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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 | |
|---|---|---|---|---|---|---|
326
Truist Financial
TFC
$63.3B
| – | – |
-93,563
| Closed | -$2.84M |
|
327
TG Therapeutics
TGTX
$7.96B
| – | – |
-24,351
| Closed | -$604K |
|
328
T. Rowe Price
TROW
$23.9B
| – | – |
-4,984
| Closed | -$558K |
|
329
Travelers Companies
TRV
$78.1B
| – | – |
-5,523
| Closed | -$959K |
|
330
Tesla
TSLA
$1.23T
| – | – |
-63,110
| Closed | -$16.5M |
|
331
Tyson Foods
TSN
$20.4B
| – | – |
-36,318
| Closed | -$1.85M |
|
332
Twilio
TWLO
$30B
| – | – |
-71,073
| Closed | -$4.52M |
|
333
Global X Uranium ETF
URA
$5.42B
| – | – |
-16,427
| Closed | -$356K |
|
334
Visa
V
$684B
| – | – |
-18,287
| Closed | -$4.34M |
|
335
Vanguard FTSE Developed Markets ETF
VEA
$229B
| – | – |
-86,879
| Closed | -$4.01M |
|
336
Vanguard Energy ETF
VDE
$10.1B
| – | – |
-13,823
| Closed | -$1.56M |
|
337
Vanguard FTSE All-World ex-US ETF
VEU
$66.6B
| – | – |
-45,961
| Closed | -$2.5M |
|
338
VF Corp
VFC
$5.63B
| – | – |
-71,597
| Closed | -$1.37M |
|
339
Vanguard Financials ETF
VFH
$13.5B
| – | – |
-7,163
| Closed | -$581K |
|
340
Vanguard FTSE Europe ETF
VGK
$30.7B
| – | – |
-64,093
| Closed | -$3.95M |
|
341
Vipshop
VIPS
$7.37B
| – | – |
-63,753
| Closed | -$1.05M |
|
342
Vanguard Real Estate ETF
VNQ
$39.2B
| – | – |
-245,374
| Closed | -$20.5M |
|
343
Ventas
VTR
$48B
| – | – |
-16,401
| Closed | -$775K |
|
|
344
Vanguard FTSE Emerging Markets ETF
VWO
$121B
| – | – |
-757,536
| Closed | -$30.8M |
|
345
Verizon
VZ
$195B
| – | – |
-8,460
| Closed | -$314K |
|
346
Western Alliance Bancorporation
WAL
$8.79B
| – | – |
-8,093
| Closed | -$295K |
|
347
Waters Corp
WAT
$37B
| – | – |
-2,930
| Closed | -$780K |
|
348
Warner Bros
WBD
$65.9B
| – | – |
-13,817
| Closed | -$173K |
|
349
Whirlpool
WHR
$2.43B
| – | – |
-10,214
| Closed | -$1.52M |
|
350
Wingstop
WING
$3.53B
| – | – |
-2,276
| Closed | -$455K |
|
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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.