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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
+4.51%
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
$475M
AUM Growth
-$51.3M
(-9.8%)
Cap. Flow
-$62.5M
Cap. Flow
% of AUM
-13.17%
Top 10 Holdings %
Top 10 Hldgs %
28.44%
Holding
348
New
142
Increased
40
Reduced
32
Closed
134
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Pfizer
PFE
|
+$19.3M |
| 2 |
Johnson & Johnson
JNJ
|
+$15.1M |
| 3 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$13.3M |
| 4 |
Cigna
CI
|
+$12.5M |
| 5 |
Home Depot
HD
|
+$11.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$34.3M |
| 2 |
Tesla
TSLA
|
+$27.6M |
| 3 |
Amazon
AMZN
|
+$20.6M |
| 4 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$19.9M |
| 5 |
Amgen
AMGN
|
+$19.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 19.85% |
| 2 | Consumer Discretionary | 15.81% |
| 3 | Technology | 13.89% |
| 4 | Industrials | 9.83% |
| 5 | Consumer Staples | 8.17% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
PARA
301
DELISTED
Paramount Global Class B
PARA
| – | – |
-84,829
| Closed | -$1.43M |
|
302
PACCAR
PCAR
$69.8B
| – | – |
-8,106
| Closed | -$534K |
|
303
Principal Financial Group
PFG
$24.3B
| – | – |
-5,428
| Closed | -$455K |
|
304
PPG Industries
PPG
$24.6B
| – | – |
-5,503
| Closed | -$691K |
|
305
Prudential Financial
PRU
$42.4B
| – | – |
-10,440
| Closed | -$1.04M |
|
306
Patterson-UTI
PTEN
$3.98B
| – | – |
-19,757
| Closed | -$332K |
|
307
Qualcomm
QCOM
$155B
| – | – |
-16,302
| Closed | -$1.79M |
|
308
Raymond James Financial
RJF
$33.8B
| – | – |
-3,151
| Closed | -$336K |
|
309
VanEck Semiconductor ETF
SMH
$65.2B
| – | – |
-157,182
| Closed | -$15.9M |
|
310
iShares Semiconductor ETF
SOXX
$41.7B
| – | – |
-55,644
| Closed | -$6.45M |
|
311
S&P Global
SPGI
$121B
| – | – |
-6,825
| Closed | -$2.29M |
|
312
Sarepta Therapeutics
SRPT
$1.57B
| – | – |
-5,510
| Closed | -$713K |
|
313
State Street
STT
$50.6B
| – | – |
-3,976
| Closed | -$308K |
|
314
Synchrony
SYF
$24.7B
| – | – |
-41,043
| Closed | -$1.35M |
|
315
Teck Resources
TECK
$29.6B
| – | – |
-5,426
| Closed | -$205K |
|
316
Teradyne
TER
$57.6B
| – | – |
-5,091
| Closed | -$444K |
|
317
Truist Financial
TFC
$63.3B
| – | – |
-10,601
| Closed | -$456K |
|
318
T. Rowe Price
TROW
$23.9B
| – | – |
-1,961
| Closed | -$213K |
|
|
319
Tesla
TSLA
$1.23T
| – | – |
-223,973
| Closed | -$27.6M |
|
320
TSMC
TSM
$2.1T
| – | – |
-115,738
| Closed | -$8.62M |
|
321
Tyson Foods
TSN
$20.4B
| – | – |
-7,222
| Closed | -$449K |
|
322
United Airlines
UAL
$39.4B
| – | – |
-12,803
| Closed | -$482K |
|
323
US Bancorp
USB
$98.2B
| – | – |
-49,317
| Closed | -$2.15M |
|
324
Vanguard Energy ETF
VDE
$10.1B
| – | – |
-4,617
| Closed | -$559K |
|
325
VF Corp
VFC
$5.63B
| – | – |
-30,916
| Closed | -$853K |
|
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Quantitative Investment Management's Q1 2023 Portfolio in Review
As of Q1 2023, Quantitative Investment Management held 348 positions worth $475M, down 9.8% from $526M the previous quarter. Its ten largest holdings account for 28% of the portfolio.
Quantitative Investment Management withdrew a net $62.5M in Q1 2023, closing 134 positions and reducing 32 holdings. Its most notable exit was State Street Financial Select Sector SPDR ETF, an estimated $34.3M position sold in full.
By sector, the portfolio is most concentrated in Healthcare at 20% of assets, up from 7.6% a quarter earlier, followed by Consumer Discretionary and Technology.
Against the trend, Quantitative Investment Management opened a new position in Pfizer worth $18.2M.
- Quantitative Investment Management's largest Q1 2023 buy was Pfizer: 445,769 shares worth $18.2M.
- Quantitative Investment Management added most to Vanguard FTSE Developed Markets ETF in Q1 2023, an estimated $7.68M increase.
- Quantitative Investment Management's biggest Q1 2023 reduction was Alphabet (Google) Class A, cutting an estimated $16.7M.
- Quantitative Investment Management fully exited State Street Financial Select Sector SPDR ETF in Q1 2023, selling an estimated $34.3M.
- Quantitative Investment Management's ten largest holdings make up 28% of its $475M portfolio in Q1 2023.
- Quantitative Investment Management opened 142 new positions and closed 134 in Q1 2023.
- Quantitative Investment Management's portfolio value fell 9.8% quarter-over-quarter to $475M.
Based on Quantitative Investment Management's 13F filing for Q1 2023, filed 15 May 2023.