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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
SAIA icon
351
Saia
SAIA
$9.41B
– –
-1,489
Closed -$405K
SCHW
352
Charles Schwab
SCHW
$186B
– –
-14,788
Closed -$774K
SCZ icon
353
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.8B
– –
-30,791
Closed -$1.83M
STNG icon
354
Scorpio Tankers
STNG
$4.29B
– –
-6,556
Closed -$369K
SWKS icon
355
Skyworks Solutions
SWKS
$13.5B
– –
-1,721
Closed -$203K
TDG icon
356
TransDigm Group
TDG
$60B
– –
-746
Closed -$549K
TGT icon
357
Target
TGT
$70.1B
– –
-20,116
Closed -$3.33M
THO icon
358
Thor Industries
THO
$3.71B
– –
-6,641
Closed -$528K
TMUS icon
359
T-Mobile US
TMUS
$194B
– –
-25,097
Closed -$3.63M
TPR icon
360
Tapestry
TPR
$23.4B
– –
-27,685
Closed -$1.19M
TSCO icon
361
Tractor Supply
TSCO
$17.2B
– –
-21,840
Closed -$1.03M
TT icon
362
Trane Technologies
TT
$93B
– –
-4,250
Closed -$781K
TTWO icon
363
Take-Two Interactive
TTWO
$39.6B
– –
-8,790
Closed -$1.05M
TXN icon
364
Texas Instruments
TXN
$241B
– –
-13,433
Closed -$2.5M
ULTA icon
365
Ulta Beauty
ULTA
$23.3B
– –
-6,141
Closed -$3.35M
URI icon
366
United Rentals
URI
$61.6B
– –
-7,900
Closed -$3.13M
VLO icon
367
Valero Energy
VLO
$114B
– –
-8,841
Closed -$1.23M
VRSK icon
368
Verisk Analytics
VRSK
$23.4B
– –
-4,440
Closed -$851K
WBA
369
DELISTED
Walgreens Boots Alliance
WBA
– –
-40,472
Closed -$1.4M
WCC
370
WESCO International
WCC
$16.3B
– –
-2,793
Closed -$431K
WM icon
371
Waste Management
WM
$86.8B
– –
-6,348
Closed -$1.03M
WTW icon
372
Willis Towers Watson
WTW
$29.9B
– –
-4,136
Closed -$961K
XHB icon
373
State Street SPDR S&P Homebuilders ETF
XHB
$1.29B
– –
-23,591
Closed -$1.6M
XPO icon
374
XPO
XPO
$20.9B
– –
-29,087
Closed -$927K
YUM icon
375
Yum! Brands
YUM
$38.4B
– –
-13,964
Closed -$1.84M
12 13 14
15
16

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.