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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
FANG icon
26
Diamondback Energy
FANG
$56.2B
$6.89M 1.06%
+44,485
New +$6.56M
LUV icon
27
Southwest Airlines
LUV
$22.3B
$6.75M 1.04%
249,478
+115,815
+87% +$3.78M
COST icon
28
Costco
COST
$423B
$6.64M 1.02%
11,751
-14,337
-55% -$7.91M
EL icon
29
Estee Lauder
EL
$30.7B
$6.47M 1%
44,766
+37,843
+547% +$6.31M
RCL icon
30
Royal Caribbean
RCL
$86.1B
$6.11M 0.94%
+66,303
New +$6.64M
ADP icon
31
Automatic Data Processing
ADP
$105B
$6.05M 0.93%
+25,171
New +$6.14M
JCI icon
32
Johnson Controls International
JCI
$87.8B
$5.57M 0.86%
+104,655
New +$6.46M
DRI icon
33
Darden Restaurants
DRI
$23.7B
$5.29M 0.81%
36,930
+34,574
+1,467% +$5.48M
DE icon
34
Deere & Co
DE
$162B
$4.97M 0.76%
13,168
+3,940
+43% +$1.62M
TPR icon
35
Tapestry
TPR
$30.8B
$4.77M 0.73%
+165,794
New +$6.07M
STZ icon
36
Constellation Brands
STZ
$22.3B
$4.69M 0.72%
18,660
+2,762
+17% +$721K
XLK icon
37
State Street Technology Select Sector SPDR ETF
XLK
$115B
$4.41M 0.68%
+53,860
New +$4.62M
MGM icon
38
MGM Resorts International
MGM
$11.7B
$4.3M 0.66%
+116,927
New +$5.17M
MA icon
39
Mastercard
MA
$510B
$4.23M 0.65%
10,688
+6,256
+141% +$2.51M
ISRG icon
40
Intuitive Surgical
ISRG
$126B
$4.12M 0.63%
+14,106
New +$4.41M
USB icon
41
US Bancorp
USB
$98B
$3.86M 0.59%
116,846
+66,550
+132% +$2.42M
SEDG icon
42
SolarEdge
SEDG
$2.54B
$3.83M 0.59%
+29,586
New +$5.68M
CAT icon
43
Caterpillar
CAT
$373B
$3.74M 0.57%
13,687
+2,130
+18% +$578K
DFS
44
DELISTED
Discover Financial Services
DFS
$3.71M 0.57%
+42,895
New +$4.26M
CELH icon
45
Celsius Holdings
CELH
$7.5B
$3.6M 0.55%
+62,967
New +$3.54M
VMC icon
46
Vulcan Materials
VMC
$35.2B
$3.45M 0.53%
+17,093
New +$3.72M
SGEN
47
DELISTED
Seagen Inc. Common Stock
SGEN
$3.33M 0.51%
+15,678
New +$3.13M
KO icon
48
Coca-Cola
KO
$381B
$3.23M 0.5%
+57,707
New +$3.46M
HPQ icon
49
HP
HPQ
$24.6B
$3.18M 0.49%
+123,697
New +$3.79M
SPGI icon
50
S&P Global
SPGI
$122B
$3.12M 0.48%
+8,538
New +$3.36M
1
2
3 4 5

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UWPG
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FWM
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RCIM
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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.