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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 | |
|---|---|---|---|---|---|---|
|
1
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $75.4M | 11.6% |
+176,437
| New | +$78.5M |
|
|
2
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
| $40.4M | 6.21% |
398,449
+223,382
| +128% | +$23.9M |
|
|
3
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
| $35.1M | 5.39% |
509,466
+501,523
| +6,314% | +$36.7M |
|
|
4
Delta Air Lines
DAL
$58.3B
| $22.6M | 3.47% |
+610,019
| New | +$26.5M |
|
|
5
Johnson & Johnson
JNJ
$617B
| $21.1M | 3.25% |
+135,770
| New | +$22.4M |
|
6
General Mills
GIS
$19.4B
| $15.3M | 2.35% |
238,744
+197,426
| +478% | +$14M |
|
7
RTX Corp
RTX
$289B
| $14.6M | 2.24% |
+202,349
| New | +$17.3M |
|
8
Carnival Corporation Ltd
CCL
$38B
| $12.9M | 1.98% |
+937,582
| New | +$15.5M |
|
9
US Global Jets ETF
JETS
$786M
| $12.6M | 1.94% |
+740,124
| New | +$14.6M |
|
10
JPMorgan Chase
JPM
$933B
| $11.8M | 1.82% |
+81,517
| New | +$12.2M |
|
11
Union Pacific
UNP
$172B
| $11.1M | 1.7% |
54,356
+37,687
| +226% | +$8.21M |
|
12
United Parcel Service
UPS
$89.5B
| $10.9M | 1.68% |
+69,962
| New | +$12.1M |
|
13
Dollar General
DG
$28.1B
| $10.8M | 1.65% |
+101,652
| New | +$15.2M |
|
14
iShares MSCI India ETF
INDA
$6.88B
| $10.3M | 1.58% |
233,046
+201,654
| +642% | +$8.92M |
|
15
iShares US Home Construction ETF
ITB
$2.29B
| $9.5M | 1.46% |
+120,993
| New | +$10.3M |
|
16
Cisco
CSCO
$448B
| $9.17M | 1.41% |
+170,611
| New | +$9.21M |
|
17
Walmart Inc
WMT
$884B
| $9.17M | 1.41% |
171,972
-269,877
| -61% | -$14.4M |
|
18
Hershey
HSY
$35.9B
| $8.82M | 1.36% |
+44,085
| New | +$9.87M |
|
19
Oracle
ORCL
$367B
| $8.77M | 1.35% |
+82,774
| New | +$9.58M |
|
20
American Airlines Group
AAL
$10.2B
| $8.63M | 1.33% |
+673,851
| New | +$10.5M |
|
21
D.R. Horton
DHI
$40.7B
| $8.63M | 1.33% |
+80,270
| New | +$9.61M |
|
|
FISV
22
Fiserv Inc
FISV
$28.8B
| $8.58M | 1.32% |
+75,950
| New | +$9.35M |
|
23
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
| $7.39M | 1.14% |
+96,558
| New | +$7.85M |
|
24
IBM
IBM
$209B
| $7.11M | 1.09% |
+50,695
| New | +$7.21M |
|
25
United Airlines
UAL
$40.1B
| $6.99M | 1.07% |
+165,167
| New | +$8.35M |
|
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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.