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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
GE icon
101
GE Aerospace
GE
$368B
$1.53M 0.25%
39,678
-204,819
-84% -$9.01M
GWW icon
102
W.W. Grainger
GWW
$64B
$1.52M 0.25%
+3,117
New +$1.64M
NVAX icon
103
Novavax
NVAX
$1.22B
$1.51M 0.25%
83,072
+26,025
+46% +$1.13M
ACN icon
104
Accenture
ACN
$99.9B
$1.5M 0.25%
+5,814
New +$1.68M
ISRG icon
105
Intuitive Surgical
ISRG
$126B
$1.47M 0.24%
7,834
-3,423
-30% -$735K
TEVA icon
106
Teva Pharmaceuticals
TEVA
$41.2B
$1.44M 0.24%
+178,831
New +$1.58M
TT icon
107
Trane Technologies
TT
$97.3B
$1.42M 0.24%
9,829
-4,225
-30% -$631K
VEU icon
108
Vanguard FTSE All-World ex-US ETF
VEU
$66.8B
$1.41M 0.23%
31,858
-13,303
-29% -$658K
JPM icon
109
JPMorgan Chase
JPM
$933B
$1.41M 0.23%
13,496
-50,447
-79% -$5.79M
TDG icon
110
TransDigm Group
TDG
$69.9B
$1.41M 0.23%
+2,683
New +$1.6M
EL icon
111
Estee Lauder
EL
$30.7B
$1.38M 0.23%
+6,393
New +$1.63M
CSX icon
112
CSX Corp
CSX
$93B
$1.35M 0.22%
50,601
+17,125
+51% +$532K
BKNG icon
113
Booking.com
BKNG
$150B
$1.35M 0.22%
+20,500
New +$1.54M
DFS
114
DELISTED
Discover Financial Services
DFS
$1.33M 0.22%
+14,687
New +$1.49M
ETSY icon
115
Etsy
ETSY
$7.89B
$1.33M 0.22%
13,273
-33,782
-72% -$3.45M
CRM icon
116
Salesforce
CRM
$148B
$1.31M 0.22%
9,145
+6,457
+240% +$1.09M
CMI icon
117
Cummins
CMI
$87.3B
$1.3M 0.22%
+6,398
New +$1.36M
FEZ icon
118
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.41B
$1.3M 0.22%
42,267
+23,994
+131% +$827K
PAYC icon
119
Paycom
PAYC
$7.53B
$1.3M 0.22%
+3,931
New +$1.35M
ALLY icon
120
Ally Financial
ALLY
$13.2B
$1.29M 0.21%
+46,440
New +$1.54M
KSS icon
121
Kohl's
KSS
$2.21B
$1.29M 0.21%
51,365
+24,576
+92% +$717K
BALL icon
122
Ball Corp
BALL
$17.4B
$1.28M 0.21%
+26,477
New +$1.63M
APTV icon
123
Aptiv
APTV
$12.3B
$1.27M 0.21%
16,253
-11,117
-41% -$1.07M
ARKW icon
124
ARK Web x.0 ETF
ARKW
$1.65B
$1.26M 0.21%
27,626
-51,562
-65% -$2.79M
LVS icon
125
Las Vegas Sands
LVS
$32.3B
$1.25M 0.21%
33,385
+12,790
+62% +$476K
3 4
5
6 7

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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.