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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
WPM icon
351
Wheaton Precious Metals
WPM
$49.5B
– –
-18,837
Closed -$814K
WSM icon
352
Williams-Sonoma
WSM
$26.9B
– –
-16,472
Closed -$1.03M
WY icon
353
Weyerhaeuser
WY
$18B
– –
-26,215
Closed -$878K
XBI icon
354
State Street SPDR S&P Biotech ETF
XBI
$9.95B
– –
-128,653
Closed -$10.7M
XEL icon
355
Xcel Energy
XEL
$48.8B
– –
-23,288
Closed -$1.45M
XLB icon
356
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
– –
-576,514
Closed -$23.9M
XLE icon
357
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
– –
-376,316
Closed -$15.3M
XLF icon
358
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
– –
-1,092,684
Closed -$36.8M
XLRE icon
359
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
– –
-567,351
Closed -$21.4M
XLU icon
360
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
– –
-102,658
Closed -$3.36M
XLV icon
361
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
– –
-104,745
Closed -$13.9M
XOP icon
362
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
– –
-62,245
Closed -$8.02M
XRT icon
363
State Street SPDR S&P Retail ETF
XRT
$449M
– –
-241,505
Closed -$15.4M
ZION icon
364
Zions Bancorporation
ZION
$10.2B
– –
-7,888
Closed -$211K
GAP
365
The Gap Inc
GAP
$7.23B
– –
-11,672
Closed -$104K
XYZ
366
Block Inc
XYZ
$48.4B
– –
-46,614
Closed -$3.1M
SPLK
367
DELISTED
Splunk Inc
SPLK
– –
-9,393
Closed -$996K
VMW
368
DELISTED
VMware, Inc
VMW
– –
-10,016
Closed -$1.44M
11 12 13 14
15

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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.