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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
IYE icon
176
iShares US Energy ETF
IYE
$1.72B
$315K 0.06%
+6,795
New +$318K
NVAX icon
177
Novavax
NVAX
$1.2B
$313K 0.06%
30,519
-52,553
-63% -$927K
MO icon
178
Altria Group
MO
$116B
$312K 0.06%
+6,844
New +$310K
AAP icon
179
Advance Auto Parts
AAP
$3.35B
$310K 0.06%
2,114
-2,052
-49% -$332K
STT icon
180
State Street
STT
$50.7B
$308K 0.06%
3,976
-6,367
-62% -$469K
ILF icon
181
iShares Latin America 40 ETF
ILF
$3.86B
$304K 0.06%
+13,319
New +$331K
AER icon
182
AerCap
AER
$23.8B
$298K 0.06%
+5,118
New +$283K
XHB icon
183
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
$291K 0.06%
4,835
-94,430
-95% -$5.61M
POOL icon
184
Pool Corp
POOL
$6.78B
$283K 0.05%
938
-137
-13% -$43.4K
GTLS
185
DELISTED
Chart Industries
GTLS
$278K 0.05%
+2,417
New +$388K
KEY icon
186
KeyCorp
KEY
$24.3B
$277K 0.05%
+15,912
New +$280K
ADI icon
187
Analog Devices
ADI
$178B
$272K 0.05%
1,661
-32,040
-95% -$5M
FAST icon
188
Fastenal
FAST
$54.4B
$272K 0.05%
+11,502
New +$281K
PODD icon
189
Insulet
PODD
$11.4B
$269K 0.05%
914
-2,740
-75% -$756K
VRSK icon
190
Verisk Analytics
VRSK
$25.3B
$264K 0.05%
1,497
-7,849
-84% -$1.38M
CHGG icon
191
Chegg
CHGG
$113M
$258K 0.05%
+10,245
New +$260K
MUR icon
192
Murphy Oil
MUR
$5.52B
$256K 0.05%
+5,955
New +$268K
TEL icon
193
TE Connectivity
TEL
$60.2B
$254K 0.05%
2,221
-7,538
-77% -$895K
ROST icon
194
Ross Stores
ROST
$80.7B
$252K 0.05%
2,174
-28,385
-93% -$2.89M
MTDR icon
195
Matador Resources
MTDR
$6.09B
$242K 0.05%
+4,239
New +$267K
ARKW icon
196
ARK Web x.0 ETF
ARKW
$1.61B
$235K 0.04%
6,096
-21,530
-78% -$941K
EQR icon
197
Equity Residential
EQR
$25.1B
$234K 0.04%
+3,967
New +$248K
URI icon
198
United Rentals
URI
$67B
$219K 0.04%
617
-3,807
-86% -$1.25M
TROW icon
199
T. Rowe Price
TROW
$24.2B
$213K 0.04%
1,961
-1,723
-47% -$195K
MKTX icon
200
MarketAxess Holdings
MKTX
$5.72B
$211K 0.04%
+759
New +$195K
6 7
8
9 10

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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.