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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 | |
|---|---|---|---|---|---|---|
201
Ralph Lauren
RL
$20B
| $204K | 0.03% |
+2,279
| New | +$230K |
|
202
Darden Restaurants
DRI
$23.7B
| $202K | 0.03% |
+1,787
| New | +$223K |
|
203
American Airlines Group
AAL
$8.45B
| $167K | 0.03% |
+13,235
| New | +$220K |
|
204
Huntington Bancshares
HBAN
$33.8B
| $147K | 0.02% |
+12,271
| New | +$163K |
|
205
Annaly Capital Management
NLY
$16.1B
| $147K | 0.02% |
+6,219
| New | +$161K |
|
206
Kinross Gold
KGC
$33.3B
| $134K | 0.02% |
37,608
-148,279
| -80% | -$717K |
|
207
Under Armour
UAA
$2.13B
| $91K | 0.01% |
+10,977
| New | +$135K |
|
|
208
Apple
AAPL
$4.84T
| – | – |
-168,817
| Closed | -$29.5M |
|
209
Agnico Eagle Mines
AEM
$99.7B
| – | – |
-17,958
| Closed | -$1.1M |
|
210
American Electric Power
AEP
$65.7B
| – | – |
-14,621
| Closed | -$1.46M |
|
211
First Majestic Silver
AG
$9.19B
| – | – |
-32,927
| Closed | -$433K |
|
212
American International
AIG
$39.7B
| – | – |
-12,056
| Closed | -$756K |
|
213
Akamai
AKAM
$15.1B
| – | – |
-2,267
| Closed | -$270K |
|
214
AngloGold Ashanti
AU
$50.9B
| – | – |
-49,008
| Closed | -$1.16M |
|
|
AVB
215
DELISTED
AvalonBay Communities
AVB
| – | – |
-1,406
| Closed | -$349K |
|
216
Banco Bradesco
BBD
$37B
| – | – |
-322,595
| Closed | -$1.36M |
|
217
BioCryst Pharmaceuticals
BCRX
$2.09B
| – | – |
-21,035
| Closed | -$342K |
|
218
Becton Dickinson
BDX
$50.6B
| – | – |
-16,262
| Closed | -$4.22M |
|
219
Baker Hughes
BKR
$56.3B
| – | – |
-29,159
| Closed | -$1.06M |
|
220
Boston Scientific
BSX
$63.6B
| – | – |
-25,622
| Closed | -$1.13M |
|
221
Boyd Gaming
BYD
$5.53B
| – | – |
-3,151
| Closed | -$207K |
|
222
Caterpillar
CAT
$360B
| – | – |
-19,463
| Closed | -$4.34M |
|
223
Church & Dwight Co
CHD
$22.4B
| – | – |
-4,328
| Closed | -$430K |
|
224
Check Point Software Technologies
CHKP
$14.1B
| – | – |
-1,983
| Closed | -$274K |
|
225
Cigna
CI
$76.3B
| – | – |
-14,206
| Closed | -$3.4M |
|
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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.