We are live on ! Find out more
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
EW icon
51
Edwards Lifesciences
EW
$49.4B
$4.67M 0.44%
49,542
+29,482
+147% +$2.56M
TWLO icon
52
Twilio
TWLO
$37.2B
$4.52M 0.43%
+71,073
New +$4.19M
AMT icon
53
American Tower
AMT
$82.8B
$4.5M 0.43%
+23,198
New +$4.54M
V icon
54
Visa
V
$701B
$4.34M 0.41%
18,287
-7,650
-29% -$1.75M
EWY icon
55
iShares MSCI South Korea ETF
EWY
$27B
$4.33M 0.41%
+68,347
New +$4.28M
SPLV icon
56
Invesco S&P 500 Low Volatility ETF
SPLV
$7.08B
$4.2M 0.4%
66,806
+41,103
+160% +$2.57M
VEA icon
57
Vanguard FTSE Developed Markets ETF
VEA
$234B
$4.01M 0.38%
86,879
-221,972
-72% -$10.2M
GM icon
58
General Motors
GM
$74.9B
$4.01M 0.38%
+104,042
New +$3.6M
COF icon
59
Capital One
COF
$127B
$4M 0.38%
36,551
+26,354
+258% +$2.64M
VGK icon
60
Vanguard FTSE Europe ETF
VGK
$30.1B
$3.95M 0.37%
64,093
+12,108
+23% +$752K
SPEM icon
61
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.4B
$3.92M 0.37%
+114,049
New +$3.9M
STZ icon
62
Constellation Brands
STZ
$21.1B
$3.91M 0.37%
15,898
+10,231
+181% +$2.39M
BBY icon
63
Best Buy
BBY
$19.6B
$3.84M 0.36%
+46,829
New +$3.5M
IFF icon
64
International Flavors & Fragrances
IFF
$21.5B
$3.77M 0.36%
+47,398
New +$4.08M
DE icon
65
Deere & Co
DE
$184B
$3.74M 0.35%
+9,228
New +$3.53M
RH icon
66
RH
RH
$2.36B
$3.71M 0.35%
+11,255
New +$2.94M
MARA icon
67
Marathon Digital Holdings
MARA
$4.34B
$3.47M 0.33%
250,319
+234,304
+1,463% +$2.36M
ARKG icon
68
ARK Genomic Revolution ETF
ARKG
$2B
$3.42M 0.32%
+100,409
New +$3.16M
UNP icon
69
Union Pacific
UNP
$169B
$3.41M 0.32%
+16,669
New +$3.31M
NTES icon
70
NetEase
NTES
$76.5B
$3.41M 0.32%
+35,245
New +$3.18M
ABT icon
71
Abbott
ABT
$177B
$3.36M 0.32%
+30,809
New +$3.28M
XLU icon
72
State Street Utilities Select Sector SPDR ETF
XLU
$21.5B
$3.36M 0.32%
+102,658
New +$3.46M
VRTX icon
73
Vertex Pharmaceuticals
VRTX
$130B
$3.22M 0.31%
9,153
-1,900
-17% -$640K
D icon
74
Dominion Energy
D
$56.2B
$3.18M 0.3%
61,457
-3,240
-5% -$176K
GIS icon
75
General Mills
GIS
$19.6B
$3.17M 0.3%
+41,318
New +$3.53M
1 2
3
4 5

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.