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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
JBHT icon
101
JB Hunt Transport Services
JBHT
$25.3B
$1.22M 0.19%
6,462
+2,526
+64% +$485K
WDC icon
102
Western Digital
WDC
$184B
$1.17M 0.18%
33,812
+20,222
+149% +$638K
ACN icon
103
Accenture
ACN
$99.9B
$1.11M 0.17%
3,624
-6,197
-63% -$1.95M
PWR icon
104
Quanta Services
PWR
$98.7B
$1.1M 0.17%
+5,908
New +$1.18M
VRTX icon
105
Vertex Pharmaceuticals
VRTX
$122B
$1.1M 0.17%
3,179
-5,974
-65% -$2.09M
CFG icon
106
Citizens Financial Group
CFG
$30.3B
$1.1M 0.17%
41,054
-41,441
-50% -$1.18M
MTD icon
107
Mettler-Toledo International
MTD
$27.9B
$1.07M 0.17%
970
-122
-11% -$150K
ALB icon
108
Albemarle
ALB
$13.9B
$1.05M 0.16%
+6,173
New +$1.23M
STLD icon
109
Steel Dynamics
STLD
$36.2B
$1M 0.15%
+9,346
New +$973K
CNQ icon
110
Canadian Natural Resources
CNQ
$98.6B
$946K 0.15%
+29,278
New +$895K
KBH icon
111
KB Home
KBH
$3.45B
$906K 0.14%
+19,587
New +$996K
DD icon
112
DuPont de Nemours
DD
$18.7B
$902K 0.14%
+9,644
New +$906K
BAX icon
113
Baxter International
BAX
$13.8B
$894K 0.14%
23,694
+15,524
+190% +$661K
TSM icon
114
TSMC
TSM
$2.09T
$893K 0.14%
10,279
-101,940
-91% -$9.64M
SWK icon
115
Stanley Black & Decker
SWK
$14.9B
$833K 0.13%
9,975
-7,933
-44% -$735K
ZBH icon
116
Zimmer Biomet
ZBH
$18.4B
$817K 0.13%
+7,282
New +$925K
RMD icon
117
ResMed
RMD
$30.3B
$787K 0.12%
+5,328
New +$963K
COHR icon
118
Coherent
COHR
$48.7B
$767K 0.12%
23,519
+19,300
+457% +$792K
MAS icon
119
Masco
MAS
$14.2B
$766K 0.12%
14,336
+2,253
+19% +$130K
TXRH icon
120
Texas Roadhouse
TXRH
$13.7B
$747K 0.11%
+7,774
New +$828K
AZO icon
121
AutoZone
AZO
$49.1B
$739K 0.11%
+291
New +$730K
GWW icon
122
W.W. Grainger
GWW
$64B
$738K 0.11%
+1,067
New +$772K
THO icon
123
Thor Industries
THO
$3.95B
$730K 0.11%
+7,682
New +$803K
WOLF icon
124
Wolfspeed
WOLF
$1.24B
$727K 0.11%
+19,099
New +$1,000K
WCC
125
WESCO International
WCC
$16.7B
$705K 0.11%
+4,903
New +$792K
3 4
5
6 7

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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.