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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
NLY icon
301
Annaly Capital Management
NLY
$17.1B
– –
-21,841
Closed -$374K
NOW icon
302
ServiceNow
NOW
$115B
– –
-28,375
Closed -$2.14M
NVR icon
303
NVR
NVR
$16.5B
– –
-55
Closed -$219K
O icon
304
Realty Income
O
$59.6B
– –
-42,295
Closed -$2.46M
ODFL icon
305
Old Dominion Freight Line
ODFL
$44.1B
– –
-3,142
Closed -$390K
PAYC icon
306
Paycom
PAYC
$7.64B
– –
-3,931
Closed -$1.3M
PAYX icon
307
Paychex
PAYX
$41.6B
– –
-2,637
Closed -$295K
PBR icon
308
Petrobras
PBR
$125B
– –
-190,761
Closed -$2.35M
PBW icon
309
Invesco WilderHill Clean Energy ETF
PBW
$407M
– –
-6,291
Closed -$303K
PENN icon
310
PENN Entertainment
PENN
$2.75B
– –
-23,116
Closed -$635K
PEP icon
311
PepsiCo
PEP
$190B
– –
-6,936
Closed -$1.13M
PG icon
312
Procter & Gamble
PG
$336B
– –
-22,590
Closed -$2.85M
PHM icon
313
Pultegroup
PHM
$24.1B
– –
-20,146
Closed -$755K
PLUG icon
314
Plug Power
PLUG
$2.87B
– –
-125,003
Closed -$2.63M
PNC icon
315
PNC Financial Services
PNC
$99.7B
– –
-5,436
Closed -$812K
PPL
316
PPL Corp
PPL
$26.5B
– –
-13,277
Closed -$336K
PTC icon
317
PTC
PTC
$15.8B
– –
-2,210
Closed -$231K
RGEN icon
318
Repligen
RGEN
$7.96B
– –
-3,775
Closed -$706K
RH icon
319
RH
RH
$3.13B
– –
-4,019
Closed -$988K
ROK icon
320
Rockwell Automation
ROK
$53.4B
– –
-3,826
Closed -$823K
RVTY icon
321
Revvity
RVTY
$12.6B
– –
-3,402
Closed -$409K
SBUX icon
322
Starbucks
SBUX
$120B
– –
-35,031
Closed -$2.95M
SHOP icon
323
Shopify
SHOP
$152B
– –
-140,851
Closed -$3.79M
SNPS icon
324
Synopsys
SNPS
$74.4B
– –
-7,624
Closed -$2.33M
SPG icon
325
Simon Property Group
SPG
$74.4B
– –
-20,438
Closed -$1.83M
11 12
13
14 15

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UWPG
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FWM
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RCIM
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TC
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GHC
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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.