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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
LNG icon
76
Cheniere Energy
LNG
$56B
$2.64M 0.29%
+15,082
New +$2.4M
PCAR icon
77
PACCAR
PCAR
$64.5B
$2.58M 0.28%
+25,026
New +$2.76M
IBB icon
78
iShares Biotechnology ETF
IBB
$10.3B
$2.48M 0.27%
+18,071
New +$2.41M
FCX icon
79
Freeport-McMoran
FCX
$99.6B
$2.32M 0.25%
47,774
-216,534
-82% -$10.9M
TCOM icon
80
Trip.com Group
TCOM
$24.7B
$2.27M 0.25%
48,394
+29,955
+162% +$1.53M
ALNY icon
81
Alnylam Pharmaceuticals
ALNY
$31.9B
$2.27M 0.25%
9,336
+5,867
+169% +$926K
TDG icon
82
TransDigm Group
TDG
$60B
$2.25M 0.25%
+1,763
New +$2.26M
PFE icon
83
Pfizer
PFE
$157B
$2.24M 0.24%
80,150
-573,592
-88% -$15.8M
RSG icon
84
Republic Services
RSG
$68.3B
$2.23M 0.24%
+11,482
New +$2.17M
CRL icon
85
Charles River Laboratories
CRL
$13B
$2.22M 0.24%
+10,758
New +$2.44M
AON icon
86
Aon
AON
$64.6B
$2.17M 0.24%
+7,376
New +$2.18M
PGR icon
87
Progressive
PGR
$129B
$2.13M 0.23%
+10,243
New +$2.14M
XLRE icon
88
State Street Real Estate Select Sector SPDR ETF
XLRE
$8B
$2.13M 0.23%
+55,396
New +$2.09M
TT icon
89
Trane Technologies
TT
$93B
$2.12M 0.23%
+6,434
New +$2.05M
CDNS icon
90
Cadence Design Systems
CDNS
$75.4B
$2.11M 0.23%
+6,856
New +$2.03M
JBLU icon
91
JetBlue
JBLU
$1.61B
$2.06M 0.22%
+338,211
New +$2.04M
TTD icon
92
Trade Desk
TTD
$7.05B
$2.06M 0.22%
+21,083
New +$1.9M
ABBV icon
93
AbbVie
ABBV
$465B
$2.03M 0.22%
11,820
-5,429
-31% -$899K
EWJ icon
94
iShares MSCI Japan ETF
EWJ
$23.3B
$2.01M 0.22%
+29,413
New +$2.01M
LEN icon
95
Lennar Class A
LEN
$19.3B
$1.99M 0.22%
+13,731
New +$2.09M
DHI icon
96
D.R. Horton
DHI
$39.2B
$1.98M 0.22%
+14,059
New +$2.07M
ARKG icon
97
ARK Genomic Revolution ETF
ARKG
$2B
$1.93M 0.21%
+82,149
New +$2.07M
CP icon
98
Canadian Pacific Kansas City
CP
$78.3B
$1.8M 0.2%
+22,934
New +$1.87M
ILMN icon
99
Illumina
ILMN
$33.6B
$1.79M 0.2%
17,165
+15,381
+862% +$1.73M
EFX icon
100
Equifax
EFX
$19.6B
$1.76M 0.19%
+7,251
New +$1.73M
2 3
4
5 6

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.