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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
FDN icon
126
First Trust Dow Jones Internet Index Fund ETF
FDN
$5B
$1.25M 0.21%
9,868
-13,460
-58% -$1.88M
BURL icon
127
Burlington
BURL
$23.4B
$1.23M 0.2%
11,028
-8,214
-43% -$1.2M
DD icon
128
DuPont de Nemours
DD
$18.7B
$1.22M 0.2%
19,314
+9,670
+100% +$690K
MCO icon
129
Moody's
MCO
$83.5B
$1.22M 0.2%
5,020
+2,521
+101% +$732K
WELL icon
130
Welltower
WELL
$170B
$1.2M 0.2%
+18,692
New +$1.46M
SHW icon
131
Sherwin-Williams
SHW
$83.7B
$1.2M 0.2%
+5,855
New +$1.39M
URI icon
132
United Rentals
URI
$66.5B
$1.2M 0.2%
+4,424
New +$1.29M
INTU icon
133
Intuit
INTU
$86.3B
$1.19M 0.2%
+3,073
New +$1.33M
AES icon
134
AES
AES
$10.6B
$1.15M 0.19%
+51,031
New +$1.21M
PEP icon
135
PepsiCo
PEP
$191B
$1.13M 0.19%
+6,936
New +$1.2M
DHI icon
136
D.R. Horton
DHI
$40.7B
$1.1M 0.18%
+16,373
New +$1.2M
GDXJ icon
137
VanEck Junior Gold Miners ETF
GDXJ
$7.15B
$1.1M 0.18%
37,234
-318,013
-90% -$9.86M
TGT icon
138
Target
TGT
$65.6B
$1.08M 0.18%
7,293
-75,066
-91% -$12M
TEL icon
139
TE Connectivity
TEL
$59.9B
$1.08M 0.18%
+9,759
New +$1.21M
VEEV icon
140
Veeva Systems
VEEV
$32.7B
$1.08M 0.18%
+6,534
New +$1.31M
SCZ icon
141
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
$1.07M 0.18%
21,880
-34,254
-61% -$1.88M
MSFT icon
142
Microsoft
MSFT
$3.35T
$1.01M 0.17%
+4,353
New +$1.15M
CMG icon
143
Chipotle Mexican Grill
CMG
$48.8B
$1.01M 0.17%
+33,550
New +$1.04M
EFV icon
144
iShares MSCI EAFE Value ETF
EFV
$28.9B
$996K 0.17%
+25,858
New +$1.1M
RH icon
145
RH
RH
$3.15B
$988K 0.16%
4,019
-7,878
-66% -$2.13M
IFF icon
146
International Flavors & Fragrances
IFF
$20.3B
$977K 0.16%
+10,764
New +$1.23M
CDNS icon
147
Cadence Design Systems
CDNS
$91.7B
$970K 0.16%
+5,936
New +$1.02M
DAL icon
148
Delta Air Lines
DAL
$58.3B
$918K 0.15%
+32,722
New +$1.04M
FRC
149
DELISTED
First Republic Bank
FRC
$910K 0.15%
6,971
+1,343
+24% +$206K
UNP icon
150
Union Pacific
UNP
$172B
$893K 0.15%
4,584
+2,931
+177% +$649K
4 5
6
7 8

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UWPG
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FWM
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RCIM
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TC
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GHC
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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.