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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+4.51%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
AUM
$475M
AUM Growth
-$51.3M
Cap. Flow
-$62.5M
Cap. Flow %
-13.17%
Top 10 Hldgs %
28.44%
Holding
348
New
142
Increased
40
Reduced
32
Closed
134

Top Buys

Rank Stock Value
1
PFE icon
Pfizer
PFE
+$19.3M
2
JNJ icon
Johnson & Johnson
JNJ
+$15.1M
3
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$13.3M
4
CI icon
Cigna
CI
+$12.5M
5
HD icon
Home Depot
HD
+$11.5M

Top Sells

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$34.3M
2
TSLA icon
Tesla
TSLA
+$27.6M
3
AMZN icon
Amazon
AMZN
+$20.6M
4
XLB icon
State Street Materials Select Sector SPDR ETF
XLB
+$19.9M
5
AMGN icon
Amgen
AMGN
+$19.2M

Sector Composition

Rank Sector Weight
1 Healthcare 19.85%
2 Miscellaneous 18.01%
3 Consumer Discretionary 15.81%
4 Technology 13.89%
5 Industrials 9.83%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RIOT icon
151
Riot Platforms
RIOT
$7.39B
$539K 0.11%
+53,958
New +$351K
ITW icon
152
Illinois Tool Works
ITW
$76.5B
$537K 0.11%
2,209
-1,593
-42% -$372K
AON icon
153
Aon
AON
$64.6B
$535K 0.11%
+1,698
New +$526K
THO icon
154
Thor Industries
THO
$3.71B
$528K 0.11%
+6,641
New +$586K
EXR icon
155
Extra Space Storage
EXR
$29B
$508K 0.11%
3,124
+753
+32% +$118K
WBD icon
156
Warner Bros
WBD
$70.3B
$506K 0.11%
+33,576
New +$478K
MDGL icon
157
Madrigal Pharmaceuticals
MDGL
$12.1B
$501K 0.11%
+2,070
New +$564K
LAD icon
158
Lithia Motors
LAD
$7.6B
$498K 0.1%
2,176
+591
+37% +$144K
KMX icon
159
CarMax
KMX
$8.49B
$478K 0.1%
7,440
-268
-3% -$17.9K
WY icon
160
Weyerhaeuser
WY
$16.1B
$470K 0.1%
+15,612
New +$492K
AGNC icon
161
AGNC Investment
AGNC
$11.8B
$468K 0.1%
+46,435
New +$505K
AVB
162
DELISTED
AvalonBay Communities
AVB
$460K 0.1%
2,743
-3,596
-57% -$613K
ASML icon
163
ASML
ASML
$611B
$450K 0.09%
662
-1,968
-75% -$1.26M
PBF icon
164
PBF Energy
PBF
$8.86B
$446K 0.09%
10,288
-3,121
-23% -$131K
WCC
165
WESCO International
WCC
$16.3B
$431K 0.09%
+2,793
New +$418K
CHTR icon
166
Charter Communications
CHTR
$16.8B
$424K 0.09%
1,187
-7,010
-86% -$2.62M
BWA icon
167
BorgWarner
BWA
$12.7B
$423K 0.09%
9,805
-4,911
-33% -$203K
ISRG icon
168
Intuitive Surgical
ISRG
$133B
$421K 0.09%
+1,650
New +$406K
HST icon
169
Host Hotels & Resorts
HST
$15.2B
$417K 0.09%
+25,331
New +$431K
SYY icon
170
Sysco
SYY
$38.1B
$409K 0.09%
+5,296
New +$406K
SAIA icon
171
Saia
SAIA
$9.41B
$405K 0.09%
+1,489
New +$397K
NDAQ icon
172
Nasdaq
NDAQ
$49.9B
$401K 0.08%
+7,351
New +$425K
NKE icon
173
Nike
NKE
$53.7B
$398K 0.08%
+3,248
New +$399K
ALLY icon
174
Ally Financial
ALLY
$12.6B
$394K 0.08%
15,473
-35,770
-70% -$1.03M
AME icon
175
Ametek
AME
$53.8B
$387K 0.08%
+2,665
New +$379K
5 6
7
8 9

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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 Miscellaneous and Consumer Discretionary.

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.