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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
AAP icon
176
Advance Auto Parts
AAP
$3.39B
$651K 0.11%
+4,166
New +$761K
EFX icon
177
Equifax
EFX
$20.7B
$650K 0.11%
3,795
+125
+3% +$24.5K
PENN icon
178
PENN Entertainment
PENN
$2.75B
$635K 0.11%
23,116
-69,800
-75% -$2.25M
FICO icon
179
Fair Isaac
FICO
$26.4B
$634K 0.11%
+1,539
New +$699K
VMC icon
180
Vulcan Materials
VMC
$35.2B
$630K 0.1%
3,999
+1,301
+48% +$211K
STT icon
181
State Street
STT
$50.2B
$628K 0.1%
10,343
-18,934
-65% -$1.29M
MSCI icon
182
MSCI
MSCI
$41.9B
$615K 0.1%
+1,460
New +$668K
DECK icon
183
Deckers Outdoor
DECK
$13.6B
$602K 0.1%
+11,568
New +$602K
APH icon
184
Amphenol
APH
$197B
$592K 0.1%
+17,694
New +$643K
FIVE icon
185
Five Below
FIVE
$12.1B
$590K 0.1%
4,290
-5,374
-56% -$706K
HBAN icon
186
Huntington Bancshares
HBAN
$34.5B
$590K 0.1%
44,814
+32,543
+265% +$435K
WBA
187
DELISTED
Walgreens Boots Alliance
WBA
$588K 0.1%
18,733
+4,014
+27% +$149K
IYT icon
188
iShares US Transportation ETF
IYT
$2.26B
$586K 0.1%
11,940
+3,416
+40% +$193K
GAP
189
The Gap Inc
GAP
$7.34B
$585K 0.1%
71,299
-133,496
-65% -$1.25M
ICE icon
190
Intercontinental Exchange
ICE
$88.4B
$576K 0.1%
+6,385
New +$640K
HUM icon
191
Humana
HUM
$44B
$568K 0.09%
+1,171
New +$570K
KBWB icon
192
Invesco KBW Bank ETF
KBWB
$6.83B
$544K 0.09%
11,079
-12,416
-53% -$677K
MGM icon
193
MGM Resorts International
MGM
$11.7B
$523K 0.09%
17,620
-21,056
-54% -$685K
IJS icon
194
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
$514K 0.09%
+6,243
New +$578K
IDXX icon
195
Idexx Laboratories
IDXX
$44.1B
$512K 0.09%
1,573
-3,164
-67% -$1.16M
ECL icon
196
Ecolab
ECL
$78.6B
$506K 0.08%
3,510
-6,212
-64% -$1.01M
LIN icon
197
Linde
LIN
$235B
$474K 0.08%
+1,759
New +$505K
GLW icon
198
Corning
GLW
$116B
$462K 0.08%
+15,938
New +$540K
EBAY icon
199
eBay
EBAY
$50.4B
$451K 0.07%
12,254
-137,066
-92% -$6.11M
MLM icon
200
Martin Marietta Materials
MLM
$32.4B
$451K 0.07%
+1,402
New +$475K
6 7
8
9 10

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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 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.