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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
ITB icon
26
iShares US Home Construction ETF
ITB
$2.14B
$7.76M 0.85%
+76,795
New +$8.12M
DG icon
27
Dollar General
DG
$27.5B
$7.57M 0.83%
+57,267
New +$8M
WM icon
28
Waste Management
WM
$86.8B
$6.94M 0.76%
+32,519
New +$6.76M
VRTX icon
29
Vertex Pharmaceuticals
VRTX
$130B
$6.71M 0.73%
14,306
-6,488
-31% -$2.82M
PH icon
30
Parker-Hannifin
PH
$117B
$6.61M 0.72%
+13,077
New +$7.01M
XHB icon
31
State Street SPDR S&P Homebuilders ETF
XHB
$1.29B
$6.56M 0.72%
+64,908
New +$6.78M
META icon
32
Meta Platforms (Facebook)
META
$1.71T
$6.46M 0.7%
+12,804
New +$6.22M
MELI icon
33
Mercado Libre
MELI
$92.7B
$6.26M 0.68%
+3,810
New +$6.01M
JCI icon
34
Johnson Controls International
JCI
$83.8B
$6.23M 0.68%
+93,745
New +$6.31M
CMI icon
35
Cummins
CMI
$74.1B
$6.22M 0.68%
+22,452
New +$6.42M
CAT icon
36
Caterpillar
CAT
$360B
$6.09M 0.66%
+18,285
New +$6.34M
TMUS icon
37
T-Mobile US
TMUS
$194B
$5.95M 0.65%
33,780
+21,508
+175% +$3.61M
ORCL icon
38
Oracle
ORCL
$404B
$5.47M 0.6%
38,779
-101,123
-72% -$12.6M
KR icon
39
Kroger
KR
$37.1B
$5.09M 0.55%
101,952
-21,198
-17% -$1.14M
BLDR icon
40
Builders FirstSource
BLDR
$6.48B
$5.04M 0.55%
+36,436
New +$6.19M
INTU icon
41
Intuit
INTU
$88B
$5.02M 0.55%
+7,640
New +$4.74M
WFC icon
42
Wells Fargo
WFC
$271B
$4.94M 0.54%
+83,202
New +$4.91M
DAL icon
43
Delta Air Lines
DAL
$51.9B
$4.82M 0.53%
101,669
-30,590
-23% -$1.52M
REGN icon
44
Regeneron Pharmaceuticals
REGN
$79.7B
$4.78M 0.52%
4,552
-3,091
-40% -$3M
XLV icon
45
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
$4.77M 0.52%
+32,761
New +$4.7M
CCL icon
46
Carnival Corporation Ltd
CCL
$30.3B
$4.59M 0.5%
+245,456
New +$3.79M
MRK icon
47
Merck
MRK
$355B
$4.59M 0.5%
+37,116
New +$4.78M
JNJ icon
48
Johnson & Johnson
JNJ
$644B
$4.56M 0.5%
31,194
-32,905
-51% -$4.89M
VKTX icon
49
Viking Therapeutics
VKTX
$3.49B
$4.48M 0.49%
+84,567
New +$5.54M
HWM icon
50
Howmet Aerospace
HWM
$89.6B
$4.37M 0.48%
+56,351
New +$4.27M
1
2
3 4 5

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.