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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
TRU icon
176
TransUnion
TRU
$14.8B
$856K 0.09%
+11,546
New +$861K
AEM icon
177
Agnico Eagle Mines
AEM
$99.7B
$846K 0.09%
12,941
-15,080
-54% -$984K
GRMN
178
Garmin
GRMN
$53.8B
$845K 0.09%
+5,191
New +$818K
TEAM icon
179
Atlassian
TEAM
$48B
$844K 0.09%
4,776
-1,476
-24% -$264K
SEDG icon
180
SolarEdge
SEDG
$2.17B
$843K 0.09%
33,381
+16,094
+93% +$837K
MPC icon
181
Marathon Petroleum
MPC
$115B
$838K 0.09%
4,835
-36,542
-88% -$6.8M
NXPI icon
182
NXP Semiconductors
NXPI
$57.1B
$837K 0.09%
+3,111
New +$802K
ROP icon
183
Roper Technologies
ROP
$38B
$820K 0.09%
1,455
-1,746
-55% -$941K
VFC icon
184
VF Corp
VFC
$5B
$818K 0.09%
60,666
+37,269
+159% +$489K
SAIA icon
185
Saia
SAIA
$9.41B
$794K 0.09%
+1,675
New +$780K
WHR icon
186
Whirlpool
WHR
$2.15B
$784K 0.09%
7,672
-6,125
-44% -$597K
NEM icon
187
Newmont
NEM
$131B
$783K 0.09%
+18,720
New +$765K
BALL icon
188
Ball Corp
BALL
$16.1B
$766K 0.08%
+12,764
New +$855K
BBWI icon
189
Bath & Body Works
BBWI
$3.37B
$764K 0.08%
+19,574
New +$899K
MSI icon
190
Motorola Solutions
MSI
$77.6B
$760K 0.08%
1,971
-4,527
-70% -$1.63M
MSTR icon
191
Strategy Inc
MSTR
$51.5B
$735K 0.08%
+5,340
New +$769K
SCCO icon
192
Southern Copper
SCCO
$160B
$728K 0.08%
7,304
-10,610
-59% -$1.12M
EWU icon
193
iShares MSCI United Kingdom ETF
EWU
$3.71B
$715K 0.08%
20,513
-64,720
-76% -$2.28M
NEE icon
194
NextEra Energy
NEE
$169B
$713K 0.08%
10,070
-102,426
-91% -$7.27M
TGTX icon
195
TG Therapeutics
TGTX
$8.12B
$711K 0.08%
+39,987
New +$638K
ITA icon
196
iShares US Aerospace & Defense ETF
ITA
$12.6B
$694K 0.08%
+5,257
New +$697K
LH icon
197
Labcorp
LH
$26.3B
$691K 0.08%
3,399
-4,985
-59% -$1.01M
OMC icon
198
Omnicom Group
OMC
$21.9B
$676K 0.07%
+7,544
New +$700K
DECK icon
199
Deckers Outdoor
DECK
$10.6B
$655K 0.07%
+4,062
New +$625K
ADM icon
200
Archer Daniels Midland
ADM
$41.7B
$654K 0.07%
+10,829
New +$664K
6 7
8
9 10

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.