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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 | |
|---|---|---|---|---|---|---|
126
Capri Holdings
CPRI
$1.6B
| $1.64M | 0.16% |
+45,734
| New | +$1.81M |
|
127
Clorox
CLX
$10.5B
| $1.62M | 0.15% |
+10,174
| New | +$1.64M |
|
128
KeyCorp
KEY
$23.2B
| $1.62M | 0.15% |
+175,106
| New | +$1.83M |
|
129
Pool Corp
POOL
$6.06B
| $1.61M | 0.15% |
4,309
+1,004
| +30% | +$343K |
|
130
Annaly Capital Management
NLY
$16.1B
| $1.6M | 0.15% |
+80,211
| New | +$1.56M |
|
131
Vanguard Energy ETF
VDE
$11.2B
| $1.56M | 0.15% |
+13,823
| New | +$1.56M |
|
132
Citigroup
C
$228B
| $1.54M | 0.15% |
+33,555
| New | +$1.57M |
|
133
iShares Latin America 40 ETF
ILF
$3.92B
| $1.54M | 0.15% |
+56,827
| New | +$1.45M |
|
134
Idexx Laboratories
IDXX
$40.2B
| $1.54M | 0.15% |
+3,072
| New | +$1.47M |
|
135
Whirlpool
WHR
$2.15B
| $1.52M | 0.14% |
+10,214
| New | +$1.4M |
|
136
Domino's
DPZ
$10.3B
| $1.48M | 0.14% |
+4,402
| New | +$1.39M |
|
137
Fastenal
FAST
$56.7B
| $1.46M | 0.14% |
49,570
+11,126
| +29% | +$304K |
|
138
SBA Communications
SBAC
$19.4B
| $1.45M | 0.14% |
+6,267
| New | +$1.5M |
|
139
Xcel Energy
XEL
$45.3B
| $1.45M | 0.14% |
+23,288
| New | +$1.55M |
|
|
VMW
140
DELISTED
VMware, Inc
VMW
| $1.44M | 0.14% |
10,016
+5,298
| +112% | +$687K |
|
141
Danaher
DHR
$147B
| $1.43M | 0.14% |
6,732
+5,267
| +360% | +$1.11M |
|
142
Mettler-Toledo International
MTD
$26.7B
| $1.43M | 0.14% |
+1,092
| New | +$1.54M |
|
143
Qorvo
QRVO
$10.4B
| $1.43M | 0.14% |
+14,032
| New | +$1.35M |
|
144
ICICI Bank
IBN
$102B
| $1.38M | 0.13% |
+59,901
| New | +$1.35M |
|
145
iShares MSCI India ETF
INDA
$6.45B
| $1.37M | 0.13% |
+31,392
| New | +$1.3M |
|
146
iShares MSCI Hong Kong ETF
EWH
$1.16B
| $1.37M | 0.13% |
+70,765
| New | +$1.42M |
|
147
iShares US Medical Devices ETF
IHI
$3.26B
| $1.37M | 0.13% |
+24,226
| New | +$1.33M |
|
148
VF Corp
VFC
$5B
| $1.37M | 0.13% |
+71,597
| New | +$1.47M |
|
149
Estee Lauder
EL
$34.8B
| $1.36M | 0.13% |
6,923
+410
| +6% | +$87K |
|
150
Marriott International
MAR
$87.9B
| $1.36M | 0.13% |
7,392
+2,318
| +46% | +$402K |
|
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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.