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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
VGK icon
76
Vanguard FTSE Europe ETF
VGK
$30.8B
$1.41M 0.27%
25,448
-28,269
-53% -$1.49M
SIVB
77
DELISTED
SVB Financial Group
SIVB
$1.39M 0.26%
6,039
+876
+17% +$218K
SYF icon
78
Synchrony
SYF
$25.1B
$1.35M 0.26%
41,043
-39,904
-49% -$1.37M
ACWX icon
79
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
$1.34M 0.25%
29,367
+9,599
+49% +$421K
GAP
80
The Gap Inc
GAP
$7.34B
$1.33M 0.25%
117,817
+46,518
+65% +$557K
GGB icon
81
Gerdau
GGB
$9.74B
$1.32M 0.25%
+299,617
New +$1.29M
NCLH icon
82
Norwegian Cruise Line
NCLH
$8.59B
$1.32M 0.25%
107,676
+42,811
+66% +$645K
JCI icon
83
Johnson Controls International
JCI
$87.2B
$1.3M 0.25%
+20,406
New +$1.25M
ALLY icon
84
Ally Financial
ALLY
$13.2B
$1.25M 0.24%
51,243
+4,803
+10% +$128K
CVX icon
85
Chevron
CVX
$383B
$1.25M 0.24%
+6,937
New +$1.21M
ULTA icon
86
Ulta Beauty
ULTA
$22.2B
$1.24M 0.24%
+2,646
New +$1.14M
KBWB icon
87
Invesco KBW Bank ETF
KBWB
$6.83B
$1.23M 0.23%
23,892
+12,813
+116% +$672K
AEO icon
88
American Eagle Outfitters
AEO
$2.9B
$1.18M 0.22%
84,655
+70,248
+488% +$900K
PH icon
89
Parker-Hannifin
PH
$121B
$1.18M 0.22%
4,039
-3,715
-48% -$1.06M
BKNG icon
90
Booking.com
BKNG
$150B
$1.17M 0.22%
14,550
-5,950
-29% -$452K
EW icon
91
Edwards Lifesciences
EW
$50B
$1.09M 0.21%
14,572
+5,270
+57% +$406K
INCY icon
92
Incyte
INCY
$24.9B
$1.08M 0.21%
+13,438
New +$1.03M
LUMN icon
93
Lumen
LUMN
$6.76B
$1.08M 0.21%
+206,751
New +$1.27M
ETN icon
94
Eaton
ETN
$150B
$1.06M 0.2%
6,763
+1,294
+24% +$198K
VFH icon
95
Vanguard Financials ETF
VFH
$13.5B
$1.04M 0.2%
+12,625
New +$1.04M
PRU icon
96
Prudential Financial
PRU
$42.6B
$1.04M 0.2%
+10,440
New +$1.06M
SHW icon
97
Sherwin-Williams
SHW
$83.7B
$1.03M 0.2%
4,353
-1,502
-26% -$347K
AVB icon
98
AvalonBay Communities
AVB
$26.8B
$1.02M 0.19%
+6,339
New +$1.08M
BALL icon
99
Ball Corp
BALL
$17.4B
$995K 0.19%
19,469
-7,008
-26% -$363K
DLR icon
100
Digital Realty Trust
DLR
$71.5B
$993K 0.19%
+9,905
New +$1.01M
2 3
4
5 6

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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.