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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
JCI icon
301
Johnson Controls International
JCI
$88.8B
– –
-57,819
Closed -$2.77M
KEY icon
302
KeyCorp
KEY
$24.2B
– –
-79,995
Closed -$1.38M
KGC icon
303
Kinross Gold
KGC
$27.4B
– –
-37,608
Closed -$134K
KMB icon
304
Kimberly-Clark
KMB
$36.3B
– –
-2,206
Closed -$298K
KR icon
305
Kroger
KR
$35.4B
– –
-13,449
Closed -$636K
LNC icon
306
Lincoln National
LNC
$8.73B
– –
-7,689
Closed -$359K
LOW icon
307
Lowe's Companies
LOW
$117B
– –
-13,389
Closed -$2.34M
MARA icon
308
Marathon Digital Holdings
MARA
$4.32B
– –
-117,641
Closed -$628K
MDT icon
309
Medtronic
MDT
$109B
– –
-38,502
Closed -$3.46M
MHK icon
310
Mohawk Industries
MHK
$7.5B
– –
-2,659
Closed -$329K
MO icon
311
Altria Group
MO
$114B
– –
-16,382
Closed -$684K
MOS icon
312
The Mosaic Company
MOS
$7.03B
– –
-97,506
Closed -$4.61M
MSTR icon
313
Strategy Inc
MSTR
$34.1B
– –
-33,350
Closed -$547K
NFLX icon
314
Netflix
NFLX
$299B
– –
-483,060
Closed -$8.45M
NTAP icon
315
NetApp
NTAP
$35B
– –
-4,778
Closed -$311K
NUE icon
316
Nucor
NUE
$58.6B
– –
-30,402
Closed -$3.17M
OMC icon
317
Omnicom Group
OMC
$21.6B
– –
-20,573
Closed -$1.31M
PARA
318
DELISTED
Paramount Global Class B
PARA
– –
-54,309
Closed -$1.34M
PVH icon
319
PVH
PVH
$4B
– –
-18,838
Closed -$1.07M
QRVO icon
320
Qorvo
QRVO
$7.99B
– –
-18,230
Closed -$1.72M
RCL icon
321
Royal Caribbean
RCL
$85.1B
– –
-37,578
Closed -$1.31M
RIOT icon
322
Riot Platforms
RIOT
$7.63B
– –
-125,219
Closed -$524K
RNG icon
323
RingCentral
RNG
$4.66B
– –
-11,421
Closed -$596K
SLV icon
324
iShares Silver Trust
SLV
$28B
– –
-149,302
Closed -$2.78M
SPR
325
DELISTED
Spirit AeroSystems
SPR
– –
-8,382
Closed -$245K
10 11 12
13
14

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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.