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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
BBY icon
151
Best Buy
BBY
$18.5B
$890K 0.15%
14,054
-30,739
-69% -$2.28M
BBBY
152
DELISTED
Bed Bath & Beyond Inc
BBBY
$868K 0.14%
142,544
+42,045
+42% +$342K
PODD icon
153
Insulet
PODD
$11.5B
$838K 0.14%
+3,654
New +$915K
FL
154
DELISTED
Foot Locker
FL
$837K 0.14%
26,907
+6,028
+29% +$192K
ROK icon
155
Rockwell Automation
ROK
$52.4B
$823K 0.14%
3,826
-2,768
-42% -$645K
LH icon
156
Labcorp
LH
$25.9B
$814K 0.14%
+4,629
New +$948K
PNC icon
157
PNC Financial Services
PNC
$99.2B
$812K 0.13%
5,436
-1,990
-27% -$322K
ACWX icon
158
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
$790K 0.13%
19,768
-9,606
-33% -$427K
SBNY
159
DELISTED
Signature Bank
SBNY
$787K 0.13%
5,212
-1,459
-22% -$265K
EW icon
160
Edwards Lifesciences
EW
$50B
$768K 0.13%
+9,302
New +$895K
AMD icon
161
Advanced Micro Devices
AMD
$791B
$761K 0.13%
+12,018
New +$1.02M
PHM icon
162
Pultegroup
PHM
$24.5B
$755K 0.13%
+20,146
New +$847K
EPAM icon
163
EPAM Systems
EPAM
$5.42B
$742K 0.12%
+2,049
New +$784K
NCLH icon
164
Norwegian Cruise Line
NCLH
$8.59B
$736K 0.12%
64,865
-111,978
-63% -$1.47M
ETN icon
165
Eaton
ETN
$150B
$729K 0.12%
+5,469
New +$765K
CSGP icon
166
CoStar Group
CSGP
$12B
$717K 0.12%
10,306
+2,444
+31% +$170K
W icon
167
Wayfair
W
$11.9B
$710K 0.12%
21,833
-12,212
-36% -$645K
RGEN icon
168
Repligen
RGEN
$7.03B
$706K 0.12%
+3,775
New +$796K
ROP icon
169
Roper Technologies
ROP
$38.5B
$693K 0.12%
+1,929
New +$785K
IBN icon
170
ICICI Bank
IBN
$109B
$689K 0.11%
+32,870
New +$694K
NSC icon
171
Norfolk Southern
NSC
$75B
$683K 0.11%
3,262
+809
+33% +$195K
WIX icon
172
WIX.com
WIX
$2.37B
$671K 0.11%
8,588
+2,216
+35% +$153K
MRVL icon
173
Marvell Technology
MRVL
$165B
$664K 0.11%
15,478
+431
+3% +$21.3K
PCAR icon
174
PACCAR
PCAR
$70.4B
$662K 0.11%
+11,873
New +$690K
SPWR
175
DELISTED
SunPower Corporation Common Stock
SPWR
$660K 0.11%
+28,655
New +$644K
5 6
7
8 9

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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.