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QIM
Quantitative Investment Management Portfolio holdings
AUM
$917M
1-Year Est. Return
3.96%
This Fund
S&P 500
This Quarter
Est. Return
-24.88%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
AUM
$656M
AUM Growth
-$269M
(-29%)
Cap. Flow
-$126M
Cap. Flow
% of AUM
-19.22%
Top 10 Holdings %
Top 10 Hldgs %
34.08%
Holding
334
New
142
Increased
40
Reduced
25
Closed
127
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$28.2M |
| 2 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$27.9M |
| 3 |
State Street SPDR S&P Biotech ETF
XBI
|
+$23.8M |
| 4 |
VanEck Gold Miners ETF
GDX
|
+$20.9M |
| 5 |
iShares MSCI Japan ETF
EWJ
|
+$17.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$374M |
| 2 |
SPDR Gold Trust
GLD
|
+$46.9M |
| 3 |
Apple
AAPL
|
+$29.5M |
| 4 |
Tesla
TSLA
|
+$21.8M |
| 5 |
Regeneron Pharmaceuticals
REGN
|
+$16.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 39.45% |
| 2 | Consumer Discretionary | 14.79% |
| 3 | Communication Services | 10.49% |
| 4 | Technology | 8.03% |
| 5 | Financials | 7.89% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
101
Ecolab
ECL
$77B
| $1.49M | 0.23% |
+9,722
| New | +$1.61M |
|
102
Stryker
SYK
$108B
| $1.48M | 0.23% |
+7,464
| New | +$1.75M |
|
103
Wayfair
W
$14.2B
| $1.48M | 0.23% |
34,045
-23,750
| -41% | -$1.67M |
|
104
Zebra Technologies
ZBRA
$16.2B
| $1.44M | 0.22% |
+4,888
| New | +$1.7M |
|
105
VF Corp
VFC
$5B
| $1.42M | 0.22% |
+32,079
| New | +$1.61M |
|
106
VanEck Semiconductor ETF
SMH
$67.1B
| $1.38M | 0.21% |
+13,552
| New | +$1.57M |
|
107
KeyCorp
KEY
$23.2B
| $1.38M | 0.21% |
79,995
+67,648
| +548% | +$1.31M |
|
108
HubSpot
HUBS
$12.1B
| $1.36M | 0.21% |
+4,536
| New | +$1.66M |
|
|
PARA
109
DELISTED
Paramount Global Class B
PARA
| $1.34M | 0.2% |
+54,309
| New | +$1.66M |
|
110
Walmart Inc
WMT
$858B
| $1.33M | 0.2% |
32,757
-4,401
| -12% | -$203K |
|
111
iShares MSCI ACWI ex US ETF
ACWX
$12.3B
| $1.32M | 0.2% |
+29,374
| New | +$1.42M |
|
112
Rockwell Automation
ROK
$46.3B
| $1.31M | 0.2% |
+6,594
| New | +$1.49M |
|
113
Royal Caribbean
RCL
$66.7B
| $1.31M | 0.2% |
+37,578
| New | +$2.34M |
|
114
Omnicom Group
OMC
$21.9B
| $1.31M | 0.2% |
+20,573
| New | +$1.52M |
|
115
Fidelity National Information Services
FIS
$19.3B
| $1.28M | 0.19% |
+13,936
| New | +$1.38M |
|
116
Capital One
COF
$127B
| $1.25M | 0.19% |
+11,979
| New | +$1.46M |
|
|
SPLK
117
DELISTED
Splunk Inc
SPLK
| $1.23M | 0.19% |
13,915
-9,910
| -42% | -$1.09M |
|
118
Invesco KBW Bank ETF
KBWB
$6.74B
| $1.22M | 0.19% |
+23,495
| New | +$1.35M |
|
|
SBNY
119
DELISTED
Signature Bank
SBNY
| $1.2M | 0.18% |
6,671
+4,516
| +210% | +$1.01M |
|
120
PNC Financial Services
PNC
$96.1B
| $1.17M | 0.18% |
+7,426
| New | +$1.24M |
|
121
Digital Turbine
APPS
$1.38B
| $1.15M | 0.18% |
+65,993
| New | +$1.79M |
|
122
MGM Resorts International
MGM
$9.87B
| $1.12M | 0.17% |
+38,676
| New | +$1.39M |
|
123
Five Below
FIVE
$13B
| $1.1M | 0.17% |
+9,664
| New | +$1.39M |
|
124
T. Rowe Price
TROW
$22.2B
| $1.09M | 0.17% |
+9,606
| New | +$1.22M |
|
125
PVH
PVH
$3.3B
| $1.07M | 0.16% |
+18,838
| New | +$1.3M |
|
Similar funds
HIC
AGAM
RFA
SPG
TCM
DLP
SIC
GC
Quantitative Investment Management's Q2 2022 Portfolio in Review
As of Q2 2022, Quantitative Investment Management held 334 positions worth $656M, down 29% from $925M the previous quarter. Its ten largest holdings account for 34% of the portfolio.
Quantitative Investment Management withdrew a net $126M in Q2 2022, closing 127 positions and reducing 25 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $374M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 39% of assets, down from 61% a quarter earlier, followed by Consumer Discretionary and Communication Services.
Against the trend, Quantitative Investment Management opened a new position in Meta Platforms (Facebook) worth $23.6M.
- Quantitative Investment Management's largest Q2 2022 buy was Meta Platforms (Facebook): 146,251 shares worth $23.6M.
- Quantitative Investment Management added most to VanEck Gold Miners ETF in Q2 2022, an estimated $20.9M increase.
- Quantitative Investment Management's biggest Q2 2022 reduction was SPDR Gold Trust, cutting an estimated $46.9M.
- Quantitative Investment Management fully exited State Street SPDR S&P 500 ETF Trust in Q2 2022, selling an estimated $374M.
- Quantitative Investment Management's ten largest holdings make up 34% of its $656M portfolio in Q2 2022.
- Quantitative Investment Management opened 142 new positions and closed 127 in Q2 2022.
- Quantitative Investment Management's portfolio value fell 29% quarter-over-quarter to $656M.
Based on Quantitative Investment Management's 13F filing for Q2 2022, filed 15 Aug 2022.