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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
+4.76%
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
$1.06B
AUM Growth
+$581M
Cap. Flow
+$543M
Cap. Flow %
51.45%
Top 10 Hldgs %
30.15%
Holding
377
New
163
Increased
66
Reduced
35
Closed
113

Top Buys

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$52M
2
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$40.1M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$35.7M
4
GDX icon
VanEck Gold Miners ETF
GDX
+$33.7M
5
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$30.5M

Top Sells

Rank Stock Value
1
PFE icon
Pfizer
PFE
+$18.2M
2
JNJ icon
Johnson & Johnson
JNJ
+$14.5M
3
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$13M
4
REGN icon
Regeneron Pharmaceuticals
REGN
+$12M
5
CI icon
Cigna
CI
+$11M

Sector Composition

Rank Sector Weight
1 Miscellaneous 47.33%
2 Technology 12.86%
3 Consumer Discretionary 7.95%
4 Communication Services 7.72%
5 Consumer Staples 5.75%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ALLY icon
226
Ally Financial
ALLY
$12.6B
$493K 0.05%
18,278
+2,805
+18% +$74.6K
GLW icon
227
Corning
GLW
$124B
$461K 0.04%
+13,181
New +$433K
WING icon
228
Wingstop
WING
$2.75B
$455K 0.04%
+2,276
New +$445K
PTC icon
229
PTC
PTC
$14.4B
$435K 0.04%
+3,060
New +$405K
AGCO icon
230
AGCO
AGCO
$8.67B
$431K 0.04%
+3,287
New +$408K
NTAP icon
231
NetApp
NTAP
$37.3B
$419K 0.04%
+5,487
New +$371K
DRI icon
232
Darden Restaurants
DRI
$23.7B
$393K 0.04%
2,356
-5,125
-69% -$805K
WDC icon
233
Western Digital
WDC
$149B
$389K 0.04%
+13,590
New +$378K
ENTG icon
234
Entegris
ENTG
$19.8B
$387K 0.04%
+3,493
New +$319K
CP icon
235
Canadian Pacific Kansas City
CP
$78.3B
$383K 0.04%
+4,746
New +$375K
NRG icon
236
NRG Energy
NRG
$22.3B
$381K 0.04%
+10,192
New +$347K
NTLA icon
237
Intellia Therapeutics
NTLA
$1.59B
$376K 0.04%
+9,240
New +$375K
BAX icon
238
Baxter International
BAX
$12.3B
$372K 0.04%
8,170
-48,346
-86% -$2.11M
WMB icon
239
Williams Companies
WMB
$87.6B
$363K 0.03%
+11,146
New +$335K
CNI icon
240
Canadian National Railway
CNI
$73.7B
$361K 0.03%
2,984
+869
+41% +$103K
URA icon
241
Global X Uranium ETF
URA
$5.86B
$356K 0.03%
+16,427
New +$336K
AU icon
242
AngloGold Ashanti
AU
$50.9B
$347K 0.03%
+16,484
New +$415K
MO icon
243
Altria Group
MO
$117B
$330K 0.03%
7,287
-26,947
-79% -$1.22M
VZ icon
244
Verizon
VZ
$214B
$314K 0.03%
+8,460
New +$313K
WAB icon
245
Wabtec
WAB
$47B
$314K 0.03%
+2,865
New +$284K
WAL icon
246
Western Alliance Bancorporation
WAL
$8.62B
$295K 0.03%
+8,093
New +$281K
PENN icon
247
PENN Entertainment
PENN
$2.38B
$286K 0.03%
+11,903
New +$317K
IVZ icon
248
Invesco
IVZ
$13.6B
$267K 0.03%
+15,889
New +$256K
BB icon
249
BlackBerry
BB
$4.57B
$260K 0.02%
+47,018
New +$228K
FIVN icon
250
FIVE9
FIVN
$2.47B
$258K 0.02%
+3,134
New +$210K
8 9
10
11 12

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

Quantitative Investment Management's Q2 2023 Portfolio in Review

As of Q2 2023, Quantitative Investment Management held 377 positions worth $1.06B, up 123% from $475M the previous quarter. Its ten largest holdings account for 30% of the portfolio.

Quantitative Investment Management deployed $543M of net new capital in Q2 2023, opening 163 new positions and adding to 66 existing holdings. Its largest new stake was SPDR Gold Trust: 282,978 shares worth $50.4M.

By sector, the portfolio is most concentrated in Miscellaneous at 47% of assets, up from 18% a quarter earlier, followed by Technology and Consumer Discretionary.

On the sell side, the largest reduction was State Street Consumer Staples Select Sector SPDR ETF, an estimated $13M trimmed.

  • Quantitative Investment Management's largest Q2 2023 buy was SPDR Gold Trust: 282,978 shares worth $50.4M.
  • Quantitative Investment Management added most to State Street Real Estate Select Sector SPDR ETF in Q2 2023, an estimated $20.6M increase.
  • Quantitative Investment Management's biggest Q2 2023 reduction was State Street Consumer Staples Select Sector SPDR ETF, cutting an estimated $13M.
  • Quantitative Investment Management fully exited Pfizer in Q2 2023, selling an estimated $18.2M.
  • Quantitative Investment Management's ten largest holdings make up 30% of its $1.06B portfolio in Q2 2023.
  • Quantitative Investment Management opened 163 new positions and closed 113 in Q2 2023.
  • Quantitative Investment Management's portfolio value rose 123% quarter-over-quarter to $1.06B.

Based on Quantitative Investment Management's 13F filing for Q2 2023, filed 14 Aug 2023.