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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
VGT icon
76
Vanguard Information Technology ETF
VGT
$139B
$1.86M 0.29%
+35,864
New +$1.95M
GSK icon
77
GSK
GSK
$104B
$1.84M 0.28%
+50,705
New +$1.8M
TJX icon
78
TJX Companies
TJX
$176B
$1.77M 0.27%
19,910
-36,366
-65% -$3.2M
ITW icon
79
Illinois Tool Works
ITW
$81.6B
$1.75M 0.27%
+7,617
New +$1.86M
ADM icon
80
Archer Daniels Midland
ADM
$38.9B
$1.75M 0.27%
+23,235
New +$1.88M
ABT icon
81
Abbott
ABT
$183B
$1.69M 0.26%
17,417
-13,392
-43% -$1.41M
IDXX icon
82
Idexx Laboratories
IDXX
$44.1B
$1.61M 0.25%
3,689
+617
+20% +$308K
NCLH icon
83
Norwegian Cruise Line
NCLH
$8.59B
$1.61M 0.25%
+97,763
New +$1.8M
VEEV icon
84
Veeva Systems
VEEV
$32.7B
$1.59M 0.25%
7,830
-17,604
-69% -$3.55M
PAYX icon
85
Paychex
PAYX
$41.4B
$1.56M 0.24%
+13,526
New +$1.63M
BLDR icon
86
Builders FirstSource
BLDR
$7.1B
$1.55M 0.24%
+12,472
New +$1.72M
OKE icon
87
Oneok
OKE
$56.1B
$1.54M 0.24%
+24,314
New +$1.59M
MRVL icon
88
Marvell Technology
MRVL
$165B
$1.53M 0.23%
28,202
-95,432
-77% -$5.63M
BSX icon
89
Boston Scientific
BSX
$68.4B
$1.48M 0.23%
+28,091
New +$1.47M
FDX icon
90
FedEx
FDX
$73B
$1.48M 0.23%
5,579
+2,498
+81% +$649K
LYV icon
91
Live Nation Entertainment
LYV
$42.7B
$1.46M 0.22%
+17,610
New +$1.53M
CSGP icon
92
CoStar Group
CSGP
$12B
$1.38M 0.21%
+17,934
New +$1.49M
HBAN icon
93
Huntington Bancshares
HBAN
$34.5B
$1.37M 0.21%
+131,826
New +$1.48M
EWW icon
94
iShares MSCI Mexico ETF
EWW
$1.93B
$1.36M 0.21%
+23,326
New +$1.45M
IGV icon
95
iShares Expanded Tech-Software Sector ETF
IGV
$12.5B
$1.34M 0.21%
+19,655
New +$1.38M
DLTR icon
96
Dollar Tree
DLTR
$24.7B
$1.31M 0.2%
+12,330
New +$1.65M
CME icon
97
CME Group
CME
$96.1B
$1.3M 0.2%
+6,507
New +$1.29M
PODD icon
98
Insulet
PODD
$11.5B
$1.29M 0.2%
+8,101
New +$1.81M
XYL icon
99
Xylem
XYL
$27.3B
$1.28M 0.2%
14,121
+6,389
+83% +$659K
IHI icon
100
iShares US Medical Devices ETF
IHI
$3.14B
$1.23M 0.19%
25,274
+1,048
+4% +$55.7K
2 3
4
5 6

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UWPG
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FWM
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RCIM
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TC
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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.