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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
CNQ icon
326
Canadian Natural Resources
CNQ
$106B
– –
-119,192
Closed -$4.55M
COP icon
327
ConocoPhillips
COP
$170B
– –
-198,134
Closed -$25.2M
CSCO icon
328
Cisco
CSCO
$434B
– –
-246,620
Closed -$12.3M
CSGP icon
329
CoStar Group
CSGP
$12.8B
– –
-22,766
Closed -$2.2M
CSX icon
330
CSX Corp
CSX
$90.1B
– –
-81,881
Closed -$3.04M
CTRA
331
DELISTED
Coterra Energy
CTRA
– –
-150,262
Closed -$4.19M
CTSH icon
332
Cognizant
CTSH
$28.5B
– –
-5,313
Closed -$389K
CVX icon
333
Chevron
CVX
$427B
– –
-52,168
Closed -$8.23M
DE icon
334
Deere & Co
DE
$184B
– –
-49,695
Closed -$20.4M
DINO icon
335
HF Sinclair
DINO
$20B
– –
-25,080
Closed -$1.51M
DRI icon
336
Darden Restaurants
DRI
$23.7B
– –
-3,046
Closed -$509K
DUK icon
337
Duke Energy
DUK
$91.8B
– –
-23,746
Closed -$2.3M
DVN icon
338
Devon Energy
DVN
$56.5B
– –
-223,886
Closed -$11.2M
DXCM icon
339
DexCom
DXCM
$32.6B
– –
-17,581
Closed -$2.44M
EBAY icon
340
eBay
EBAY
$48.1B
– –
-88,611
Closed -$4.68M
ED icon
341
Consolidated Edison
ED
$38.9B
– –
-6,257
Closed -$568K
EFV icon
342
iShares MSCI EAFE Value ETF
EFV
$31.7B
– –
-39,049
Closed -$2.12M
ELV icon
343
Elevance Health
ELV
$90.6B
– –
-5,713
Closed -$2.96M
ENB icon
344
Enbridge
ENB
$106B
– –
-16,106
Closed -$582K
EOG icon
345
EOG Resources
EOG
$80.6B
– –
-114,974
Closed -$14.7M
EWW icon
346
iShares MSCI Mexico ETF
EWW
$1.71B
– –
-41,700
Closed -$2.89M
EXAS
347
DELISTED
Exact Sciences
EXAS
– –
-10,687
Closed -$738K
EXPE icon
348
Expedia Group
EXPE
$35.2B
– –
-11,563
Closed -$1.59M
F icon
349
Ford
F
$53.8B
– –
-223,183
Closed -$2.96M
FCNCA icon
350
First Citizens BancShares
FCNCA
$24.4B
– –
-444
Closed -$725K
12 13
14
15 16

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.