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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
GLD icon
1
SPDR Gold Trust
GLD
$133B
$25.2M 4.19%
162,977
-167,045
-51% -$26.9M
XLP icon
2
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$21.5M 3.57%
+322,326
New +$23.6M
VZ icon
3
Verizon
VZ
$193B
$18.5M 3.07%
+486,911
New +$21.7M
META icon
4
Meta Platforms (Facebook)
META
$1.37T
$17.3M 2.87%
127,528
-18,723
-13% -$3.03M
XBI icon
5
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$16.7M 2.77%
210,670
-106,692
-34% -$8.99M
SMH icon
6
VanEck Semiconductor ETF
SMH
$65B
$16.6M 2.75%
179,200
+165,648
+1,222% +$18.1M
AMZN icon
7
Amazon
AMZN
$2.53T
$16M 2.66%
+141,728
New +$17.9M
XLI icon
8
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
$14.8M 2.45%
+178,316
New +$16.4M
T icon
9
AT&T
T
$159B
$14M 2.33%
+915,402
New +$16.7M
XLK icon
10
State Street Technology Select Sector SPDR ETF
XLK
$115B
$13.8M 2.29%
+231,750
New +$15.8M
BA icon
11
Boeing
BA
$175B
$13.1M 2.18%
108,288
+85,667
+379% +$13.1M
XLY icon
12
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$12.2M 2.03%
171,602
-181,884
-51% -$14.2M
INTC icon
13
Intel
INTC
$460B
$11.3M 1.87%
436,656
+373,265
+589% +$12.7M
CMCSA icon
14
Comcast
CMCSA
$84B
$10.6M 1.76%
361,509
+153,536
+74% +$5.74M
XRT icon
15
State Street SPDR S&P Retail ETF
XRT
$453M
$9.4M 1.56%
166,505
-88,500
-35% -$5.65M
SOXX icon
16
iShares Semiconductor ETF
SOXX
$41.7B
$7.52M 1.25%
70,791
+57,891
+449% +$7.26M
CHTR icon
17
Charter Communications
CHTR
$16.9B
$7.5M 1.24%
24,709
+3,449
+16% +$1.48M
NEM icon
18
Newmont
NEM
$101B
$6.24M 1.04%
148,463
+82,388
+125% +$3.85M
VEA icon
19
Vanguard FTSE Developed Markets ETF
VEA
$230B
$6.12M 1.02%
168,397
+11,068
+7% +$451K
DIS icon
20
Walt Disney
DIS
$167B
$6.09M 1.01%
64,590
-67,835
-51% -$7.26M
IYR icon
21
iShares US Real Estate ETF
IYR
$4.69B
$6.02M 1%
+73,890
New +$6.99M
IGV icon
22
iShares Expanded Tech-Software Sector ETF
IGV
$12.5B
$5.54M 0.92%
110,805
-63,685
-36% -$3.62M
EWJ icon
23
iShares MSCI Japan ETF
EWJ
$22.1B
$5.51M 0.92%
112,848
-201,177
-64% -$10.8M
LRCX icon
24
Lam Research
LRCX
$372B
$5.5M 0.91%
+150,430
New +$6.7M
XHB icon
25
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$5.43M 0.9%
99,265
+29,518
+42% +$1.79M
1
2 3 4 5

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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.