We are live on ! Find out more
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
XLF icon
1
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$34.3M 6.52%
1,001,957
+950,039
+1,830% +$32.1M
TSLA icon
2
Tesla
TSLA
$1.22T
$27.6M 5.25%
+223,973
New +$42.4M
XLI icon
3
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
$20.8M 3.95%
211,639
+33,323
+19% +$3.17M
AMZN icon
4
Amazon
AMZN
$2.53T
$20.6M 3.92%
245,332
+103,604
+73% +$10.2M
GOOGL icon
5
Alphabet (Google) Class A
GOOGL
$4.08T
$19.9M 3.79%
225,923
+169,580
+301% +$16.1M
XLB icon
6
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
$19.9M 3.78%
+512,256
New +$19.7M
AMGN icon
7
Amgen
AMGN
$209B
$19.2M 3.66%
+73,279
New +$19.6M
XLY icon
8
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$17.7M 3.36%
273,816
+102,214
+60% +$7.13M
SMH icon
9
VanEck Semiconductor ETF
SMH
$65B
$15.9M 3.03%
157,182
-22,018
-12% -$2.24M
XLK icon
10
State Street Technology Select Sector SPDR ETF
XLK
$115B
$11.1M 2.11%
178,764
-52,986
-23% -$3.36M
IYR icon
11
iShares US Real Estate ETF
IYR
$4.69B
$10.8M 2.05%
127,870
+53,980
+73% +$4.53M
WMT icon
12
Walmart Inc
WMT
$884B
$10.3M 1.95%
+217,284
New +$10.3M
VWO icon
13
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$9.23M 1.75%
+236,787
New +$9.03M
VNQ icon
14
Vanguard Real Estate ETF
VNQ
$39.4B
$8.98M 1.71%
108,934
+41,984
+63% +$3.48M
TSM icon
15
TSMC
TSM
$2.09T
$8.62M 1.64%
115,738
+56,270
+95% +$4.07M
VZ icon
16
Verizon
VZ
$193B
$7.38M 1.4%
187,232
-299,679
-62% -$11.3M
JPM icon
17
JPMorgan Chase
JPM
$933B
$7.06M 1.34%
52,675
+39,179
+290% +$4.96M
EWT icon
18
iShares MSCI Taiwan ETF
EWT
$9.6B
$6.82M 1.3%
169,764
+103,011
+154% +$4.59M
EWJ icon
19
iShares MSCI Japan ETF
EWJ
$22.1B
$6.78M 1.29%
124,455
+11,607
+10% +$611K
GS icon
20
Goldman Sachs
GS
$302B
$6.74M 1.28%
19,634
+11,316
+136% +$3.94M
SOXX icon
21
iShares Semiconductor ETF
SOXX
$41.7B
$6.45M 1.23%
55,644
-15,147
-21% -$1.76M
GE icon
22
GE Aerospace
GE
$368B
$6.45M 1.23%
123,566
+83,888
+211% +$4.12M
XRT icon
23
State Street SPDR S&P Retail ETF
XRT
$453M
$6.31M 1.2%
104,454
-62,051
-37% -$3.85M
INTC icon
24
Intel
INTC
$460B
$6.09M 1.16%
230,544
-206,112
-47% -$5.72M
VEA icon
25
Vanguard FTSE Developed Markets ETF
VEA
$230B
$5.72M 1.09%
136,350
-32,047
-19% -$1.3M
1
2 3 4 5

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 1-Year Est. Return

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.