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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 | |
|---|---|---|---|---|---|---|
151
Colgate-Palmolive
CL
$69.4B
| $1.34M | 0.13% |
+17,434
| New | +$1.35M |
|
152
Gold Fields
GFI
$38.2B
| $1.33M | 0.13% |
+96,526
| New | +$1.47M |
|
153
Global X Lithium & Battery Tech ETF
LIT
$1.47B
| $1.33M | 0.13% |
+20,513
| New | +$1.28M |
|
154
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.87B
| $1.33M | 0.13% |
+19,997
| New | +$1.34M |
|
155
Sherwin-Williams
SHW
$78.5B
| $1.29M | 0.12% |
4,868
-2,550
| -34% | -$600K |
|
156
PNC Financial Services
PNC
$96.1B
| $1.29M | 0.12% |
+10,217
| New | +$1.25M |
|
157
JetBlue
JBLU
$1.61B
| $1.28M | 0.12% |
+144,533
| New | +$1.05M |
|
158
Bank of America
BAC
$416B
| $1.27M | 0.12% |
+44,362
| New | +$1.27M |
|
159
iShares MSCI United Kingdom ETF
EWU
$3.71B
| $1.25M | 0.12% |
38,805
-13,229
| -25% | -$436K |
|
160
Keurig Dr Pepper
KDP
$42.9B
| $1.25M | 0.12% |
40,157
+11,008
| +38% | +$361K |
|
161
iShare MSCI Eurozone ETF
EZU
$9.61B
| $1.25M | 0.12% |
+27,217
| New | +$1.24M |
|
162
Berkshire Hathaway Class B
BRK.B
$1.11T
| $1.24M | 0.12% |
3,635
-4,921
| -58% | -$1.61M |
|
163
Extra Space Storage
EXR
$29B
| $1.23M | 0.12% |
8,230
+5,106
| +163% | +$768K |
|
164
iShares US Energy ETF
IYE
$1.91B
| $1.21M | 0.11% |
+28,292
| New | +$1.21M |
|
165
Itaú Unibanco
ITUB
$91B
| $1.2M | 0.11% |
+230,620
| New | +$1.09M |
|
166
Akamai
AKAM
$15.1B
| $1.19M | 0.11% |
+13,221
| New | +$1.13M |
|
167
Sysco
SYY
$38.1B
| $1.18M | 0.11% |
15,931
+10,635
| +201% | +$786K |
|
168
iShares MSCI ACWI ex US ETF
ACWX
$12.3B
| $1.17M | 0.11% |
23,733
-29,427
| -55% | -$1.45M |
|
169
Emerson Electric
EMR
$82B
| $1.14M | 0.11% |
+12,593
| New | +$1.06M |
|
170
Intercontinental Exchange
ICE
$88.1B
| $1.13M | 0.11% |
+10,012
| New | +$1.08M |
|
171
Axsome Therapeutics
AXSM
$10.7B
| $1.1M | 0.1% |
+15,300
| New | +$1.13M |
|
172
Vipshop
VIPS
$5.75B
| $1.05M | 0.1% |
+63,753
| New | +$998K |
|
173
MarketAxess Holdings
MKTX
$5.75B
| $1.04M | 0.1% |
+3,994
| New | +$1.19M |
|
174
Williams-Sonoma
WSM
$26.1B
| $1.03M | 0.1% |
+16,472
| New | +$982K |
|
175
Teladoc Health
TDOC
$1.2B
| $1.03M | 0.1% |
+40,627
| New | +$1.02M |
|
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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.