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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
(-38%)
Cap. Flow
-$350M
Cap. Flow
% of AUM
-53.77%
Top 10 Holdings %
Top 10 Hldgs %
40.25%
Holding
368
New
104
Increased
32
Reduced
26
Closed
206
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$78.5M |
| 2 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$36.7M |
| 3 |
Delta Air Lines
DAL
|
+$26.5M |
| 4 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$23.9M |
| 5 |
Johnson & Johnson
JNJ
|
+$22.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$50.4M |
| 2 |
iShares MSCI Brazil ETF
EWZ
|
+$43.7M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$36.8M |
| 4 |
VanEck Gold Miners ETF
GDX
|
+$31.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
126
STMicroelectronics
STM
$47.2B
| $675K | 0.1% |
+15,647
| New | +$747K |
|
127
Rockwell Automation
ROK
$52.4B
| $656K | 0.1% |
+2,298
| New | +$711K |
|
128
Carlisle Companies
CSL
$14.3B
| $634K | 0.1% |
+2,446
| New | +$656K |
|
129
MSCI
MSCI
$41.7B
| $627K | 0.1% |
+1,223
| New | +$643K |
|
130
Advanced Drainage Systems
WMS
$10.5B
| $623K | 0.1% |
+5,480
| New | +$669K |
|
131
State Street SPDR S&P Regional Banking ETF
KRE
$4.47B
| $596K | 0.09% |
14,292
-403,324
| -97% | -$18M |
|
132
Micron Technology
MU
$960B
| $588K | 0.09% |
8,647
-88,116
| -91% | -$5.9M |
|
133
Iron Mountain
IRM
$36.6B
| $571K | 0.09% |
+9,620
| New | +$588K |
|
134
Williams Companies
WMB
$86.4B
| $569K | 0.09% |
16,916
+5,770
| +52% | +$197K |
|
135
NXP Semiconductors
NXPI
$61.9B
| $516K | 0.08% |
2,586
-5,472
| -68% | -$1.13M |
|
136
State Street SPDR S&P Bank ETF
KBE
$1.63B
| $484K | 0.07% |
13,156
-65,175
| -83% | -$2.54M |
|
137
Trex
TREX
$4.45B
| $456K | 0.07% |
+7,407
| New | +$508K |
|
138
Deckers Outdoor
DECK
$13.4B
| $453K | 0.07% |
+5,292
| New | +$474K |
|
139
Ameriprise Financial
AMP
$48.4B
| $425K | 0.07% |
+1,291
| New | +$441K |
|
140
Equifax
EFX
$20.3B
| $423K | 0.07% |
+2,310
| New | +$472K |
|
141
Sociedad Química y Minera de Chile
SQM
$19.1B
| $423K | 0.07% |
+7,096
| New | +$479K |
|
142
Allstate
ALL
$68.2B
| $377K | 0.06% |
3,391
-21,847
| -87% | -$2.38M |
|
143
Cognizant
CTSH
$24.2B
| $360K | 0.06% |
5,315
-32,202
| -86% | -$2.22M |
|
144
PPG Industries
PPG
$24.4B
| $359K | 0.06% |
+2,772
| New | +$389K |
|
145
Wabtec
WAB
$49.4B
| $357K | 0.05% |
3,364
+499
| +17% | +$55.6K |
|
|
FLG
146
Flagstar Bank National Association
FLG
$5.9B
| $351K | 0.05% |
+10,329
| New | +$374K |
|
147
United Rentals
URI
$66.3B
| $343K | 0.05% |
+772
| New | +$353K |
|
148
Celanese
CE
$4.7B
| $340K | 0.05% |
+2,713
| New | +$334K |
|
149
Capital One
COF
$127B
| $333K | 0.05% |
3,435
-33,116
| -91% | -$3.54M |
|
150
LyondellBasell Industries
LYB
$19.8B
| $324K | 0.05% |
3,423
-4,548
| -57% | -$437K |
|
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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.