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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
CFG icon
151
Citizens Financial Group
CFG
$30.3B
$457K 0.09%
11,614
+5,681
+96% +$222K
TFC icon
152
Truist Financial
TFC
$63.5B
$456K 0.09%
+10,601
New +$465K
PFG icon
153
Principal Financial Group
PFG
$24.4B
$455K 0.09%
+5,428
New +$466K
TSN icon
154
Tyson Foods
TSN
$21.4B
$449K 0.09%
+7,222
New +$470K
MCO icon
155
Moody's
MCO
$83.5B
$447K 0.09%
1,607
-3,413
-68% -$934K
TER icon
156
Teradyne
TER
$57.2B
$444K 0.08%
+5,091
New +$436K
EWU icon
157
iShares MSCI United Kingdom ETF
EWU
$4.17B
$437K 0.08%
+14,271
New +$418K
LSCC icon
158
Lattice Semiconductor
LSCC
$17.7B
$437K 0.08%
+6,745
New +$407K
AAXJ icon
159
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.65B
$430K 0.08%
+6,638
New +$410K
ROP icon
160
Roper Technologies
ROP
$38.5B
$418K 0.08%
969
-960
-50% -$396K
CHKP icon
161
Check Point Software Technologies
CHKP
$13.1B
$405K 0.08%
+3,215
New +$401K
ICE icon
162
Intercontinental Exchange
ICE
$87.7B
$394K 0.07%
3,843
-2,542
-40% -$253K
CMI icon
163
Cummins
CMI
$87.3B
$390K 0.07%
1,611
-4,787
-75% -$1.14M
OLN icon
164
Olin
OLN
$2.53B
$368K 0.07%
+6,965
New +$370K
LYV icon
165
Live Nation Entertainment
LYV
$42.7B
$355K 0.07%
+5,099
New +$378K
LH icon
166
Labcorp
LH
$25.9B
$351K 0.07%
1,737
-2,892
-62% -$565K
EXR icon
167
Extra Space Storage
EXR
$31.3B
$348K 0.07%
2,371
+525
+28% +$83.9K
VMC icon
168
Vulcan Materials
VMC
$35.1B
$343K 0.07%
1,960
-2,039
-51% -$349K
ASHR icon
169
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.55B
$342K 0.07%
+12,233
New +$333K
CP icon
170
Canadian Pacific Kansas City
CP
$77.5B
$341K 0.06%
4,582
+1,507
+49% +$113K
RJF icon
171
Raymond James Financial
RJF
$33.6B
$336K 0.06%
+3,151
New +$354K
DOV icon
172
Dover
DOV
$27.5B
$332K 0.06%
2,456
+638
+35% +$84.7K
PTEN icon
173
Patterson-UTI
PTEN
$3.74B
$332K 0.06%
+19,757
New +$326K
LHX icon
174
L3Harris
LHX
$50.7B
$328K 0.06%
+1,578
New +$356K
LAD icon
175
Lithia Motors
LAD
$8.9B
$324K 0.06%
+1,585
New +$339K
5 6
7
8 9

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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.