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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 | |
|---|---|---|---|---|---|---|
|
1
Pfizer
PFE
$142B
| $18.2M | 3.83% |
+445,769
| New | +$19.3M |
|
2
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
| $17M | 3.59% |
168,325
-43,314
| -20% | -$4.36M |
|
|
3
Johnson & Johnson
JNJ
$617B
| $14.5M | 3.06% |
+93,590
| New | +$15.1M |
|
4
Vanguard FTSE Developed Markets ETF
VEA
$230B
| $13.9M | 2.94% |
308,851
+172,501
| +127% | +$7.68M |
|
5
iShares MSCI Japan ETF
EWJ
$22.1B
| $13.8M | 2.9% |
234,342
+109,887
| +88% | +$6.26M |
|
|
6
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
| $13.6M | 2.86% |
+181,521
| New | +$13.3M |
|
7
Regeneron Pharmaceuticals
REGN
$77.4B
| $12M | 2.52% |
+14,556
| New | +$11M |
|
|
8
Home Depot
HD
$332B
| $11M | 2.32% |
+37,378
| New | +$11.5M |
|
|
9
Cigna
CI
$76.1B
| $11M | 2.31% |
+42,934
| New | +$12.5M |
|
10
Walmart Inc
WMT
$884B
| $10M | 2.12% |
204,267
-13,017
| -6% | -$618K |
|
11
Advanced Micro Devices
AMD
$791B
| $9.13M | 1.92% |
+93,111
| New | +$7.58M |
|
12
Honeywell
HON
$76.7B
| $7.97M | 1.68% |
44,267
+27,428
| +163% | +$5.16M |
|
13
lululemon athletica
LULU
$13.6B
| $7.06M | 1.49% |
+19,393
| New | +$6.08M |
|
14
Apple
AAPL
$4.9T
| $6.76M | 1.42% |
+41,001
| New | +$6.05M |
|
15
Boeing
BA
$175B
| $6.38M | 1.34% |
+30,030
| New | +$6.24M |
|
16
CVS Health
CVS
$134B
| $6.29M | 1.33% |
+84,676
| New | +$7.1M |
|
17
Visa
V
$673B
| $5.85M | 1.23% |
+25,937
| New | +$5.77M |
|
18
Kroger
KR
$35.4B
| $5.71M | 1.2% |
+115,658
| New | +$5.29M |
|
19
IBM
IBM
$209B
| $5.63M | 1.19% |
42,920
+11,113
| +35% | +$1.49M |
|
|
ATVI
20
DELISTED
Activision Blizzard
ATVI
| $5.56M | 1.17% |
+64,938
| New | +$5.04M |
|
21
Vanguard FTSE All-World ex-US ETF
VEU
$66.8B
| $5.5M | 1.16% |
102,919
+57,166
| +125% | +$3.03M |
|
22
3M
MMM
$90.8B
| $5.44M | 1.15% |
61,926
+23,721
| +62% | +$2.24M |
|
23
Alphabet (Google) Class A
GOOGL
$4.08T
| $5.43M | 1.14% |
52,369
-173,554
| -77% | -$16.7M |
|
24
AT&T
T
$159B
| $5.21M | 1.1% |
270,750
+127,629
| +89% | +$2.44M |
|
25
Merck
MRK
$321B
| $5.13M | 1.08% |
+48,177
| New | +$5.2M |
|
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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.