We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
176
Bio-Rad Laboratories Class A
BIO
$10.1B
| $353K | 0.05% |
+715
| New | +$372K |
|
177
Union Pacific
UNP
$169B
| $352K | 0.05% |
+1,653
| New | +$376K |
|
|
EXAS
178
DELISTED
Exact Sciences
EXAS
| $336K | 0.05% |
8,537
-4,139
| -33% | -$221K |
|
179
Baxter International
BAX
$12.3B
| $329K | 0.05% |
5,132
-4,790
| -48% | -$348K |
|
180
Mohawk Industries
MHK
$8.74B
| $329K | 0.05% |
2,659
+326
| +14% | +$43.3K |
|
|
NXH
181
Neighborhood Intelligence Inc
NXH
$329M
| $322K | 0.05% |
+14,196
| New | +$427K |
|
182
American Express
AXP
$219B
| $320K | 0.05% |
2,309
-3,166
| -58% | -$523K |
|
183
Lennar Class A
LEN
$19.3B
| $317K | 0.05% |
4,645
-1,761
| -27% | -$129K |
|
184
NetApp
NTAP
$37.3B
| $311K | 0.05% |
+4,778
| New | +$344K |
|
185
Avis
CAR
$4.19B
| $310K | 0.05% |
2,110
-10,390
| -83% | -$2.28M |
|
186
Kimberly-Clark
KMB
$32.8B
| $298K | 0.05% |
2,206
-20,441
| -90% | -$2.69M |
|
187
Invesco
IVZ
$13.6B
| $288K | 0.04% |
+17,884
| New | +$338K |
|
|
IPG
188
DELISTED
Interpublic Group of Companies
IPG
| $287K | 0.04% |
+10,438
| New | +$331K |
|
189
Alaska Air
ALK
$4.45B
| $286K | 0.04% |
+7,154
| New | +$349K |
|
190
Trip.com Group
TCOM
$24.7B
| $286K | 0.04% |
+10,423
| New | +$233K |
|
191
XPO
XPO
$20.9B
| $283K | 0.04% |
+9,913
| New | +$315K |
|
192
iShares MSCI India ETF
INDA
$6.45B
| $281K | 0.04% |
+7,157
| New | +$301K |
|
|
AUY
193
DELISTED
Yamana Gold, Inc.
AUY
| $278K | 0.04% |
59,875
-98,076
| -62% | -$532K |
|
194
CarMax
KMX
$8.49B
| $276K | 0.04% |
+3,058
| New | +$288K |
|
195
Dick's Sporting Goods
DKS
$11B
| $254K | 0.04% |
+3,378
| New | +$300K |
|
|
SPR
196
DELISTED
Spirit AeroSystems
SPR
| $245K | 0.04% |
+8,382
| New | +$300K |
|
197
Harley-Davidson
HOG
$2.87B
| $226K | 0.03% |
7,162
-2,438
| -25% | -$86.7K |
|
|
FITB
198
Fifth Third Bancorp
FITB
$49.6B
| $221K | 0.03% |
6,603
-8,665
| -57% | -$326K |
|
|
DQ
199
Daqo New Energy
DQ
$762M
| $213K | 0.03% |
+2,997
| New | +$149K |
|
200
Synaptics
SYNA
$3.81B
| $206K | 0.03% |
+1,752
| New | +$257K |
|
Similar funds
HIC
AGAM
RFA
SPG
TCM
DLP
SIC
GC
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.