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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
OIH icon
101
VanEck Oil Services ETF
OIH
$2.01B
$986K 0.19%
+3,246
New +$929K
DPZ icon
102
Domino's
DPZ
$11.7B
$981K 0.19%
+2,833
New +$991K
CPRI icon
103
Capri Holdings
CPRI
$1.82B
$977K 0.19%
+17,051
New +$861K
WYNN icon
104
Wynn Resorts
WYNN
$10.5B
$975K 0.19%
11,825
-13,629
-54% -$997K
SCZ icon
105
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
$967K 0.18%
17,137
-4,743
-22% -$255K
NOV icon
106
NOV
NOV
$6.88B
$965K 0.18%
+46,201
New +$970K
RCL icon
107
Royal Caribbean
RCL
$86.1B
$926K 0.18%
+18,748
New +$983K
HOG icon
108
Harley-Davidson
HOG
$2.59B
$899K 0.17%
21,619
+8,984
+71% +$382K
KBE icon
109
State Street SPDR S&P Bank ETF
KBE
$1.64B
$896K 0.17%
19,864
-28,063
-59% -$1.32M
DD icon
110
DuPont de Nemours
DD
$18.7B
$888K 0.17%
10,315
-8,999
-47% -$719K
IJS icon
111
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
$886K 0.17%
9,706
+3,463
+55% +$319K
ENTG icon
112
Entegris
ENTG
$17.8B
$875K 0.17%
13,353
+10,436
+358% +$769K
VFC icon
113
VF Corp
VFC
$5.88B
$853K 0.16%
+30,916
New +$909K
ITW icon
114
Illinois Tool Works
ITW
$81.6B
$837K 0.16%
3,802
-6,453
-63% -$1.37M
WOLF icon
115
Wolfspeed
WOLF
$1.24B
$819K 0.16%
+11,863
New +$1.05M
FRC
116
DELISTED
First Republic Bank
FRC
$806K 0.15%
6,619
-352
-5% -$43K
AXON
117
Axon Enterprise
AXON
$42.3B
$801K 0.15%
+4,829
New +$763K
RL icon
118
Ralph Lauren
RL
$23B
$780K 0.15%
7,387
+4,320
+141% +$432K
FIS icon
119
Fidelity National Information Services
FIS
$23.8B
$768K 0.15%
+11,332
New +$805K
CLF icon
120
Cleveland-Cliffs
CLF
$6.64B
$762K 0.14%
+47,349
New +$713K
KLAC icon
121
KLA
KLAC
$236B
$746K 0.14%
19,790
-43,560
-69% -$1.52M
COF icon
122
Capital One
COF
$129B
$720K 0.14%
7,750
-14,428
-65% -$1.42M
TT icon
123
Trane Technologies
TT
$97.3B
$719K 0.14%
4,283
-5,546
-56% -$916K
SRPT icon
124
Sarepta Therapeutics
SRPT
$1.64B
$713K 0.14%
+5,510
New +$639K
EXPD icon
125
Expeditors International
EXPD
$21.8B
$707K 0.13%
+6,805
New +$701K
3 4
5
6 7

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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 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.