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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
SPLV icon
326
Invesco S&P 500 Low Volatility ETF
SPLV
$7.12B
– –
-29,797
Closed -$1.72M
STM icon
327
STMicroelectronics
STM
$46.7B
– –
-8,449
Closed -$261K
SWK icon
328
Stanley Black & Decker
SWK
$14.3B
– –
-27,123
Closed -$2.04M
SWKS icon
329
Skyworks Solutions
SWKS
$9.37B
– –
-5,234
Closed -$446K
TDG icon
330
TransDigm Group
TDG
$70.2B
– –
-2,683
Closed -$1.41M
TDOC icon
331
Teladoc Health
TDOC
$1.22B
– –
-11,650
Closed -$295K
TEVA icon
332
Teva Pharmaceuticals
TEVA
$40.8B
– –
-178,831
Closed -$1.44M
TGT icon
333
Target
TGT
$65.6B
– –
-7,293
Closed -$1.08M
TJX icon
334
TJX Companies
TJX
$174B
– –
-41,211
Closed -$2.56M
TOL icon
335
Toll Brothers
TOL
$13.6B
– –
-6,291
Closed -$264K
TRIP icon
336
TripAdvisor
TRIP
$1.65B
– –
-13,632
Closed -$300K
TXRH icon
337
Texas Roadhouse
TXRH
$13.5B
– –
-4,292
Closed -$374K
UNP icon
338
Union Pacific
UNP
$174B
– –
-4,584
Closed -$893K
VEEV icon
339
Veeva Systems
VEEV
$33.1B
– –
-6,534
Closed -$1.08M
W icon
340
Wayfair
W
$11.2B
– –
-21,833
Closed -$710K
WAT icon
341
Waters Corp
WAT
$37B
– –
-997
Closed -$268K
WDAY icon
342
Workday
WDAY
$39.6B
– –
-14,581
Closed -$2.22M
WIX icon
343
WIX.com
WIX
$2.3B
– –
-8,588
Closed -$671K
WSM icon
344
Williams-Sonoma
WSM
$26.9B
– –
-26,140
Closed -$1.54M
XBI icon
345
State Street SPDR S&P Biotech ETF
XBI
$9.95B
– –
-210,670
Closed -$16.7M
XEL icon
346
Xcel Energy
XEL
$48.8B
– –
-5,598
Closed -$358K
XLP icon
347
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
– –
-322,326
Closed -$21.5M
XYL icon
348
Xylem
XYL
$27.3B
– –
-4,016
Closed -$350K
ZBRA icon
349
Zebra Technologies
ZBRA
$14B
– –
-1,431
Closed -$374K
SGI
350
Somnigroup International
SGI
$13.7B
– –
-10,917
Closed -$263K
11 12 13
14
15

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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.