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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
LEN icon
51
Lennar Class A
LEN
$20.2B
$3.08M 0.47%
+28,387
New +$3.33M
WBA
52
DELISTED
Walgreens Boots Alliance
WBA
$2.97M 0.46%
+133,378
New +$3.55M
RH icon
53
RH
RH
$3.15B
$2.9M 0.45%
10,971
-284
-3% -$98.7K
GPN icon
54
Global Payments
GPN
$23.8B
$2.82M 0.43%
24,437
-7,109
-23% -$846K
IYT icon
55
iShares US Transportation ETF
IYT
$2.26B
$2.74M 0.42%
46,832
+38,820
+485% +$2.43M
EW icon
56
Edwards Lifesciences
EW
$50B
$2.72M 0.42%
39,297
-10,245
-21% -$823K
MAR icon
57
Marriott International
MAR
$99B
$2.64M 0.41%
13,420
+6,028
+82% +$1.2M
OMC icon
58
Omnicom Group
OMC
$21.8B
$2.63M 0.4%
+35,291
New +$2.91M
REGN icon
59
Regeneron Pharmaceuticals
REGN
$77.4B
$2.56M 0.39%
+3,108
New +$2.44M
BA icon
60
Boeing
BA
$175B
$2.54M 0.39%
+13,241
New +$2.9M
NKE icon
61
Nike
NKE
$62.7B
$2.52M 0.39%
+26,368
New +$2.71M
O icon
62
Realty Income
O
$60.1B
$2.51M 0.39%
50,233
+35,297
+236% +$2.03M
TEL icon
63
TE Connectivity
TEL
$59.9B
$2.45M 0.38%
19,853
+3,244
+20% +$434K
CDW icon
64
CDW
CDW
$18.6B
$2.43M 0.37%
+12,043
New +$2.4M
RF icon
65
Regions Financial
RF
$26.3B
$2.39M 0.37%
+138,794
New +$2.63M
PHM icon
66
Pultegroup
PHM
$24.5B
$2.36M 0.36%
+31,926
New +$2.54M
SHW icon
67
Sherwin-Williams
SHW
$83.7B
$2.22M 0.34%
8,719
+3,851
+79% +$1.03M
IPG
68
DELISTED
Interpublic Group of Companies
IPG
$2.18M 0.33%
+75,993
New +$2.54M
FTV icon
69
Fortive
FTV
$17.7B
$2.14M 0.33%
38,310
+21,261
+125% +$1.22M
CNC icon
70
Centene
CNC
$30.1B
$2.12M 0.33%
+30,839
New +$2.05M
ICLN icon
71
iShares Global Clean Energy ETF
ICLN
$2.33B
$2.11M 0.32%
144,084
+46,385
+47% +$778K
PH icon
72
Parker-Hannifin
PH
$121B
$2.02M 0.31%
+5,193
New +$2.09M
APH icon
73
Amphenol
APH
$197B
$1.93M 0.3%
46,060
+24,096
+110% +$1.04M
MLM icon
74
Martin Marietta Materials
MLM
$32.4B
$1.92M 0.3%
+4,687
New +$2.07M
HES
75
DELISTED
Hess
HES
$1.88M 0.29%
+12,258
New +$1.85M
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.