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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
SWK icon
76
Stanley Black & Decker
SWK
$14.9B
$2.04M 0.34%
27,123
-2,283
-8% -$220K
EZU icon
77
iShare MSCI Eurozone ETF
EZU
$9.65B
$2M 0.33%
62,686
+5,288
+9% +$190K
KDP icon
78
Keurig Dr Pepper
KDP
$43B
$2M 0.33%
+55,764
New +$2.11M
SPGI icon
79
S&P Global
SPGI
$122B
$1.99M 0.33%
+6,523
New +$2.33M
LULU icon
80
lululemon athletica
LULU
$13.6B
$1.93M 0.32%
+6,907
New +$2.14M
KLAC icon
81
KLA
KLAC
$236B
$1.92M 0.32%
+63,350
New +$2.19M
NKE icon
82
Nike
NKE
$62.7B
$1.91M 0.32%
23,012
-25,858
-53% -$2.78M
HUBS icon
83
HubSpot
HUBS
$11.9B
$1.9M 0.32%
7,024
+2,488
+55% +$790K
IQV icon
84
IQVIA
IQV
$39.1B
$1.89M 0.31%
+10,420
New +$2.28M
GILD icon
85
Gilead Sciences
GILD
$163B
$1.88M 0.31%
+30,468
New +$1.92M
PH icon
86
Parker-Hannifin
PH
$121B
$1.88M 0.31%
+7,754
New +$2.1M
ITW icon
87
Illinois Tool Works
ITW
$81.6B
$1.85M 0.31%
+10,255
New +$2.02M
SPG icon
88
Simon Property Group
SPG
$74.7B
$1.83M 0.3%
20,438
-14,380
-41% -$1.47M
UAL icon
89
United Airlines
UAL
$40.1B
$1.78M 0.3%
54,773
+35,458
+184% +$1.32M
EWG icon
90
iShares MSCI Germany ETF
EWG
$1.6B
$1.76M 0.29%
89,125
-42,057
-32% -$938K
MCHP icon
91
Microchip Technology
MCHP
$40.7B
$1.74M 0.29%
+28,498
New +$1.87M
SIVB
92
DELISTED
SVB Financial Group
SIVB
$1.73M 0.29%
5,163
+938
+22% +$378K
SPLV icon
93
Invesco S&P 500 Low Volatility ETF
SPLV
$7.13B
$1.72M 0.29%
+29,797
New +$1.88M
APD icon
94
Air Products & Chemicals
APD
$66.8B
$1.69M 0.28%
+7,250
New +$1.79M
MPWR icon
95
Monolithic Power Systems
MPWR
$64.7B
$1.66M 0.28%
+4,576
New +$2.04M
WYNN icon
96
Wynn Resorts
WYNN
$10.5B
$1.6M 0.27%
25,454
-7,252
-22% -$452K
VRSK icon
97
Verisk Analytics
VRSK
$26.1B
$1.59M 0.26%
+9,346
New +$1.75M
XLF icon
98
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$1.58M 0.26%
+51,918
New +$1.72M
BAX icon
99
Baxter International
BAX
$13.8B
$1.57M 0.26%
29,136
+24,004
+468% +$1.44M
WSM icon
100
Williams-Sonoma
WSM
$27.5B
$1.54M 0.26%
26,140
+17,198
+192% +$1.22M
2 3
4
5 6

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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.