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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
SYF icon
251
Synchrony
SYF
$24.7B
$246K 0.02%
+7,266
New +$222K
NTRA icon
252
Natera
NTRA
$50.6B
$243K 0.02%
5,005
-6,553
-57% -$334K
SKX
253
DELISTED
Skechers
SKX
$232K 0.02%
+4,410
New +$226K
BURL icon
254
Burlington
BURL
$14.3B
$231K 0.02%
1,470
-11,540
-89% -$1.98M
RIOT icon
255
Riot Platforms
RIOT
$7.39B
$228K 0.02%
19,359
-34,599
-64% -$387K
PSA icon
256
Public Storage
PSA
$55.4B
$223K 0.02%
+767
New +$224K
DOV icon
257
Dover
DOV
$25.5B
$218K 0.02%
1,477
+94
+7% +$13.4K
COHR icon
258
Coherent
COHR
$53.1B
$215K 0.02%
+4,219
New +$157K
ZION icon
259
Zions Bancorporation
ZION
$9.92B
$211K 0.02%
+7,888
New +$219K
KMI icon
260
Kinder Morgan
KMI
$68.5B
$181K 0.02%
+10,523
New +$179K
WBD icon
261
Warner Bros
WBD
$70.3B
$173K 0.02%
13,817
-19,759
-59% -$256K
GT icon
262
Goodyear
GT
$1.51B
$153K 0.01%
+11,186
New +$140K
PACB icon
263
Pacific Biosciences
PACB
$417M
$138K 0.01%
10,417
-4,675
-31% -$56.8K
GAP
264
The Gap Inc
GAP
$7.18B
$104K 0.01%
11,672
-10,536
-47% -$94K
AAPL icon
265
Apple
AAPL
$4.84T
– –
-41,001
Closed -$6.76M
ADP icon
266
Automatic Data Processing
ADP
$110B
– –
-18,020
Closed -$4.01M
ALB icon
267
Albemarle
ALB
$13.4B
– –
-7,660
Closed -$1.69M
ALGN icon
268
Align Technology
ALGN
$10.4B
– –
-5,494
Closed -$1.83M
AME icon
269
Ametek
AME
$53.8B
– –
-2,665
Closed -$387K
AN icon
270
AutoNation
AN
$6.73B
– –
-7,383
Closed -$991K
AON icon
271
Aon
AON
$64.6B
– –
-1,698
Closed -$535K
APD icon
272
Air Products & Chemicals
APD
$64.7B
– –
-15,798
Closed -$4.54M
APTV icon
273
Aptiv
APTV
$9.08B
– –
-15,728
Closed -$1.76M
AXP icon
274
American Express
AXP
$219B
– –
-18,826
Closed -$3.1M
AZO icon
275
AutoZone
AZO
$46.7B
– –
-667
Closed -$1.64M
9 10
11
12 13

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.