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QIM
Quantitative Investment Management Portfolio holdings
AUM
$963M
1-Year Est. Return
12.95%
This Fund
S&P 500
This Quarter
Est. Return
+4.76%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
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 | Technology | 12.86% |
| 2 | Consumer Discretionary | 7.95% |
| 3 | Communication Services | 7.72% |
| 4 | Consumer Staples | 5.75% |
| 5 | Healthcare | 5.02% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Medtronic
MDT
$111B
| $10.4M | 0.99% |
118,588
+98,901
| +502% | +$8.51M |
|
27
Intel
INTC
$428B
| $10.2M | 0.96% |
304,672
+193,812
| +175% | +$6.08M |
|
28
Electronic Arts
EA
$52.4B
| $9.76M | 0.92% |
+75,255
| New | +$9.53M |
|
29
Adobe
ADBE
$105B
| $8.96M | 0.85% |
18,329
+11,099
| +154% | +$4.47M |
|
30
AT&T
T
$164B
| $8.92M | 0.84% |
559,449
+288,699
| +107% | +$4.92M |
|
31
Alphabet (Google) Class A
GOOGL
$4.12T
| $8.9M | 0.84% |
74,399
+22,030
| +42% | +$2.54M |
|
32
Charter Communications
CHTR
$17.4B
| $8.69M | 0.82% |
23,647
+22,460
| +1,892% | +$7.66M |
|
33
Fidelity National Information Services
FIS
$24.2B
| $8.35M | 0.79% |
152,573
+113,955
| +295% | +$6.27M |
|
34
VanEck Junior Gold Miners ETF
GDXJ
$7B
| $8.1M | 0.77% |
+227,256
| New | +$8.83M |
|
35
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.53B
| $8.02M | 0.76% |
+62,245
| New | +$7.8M |
|
36
CVS Health
CVS
$136B
| $7.48M | 0.71% |
108,153
+23,477
| +28% | +$1.67M |
|
37
iShares MSCI Japan ETF
EWJ
$21.4B
| $7.44M | 0.7% |
120,196
-114,146
| -49% | -$6.88M |
|
38
Marvell Technology
MRVL
$152B
| $7.39M | 0.7% |
+123,634
| New | +$6.01M |
|
39
PayPal
PYPL
$51B
| $6.59M | 0.62% |
+98,843
| New | +$6.74M |
|
40
iShares MSCI Taiwan ETF
EWT
$9.28B
| $6.57M | 0.62% |
139,632
+75,858
| +119% | +$3.46M |
|
41
Micron Technology
MU
$862B
| $6.11M | 0.58% |
+96,763
| New | +$6.22M |
|
42
3M
MMM
$92.1B
| $5.78M | 0.55% |
69,081
+7,155
| +12% | +$608K |
|
43
ServiceNow
NOW
$121B
| $5.68M | 0.54% |
+50,580
| New | +$5.06M |
|
44
lululemon athletica
LULU
$13.6B
| $5.67M | 0.54% |
14,978
-4,415
| -23% | -$1.63M |
|
45
iShares MSCI Canada ETF
EWC
$6.15B
| $5.5M | 0.52% |
+157,355
| New | +$5.45M |
|
46
DexCom
DXCM
$28.9B
| $5.37M | 0.51% |
41,761
+35,177
| +534% | +$4.25M |
|
47
Honeywell
HON
$76.6B
| $5.04M | 0.48% |
25,790
-18,477
| -42% | -$3.43M |
|
48
Veeva Systems
VEEV
$33.8B
| $5.03M | 0.48% |
25,434
+18,810
| +284% | +$3.43M |
|
49
Southwest Airlines
LUV
$21.8B
| $4.84M | 0.46% |
+133,663
| New | +$4.19M |
|
50
TJX Companies
TJX
$178B
| $4.77M | 0.45% |
56,276
+1,839
| +3% | +$145K |
|
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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 Technology at 13% of assets, down from 14% a quarter earlier, followed by Consumer Discretionary and Communication Services.
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.