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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 | |
|---|---|---|---|---|---|---|
126
Charles River Laboratories
CRL
$13B
| $1.02M | 0.16% |
4,793
+3,511
| +274% | +$858K |
|
127
American Eagle Outfitters
AEO
$2.48B
| $1.01M | 0.15% |
90,855
+44,032
| +94% | +$621K |
|
128
JetBlue
JBLU
$1.61B
| $1.01M | 0.15% |
+121,023
| New | +$1.29M |
|
129
Global Payments
GPN
$23.5B
| $991K | 0.15% |
8,959
+2,419
| +37% | +$306K |
|
130
CSX Corp
CSX
$90.1B
| $972K | 0.15% |
+33,476
| New | +$1.09M |
|
131
Kohl's
KSS
$1.85B
| $956K | 0.15% |
+26,789
| New | +$1.31M |
|
|
FRC
132
DELISTED
First Republic Bank
FRC
| $811K | 0.12% |
5,628
+1,810
| +47% | +$271K |
|
133
Las Vegas Sands
LVS
$26.7B
| $691K | 0.11% |
+20,595
| New | +$713K |
|
134
Altria Group
MO
$117B
| $684K | 0.1% |
+16,382
| New | +$848K |
|
135
United Airlines
UAL
$34.7B
| $684K | 0.1% |
+19,315
| New | +$848K |
|
136
Moody's
MCO
$80.9B
| $679K | 0.1% |
+2,499
| New | +$748K |
|
137
ASML
ASML
$611B
| $672K | 0.1% |
+1,413
| New | +$789K |
|
138
DuPont de Nemours
DD
$17.3B
| $672K | 0.1% |
+9,644
| New | +$789K |
|
139
Gold Fields
GFI
$38.2B
| $672K | 0.1% |
73,744
-67,637
| -48% | -$808K |
|
140
Equifax
EFX
$19.6B
| $670K | 0.1% |
+3,670
| New | +$734K |
|
141
Marvell Technology
MRVL
$199B
| $654K | 0.1% |
+15,047
| New | +$853K |
|
142
iShares US Medical Devices ETF
IHI
$3.26B
| $652K | 0.1% |
+12,929
| New | +$705K |
|
143
Kroger
KR
$37.1B
| $636K | 0.1% |
+13,449
| New | +$717K |
|
144
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.34B
| $635K | 0.1% |
+18,273
| New | +$697K |
|
145
Colgate-Palmolive
CL
$69.4B
| $628K | 0.1% |
7,841
-38,733
| -83% | -$3.03M |
|
146
Marathon Digital Holdings
MARA
$4.34B
| $628K | 0.1% |
+117,641
| New | +$1.57M |
|
147
iShares MSCI Hong Kong ETF
EWH
$1.16B
| $624K | 0.1% |
+28,141
| New | +$611K |
|
148
Zimmer Biomet
ZBH
$18.8B
| $623K | 0.09% |
+5,934
| New | +$704K |
|
149
RingCentral
RNG
$6.05B
| $596K | 0.09% |
11,421
-6,656
| -37% | -$505K |
|
150
Honeywell
HON
$64.5B
| $580K | 0.09% |
+3,544
| New | +$636K |
|
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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.