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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
ROST icon
51
Ross Stores
ROST
$81B
$2.58M 0.43%
30,559
-18,897
-38% -$1.6M
TJX icon
52
TJX Companies
TJX
$176B
$2.56M 0.43%
+41,211
New +$2.59M
VGK icon
53
Vanguard FTSE Europe ETF
VGK
$30.8B
$2.48M 0.41%
53,717
+9,123
+20% +$476K
MS icon
54
Morgan Stanley
MS
$330B
$2.46M 0.41%
+31,196
New +$2.63M
O icon
55
Realty Income
O
$60.1B
$2.46M 0.41%
+42,295
New +$2.92M
CL icon
56
Colgate-Palmolive
CL
$73.3B
$2.45M 0.41%
34,895
+27,054
+345% +$2.12M
GS icon
57
Goldman Sachs
GS
$302B
$2.44M 0.4%
+8,318
New +$2.69M
JETS icon
58
US Global Jets ETF
JETS
$786M
$2.43M 0.4%
161,765
-19,843
-11% -$345K
ASML icon
59
ASML
ASML
$634B
$2.41M 0.4%
5,797
+4,384
+310% +$2.2M
DE icon
60
Deere & Co
DE
$162B
$2.38M 0.39%
7,117
-18,559
-72% -$6.36M
DHR icon
61
Danaher
DHR
$138B
$2.37M 0.39%
+10,367
New +$2.54M
PBR icon
62
Petrobras
PBR
$123B
$2.35M 0.39%
+190,761
New +$2.52M
ZTS icon
63
Zoetis
ZTS
$31.9B
$2.34M 0.39%
+15,803
New +$2.64M
SNPS icon
64
Synopsys
SNPS
$71.3B
$2.33M 0.39%
+7,624
New +$2.58M
MDLZ icon
65
Mondelez International
MDLZ
$80.5B
$2.31M 0.38%
+42,088
New +$2.61M
SYF icon
66
Synchrony
SYF
$25.1B
$2.28M 0.38%
80,947
+24,188
+43% +$781K
NXPI icon
67
NXP Semiconductors
NXPI
$61.8B
$2.25M 0.37%
+15,266
New +$2.56M
WDAY icon
68
Workday
WDAY
$39B
$2.22M 0.37%
14,581
-30,065
-67% -$4.71M
BLK icon
69
Blackrock
BLK
$170B
$2.22M 0.37%
+4,030
New +$2.64M
NOW icon
70
ServiceNow
NOW
$114B
$2.14M 0.36%
+28,375
New +$2.56M
KBE icon
71
State Street SPDR S&P Bank ETF
KBE
$1.64B
$2.12M 0.35%
+47,927
New +$2.28M
HON icon
72
Honeywell
HON
$76.7B
$2.1M 0.35%
13,329
+9,785
+276% +$1.7M
LEN icon
73
Lennar Class A
LEN
$20.2B
$2.06M 0.34%
28,617
+23,972
+516% +$1.86M
AAL icon
74
American Airlines Group
AAL
$10.2B
$2.06M 0.34%
170,875
+157,640
+1,191% +$2.2M
COF icon
75
Capital One
COF
$129B
$2.04M 0.34%
22,178
+10,199
+85% +$1.09M
1 2
3
4 5

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UWPG
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FWM
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RCIM
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GHC
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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.