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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
-24.88%
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
$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 | Consumer Discretionary | 14.79% |
| 2 | Communication Services | 10.49% |
| 3 | Technology | 8.03% |
| 4 | Financials | 7.77% |
| 5 | Industrials | 6.14% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
SPDR Gold Trust
GLD
$132B
| $55.6M | 8.47% |
330,022
-268,270
| -45% | -$46.9M |
|
|
2
VanEck Gold Miners ETF
GDX
$22.7B
| $29.8M | 4.54% |
1,087,482
+620,928
| +133% | +$20.9M |
|
|
3
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22B
| $24.3M | 3.7% |
+353,486
| New | +$27.9M |
|
|
4
Meta Platforms (Facebook)
META
$1.51T
| $23.6M | 3.59% |
+146,251
| New | +$28.2M |
|
|
5
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $23.6M | 3.59% |
+317,362
| New | +$23.8M |
|
|
6
iShares MSCI Japan ETF
EWJ
$21.4B
| $16.6M | 2.53% |
+314,025
| New | +$17.7M |
|
7
State Street SPDR S&P Retail ETF
XRT
$461M
| $14.8M | 2.26% |
+255,005
| New | +$17.4M |
|
8
Walt Disney
DIS
$171B
| $12.5M | 1.9% |
132,425
+87,114
| +192% | +$9.67M |
|
9
Target
TGT
$66.7B
| $11.6M | 1.77% |
+82,359
| New | +$15.8M |
|
10
VanEck Junior Gold Miners ETF
GDXJ
$6.95B
| $11.4M | 1.73% |
355,247
-18,837
| -5% | -$776K |
|
11
iShares Biotechnology ETF
IBB
$9.49B
| $10.2M | 1.55% |
+86,447
| New | +$10.3M |
|
12
Charter Communications
CHTR
$17.2B
| $9.96M | 1.52% |
21,260
-4,041
| -16% | -$1.97M |
|
13
GE Aerospace
GE
$368B
| $9.7M | 1.48% |
+244,497
| New | +$11.8M |
|
14
iShares Expanded Tech-Software Sector ETF
IGV
$12.5B
| $9.41M | 1.43% |
+174,490
| New | +$10.3M |
|
15
General Motors
GM
$82.4B
| $9M | 1.37% |
283,428
+269,863
| +1,989% | +$10.1M |
|
16
Bank of America
BAC
$432B
| $8.86M | 1.35% |
+284,724
| New | +$10.3M |
|
17
Citigroup
C
$214B
| $8.56M | 1.3% |
+186,180
| New | +$9.31M |
|
18
Netflix
NFLX
$306B
| $8.45M | 1.29% |
+483,060
| New | +$10.7M |
|
19
Comcast
CMCSA
$88.1B
| $8.16M | 1.24% |
207,973
+122,509
| +143% | +$5.25M |
|
20
Deere & Co
DE
$166B
| $7.69M | 1.17% |
25,676
+14,195
| +124% | +$5.23M |
|
21
Berkshire Hathaway Class B
BRK.B
$1.1T
| $7.54M | 1.15% |
+27,630
| New | +$8.67M |
|
22
JPMorgan Chase
JPM
$923B
| $7.2M | 1.1% |
+63,943
| New | +$7.92M |
|
23
Shopify
SHOP
$171B
| $6.95M | 1.06% |
+222,597
| New | +$9.5M |
|
24
Ford
F
$62B
| $6.68M | 1.02% |
599,941
+449,129
| +298% | +$6.15M |
|
25
TSMC
TSM
$1.99T
| $6.57M | 1% |
+80,345
| New | +$7.43M |
|
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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 Consumer Discretionary at 15% of assets, up from 8.9% a quarter earlier, followed by Communication Services and Technology.
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.