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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
(-8.3%)
Cap. Flow
+$3.76M
Cap. Flow
% of AUM
0.62%
Top 10 Holdings %
Top 10 Hldgs %
28.96%
Holding
340
New
133
Increased
56
Reduced
76
Closed
75
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$23.6M |
| 2 |
Verizon
VZ
|
+$21.7M |
| 3 |
VanEck Semiconductor ETF
SMH
|
+$18.1M |
| 4 |
Amazon
AMZN
|
+$17.9M |
| 5 |
AT&T
T
|
+$16.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$26.9M |
| 2 |
VanEck Gold Miners ETF
GDX
|
+$22.3M |
| 3 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$14.2M |
| 4 |
Target
TGT
|
+$12M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
326
Stryker
SYK
$125B
| – | – |
-7,464
| Closed | -$1.48M |
|
327
Synaptics
SYNA
$4.19B
| – | – |
-1,752
| Closed | -$206K |
|
328
Trip.com Group
TCOM
$29.6B
| – | – |
-10,423
| Closed | -$286K |
|
329
Tenet Healthcare
THC
$20.5B
| – | – |
-9,140
| Closed | -$480K |
|
330
Thor Industries
THO
$3.9B
| – | – |
-5,896
| Closed | -$440K |
|
331
Under Armour
UAA
$2.84B
| – | – |
-10,977
| Closed | -$91K |
|
332
VF Corp
VFC
$5.63B
| – | – |
-32,079
| Closed | -$1.42M |
|
333
Wells Fargo
WFC
$261B
| – | – |
-67,553
| Closed | -$2.65M |
|
334
Walmart Inc
WMT
$885B
| – | – |
-32,757
| Closed | -$1.33M |
|
|
X
335
DELISTED
US Steel
X
| – | – |
-233,093
| Closed | -$4.17M |
|
336
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
| – | – |
-140,663
| Closed | -$6.1M |
|
337
Zimmer Biomet
ZBH
$18.2B
| – | – |
-5,934
| Closed | -$623K |
|
|
SPLK
338
DELISTED
Splunk Inc
SPLK
| – | – |
-13,915
| Closed | -$1.23M |
|
|
VMW
339
DELISTED
VMware, Inc
VMW
| – | – |
-13,899
| Closed | -$1.58M |
|
|
AUY
340
DELISTED
Yamana Gold, Inc.
AUY
| – | – |
-59,875
| Closed | -$278K |
|
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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.