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QIM
Quantitative Investment Management Portfolio holdings
AUM
$963M
1-Year Est. Return
12.95%
This Fund
S&P 500
This Quarter
Est. Return
-9.24%
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
$650M
AUM Growth
-$406M
(-38%)
Cap. Flow
-$350M
Cap. Flow
% of AUM
-53.77%
Top 10 Holdings %
Top 10 Hldgs %
40.25%
Holding
368
New
104
Increased
32
Reduced
26
Closed
206
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$78.5M |
| 2 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$36.7M |
| 3 |
Delta Air Lines
DAL
|
+$26.5M |
| 4 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$23.9M |
| 5 |
Johnson & Johnson
JNJ
|
+$22.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$50.4M |
| 2 |
iShares MSCI Brazil ETF
EWZ
|
+$43.7M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$36.8M |
| 4 |
VanEck Gold Miners ETF
GDX
|
+$31.2M |
| 5 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$30.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 18.2% |
| 2 | Consumer Staples | 11.03% |
| 3 | Technology | 10.12% |
| 4 | Consumer Discretionary | 9.72% |
| 5 | Healthcare | 8.21% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
226
iShares MSCI Brazil ETF
EWZ
$9.28B
| – | – |
-1,347,101
| Closed | -$43.7M |
|
227
Expedia Group
EXPE
$35.4B
| – | – |
-28,158
| Closed | -$3.08M |
|
228
Extra Space Storage
EXR
$31.3B
| – | – |
-8,230
| Closed | -$1.23M |
|
229
iShare MSCI Eurozone ETF
EZU
$9.64B
| – | – |
-27,217
| Closed | -$1.25M |
|
230
Ford
F
$58.5B
| – | – |
-794,723
| Closed | -$12M |
|
231
Fastenal
FAST
$54.7B
| – | – |
-49,570
| Closed | -$1.46M |
|
232
Fidelity National Information Services
FIS
$23.1B
| – | – |
-152,573
| Closed | -$8.35M |
|
|
FITB
233
Fifth Third Bancorp
FITB
$51.2B
| – | – |
-21,946
| Closed | -$575K |
|
234
FIVE9
FIVN
$2.11B
| – | – |
-3,134
| Closed | -$258K |
|
|
235
VanEck Gold Miners ETF
GDX
$22.7B
| – | – |
-1,035,192
| Closed | -$31.2M |
|
236
VanEck Junior Gold Miners ETF
GDXJ
$6.89B
| – | – |
-227,256
| Closed | -$8.1M |
|
237
Gold Fields
GFI
$29B
| – | – |
-96,526
| Closed | -$1.33M |
|
|
238
SPDR Gold Trust
GLD
$131B
| – | – |
-282,978
| Closed | -$50.4M |
|
239
Globant
GLOB
$1.58B
| – | – |
-3,519
| Closed | -$632K |
|
240
Corning
GLW
$119B
| – | – |
-13,181
| Closed | -$461K |
|
241
General Motors
GM
$80.4B
| – | – |
-104,042
| Closed | -$4.01M |
|
242
Generac Holdings
GNRC
$11.6B
| – | – |
-16,683
| Closed | -$2.49M |
|
243
Alphabet (Google) Class A
GOOGL
$4.36T
| – | – |
-74,399
| Closed | -$8.9M |
|
244
Goodyear
GT
$2B
| – | – |
-11,186
| Closed | -$153K |
|
245
Home Depot
HD
$331B
| – | – |
-5,966
| Closed | -$1.85M |
|
246
Hilton Worldwide
HLT
$72.1B
| – | – |
-6,888
| Closed | -$1M |
|
247
Honeywell
HON
$77B
| – | – |
-25,790
| Closed | -$5.04M |
|
248
Hewlett Packard
HPE
$63.4B
| – | – |
-40,921
| Closed | -$687K |
|
249
ICICI Bank
IBN
$108B
| – | – |
-59,901
| Closed | -$1.38M |
|
250
Intercontinental Exchange
ICE
$85.6B
| – | – |
-10,012
| Closed | -$1.13M |
|
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Quantitative Investment Management's Q3 2023 Portfolio in Review
As of Q3 2023, Quantitative Investment Management held 368 positions worth $650M, down 38% from $1.06B the previous quarter. Its ten largest holdings account for 40% of the portfolio.
Quantitative Investment Management withdrew a net $350M in Q3 2023, closing 206 positions and reducing 26 holdings. Its most notable exit was SPDR Gold Trust, an estimated $50.4M position sold in full.
By sector, the portfolio is most concentrated in Industrials at 18% of assets, up from 4.3% a quarter earlier, followed by Consumer Staples and Technology.
Against the trend, Quantitative Investment Management opened a new position in State Street SPDR S&P 500 ETF Trust worth $75.4M.
- Quantitative Investment Management's largest Q3 2023 buy was State Street SPDR S&P 500 ETF Trust: 176,437 shares worth $75.4M.
- Quantitative Investment Management added most to State Street Consumer Staples Select Sector SPDR ETF in Q3 2023, an estimated $36.7M increase.
- Quantitative Investment Management's biggest Q3 2023 reduction was State Street SPDR S&P Regional Banking ETF, cutting an estimated $18M.
- Quantitative Investment Management fully exited SPDR Gold Trust in Q3 2023, selling an estimated $50.4M.
- Quantitative Investment Management's ten largest holdings make up 40% of its $650M portfolio in Q3 2023.
- Quantitative Investment Management opened 104 new positions and closed 206 in Q3 2023.
- Quantitative Investment Management's portfolio value fell 38% quarter-over-quarter to $650M.
Based on Quantitative Investment Management's 13F filing for Q3 2023, filed 14 Nov 2023.