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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
KSS icon
176
Kohl's
KSS
$1.85B
$1.02M 0.1%
+44,087
New +$954K
HLT icon
177
Hilton Worldwide
HLT
$69.3B
$1M 0.09%
6,888
-5,309
-44% -$756K
SPLK
178
DELISTED
Splunk Inc
SPLK
$996K 0.09%
+9,393
New +$892K
FTV icon
179
Fortive
FTV
$17B
$960K 0.09%
17,049
+5,889
+53% +$297K
TRV icon
180
Travelers Companies
TRV
$78.8B
$959K 0.09%
+5,523
New +$974K
KLAC icon
181
KLA
KLAC
$220B
$934K 0.09%
19,270
-6,470
-25% -$270K
APH icon
182
Amphenol
APH
$191B
$932K 0.09%
43,928
+3,120
+8% +$60.6K
AGNC icon
183
AGNC Investment
AGNC
$11.8B
$910K 0.09%
89,863
+43,428
+94% +$422K
ASML icon
184
ASML
ASML
$611B
$893K 0.08%
1,233
+571
+86% +$388K
O icon
185
Realty Income
O
$55.6B
$893K 0.08%
14,936
+3,388
+29% +$207K
WY icon
186
Weyerhaeuser
WY
$16.1B
$878K 0.08%
26,215
+10,603
+68% +$319K
XYL icon
187
Xylem
XYL
$25.1B
$870K 0.08%
7,732
+420
+6% +$44.4K
NXH
188
Neighborhood Intelligence Inc
NXH
$329M
$864K 0.08%
+29,201
New +$539K
ZBRA icon
189
Zebra Technologies
ZBRA
$16.2B
$856K 0.08%
+2,895
New +$812K
BMY icon
190
Bristol-Myers Squibb
BMY
$130B
$841K 0.08%
+13,159
New +$882K
MTB icon
191
M&T Bank
MTB
$34B
$819K 0.08%
6,624
+419
+7% +$50.7K
IJS icon
192
iShares S&P Small-Cap 600 Value ETF
IJS
$8.03B
$816K 0.08%
+8,589
New +$785K
SRE icon
193
Sempra
SRE
$53.1B
$816K 0.08%
11,220
+6,470
+136% +$486K
WPM icon
194
Wheaton Precious Metals
WPM
$68.1B
$814K 0.08%
18,837
+11,268
+149% +$535K
LH icon
195
Labcorp
LH
$26.3B
$812K 0.08%
+3,918
New +$760K
KHC icon
196
The Kraft Heinz Company
KHC
$29.3B
$790K 0.07%
22,275
+741
+3% +$28.5K
WAT icon
197
Waters Corp
WAT
$41B
$780K 0.07%
+2,930
New +$815K
VTR icon
198
Ventas
VTR
$45.4B
$775K 0.07%
+16,401
New +$743K
KGC icon
199
Kinross Gold
KGC
$33.3B
$770K 0.07%
+161,572
New +$807K
FDX icon
200
FedEx
FDX
$73B
$763K 0.07%
+3,081
New +$705K
6 7
8
9 10

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.