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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
PAYC icon
401
Paycom
PAYC
$10.2B
– –
-18,906
Closed -$3.76M
PBF icon
402
PBF Energy
PBF
$8.86B
– –
-25,514
Closed -$1.47M
PEP icon
403
PepsiCo
PEP
$185B
– –
-146,782
Closed -$25.7M
PFG icon
404
Principal Financial Group
PFG
$25.3B
– –
-17,475
Closed -$1.51M
PODD icon
405
Insulet
PODD
$9.66B
– –
-1,288
Closed -$220K
PPG icon
406
PPG Industries
PPG
$23.3B
– –
-17,546
Closed -$2.54M
PYPL icon
407
PayPal
PYPL
$46B
– –
-115,347
Closed -$7.73M
RF icon
408
Regions Financial
RF
$25.3B
– –
-82,606
Closed -$1.74M
RH icon
409
RH
RH
$2.36B
– –
-1,467
Closed -$510K
RJF icon
410
Raymond James Financial
RJF
$32.5B
– –
-4,220
Closed -$541K
ROK icon
411
Rockwell Automation
ROK
$46.3B
– –
-2,057
Closed -$599K
RRC icon
412
Range Resources
RRC
$9.79B
– –
-48,796
Closed -$1.68M
SCHW
413
Charles Schwab
SCHW
$186B
– –
-154,865
Closed -$11.2M
SLB icon
414
SLB Ltd
SLB
$80.4B
– –
-213,357
Closed -$11.7M
SLV icon
415
iShares Silver Trust
SLV
$31B
– –
-487,883
Closed -$11.1M
SM icon
416
SM Energy
SM
$9.82B
– –
-23,483
Closed -$1.17M
SO icon
417
Southern Company
SO
$98.9B
– –
-18,178
Closed -$1.3M
SPY icon
418
State Street SPDR S&P 500 ETF Trust
SPY
$799B
– –
-1,268,316
Closed -$663M
SRE icon
419
Sempra
SRE
$53.1B
– –
-11,561
Closed -$830K
STLD icon
420
Steel Dynamics
STLD
$34.3B
– –
-9,670
Closed -$1.43M
STT icon
421
State Street
STT
$50.9B
– –
-59,854
Closed -$4.63M
STZ icon
422
Constellation Brands
STZ
$21.1B
– –
-27,855
Closed -$7.57M
SWK icon
423
Stanley Black & Decker
SWK
$13.4B
– –
-6,541
Closed -$640K
TAN icon
424
Invesco Solar ETF
TAN
$960M
– –
-11,940
Closed -$541K
TER icon
425
Teradyne
TER
$52B
– –
-2,921
Closed -$329K
14 15 16
17
18

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.