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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
Cap. Flow
-$350M
Cap. Flow %
-53.77%
Top 10 Hldgs %
40.25%
Holding
368
New
104
Increased
32
Reduced
26
Closed
206

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$78.5M
2
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$36.7M
3
DAL icon
Delta Air Lines
DAL
+$26.5M
4
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$23.9M
5
JNJ icon
Johnson & Johnson
JNJ
+$22.4M

Top Sells

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$50.4M
2
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$43.7M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$36.8M
4
GDX icon
VanEck Gold Miners ETF
GDX
+$31.2M
5
VWO icon
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
IFF icon
251
International Flavors & Fragrances
IFF
$20.2B
– –
-47,398
Closed -$3.77M
IJS icon
252
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
– –
-8,589
Closed -$816K
ILF icon
253
iShares Latin America 40 ETF
ILF
$3.85B
– –
-56,827
Closed -$1.54M
INTC icon
254
Intel
INTC
$455B
– –
-304,672
Closed -$10.2M
INTU icon
255
Intuit
INTU
$86.5B
– –
-1,437
Closed -$658K
ITUB icon
256
Itaú Unibanco
ITUB
$93.2B
– –
-230,620
Closed -$1.2M
IVZ icon
257
Invesco
IVZ
$13.1B
– –
-15,889
Closed -$267K
IYE icon
258
iShares US Energy ETF
IYE
$1.74B
– –
-28,292
Closed -$1.21M
IYR icon
259
iShares US Real Estate ETF
IYR
$4.66B
– –
-321,408
Closed -$27.8M
JBLU icon
260
JetBlue
JBLU
$2.28B
– –
-144,533
Closed -$1.28M
KBWB icon
261
Invesco KBW Bank ETF
KBWB
$6.84B
– –
-50,496
Closed -$2.07M
KDP icon
262
Keurig Dr Pepper
KDP
$42.3B
– –
-40,157
Closed -$1.25M
KEY icon
263
KeyCorp
KEY
$24.2B
– –
-175,106
Closed -$1.62M
KGC icon
264
Kinross Gold
KGC
$27.4B
– –
-161,572
Closed -$770K
KHC icon
265
Kraft Heinz
KHC
$30.7B
– –
-22,275
Closed -$790K
KLAC icon
266
KLA
KLAC
$239B
– –
-19,270
Closed -$934K
KMB icon
267
Kimberly-Clark
KMB
$36.3B
– –
-3,643
Closed -$502K
KMI icon
268
Kinder Morgan
KMI
$71.7B
– –
-10,523
Closed -$181K
KSS icon
269
Kohl's
KSS
$2.17B
– –
-44,087
Closed -$1.02M
LH icon
270
Labcorp
LH
$25B
– –
-3,918
Closed -$812K
LIT icon
271
Global X Lithium & Battery Tech ETF
LIT
$1.51B
– –
-20,513
Closed -$1.33M
LOW icon
272
Lowe's Companies
LOW
$117B
– –
-7,424
Closed -$1.68M
LULU icon
273
lululemon athletica
LULU
$13.5B
– –
-14,978
Closed -$5.67M
MARA icon
274
Marathon Digital Holdings
MARA
$4.32B
– –
-250,319
Closed -$3.47M
MDLZ icon
275
Mondelez International
MDLZ
$79.5B
– –
-41,199
Closed -$3M
9 10
11
12 13

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UWPG
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FWM
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RCIM
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NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
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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.