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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 | |
|---|---|---|---|---|---|---|
301
Public Storage
PSA
$60.5B
| – | – |
-767
| Closed | -$223K |
|
|
P
302
Everpure Inc
P
$25.7B
| – | – |
-59,942
| Closed | -$2.21M |
|
303
PTC
PTC
$15.8B
| – | – |
-3,060
| Closed | -$435K |
|
304
PayPal
PYPL
$48.9B
| – | – |
-98,843
| Closed | -$6.59M |
|
305
Qorvo
QRVO
$7.99B
| – | – |
-14,032
| Closed | -$1.43M |
|
306
Riot Platforms
RIOT
$7.63B
| – | – |
-19,359
| Closed | -$228K |
|
307
Ralph Lauren
RL
$22.6B
| – | – |
-4,595
| Closed | -$566K |
|
308
Roper Technologies
ROP
$38.8B
| – | – |
-3,567
| Closed | -$1.72M |
|
309
Ross Stores
ROST
$80.5B
| – | – |
-26,892
| Closed | -$3.02M |
|
310
SBA Communications
SBAC
$19.2B
| – | – |
-6,267
| Closed | -$1.45M |
|
311
Starbucks
SBUX
$120B
| – | – |
-26,467
| Closed | -$2.62M |
|
312
Schwab Emerging Markets Equity ETF
SCHE
$12.6B
| – | – |
-75,969
| Closed | -$1.87M |
|
313
Schwab International Equity ETF
SCHF
$66.6B
| – | – |
-36,294
| Closed | -$646K |
|
|
SKX
314
DELISTED
Skechers
SKX
| – | – |
-4,410
| Closed | -$232K |
|
315
iShares Silver Trust
SLV
$28B
| – | – |
-645,375
| Closed | -$13.5M |
|
316
Synopsys
SNPS
$74.4B
| – | – |
-3,918
| Closed | -$1.71M |
|
317
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.2B
| – | – |
-114,049
| Closed | -$3.92M |
|
318
Invesco S&P 500 Low Volatility ETF
SPLV
$7.12B
| – | – |
-66,806
| Closed | -$4.2M |
|
319
Sempra
SRE
$57.9B
| – | – |
-11,220
| Closed | -$816K |
|
320
Synchrony
SYF
$24.7B
| – | – |
-7,266
| Closed | -$246K |
|
321
Sysco
SYY
$40.8B
| – | – |
-15,931
| Closed | -$1.18M |
|
322
AT&T
T
$159B
| – | – |
-559,449
| Closed | -$8.92M |
|
323
Teladoc Health
TDOC
$1.22B
| – | – |
-40,627
| Closed | -$1.03M |
|
324
Atlassian
TEAM
$25.6B
| – | – |
-13,365
| Closed | -$2.24M |
|
325
Teradyne
TER
$57.6B
| – | – |
-6,706
| Closed | -$746K |
|
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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.