We are live on
!
Find out more
QIM
Quantitative Investment Management Portfolio holdings
AUM
$963M
1-Year Est. Return
12.95%
This Fund
S&P 500
This Quarter
Est. Return
+4.76%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
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 | Technology | 12.86% |
| 2 | Consumer Discretionary | 7.95% |
| 3 | Communication Services | 7.72% |
| 4 | Consumer Staples | 5.75% |
| 5 | Healthcare | 5.02% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
SPDR Gold Trust
GLD
$132B
| $50.4M | 4.78% |
+282,978
| New | +$52M |
|
|
2
iShares MSCI Brazil ETF
EWZ
$9.01B
| $43.7M | 4.14% |
+1,347,101
| New | +$40.1M |
|
|
3
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
| $36.8M | 3.49% |
+1,092,684
| New | +$35.7M |
|
|
4
VanEck Gold Miners ETF
GDX
$22.7B
| $31.2M | 2.95% |
+1,035,192
| New | +$33.7M |
|
|
5
Vanguard FTSE Emerging Markets ETF
VWO
$118B
| $30.8M | 2.92% |
+757,536
| New | +$30.5M |
|
6
Advanced Micro Devices
AMD
$719B
| $29.2M | 2.76% |
256,093
+162,982
| +175% | +$16.9M |
|
7
iShares US Real Estate ETF
IYR
$4.74B
| $27.8M | 2.63% |
+321,408
| New | +$27M |
|
8
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $23.9M | 2.26% |
+576,514
| New | +$22.9M |
|
9
Walmart Inc
WMT
$908B
| $23.1M | 2.19% |
441,849
+237,582
| +116% | +$12M |
|
10
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.71B
| $21.4M | 2.02% |
567,351
+558,165
| +6,076% | +$20.6M |
|
11
Vanguard Real Estate ETF
VNQ
$39.9B
| $20.5M | 1.94% |
+245,374
| New | +$20.1M |
|
12
Netflix
NFLX
$306B
| $20.1M | 1.9% |
+456,220
| New | +$16.8M |
|
13
State Street Industrial Select Sector SPDR ETF
XLI
$32.4B
| $18.8M | 1.78% |
175,067
+6,742
| +4% | +$679K |
|
14
State Street SPDR S&P Regional Banking ETF
KRE
$4.52B
| $17.1M | 1.61% |
+417,616
| New | +$17.1M |
|
15
Tesla
TSLA
$1.2T
| $16.5M | 1.56% |
+63,110
| New | +$12.6M |
|
16
Walt Disney
DIS
$171B
| $16.5M | 1.56% |
184,870
+160,771
| +667% | +$15.2M |
|
17
State Street SPDR S&P Retail ETF
XRT
$460M
| $15.4M | 1.46% |
+241,505
| New | +$14.8M |
|
18
State Street Energy Select Sector SPDR ETF
XLE
$39.1B
| $15.3M | 1.45% |
+376,316
| New | +$15.3M |
|
19
ARK Innovation ETF
ARKK
$5.67B
| $14.2M | 1.35% |
+322,505
| New | +$12.8M |
|
20
Costco
COST
$431B
| $14M | 1.33% |
+26,088
| New | +$13.2M |
|
21
State Street Health Care Select Sector SPDR ETF
XLV
$43B
| $13.9M | 1.32% |
+104,745
| New | +$13.8M |
|
22
iShares Silver Trust
SLV
$28.1B
| $13.5M | 1.28% |
+645,375
| New | +$14.3M |
|
23
Ford
F
$62B
| $12M | 1.14% |
794,723
+519,345
| +189% | +$6.57M |
|
24
TSMC
TSM
$1.99T
| $11.3M | 1.07% |
+112,219
| New | +$10.4M |
|
25
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $10.7M | 1.01% |
+128,653
| New | +$10.8M |
|
Similar funds
MK
TFP
UWPG
FWM
RCIM
TC
NA
GHC
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 Technology at 13% of assets, down from 14% a quarter earlier, followed by Consumer Discretionary and Communication Services.
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.