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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
FDX icon
351
FedEx
FDX
$73B
– –
-37,413
Closed -$10.8M
FE icon
352
FirstEnergy
FE
$26.2B
– –
-13,477
Closed -$520K
GFI icon
353
Gold Fields
GFI
$38.2B
– –
-43,020
Closed -$683K
GILD icon
354
Gilead Sciences
GILD
$181B
– –
-35,780
Closed -$2.62M
GNRC icon
355
Generac Holdings
GNRC
$10.3B
– –
-9,628
Closed -$1.21M
GOOGL icon
356
Alphabet (Google) Class A
GOOGL
$4.22T
– –
-115,219
Closed -$17.4M
GS icon
357
Goldman Sachs
GS
$284B
– –
-15,501
Closed -$6.47M
HAL icon
358
Halliburton
HAL
$29.7B
– –
-183,590
Closed -$7.24M
HES
359
DELISTED
Hess
HES
– –
-67,288
Closed -$10.3M
HPE icon
360
Hewlett Packard
HPE
$74.2B
– –
-14,035
Closed -$248K
HSY icon
361
Hershey
HSY
$34.2B
– –
-4,002
Closed -$778K
HUM icon
362
Humana
HUM
$47.6B
– –
-35,238
Closed -$12.2M
ICLN icon
363
iShares Global Clean Energy ETF
ICLN
$2.08B
– –
-127,365
Closed -$1.78M
IFF icon
364
International Flavors & Fragrances
IFF
$21.5B
– –
-26,575
Closed -$2.29M
IJS icon
365
iShares S&P Small-Cap 600 Value ETF
IJS
$8.03B
– –
-7,974
Closed -$819K
ILF icon
366
iShares Latin America 40 ETF
ILF
$3.92B
– –
-24,717
Closed -$702K
INFY icon
367
Infosys
INFY
$45.8B
– –
-40,361
Closed -$723K
IPG
368
DELISTED
Interpublic Group of Companies
IPG
– –
-20,820
Closed -$679K
ITUB icon
369
Itaú Unibanco
ITUB
$91B
– –
-362,106
Closed -$2.21M
ITW icon
370
Illinois Tool Works
ITW
$76.5B
– –
-12,089
Closed -$3.24M
IVZ icon
371
Invesco
IVZ
$13.6B
– –
-11,189
Closed -$185K
IYE icon
372
iShares US Energy ETF
IYE
$1.91B
– –
-22,195
Closed -$1.1M
JBHT icon
373
JB Hunt Transport Services
JBHT
$25.6B
– –
-4,540
Closed -$904K
KDP icon
374
Keurig Dr Pepper
KDP
$42.9B
– –
-31,342
Closed -$961K
KEYS icon
375
Keysight
KEYS
$53.3B
– –
-10,554
Closed -$1.65M
13 14
15
16 17

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.