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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 | |
|---|---|---|---|---|---|---|
151
Riot Platforms
RIOT
$7.81B
| $539K | 0.11% |
+53,958
| New | +$351K |
|
152
Illinois Tool Works
ITW
$82.5B
| $537K | 0.11% |
2,209
-1,593
| -42% | -$372K |
|
153
Aon
AON
$77.1B
| $535K | 0.11% |
+1,698
| New | +$526K |
|
154
Thor Industries
THO
$3.9B
| $528K | 0.11% |
+6,641
| New | +$586K |
|
155
Extra Space Storage
EXR
$31.3B
| $508K | 0.11% |
3,124
+753
| +32% | +$118K |
|
156
Warner Bros
WBD
$65.9B
| $506K | 0.11% |
+33,576
| New | +$478K |
|
157
Madrigal Pharmaceuticals
MDGL
$10.6B
| $501K | 0.11% |
+2,070
| New | +$564K |
|
158
Lithia Motors
LAD
$8.5B
| $498K | 0.1% |
2,176
+591
| +37% | +$144K |
|
159
CarMax
KMX
$8.13B
| $478K | 0.1% |
7,440
-268
| -3% | -$17.9K |
|
160
Weyerhaeuser
WY
$17.9B
| $470K | 0.1% |
+15,612
| New | +$492K |
|
161
AGNC Investment
AGNC
$12.4B
| $468K | 0.1% |
+46,435
| New | +$505K |
|
162
AvalonBay Communities
AVB
$26.6B
| $460K | 0.1% |
2,743
-3,596
| -57% | -$613K |
|
163
ASML
ASML
$639B
| $450K | 0.09% |
662
-1,968
| -75% | -$1.26M |
|
164
PBF Energy
PBF
$8.46B
| $446K | 0.09% |
10,288
-3,121
| -23% | -$131K |
|
|
WCC
165
WESCO International
WCC
$16.8B
| $431K | 0.09% |
+2,793
| New | +$418K |
|
166
Charter Communications
CHTR
$17.4B
| $424K | 0.09% |
1,187
-7,010
| -86% | -$2.62M |
|
167
BorgWarner
BWA
$13.1B
| $423K | 0.09% |
9,805
-4,911
| -33% | -$203K |
|
168
Intuitive Surgical
ISRG
$127B
| $421K | 0.09% |
+1,650
| New | +$406K |
|
169
Host Hotels & Resorts
HST
$17.3B
| $417K | 0.09% |
+25,331
| New | +$431K |
|
170
Sysco
SYY
$40.9B
| $409K | 0.09% |
+5,296
| New | +$406K |
|
171
Saia
SAIA
$9.39B
| $405K | 0.09% |
+1,489
| New | +$397K |
|
172
Nasdaq
NDAQ
$52.6B
| $401K | 0.08% |
+7,351
| New | +$425K |
|
173
Nike
NKE
$61.7B
| $398K | 0.08% |
+3,248
| New | +$399K |
|
174
Ally Financial
ALLY
$13.2B
| $394K | 0.08% |
15,473
-35,770
| -70% | -$1.03M |
|
175
Ametek
AME
$55.7B
| $387K | 0.08% |
+2,665
| New | +$379K |
|
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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.