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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
(-46%)
Cap. Flow
-$784M
Cap. Flow
% of AUM
-85.49%
Top 10 Holdings %
Top 10 Hldgs %
35.46%
Holding
443
New
215
Increased
28
Reduced
57
Closed
143
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$87.2M |
| 2 |
Apple
AAPL
|
+$41.3M |
| 3 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$37.7M |
| 4 |
Advanced Micro Devices
AMD
|
+$29M |
| 5 |
GE Aerospace
GE
|
+$26.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$663M |
| 2 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$36.2M |
| 3 |
PXD
Pioneer Natural Resource Co.
PXD
|
+$35.4M |
| 4 |
SPDR Gold Trust
GLD
|
+$34.1M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
201
Novavax
NVAX
$1.54B
| $649K | 0.07% |
+51,286
| New | +$516K |
|
202
AstraZeneca
AZN
$253B
| $648K | 0.07% |
4,161
-31,592
| -88% | -$4.75M |
|
203
Phillips 66
PSX
$106B
| $648K | 0.07% |
+4,595
| New | +$680K |
|
204
Aflac
AFL
$58.9B
| $640K | 0.07% |
+7,172
| New | +$617K |
|
205
Barclays
BCS
$85.7B
| $639K | 0.07% |
+59,667
| New | +$620K |
|
206
Antero Resources
AR
$11.4B
| $632K | 0.07% |
+19,396
| New | +$634K |
|
207
Digital Realty Trust
DLR
$68B
| $631K | 0.07% |
+4,155
| New | +$597K |
|
208
Ingersoll Rand
IR
$28.2B
| $625K | 0.07% |
+6,888
| New | +$633K |
|
209
United Therapeutics
UTHR
$21.6B
| $622K | 0.07% |
+1,954
| New | +$517K |
|
210
O'Reilly Automotive
ORLY
$68.9B
| $619K | 0.07% |
+8,805
| New | +$609K |
|
211
Cintas
CTAS
$80.5B
| $613K | 0.07% |
+3,504
| New | +$598K |
|
212
Ollie's Bargain Outlet
OLLI
$4.49B
| $608K | 0.07% |
+6,199
| New | +$493K |
|
213
ASML
ASML
$617B
| $607K | 0.07% |
+594
| New | +$571K |
|
214
Norwegian Cruise Line
NCLH
$6.61B
| $604K | 0.07% |
+32,155
| New | +$564K |
|
215
KraneShares CSI China Internet ETF
KWEB
$4.68B
| $598K | 0.07% |
+22,153
| New | +$634K |
|
216
Hilton Worldwide
HLT
$69.4B
| $597K | 0.07% |
+2,738
| New | +$562K |
|
217
Semtech
SMTC
$15.6B
| $597K | 0.07% |
+20,004
| New | +$700K |
|
218
L3Harris
LHX
$46.6B
| $595K | 0.06% |
+2,653
| New | +$573K |
|
219
MSCI
MSCI
$39.7B
| $584K | 0.06% |
1,213
+64
| +6% | +$31.8K |
|
220
Nutanix
NTNX
$18.6B
| $582K | 0.06% |
+10,253
| New | +$629K |
|
221
Pentair
PNR
$9.15B
| $576K | 0.06% |
+7,519
| New | +$606K |
|
222
Waters Corp
WAT
$41.3B
| $570K | 0.06% |
+1,965
| New | +$627K |
|
223
Lattice Semiconductor
LSCC
$15.3B
| $564K | 0.06% |
+9,726
| New | +$672K |
|
|
FL
224
DELISTED
Foot Locker
FL
| $563K | 0.06% |
+22,624
| New | +$538K |
|
225
Campbell Soup
CPB
$6.46B
| $557K | 0.06% |
+12,328
| New | +$550K |
|
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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.