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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 | |
|---|---|---|---|---|---|---|
301
Hyatt Hotels
H
$15.1B
| – | – |
-2,453
| Closed | -$274K |
|
302
Hecla Mining
HL
$12.5B
| – | – |
-15,089
| Closed | -$95K |
|
303
Harley-Davidson
HOG
$2.87B
| – | – |
-10,148
| Closed | -$385K |
|
|
HOLX
304
DELISTED
Hologic
HOLX
| – | – |
-4,228
| Closed | -$341K |
|
305
Host Hotels & Resorts
HST
$15.2B
| – | – |
-25,331
| Closed | -$417K |
|
306
IBM
IBM
$234B
| – | – |
-42,920
| Closed | -$5.63M |
|
307
Illumina
ILMN
$33.6B
| – | – |
-3,508
| Closed | -$793K |
|
308
International Paper
IP
$18B
| – | – |
-5,642
| Closed | -$203K |
|
309
Intuitive Surgical
ISRG
$133B
| – | – |
-1,650
| Closed | -$421K |
|
310
iShares US Aerospace & Defense ETF
ITA
$12.6B
| – | – |
-2,004
| Closed | -$230K |
|
311
Illinois Tool Works
ITW
$76.5B
| – | – |
-2,209
| Closed | -$537K |
|
|
312
Johnson & Johnson
JNJ
$644B
| – | – |
-93,590
| Closed | -$14.5M |
|
|
JNPR
313
DELISTED
Juniper Networks
JNPR
| – | – |
-16,014
| Closed | -$551K |
|
|
JWN
314
DELISTED
Nordstrom
JWN
| – | – |
-52,966
| Closed | -$861K |
|
315
CarMax
KMX
$8.49B
| – | – |
-7,440
| Closed | -$478K |
|
316
Kroger
KR
$37.1B
| – | – |
-115,658
| Closed | -$5.71M |
|
317
Lithia Motors
LAD
$7.6B
| – | – |
-2,176
| Closed | -$498K |
|
318
Linde
LIN
$213B
| – | – |
-6,662
| Closed | -$2.37M |
|
319
McDonald's
MCD
$179B
| – | – |
-17,572
| Closed | -$4.91M |
|
320
Microchip Technology
MCHP
$38.8B
| – | – |
-20,960
| Closed | -$1.76M |
|
321
Madrigal Pharmaceuticals
MDGL
$12.1B
| – | – |
-2,070
| Closed | -$501K |
|
322
MGM Resorts International
MGM
$9.87B
| – | – |
-6,476
| Closed | -$287K |
|
323
Merck
MRK
$355B
| – | – |
-48,177
| Closed | -$5.13M |
|
324
Motorola Solutions
MSI
$77.6B
| – | – |
-2,426
| Closed | -$694K |
|
325
Nasdaq
NDAQ
$49.9B
| – | – |
-7,351
| Closed | -$401K |
|
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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.