We are live on ! Find out more
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
HOG icon
176
Harley-Davidson
HOG
$2.87B
$385K 0.08%
10,148
-11,471
-53% -$504K
ETR icon
177
Entergy
ETR
$49.2B
$375K 0.08%
+6,976
New +$370K
STNG icon
178
Scorpio Tankers
STNG
$4.29B
$369K 0.08%
+6,556
New +$359K
WPM icon
179
Wheaton Precious Metals
WPM
$68.1B
$364K 0.08%
+7,569
New +$331K
EWG icon
180
iShares MSCI Germany ETF
EWG
$1.68B
$361K 0.08%
12,705
-51,711
-80% -$1.43M
SRE icon
181
Sempra
SRE
$53.1B
$359K 0.08%
+4,750
New +$364K
NOC icon
182
Northrop Grumman
NOC
$75.5B
$354K 0.07%
+768
New +$356K
PEG icon
183
Public Service Enterprise Group
PEG
$35.1B
$347K 0.07%
+5,570
New +$337K
XLRE icon
184
State Street Real Estate Select Sector SPDR ETF
XLRE
$8B
$343K 0.07%
+9,186
New +$353K
EXC icon
185
Exelon
EXC
$43.5B
$341K 0.07%
+8,153
New +$340K
HOLX
186
DELISTED
Hologic
HOLX
$341K 0.07%
+4,228
New +$340K
NOK icon
187
Nokia
NOK
$55.1B
$331K 0.07%
+67,439
New +$318K
DHR icon
188
Danaher
DHR
$147B
$327K 0.07%
+1,465
New +$333K
ROK icon
189
Rockwell Automation
ROK
$46.3B
$319K 0.07%
+1,090
New +$310K
INTU icon
190
Intuit
INTU
$88B
$317K 0.07%
+712
New +$292K
PLD icon
191
Prologis
PLD
$129B
$311K 0.07%
+2,493
New +$306K
GWW icon
192
W.W. Grainger
GWW
$59.8B
$308K 0.06%
448
-489
-52% -$312K
MGM icon
193
MGM Resorts International
MGM
$9.87B
$287K 0.06%
+6,476
New +$269K
GPC icon
194
Genuine Parts
GPC
$18.1B
$279K 0.06%
+1,668
New +$281K
H icon
195
Hyatt Hotels
H
$15.1B
$274K 0.06%
+2,453
New +$269K
IYT icon
196
iShares US Transportation ETF
IYT
$2.1B
$263K 0.06%
4,620
-22,628
-83% -$1.29M
OC icon
197
Owens Corning
OC
$10.2B
$254K 0.05%
+2,661
New +$252K
CHRW icon
198
C.H. Robinson
CHRW
$18.4B
$250K 0.05%
+2,520
New +$248K
CNI icon
199
Canadian National Railway
CNI
$73.7B
$249K 0.05%
+2,115
New +$250K
FLEX icon
200
Flex
FLEX
$39.9B
$234K 0.05%
+13,500
New +$234K
6 7
8
9 10

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.