closing 145 positions and reducing 71 holdings. Its most notable exit was SPDR Gold Trust, an estimated $25.2M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 13% of assets, up from 11% a quarter earlier, followed by Communication Services and Technology.

Against the trend, Quantitative Investment Management opened a new position in Tesla worth $27.6M.

  • Quantitative Investment Management's largest Q4 2022 buy was Tesla: 223,973 shares worth $27.6M.
  • Quantitative Investment Management added most to State Street Financial Select Sector SPDR ETF in Q4 2022, an estimated $32.1M increase.
  • Quantitative Investment Management's biggest Q4 2022 reduction was AT&T, cutting an estimated $13.8M.
  • Quantitative Investment Management fully exited SPDR Gold Trust in Q4 2022, selling an estimated $25.2M.
  • Quantitative Investment Management's ten largest holdings make up 39% of its $526M portfolio in Q4 2022.
  • Quantitative Investment Management opened 86 new positions and closed 145 in Q4 2022.
  • Quantitative Investment Management's portfolio value fell 13% quarter-over-quarter to $526M.

Based on Quantitative Investment Management's 13F filing for Q4 2022, filed 14 Feb 2023.