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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
RL icon
251
Ralph Lauren
RL
$22.6B
$260K 0.04%
3,067
+788
+35% +$74.3K
ENTG icon
252
Entegris
ENTG
$18.1B
$242K 0.04%
+2,917
New +$285K
PTC icon
253
PTC
PTC
$15.8B
$231K 0.04%
+2,210
New +$252K
ITA icon
254
iShares US Aerospace & Defense ETF
ITA
$14.2B
$226K 0.04%
+2,485
New +$251K
JBLU icon
255
JetBlue
JBLU
$2.28B
$223K 0.04%
33,701
-87,322
-72% -$711K
NVR icon
256
NVR
NVR
$16.5B
$219K 0.04%
+55
New +$234K
CTAS icon
257
Cintas
CTAS
$81.9B
$215K 0.04%
+2,224
New +$227K
DOV icon
258
Dover
DOV
$27.6B
$211K 0.04%
+1,818
New +$232K
CP icon
259
Canadian Pacific Kansas City
CP
$78.1B
$205K 0.03%
+3,075
New +$232K
HST icon
260
Host Hotels & Resorts
HST
$17.2B
$204K 0.03%
+12,905
New +$225K
CFG icon
261
Citizens Financial Group
CFG
$30.3B
$203K 0.03%
5,933
-46,830
-89% -$1.73M
IVZ icon
262
Invesco
IVZ
$13.1B
$161K 0.03%
11,790
-6,094
-34% -$103K
AEO icon
263
American Eagle Outfitters
AEO
$2.88B
$140K 0.02%
14,407
-76,448
-84% -$889K
BCRX icon
264
BioCryst Pharmaceuticals
BCRX
$2.28B
$134K 0.02%
+10,677
New +$137K
GT icon
265
Goodyear
GT
$2B
$133K 0.02%
+13,215
New +$168K
AA icon
266
Alcoa
AA
$11.9B
– –
-94,444
Closed -$4.3M
AAXJ icon
267
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.68B
– –
-22,851
Closed -$1.58M
ADBE icon
268
Adobe
ADBE
$99.5B
– –
-14,370
Closed -$5.26M
ADM icon
269
Archer Daniels Midland
ADM
$38.2B
– –
-5,834
Closed -$452K
ALK icon
270
Alaska Air
ALK
$5.29B
– –
-7,154
Closed -$286K
APPS icon
271
Digital Turbine
APPS
$975M
– –
-65,993
Closed -$1.15M
AXP icon
272
American Express
AXP
$227B
– –
-2,309
Closed -$320K
BABA icon
273
Alibaba
BABA
$293B
– –
-14,409
Closed -$1.64M
BAC icon
274
Bank of America
BAC
$435B
– –
-284,724
Closed -$8.86M
BG icon
275
Bunge Global
BG
$20.4B
– –
-5,677
Closed -$514K
9 10
11
12 13

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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.