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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
AAL icon
301
American Airlines Group
AAL
$8.51B
– –
-48,236
Closed -$740K
ACN icon
302
Accenture
ACN
$117B
– –
-15,308
Closed -$5.3M
ADBE icon
303
Adobe
ADBE
$99.9B
– –
-4,436
Closed -$2.24M
ADP icon
304
Automatic Data Processing
ADP
$109B
– –
-15,040
Closed -$3.76M
AES icon
305
AES
AES
$10.6B
– –
-44,840
Closed -$803K
AKAM icon
306
Akamai
AKAM
$15.3B
– –
-6,751
Closed -$734K
ALB icon
307
Albemarle
ALB
$13.2B
– –
-3,447
Closed -$454K
ALK icon
308
Alaska Air
ALK
$4.47B
– –
-14,080
Closed -$605K
AMGN icon
309
Amgen
AMGN
$204B
– –
-6,450
Closed -$1.83M
AN icon
310
AutoNation
AN
$6.63B
– –
-6,669
Closed -$1.1M
ANSS
311
DELISTED
Ansys
ANSS
– –
-1,740
Closed -$604K
APTV icon
312
Aptiv
APTV
$9.13B
– –
-42,612
Closed -$3.39M
ASHR icon
313
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.51B
– –
-70,242
Closed -$1.69M
BA icon
314
Boeing
BA
$167B
– –
-135,523
Closed -$26.2M
BDX icon
315
Becton Dickinson
BDX
$50.5B
– –
-26,630
Closed -$6.59M
BIIB icon
316
Biogen
BIIB
$32.2B
– –
-21,371
Closed -$4.61M
BP icon
317
BP
BP
$118B
– –
-122,696
Closed -$4.62M
CAH icon
318
Cardinal Health
CAH
$54.5B
– –
-1,892
Closed -$211K
CF icon
319
CF Industries
CF
$20.2B
– –
-42,097
Closed -$3.5M
CHTR icon
320
Charter Communications
CHTR
$16.4B
– –
-12,501
Closed -$3.63M
CIVI
321
DELISTED
Civitas Resources
CIVI
– –
-14,406
Closed -$1.09M
CLF icon
322
Cleveland-Cliffs
CLF
$7.07B
– –
-34,924
Closed -$794K
CMA
323
DELISTED
Comerica
CMA
– –
-9,754
Closed -$536K
CME icon
324
CME Group
CME
$97.8B
– –
-9,411
Closed -$2.03M
CNC icon
325
Centene
CNC
$33.2B
– –
-19,382
Closed -$1.52M
11 12
13
14 15

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.