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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
TER icon
201
Teradyne
TER
$52B
$746K 0.07%
+6,706
New +$672K
LYB icon
202
LyondellBasell Industries
LYB
$21.1B
$731K 0.07%
+7,971
New +$729K
EPAM icon
203
EPAM Systems
EPAM
$6.37B
$713K 0.07%
+3,174
New +$799K
JBHT icon
204
JB Hunt Transport Services
JBHT
$25.6B
$712K 0.07%
+3,936
New +$685K
DUK icon
205
Duke Energy
DUK
$91.8B
$708K 0.07%
+7,898
New +$745K
VMRK
206
Vivmark Residential
VMRK
$50.8B
$695K 0.07%
+10,537
New +$659K
MAS icon
207
Masco
MAS
$13.6B
$693K 0.07%
12,083
+1,153
+11% +$60.3K
HPE icon
208
Hewlett Packard
HPE
$74.2B
$687K 0.07%
+40,921
New +$626K
INTU icon
209
Intuit
INTU
$88B
$658K 0.06%
1,437
+725
+102% +$317K
SCHF icon
210
Schwab International Equity ETF
SCHF
$68.4B
$646K 0.06%
36,294
-186,680
-84% -$3.32M
BALL icon
211
Ball Corp
BALL
$16.1B
$644K 0.06%
+11,076
New +$601K
GLOB icon
212
Globant
GLOB
$1.73B
$632K 0.06%
+3,519
New +$577K
ENB icon
213
Enbridge
ENB
$106B
$628K 0.06%
16,928
+11,681
+223% +$445K
TGTX icon
214
TG Therapeutics
TGTX
$8.12B
$604K 0.06%
+24,351
New +$629K
MPT
215
Medical Properties Trust
MPT
$2.11B
$596K 0.06%
+64,453
New +$545K
XLP icon
216
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
$589K 0.06%
7,943
-173,578
-96% -$13M
PEG icon
217
Public Service Enterprise Group
PEG
$35.1B
$586K 0.06%
9,362
+3,792
+68% +$237K
VFH icon
218
Vanguard Financials ETF
VFH
$13.3B
$581K 0.06%
+7,163
New +$562K
FITB
219
Fifth Third Bancorp
FITB
$49.6B
$575K 0.05%
+21,946
New +$566K
RL icon
220
Ralph Lauren
RL
$20B
$566K 0.05%
4,595
-1,096
-19% -$126K
TROW icon
221
T. Rowe Price
TROW
$22.2B
$558K 0.05%
+4,984
New +$546K
AVB
222
DELISTED
AvalonBay Communities
AVB
$534K 0.05%
2,823
+80
+3% +$14.3K
AEM icon
223
Agnico Eagle Mines
AEM
$99.7B
$505K 0.05%
+10,119
New +$547K
KMB icon
224
Kimberly-Clark
KMB
$32.8B
$502K 0.05%
+3,643
New +$507K
IYT icon
225
iShares US Transportation ETF
IYT
$2.1B
$500K 0.05%
8,012
+3,392
+73% +$194K
7 8
9
10 11

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.