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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 | |
|---|---|---|---|---|---|---|
276
NOV
NOV
$7.48B
| – | – |
-24,927
| Closed | -$488K |
|
277
NVIDIA
NVDA
$5.12T
| – | – |
-175,860
| Closed | -$4.8M |
|
278
NVR
NVR
$16.7B
| – | – |
-68
| Closed | -$303K |
|
279
Nexstar Media Group
NXST
$5.2B
| – | – |
-1,549
| Closed | -$291K |
|
280
Oneok
OKE
$59.7B
| – | – |
-12,520
| Closed | -$884K |
|
281
Olin
OLN
$1.95B
| – | – |
-6,260
| Closed | -$327K |
|
|
ACH
282
Accendra Health
ACH
$85.4M
| – | – |
-4,680
| Closed | -$206K |
|
283
O'Reilly Automotive
ORLY
$68.9B
| – | – |
-31,845
| Closed | -$1.45M |
|
284
Pan American Silver
PAAS
$20.1B
| – | – |
-18,292
| Closed | -$499K |
|
285
PBF Energy
PBF
$8.86B
| – | – |
-8,520
| Closed | -$207K |
|
286
Petrobras
PBR
$140B
| – | – |
-182,789
| Closed | -$2.71M |
|
287
Public Service Enterprise Group
PEG
$35.1B
| – | – |
-7,767
| Closed | -$543K |
|
288
Procter & Gamble
PG
$341B
| – | – |
-30,112
| Closed | -$4.6M |
|
289
Progressive
PGR
$129B
| – | – |
-4,295
| Closed | -$489K |
|
290
Public Storage
PSA
$55.4B
| – | – |
-1,932
| Closed | -$754K |
|
291
Phillips 66
PSX
$106B
| – | – |
-21,708
| Closed | -$1.88M |
|
292
Qualcomm
QCOM
$201B
| – | – |
-15,622
| Closed | -$2.39M |
|
|
293
Regeneron Pharmaceuticals
REGN
$79.7B
| – | – |
-23,747
| Closed | -$16.6M |
|
294
Regions Financial
RF
$25.3B
| – | – |
-27,515
| Closed | -$612K |
|
295
Robert Half
RHI
$3.92B
| – | – |
-2,270
| Closed | -$259K |
|
296
Revvity
RVTY
$15.6B
| – | – |
-3,497
| Closed | -$610K |
|
297
Boston Beer
SAM
$1.76B
| – | – |
-2,625
| Closed | -$1.02M |
|
298
Sibanye-Stillwater
SBSW
$8.38B
| – | – |
-27,894
| Closed | -$452K |
|
299
Signet Jewelers
SIG
$3.83B
| – | – |
-6,391
| Closed | -$464K |
|
300
SiriusXM
SIRI
$9.95B
| – | – |
-4,079
| Closed | -$270K |
|
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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.