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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
EA
151
DELISTED
Electronic Arts
EA
$1.09M 0.12%
+7,858
New +$1.04M
PSA icon
152
Public Storage
PSA
$55.4B
$1.09M 0.12%
3,782
+2,345
+163% +$647K
FISV
153
Fiserv Inc
FISV
$26.6B
$1.06M 0.12%
+7,138
New +$1.08M
AAP icon
154
Advance Auto Parts
AAP
$2.62B
$1.06M 0.12%
+16,740
New +$1.2M
ARKK icon
155
ARK Innovation ETF
ARKK
$6.44B
$1.04M 0.11%
+23,600
New +$1.05M
SKX
156
DELISTED
Skechers
SKX
$1.02M 0.11%
14,777
+9,089
+160% +$602K
WELL icon
157
Welltower
WELL
$168B
$1.02M 0.11%
+9,746
New +$955K
EXPD icon
158
Expeditors International
EXPD
$25.2B
$1.01M 0.11%
8,125
-248
-3% -$29.5K
INCY icon
159
Incyte
INCY
$24.7B
$1.01M 0.11%
+16,697
New +$946K
VTR icon
160
Ventas
VTR
$45.4B
$1.01M 0.11%
+19,662
New +$921K
TRV icon
161
Travelers Companies
TRV
$78.8B
$991K 0.11%
+4,875
New +$1.05M
AZO icon
162
AutoZone
AZO
$46.7B
$981K 0.11%
+331
New +$969K
EPAM icon
163
EPAM Systems
EPAM
$6.37B
$970K 0.11%
+5,160
New +$1.1M
AXSM icon
164
Axsome Therapeutics
AXSM
$10.7B
$949K 0.1%
+11,799
New +$874K
TEL icon
165
TE Connectivity
TEL
$58.3B
$949K 0.1%
6,309
-220
-3% -$32.3K
FBIN icon
166
Fortune Brands Innovations
FBIN
$4.77B
$938K 0.1%
+14,459
New +$1.04M
FDN icon
167
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.31B
$938K 0.1%
+4,577
New +$919K
OC icon
168
Owens Corning
OC
$10.2B
$927K 0.1%
5,340
-1,854
-26% -$321K
PAYX icon
169
Paychex
PAYX
$42.1B
$927K 0.1%
7,819
-10,339
-57% -$1.26M
MLM icon
170
Martin Marietta Materials
MLM
$36B
$893K 0.1%
+1,650
New +$959K
AJG icon
171
Arthur J. Gallagher & Co
AJG
$63.6B
$891K 0.1%
+3,439
New +$853K
DOV icon
172
Dover
DOV
$25.5B
$889K 0.1%
+4,927
New +$882K
PCG icon
173
PG&E
PCG
$29B
$873K 0.1%
50,000
-203,790
-80% -$3.59M
TDOC icon
174
Teladoc Health
TDOC
$1.2B
$872K 0.1%
+89,168
New +$1.09M
THC icon
175
Tenet Healthcare
THC
$21B
$862K 0.09%
+6,482
New +$780K
5 6
7
8 9

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.