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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
MNST icon
76
Monster Beverage
MNST
$87.4B
$3.16M 0.3%
110,044
-42,108
-28% -$1.2M
GPN icon
77
Global Payments
GPN
$23.5B
$3.11M 0.29%
+31,546
New +$3.24M
XYZ
78
Block Inc
XYZ
$47B
$3.1M 0.29%
+46,614
New +$2.91M
EXPE icon
79
Expedia Group
EXPE
$35.2B
$3.08M 0.29%
28,158
+13,508
+92% +$1.32M
ACN icon
80
Accenture
ACN
$118B
$3.03M 0.29%
9,821
-881
-8% -$256K
ROST icon
81
Ross Stores
ROST
$72.3B
$3.02M 0.29%
26,892
+12,287
+84% +$1.29M
MDLZ icon
82
Mondelez International
MDLZ
$79.3B
$3M 0.28%
41,199
+26,295
+176% +$1.94M
PAYC icon
83
Paycom
PAYC
$10.2B
$2.95M 0.28%
+9,173
New +$2.7M
CCI icon
84
Crown Castle
CCI
$31.2B
$2.87M 0.27%
+25,184
New +$3M
CAT icon
85
Caterpillar
CAT
$360B
$2.84M 0.27%
+11,557
New +$2.58M
TFC icon
86
Truist Financial
TFC
$61.6B
$2.84M 0.27%
+93,563
New +$2.91M
KBE icon
87
State Street SPDR S&P Bank ETF
KBE
$1.56B
$2.82M 0.27%
+78,331
New +$2.79M
CMCSA icon
88
Comcast
CMCSA
$86.7B
$2.77M 0.26%
+66,697
New +$2.65M
ALL icon
89
Allstate
ALL
$65B
$2.75M 0.26%
+25,238
New +$2.86M
A icon
90
Agilent Technologies
A
$42.4B
$2.73M 0.26%
22,687
+13,693
+152% +$1.74M
BP icon
91
BP
BP
$121B
$2.7M 0.26%
+76,600
New +$2.83M
SBUX icon
92
Starbucks
SBUX
$110B
$2.62M 0.25%
26,467
-15,131
-36% -$1.57M
ADSK icon
93
Autodesk
ADSK
$47.3B
$2.55M 0.24%
12,453
+11,462
+1,157% +$2.29M
MOS icon
94
The Mosaic Company
MOS
$8.09B
$2.53M 0.24%
+72,304
New +$2.79M
VEU icon
95
Vanguard FTSE All-World ex-US ETF
VEU
$69.1B
$2.5M 0.24%
45,961
-56,958
-55% -$3.09M
GNRC icon
96
Generac Holdings
GNRC
$10.3B
$2.49M 0.24%
+16,683
New +$1.9M
CTSH icon
97
Cognizant
CTSH
$28.5B
$2.45M 0.23%
37,517
+27,810
+286% +$1.72M
EFV icon
98
iShares MSCI EAFE Value ETF
EFV
$31.7B
$2.39M 0.23%
48,796
+23,414
+92% +$1.15M
MSTR icon
99
Strategy Inc
MSTR
$51.5B
$2.33M 0.22%
68,220
+38,160
+127% +$1.16M
TEL icon
100
TE Connectivity
TEL
$58.3B
$2.33M 0.22%
16,609
+9,457
+132% +$1.2M
2 3
4
5 6

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.