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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 | |
|---|---|---|---|---|---|---|
201
CSX Corp
CSX
$93B
| – | – |
-54,229
| Closed | -$1.85M |
|
202
CVS Health
CVS
$134B
| – | – |
-108,153
| Closed | -$7.48M |
|
203
Caesars Entertainment
CZR
$6.03B
| – | – |
-36,784
| Closed | -$1.87M |
|
204
Dominion Energy
D
$61.3B
| – | – |
-61,457
| Closed | -$3.18M |
|
205
Danaher
DHR
$138B
| – | – |
-6,732
| Closed | -$1.43M |
|
206
Walt Disney
DIS
$167B
| – | – |
-184,870
| Closed | -$16.5M |
|
207
Dover
DOV
$27.5B
| – | – |
-1,477
| Closed | -$218K |
|
208
Domino's
DPZ
$11.7B
| – | – |
-4,402
| Closed | -$1.48M |
|
209
Duke Energy
DUK
$98.4B
| – | – |
-7,898
| Closed | -$708K |
|
210
DexCom
DXCM
$28.8B
| – | – |
-41,761
| Closed | -$5.37M |
|
211
Electronic Arts
EA
$52.9B
| – | – |
-75,255
| Closed | -$9.76M |
|
212
eBay
EBAY
$50.4B
| – | – |
-50,897
| Closed | -$2.27M |
|
213
iShares MSCI EAFE Value ETF
EFV
$28.9B
| – | – |
-48,796
| Closed | -$2.39M |
|
214
Emerson Electric
EMR
$83.3B
| – | – |
-12,593
| Closed | -$1.14M |
|
215
Enbridge
ENB
$121B
| – | – |
-16,928
| Closed | -$628K |
|
216
Entegris
ENTG
$17.8B
| – | – |
-3,493
| Closed | -$387K |
|
217
EPAM Systems
EPAM
$5.42B
| – | – |
-3,174
| Closed | -$713K |
|
218
Equinix
EQIX
$103B
| – | – |
-2,820
| Closed | -$2.21M |
|
219
Equity Residential
EQR
$25.2B
| – | – |
-10,537
| Closed | -$695K |
|
220
iShares MSCI Canada ETF
EWC
$6.17B
| – | – |
-157,355
| Closed | -$5.5M |
|
221
iShares MSCI Hong Kong ETF
EWH
$1.25B
| – | – |
-70,765
| Closed | -$1.37M |
|
222
iShares MSCI Japan ETF
EWJ
$22.1B
| – | – |
-120,196
| Closed | -$7.44M |
|
223
iShares MSCI Taiwan ETF
EWT
$9.6B
| – | – |
-139,632
| Closed | -$6.57M |
|
224
iShares MSCI United Kingdom ETF
EWU
$4.17B
| – | – |
-38,805
| Closed | -$1.25M |
|
225
iShares MSCI South Korea ETF
EWY
$22.5B
| – | – |
-68,347
| Closed | -$4.33M |
|
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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.