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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
(+123%)
Cap. Flow
+$543M
Cap. Flow
% of AUM
51.45%
Top 10 Holdings %
Top 10 Hldgs %
30.15%
Holding
377
New
163
Increased
66
Reduced
35
Closed
113
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$52M |
| 2 |
iShares MSCI Brazil ETF
EWZ
|
+$40.1M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$35.7M |
| 4 |
VanEck Gold Miners ETF
GDX
|
+$33.7M |
| 5 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$30.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Pfizer
PFE
|
+$18.2M |
| 2 |
Johnson & Johnson
JNJ
|
+$14.5M |
| 3 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$13M |
| 4 |
Regeneron Pharmaceuticals
REGN
|
+$12M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
276
Boeing
BA
$166B
| – | – |
-30,030
| Closed | -$6.38M |
|
277
Franklin Templeton
BEN
$16.9B
| – | – |
-28,359
| Closed | -$763K |
|
278
Boston Scientific
BSX
$63.6B
| – | – |
-72,999
| Closed | -$3.65M |
|
279
BorgWarner
BWA
$12.7B
| – | – |
-9,805
| Closed | -$423K |
|
280
CDW
CDW
$19.2B
| – | – |
-7,112
| Closed | -$1.39M |
|
281
Celsius Holdings
CELH
$6.99B
| – | – |
-6,693
| Closed | -$207K |
|
282
C.H. Robinson
CHRW
$18.4B
| – | – |
-2,520
| Closed | -$250K |
|
|
283
Cigna
CI
$76.3B
| – | – |
-42,934
| Closed | -$11M |
|
284
CME Group
CME
$98.9B
| – | – |
-7,104
| Closed | -$1.36M |
|
285
Cintas
CTAS
$79.6B
| – | – |
-13,280
| Closed | -$1.54M |
|
286
DuPont de Nemours
DD
$17.3B
| – | – |
-11,274
| Closed | -$1.01M |
|
287
Dillards
DDS
$10B
| – | – |
-3,583
| Closed | -$1.1M |
|
288
Deckers Outdoor
DECK
$10.6B
| – | – |
-27,336
| Closed | -$2.05M |
|
289
Dollar General
DG
$27.5B
| – | – |
-12,937
| Closed | -$2.72M |
|
290
Ecolab
ECL
$77B
| – | – |
-1,275
| Closed | -$211K |
|
291
Eaton
ETN
$152B
| – | – |
-12,191
| Closed | -$2.09M |
|
292
Entergy
ETR
$49.2B
| – | – |
-6,976
| Closed | -$375K |
|
293
iShares MSCI Germany ETF
EWG
$1.68B
| – | – |
-12,705
| Closed | -$361K |
|
294
Exelon
EXC
$43.5B
| – | – |
-8,153
| Closed | -$341K |
|
295
Expeditors International
EXPD
$25.2B
| – | – |
-5,963
| Closed | -$656K |
|
296
Flex
FLEX
$39.9B
| – | – |
-13,500
| Closed | -$234K |
|
297
Gilead Sciences
GILD
$181B
| – | – |
-17,476
| Closed | -$1.45M |
|
298
Genuine Parts
GPC
$18.1B
| – | – |
-1,668
| Closed | -$279K |
|
299
GSK
GSK
$100B
| – | – |
-25,414
| Closed | -$904K |
|
300
W.W. Grainger
GWW
$59.8B
| – | – |
-448
| Closed | -$308K |
|
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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.