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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 | |
|---|---|---|---|---|---|---|
176
ARK Genomic Revolution ETF
ARKG
$1.6B
| – | – |
-100,409
| Closed | -$3.42M |
|
177
ARK Innovation ETF
ARKK
$5.77B
| – | – |
-322,505
| Closed | -$14.2M |
|
178
ASML
ASML
$634B
| – | – |
-1,233
| Closed | -$893K |
|
179
AngloGold Ashanti
AU
$41.6B
| – | – |
-16,484
| Closed | -$347K |
|
180
AvalonBay Communities
AVB
$26.8B
| – | – |
-2,823
| Closed | -$534K |
|
181
Axsome Therapeutics
AXSM
$12.1B
| – | – |
-15,300
| Closed | -$1.1M |
|
182
Bank of America
BAC
$433B
| – | – |
-44,362
| Closed | -$1.27M |
|
183
Ball Corp
BALL
$17.4B
| – | – |
-11,076
| Closed | -$644K |
|
184
BlackBerry
BB
$4.95B
| – | – |
-47,018
| Closed | -$260K |
|
185
Best Buy
BBY
$18.5B
| – | – |
-46,829
| Closed | -$3.84M |
|
186
Bristol-Myers Squibb
BMY
$132B
| – | – |
-13,159
| Closed | -$841K |
|
187
BP
BP
$114B
| – | – |
-76,600
| Closed | -$2.7M |
|
188
Burlington
BURL
$23.4B
| – | – |
-1,470
| Closed | -$231K |
|
|
BBBY
189
Bed Bath & Beyond
BBBY
$472M
| – | – |
-29,201
| Closed | -$864K |
|
190
Citigroup
C
$222B
| – | – |
-33,555
| Closed | -$1.54M |
|
191
Chubb
CB
$135B
| – | – |
-10,649
| Closed | -$2.05M |
|
192
Cameco
CCJ
$38.4B
| – | – |
-55,245
| Closed | -$1.73M |
|
193
Charter Communications
CHTR
$16.9B
| – | – |
-23,647
| Closed | -$8.69M |
|
194
Colgate-Palmolive
CL
$73.3B
| – | – |
-17,434
| Closed | -$1.34M |
|
195
Clorox
CLX
$11.7B
| – | – |
-10,174
| Closed | -$1.62M |
|
196
Comcast
CMCSA
$84B
| – | – |
-66,697
| Closed | -$2.77M |
|
197
Chipotle Mexican Grill
CMG
$48.8B
| – | – |
-39,150
| Closed | -$1.67M |
|
198
Canadian National Railway
CNI
$76.9B
| – | – |
-2,984
| Closed | -$361K |
|
199
Canadian Pacific Kansas City
CP
$77.5B
| – | – |
-4,746
| Closed | -$383K |
|
200
Capri Holdings
CPRI
$1.82B
| – | – |
-45,734
| Closed | -$1.64M |
|
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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.