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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 | |
|---|---|---|---|---|---|---|
201
iShares US Aerospace & Defense ETF
ITA
$14.2B
| $230K | 0.05% |
+2,004
| New | +$228K |
|
|
GAP
202
The Gap Inc
GAP
$7.23B
| $222K | 0.05% |
22,208
-95,609
| -81% | -$1.16M |
|
203
Ollie's Bargain Outlet
OLLI
$4.44B
| $221K | 0.05% |
+3,823
| New | +$210K |
|
204
Ecolab
ECL
$78.1B
| $211K | 0.04% |
+1,275
| New | +$199K |
|
205
Dover
DOV
$27.6B
| $210K | 0.04% |
1,383
-1,073
| -44% | -$158K |
|
206
Celsius Holdings
CELH
$7.47B
| $207K | 0.04% |
+6,693
| New | +$211K |
|
207
Autodesk
ADSK
$49.5B
| $206K | 0.04% |
+991
| New | +$204K |
|
208
International Paper
IP
$21.6B
| $203K | 0.04% |
+5,642
| New | +$209K |
|
209
Skyworks Solutions
SWKS
$9.37B
| $203K | 0.04% |
+1,721
| New | +$191K |
|
210
Enbridge
ENB
$119B
| $200K | 0.04% |
+5,247
| New | +$206K |
|
211
Pacific Biosciences
PACB
$435M
| $174K | 0.04% |
+15,092
| New | +$150K |
|
212
Marathon Digital Holdings
MARA
$4.32B
| $139K | 0.03% |
+16,015
| New | +$112K |
|
213
Novavax
NVAX
$1.2B
| $123K | 0.03% |
17,753
-12,766
| -42% | -$117K |
|
214
Hecla Mining
HL
$9.47B
| $95K | 0.02% |
+15,089
| New | +$86.6K |
|
215
Advance Auto Parts
AAP
$3.35B
| – | – |
-2,114
| Closed | -$310K |
|
216
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.68B
| – | – |
-6,638
| Closed | -$430K |
|
217
Analog Devices
ADI
$179B
| – | – |
-1,661
| Closed | -$272K |
|
218
American Eagle Outfitters
AEO
$2.88B
| – | – |
-84,655
| Closed | -$1.18M |
|
219
AerCap
AER
$23.7B
| – | – |
-5,118
| Closed | -$298K |
|
220
Applied Materials
AMAT
$403B
| – | – |
-30,056
| Closed | -$2.93M |
|
|
221
Amgen
AMGN
$208B
| – | – |
-73,279
| Closed | -$19.2M |
|
222
Ameriprise Financial
AMP
$48.3B
| – | – |
-2,025
| Closed | -$630K |
|
|
223
Amazon
AMZN
$2.92T
| – | – |
-245,332
| Closed | -$20.6M |
|
224
ARK Web x.0 ETF
ARKW
$1.63B
| – | – |
-6,096
| Closed | -$235K |
|
225
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.54B
| – | – |
-12,233
| Closed | -$342K |
|
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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.