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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
-0.48%
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
$917M
AUM Growth
-$780M
Cap. Flow
-$784M
Cap. Flow %
-85.49%
Top 10 Hldgs %
35.46%
Holding
443
New
215
Increased
28
Reduced
57
Closed
143

Top Buys

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$87.2M
2
AAPL icon
Apple
AAPL
+$41.3M
3
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$37.7M
4
AMD icon
Advanced Micro Devices
AMD
+$29M
5
GE icon
GE Aerospace
GE
+$26.1M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$663M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$36.2M
3
PXD
Pioneer Natural Resource Co.
PXD
+$35.4M
4
GLD icon
SPDR Gold Trust
GLD
+$34.1M
5
BA icon
Boeing
BA
+$26.2M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 19.67%
2 Technology 18.15%
3 Miscellaneous 17.29%
4 Industrials 17.07%
5 Healthcare 9.83%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CNI icon
226
Canadian National Railway
CNI
$73.7B
$554K 0.06%
+4,693
New +$588K
ROST icon
227
Ross Stores
ROST
$72.3B
$554K 0.06%
+3,815
New +$528K
APD icon
228
Air Products & Chemicals
APD
$64.7B
$548K 0.06%
2,125
-1,323
-38% -$336K
MRSH
229
Marsh
MRSH
$85.8B
$548K 0.06%
2,605
-14,050
-84% -$2.89M
BOOT icon
230
Boot Barn
BOOT
$3.89B
$545K 0.06%
+4,233
New +$477K
EWG icon
231
iShares MSCI Germany ETF
EWG
$1.68B
$531K 0.06%
+17,370
New +$543K
ANET icon
232
Arista Networks
ANET
$243B
$522K 0.06%
+5,964
New +$443K
IT icon
233
Gartner
IT
$12.4B
$518K 0.06%
+1,154
New +$513K
EXR icon
234
Extra Space Storage
EXR
$29B
$510K 0.06%
+3,284
New +$479K
WING icon
235
Wingstop
WING
$2.75B
$510K 0.06%
+1,209
New +$465K
PRU icon
236
Prudential Financial
PRU
$41.2B
$504K 0.05%
+4,307
New +$497K
WMB icon
237
Williams Companies
WMB
$87.6B
$500K 0.05%
11,780
-206,191
-95% -$8.27M
AA icon
238
Alcoa
AA
$12.3B
$497K 0.05%
+12,514
New +$484K
ZTS icon
239
Zoetis
ZTS
$30.3B
$497K 0.05%
+2,872
New +$478K
GEN icon
240
Gen Digital
GEN
$18.7B
$496K 0.05%
+19,888
New +$455K
MTZ icon
241
MasTec
MTZ
$17.9B
$496K 0.05%
+4,643
New +$469K
MTD icon
242
Mettler-Toledo International
MTD
$26.7B
$489K 0.05%
+350
New +$479K
VMC icon
243
Vulcan Materials
VMC
$32.3B
$484K 0.05%
+1,948
New +$503K
NTES icon
244
NetEase
NTES
$76.5B
$479K 0.05%
+5,016
New +$477K
COR icon
245
Cencora
COR
$61.7B
$472K 0.05%
+2,096
New +$485K
GPN icon
246
Global Payments
GPN
$23.5B
$467K 0.05%
+4,834
New +$533K
DGX icon
247
Quest Diagnostics
DGX
$27.3B
$454K 0.05%
+3,317
New +$454K
CBOE icon
248
Cboe Global Markets
CBOE
$28.2B
$440K 0.05%
+2,591
New +$460K
SYF icon
249
Synchrony
SYF
$24.7B
$439K 0.05%
+9,321
New +$405K
APH icon
250
Amphenol
APH
$191B
$431K 0.05%
+12,804
New +$404K
8 9
10
11 12

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 Q2 2024 Portfolio in Review

As of Q2 2024, Quantitative Investment Management held 443 positions worth $917M, down 46% from $1.7B the previous quarter. Its ten largest holdings account for 35% of the portfolio.

Quantitative Investment Management withdrew a net $784M in Q2 2024, closing 143 positions and reducing 57 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $663M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 20% of assets, up from 3.5% a quarter earlier, followed by Technology and Miscellaneous.

Against the trend, Quantitative Investment Management opened a new position in Amazon worth $91.8M.

  • Quantitative Investment Management's largest Q2 2024 buy was Amazon: 474,930 shares worth $91.8M.
  • Quantitative Investment Management added most to State Street Consumer Discretionary Select Sector SPDR ETF in Q2 2024, an estimated $37.7M increase.
  • Quantitative Investment Management's biggest Q2 2024 reduction was SPDR Gold Trust, cutting an estimated $34.1M.
  • Quantitative Investment Management fully exited State Street SPDR S&P 500 ETF Trust in Q2 2024, selling an estimated $663M.
  • Quantitative Investment Management's ten largest holdings make up 35% of its $917M portfolio in Q2 2024.
  • Quantitative Investment Management opened 215 new positions and closed 143 in Q2 2024.
  • Quantitative Investment Management's portfolio value fell 46% quarter-over-quarter to $917M.

Based on Quantitative Investment Management's 13F filing for Q2 2024, filed 14 Aug 2024.