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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
LAD icon
151
Lithia Motors
LAD
$8.9B
$302K 0.05%
+1,024
New +$312K
BEN icon
152
Franklin Resources
BEN
$17.2B
$301K 0.05%
+12,271
New +$332K
H icon
153
Hyatt Hotels
H
$16.6B
$294K 0.05%
+2,773
New +$316K
BRK.B icon
154
Berkshire Hathaway Class B
BRK.B
$1.1T
$288K 0.04%
824
-2,811
-77% -$997K
GD icon
155
General Dynamics
GD
$103B
$286K 0.04%
+1,295
New +$286K
SPG icon
156
Simon Property Group
SPG
$74.7B
$266K 0.04%
+2,469
New +$289K
SCCO icon
157
Southern Copper
SCCO
$145B
$260K 0.04%
+3,737
New +$273K
ZBRA icon
158
Zebra Technologies
ZBRA
$13.7B
$239K 0.04%
1,011
-1,884
-65% -$512K
CCI icon
159
Crown Castle
CCI
$33.4B
$220K 0.03%
2,401
-22,783
-90% -$2.36M
NVS icon
160
Novartis
NVS
$301B
$216K 0.03%
+2,124
New +$216K
ULTA icon
161
Ulta Beauty
ULTA
$22.2B
$210K 0.03%
+526
New +$230K
SIRI icon
162
SiriusXM
SIRI
$10.4B
$139K 0.02%
+3,087
New +$143K
AA icon
163
Alcoa
AA
$11.9B
– –
-60,498
Closed -$2.05M
A icon
164
Agilent Technologies
A
$39.2B
– –
-22,687
Closed -$2.73M
AAXJ icon
165
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.65B
– –
-19,997
Closed -$1.33M
ACWX icon
166
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
– –
-23,733
Closed -$1.17M
ADBE icon
167
Adobe
ADBE
$98.5B
– –
-18,329
Closed -$8.96M
ADSK icon
168
Autodesk
ADSK
$49.6B
– –
-12,453
Closed -$2.55M
AEM icon
169
Agnico Eagle Mines
AEM
$76.3B
– –
-10,119
Closed -$505K
AGCO icon
170
AGCO
AGCO
$7.76B
– –
-3,287
Closed -$431K
AGNC icon
171
AGNC Investment
AGNC
$12.7B
– –
-89,863
Closed -$910K
AKAM icon
172
Akamai
AKAM
$16.5B
– –
-13,221
Closed -$1.19M
ALLY icon
173
Ally Financial
ALLY
$13.2B
– –
-18,278
Closed -$493K
AMD icon
174
Advanced Micro Devices
AMD
$791B
– –
-256,093
Closed -$29.2M
AMT icon
175
American Tower
AMT
$81.3B
– –
-23,198
Closed -$4.5M
5 6
7
8 9

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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.