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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
SWKS icon
201
Skyworks Solutions
SWKS
$9.4B
$446K 0.07%
5,234
-17,511
-77% -$1.79M
HOG icon
202
Harley-Davidson
HOG
$2.59B
$440K 0.07%
12,635
+5,473
+76% +$206K
MTD icon
203
Mettler-Toledo International
MTD
$27.9B
$430K 0.07%
397
+56
+16% +$69.6K
ICLN icon
204
iShares Global Clean Energy ETF
ICLN
$2.33B
$428K 0.07%
+22,459
New +$479K
XPO icon
205
XPO
XPO
$23.4B
$414K 0.07%
15,674
+5,761
+58% +$179K
MASI
206
DELISTED
Masimo
MASI
$411K 0.07%
+2,916
New +$426K
IHI icon
207
iShares US Medical Devices ETF
IHI
$3.14B
$410K 0.07%
8,691
-4,238
-33% -$220K
RVTY icon
208
Revvity
RVTY
$12.7B
$409K 0.07%
+3,402
New +$480K
JBHT icon
209
JB Hunt Transport Services
JBHT
$25.3B
$390K 0.06%
+2,498
New +$436K
ODFL icon
210
Old Dominion Freight Line
ODFL
$44.2B
$390K 0.06%
+3,142
New +$435K
TROW icon
211
T. Rowe Price
TROW
$25.6B
$386K 0.06%
3,684
-5,922
-62% -$706K
ALGN icon
212
Align Technology
ALGN
$12.4B
$384K 0.06%
1,858
-19,290
-91% -$4.97M
WHR icon
213
Whirlpool
WHR
$2.47B
$383K 0.06%
+2,847
New +$453K
NLY icon
214
Annaly Capital Management
NLY
$17.4B
$374K 0.06%
21,841
+15,622
+251% +$394K
TXRH icon
215
Texas Roadhouse
TXRH
$13.7B
$374K 0.06%
+4,292
New +$374K
ZBRA icon
216
Zebra Technologies
ZBRA
$13.7B
$374K 0.06%
1,431
-3,457
-71% -$1.07M
BMRN icon
217
BioMarin Pharmaceuticals
BMRN
$11.7B
$365K 0.06%
+4,309
New +$384K
PPG icon
218
PPG Industries
PPG
$24.9B
$365K 0.06%
3,301
-1,515
-31% -$187K
ANSS
219
DELISTED
Ansys
ANSS
$363K 0.06%
1,638
-560
-25% -$143K
XEL icon
220
Xcel Energy
XEL
$48.8B
$358K 0.06%
+5,598
New +$408K
GDDY icon
221
GoDaddy
GDDY
$13.2B
$356K 0.06%
+5,029
New +$379K
DRI icon
222
Darden Restaurants
DRI
$23.7B
$355K 0.06%
2,817
+1,030
+58% +$129K
AMP icon
223
Ameriprise Financial
AMP
$48.1B
$354K 0.06%
+1,406
New +$370K
XYL icon
224
Xylem
XYL
$27.3B
$350K 0.06%
+4,016
New +$365K
FLEX icon
225
Flex
FLEX
$41B
$347K 0.06%
+27,659
New +$353K
7 8
9
10 11

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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.