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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 | |
|---|---|---|---|---|---|---|
151
Norfolk Southern
NSC
$71.9B
| $557K | 0.08% |
+2,453
| New | +$602K |
|
|
WBA
152
DELISTED
Walgreens Boots Alliance
WBA
| $557K | 0.08% |
+14,719
| New | +$633K |
|
153
PPG Industries
PPG
$23.3B
| $550K | 0.08% |
+4,816
| New | +$602K |
|
154
Strategy Inc
MSTR
$51.5B
| $547K | 0.08% |
+33,350
| New | +$965K |
|
|
FL
155
DELISTED
Foot Locker
FL
| $527K | 0.08% |
20,879
+9,707
| +87% | +$290K |
|
|
ANSS
156
DELISTED
Ansys
ANSS
| $525K | 0.08% |
+2,198
| New | +$582K |
|
157
Riot Platforms
RIOT
$7.39B
| $524K | 0.08% |
+125,219
| New | +$1.16M |
|
158
Generac Holdings
GNRC
$10.3B
| $517K | 0.08% |
+2,456
| New | +$604K |
|
159
Bunge Global
BG
$23.4B
| $514K | 0.08% |
+5,677
| New | +$630K |
|
|
BBBY
160
DELISTED
Bed Bath & Beyond Inc
BBBY
| $499K | 0.08% |
+100,499
| New | +$1.17M |
|
161
Williams-Sonoma
WSM
$26.1B
| $496K | 0.08% |
+8,942
| New | +$578K |
|
162
Crocs
CROX
$5.34B
| $492K | 0.07% |
10,115
+7,057
| +231% | +$428K |
|
163
Tenet Healthcare
THC
$21B
| $480K | 0.07% |
9,140
+6,018
| +193% | +$419K |
|
164
FIVE9
FIVN
$2.47B
| $478K | 0.07% |
+5,253
| New | +$531K |
|
165
CoStar Group
CSGP
$12.8B
| $474K | 0.07% |
+7,862
| New | +$476K |
|
166
iShares US Transportation ETF
IYT
$2.1B
| $453K | 0.07% |
+8,524
| New | +$496K |
|
167
Archer Daniels Midland
ADM
$41.7B
| $452K | 0.07% |
+5,834
| New | +$510K |
|
168
Salesforce
CRM
$210B
| $443K | 0.07% |
+2,688
| New | +$475K |
|
169
Thor Industries
THO
$3.71B
| $440K | 0.07% |
5,896
+2,894
| +96% | +$224K |
|
170
Invesco WilderHill Clean Energy ETF
PBW
$368M
| $439K | 0.07% |
+9,606
| New | +$504K |
|
171
WIX.com
WIX
$3.46B
| $417K | 0.06% |
6,372
+3,646
| +134% | +$267K |
|
172
Mettler-Toledo International
MTD
$26.7B
| $391K | 0.06% |
+341
| New | +$428K |
|
173
Vulcan Materials
VMC
$32.3B
| $383K | 0.06% |
+2,698
| New | +$446K |
|
|
SGI
174
Somnigroup International
SGI
$13.8B
| $380K | 0.06% |
+17,801
| New | +$459K |
|
175
Lincoln National
LNC
$8.32B
| $359K | 0.05% |
+7,689
| New | +$438K |
|
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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.