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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 | |
|---|---|---|---|---|---|---|
176
Harley-Davidson
HOG
$2.58B
| $385K | 0.08% |
10,148
-11,471
| -53% | -$504K |
|
177
Entergy
ETR
$50.2B
| $375K | 0.08% |
+6,976
| New | +$370K |
|
178
Scorpio Tankers
STNG
$3.87B
| $369K | 0.08% |
+6,556
| New | +$359K |
|
179
Wheaton Precious Metals
WPM
$49.5B
| $364K | 0.08% |
+7,569
| New | +$331K |
|
180
iShares MSCI Germany ETF
EWG
$1.59B
| $361K | 0.08% |
12,705
-51,711
| -80% | -$1.43M |
|
181
Sempra
SRE
$57.9B
| $359K | 0.08% |
+4,750
| New | +$364K |
|
182
Northrop Grumman
NOC
$77.1B
| $354K | 0.07% |
+768
| New | +$356K |
|
183
Public Service Enterprise Group
PEG
$38.2B
| $347K | 0.07% |
+5,570
| New | +$337K |
|
184
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
| $343K | 0.07% |
+9,186
| New | +$353K |
|
185
Exelon
EXC
$46.9B
| $341K | 0.07% |
+8,153
| New | +$340K |
|
|
HOLX
186
DELISTED
Hologic
HOLX
| $341K | 0.07% |
+4,228
| New | +$340K |
|
187
Nokia
NOK
$51B
| $331K | 0.07% |
+67,439
| New | +$318K |
|
188
Danaher
DHR
$137B
| $327K | 0.07% |
+1,465
| New | +$333K |
|
189
Rockwell Automation
ROK
$53.4B
| $319K | 0.07% |
+1,090
| New | +$310K |
|
190
Intuit
INTU
$86.5B
| $317K | 0.07% |
+712
| New | +$292K |
|
191
Prologis
PLD
$135B
| $311K | 0.07% |
+2,493
| New | +$306K |
|
192
W.W. Grainger
GWW
$65.3B
| $308K | 0.06% |
448
-489
| -52% | -$312K |
|
193
MGM Resorts International
MGM
$11.4B
| $287K | 0.06% |
+6,476
| New | +$269K |
|
194
Genuine Parts
GPC
$17.1B
| $279K | 0.06% |
+1,668
| New | +$281K |
|
195
Hyatt Hotels
H
$16.4B
| $274K | 0.06% |
+2,453
| New | +$269K |
|
196
iShares US Transportation ETF
IYT
$2.26B
| $263K | 0.06% |
4,620
-22,628
| -83% | -$1.29M |
|
197
Owens Corning
OC
$11.2B
| $254K | 0.05% |
+2,661
| New | +$252K |
|
198
C.H. Robinson
CHRW
$17.4B
| $250K | 0.05% |
+2,520
| New | +$248K |
|
199
Canadian National Railway
CNI
$76.9B
| $249K | 0.05% |
+2,115
| New | +$250K |
|
200
Flex
FLEX
$41.7B
| $234K | 0.05% |
+13,500
| New | +$234K |
|
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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.