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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 | |
|---|---|---|---|---|---|---|
276
Medtronic
MDT
$109B
| – | – |
-118,588
| Closed | -$10.4M |
|
277
MarketAxess Holdings
MKTX
$5.71B
| – | – |
-3,994
| Closed | -$1.04M |
|
278
3M
MMM
$90.9B
| – | – |
-69,081
| Closed | -$5.78M |
|
279
Monster Beverage
MNST
$94.3B
| – | – |
-55,022
| Closed | -$3.16M |
|
280
Altria Group
MO
$114B
| – | – |
-7,287
| Closed | -$330K |
|
281
The Mosaic Company
MOS
$7.03B
| – | – |
-72,304
| Closed | -$2.53M |
|
|
MPT
282
Medical Properties Trust
MPT
$2.77B
| – | – |
-64,453
| Closed | -$596K |
|
283
Strategy Inc
MSTR
$34.1B
| – | – |
-68,220
| Closed | -$2.33M |
|
284
M&T Bank
MTB
$35.7B
| – | – |
-6,624
| Closed | -$819K |
|
285
Netflix
NFLX
$299B
| – | – |
-456,220
| Closed | -$20.1M |
|
286
Annaly Capital Management
NLY
$17.1B
| – | – |
-80,211
| Closed | -$1.6M |
|
287
ServiceNow
NOW
$115B
| – | – |
-50,580
| Closed | -$5.68M |
|
288
NRG Energy
NRG
$28.3B
| – | – |
-10,192
| Closed | -$381K |
|
289
NetApp
NTAP
$35B
| – | – |
-5,487
| Closed | -$419K |
|
290
NetEase
NTES
$85.3B
| – | – |
-35,245
| Closed | -$3.41M |
|
291
Intellia Therapeutics
NTLA
$1.49B
| – | – |
-9,240
| Closed | -$376K |
|
292
Natera
NTRA
$38.3B
| – | – |
-5,005
| Closed | -$243K |
|
293
Pacific Biosciences
PACB
$435M
| – | – |
-10,417
| Closed | -$138K |
|
|
PARA
294
DELISTED
Paramount Global Class B
PARA
| – | – |
-124,606
| Closed | -$1.98M |
|
295
Paycom
PAYC
$7.64B
| – | – |
-9,173
| Closed | -$2.95M |
|
296
Petrobras
PBR
$125B
| – | – |
-141,124
| Closed | -$1.95M |
|
297
Public Service Enterprise Group
PEG
$38.2B
| – | – |
-9,362
| Closed | -$586K |
|
298
PENN Entertainment
PENN
$2.75B
| – | – |
-11,903
| Closed | -$286K |
|
299
PNC Financial Services
PNC
$99.7B
| – | – |
-10,217
| Closed | -$1.29M |
|
300
Pool Corp
POOL
$6.75B
| – | – |
-4,309
| Closed | -$1.61M |
|
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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.