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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 | |
|---|---|---|---|---|---|---|
326
Nike
NKE
$53.7B
| – | – |
-3,248
| Closed | -$398K |
|
327
Northrop Grumman
NOC
$75.5B
| – | – |
-768
| Closed | -$354K |
|
328
Nokia
NOK
$55.1B
| – | – |
-67,439
| Closed | -$331K |
|
329
Novavax
NVAX
$1.52B
| – | – |
-17,753
| Closed | -$123K |
|
330
Owens Corning
OC
$10.2B
| – | – |
-2,661
| Closed | -$254K |
|
331
Old Dominion Freight Line
ODFL
$37.5B
| – | – |
-6,856
| Closed | -$1.17M |
|
332
Ollie's Bargain Outlet
OLLI
$4.36B
| – | – |
-3,823
| Closed | -$221K |
|
333
ON Semiconductor
ON
$28.5B
| – | – |
-32,823
| Closed | -$2.7M |
|
334
Oracle
ORCL
$424B
| – | – |
-20,833
| Closed | -$1.94M |
|
335
O'Reilly Automotive
ORLY
$68.9B
| – | – |
-33,600
| Closed | -$1.9M |
|
336
Paychex
PAYX
$42.1B
| – | – |
-6,703
| Closed | -$768K |
|
337
PBF Energy
PBF
$8.86B
| – | – |
-10,288
| Closed | -$446K |
|
|
338
Pfizer
PFE
$157B
| – | – |
-445,769
| Closed | -$18.2M |
|
339
Parker-Hannifin
PH
$117B
| – | – |
-2,961
| Closed | -$995K |
|
340
Prologis
PLD
$129B
| – | – |
-2,493
| Closed | -$311K |
|
341
Plug Power
PLUG
$2.86B
| – | – |
-142,426
| Closed | -$1.67M |
|
342
Philip Morris
PM
$303B
| – | – |
-48,463
| Closed | -$4.71M |
|
343
Insulet
PODD
$9.66B
| – | – |
-4,296
| Closed | -$1.37M |
|
344
Phillips 66
PSX
$106B
| – | – |
-7,426
| Closed | -$752K |
|
345
Quanta Services
PWR
$92.2B
| – | – |
-6,944
| Closed | -$1.16M |
|
346
Royal Caribbean
RCL
$66.7B
| – | – |
-32,610
| Closed | -$2.13M |
|
|
347
Regeneron Pharmaceuticals
REGN
$79.7B
| – | – |
-14,556
| Closed | -$12M |
|
348
Rio Tinto
RIO
$158B
| – | – |
-14,641
| Closed | -$1M |
|
349
Rockwell Automation
ROK
$46.3B
| – | – |
-1,090
| Closed | -$319K |
|
350
RTX Corp
RTX
$263B
| – | – |
-32,108
| Closed | -$3.14M |
|
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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.