Latest Quantitative Investment Management, LLC Stock Portfolio
Quantitative Investment Management, LLC Performance:
2024 Q3: -1.26%YTD: -30.41%2023: 8.07%
Performance for 2024 Q3 is -1.26%, and YTD is -30.41%, and 2023 is 8.07%.
About Quantitative Investment Management, LLC and 13F Hedge Fund Stock Holdings
Quantitative Investment Management, LLC is a hedge fund based in CHARLOTTESVILLE, VA. On 31-Mar-2023, the fund reported that it had an AUM (Regulated Assets under Management) of $1.1 Billions. In it's latest 13F Holdings report, Quantitative Investment Management, LLC reported an equity portfolio of $1 Billions as of 30 Sep, 2024.
The top stock holdings of Quantitative Investment Management, LLC are IJR, BNDD, AMD. The fund has invested 8.1% of it's portfolio in ISHARES CHINA LARGE-CAP ETF and 5.3% of portfolio in KRANESHARES CSI CHINA INTERNET ETF.
The fund managers got completely rid off CONSUMER DISCRETIONARY SELECT SECTOR SPD (XLB), GE AEROSPACE (GE) and PALO ALTO NETWORKS INC (PANW) stocks. They significantly reduced their stock positions in ISHR S&P GS SFTW (IJR), ROYAL CARIBBEAN CRUISES LTD (RCL) and ALNYLAM PHARMACEUTICALS INC (ALNY). Quantitative Investment Management, LLC opened new stock positions in ALIBABA GROUP HOLDING LTD (BABA), MCKESSON CORP (MCK) and ALPHABET INC A (GOOG). The fund showed a lot of confidence in some stocks as they added substantially to MICROSTRATEGY INC (MSTR), KRANESHARES CSI CHINA INTERNET ETF (BNDD) and ISHARES CHINA LARGE-CAP ETF (IJR).
The top stock holdings of Quantitative Investment Management, LLC are IJR, BNDD, AMD. The fund has invested 8.1% of it's portfolio in ISHARES CHINA LARGE-CAP ETF and 5.3% of portfolio in KRANESHARES CSI CHINA INTERNET ETF.
The fund managers got completely rid off CONSUMER DISCRETIONARY SELECT SECTOR SPD (XLB), GE AEROSPACE (GE) and PALO ALTO NETWORKS INC (PANW) stocks. They significantly reduced their stock positions in ISHR S&P GS SFTW (IJR), ROYAL CARIBBEAN CRUISES LTD (RCL) and ALNYLAM PHARMACEUTICALS INC (ALNY). Quantitative Investment Management, LLC opened new stock positions in ALIBABA GROUP HOLDING LTD (BABA), MCKESSON CORP (MCK) and ALPHABET INC A (GOOG). The fund showed a lot of confidence in some stocks as they added substantially to MICROSTRATEGY INC (MSTR), KRANESHARES CSI CHINA INTERNET ETF (BNDD) and ISHARES CHINA LARGE-CAP ETF (IJR).
Quantitative Investment Management, LLC Annual Return Estimates Vs S&P 500
Our best estimate is that Quantitative Investment Management, LLC made a return of -1.26% in the last quarter. In trailing 12 months, it's portfolio return was -27.3%.
New Buys
| Ticker | $ Bought |
|---|---|
| alibaba group holding ltd | 19,440,000 |
| mckesson corp | 19,047,000 |
| alphabet inc a | 17,910,000 |
| materials select sector spdr | 17,850,000 |
| spdr s&p technology etf | 16,717,000 |
| spdr s&p retail etf | 15,849,000 |
| ishares semiconductor etf | 13,177,000 |
| salesforce inc | 11,888,000 |
New stocks bought by Quantitative Investment Management, LLC
Additions
| Ticker | % Inc. |
|---|---|
| microstrategy inc | 37,271 |
| kraneshares csi china internet etf | 7,016 |
| ishares china large-cap etf | 2,438 |
| jd.com inc | 2,283 |
| asml holding n.v. | 962 |
| o'reilly automotive inc | 699 |
| agilent technologies inc | 549 |
| plug power inc | 533 |
Additions to existing portfolio by Quantitative Investment Management, LLC
Reductions
| Ticker | % Reduced |
|---|---|
| ishr s&p gs sftw | -92.17 |
| royal caribbean cruises ltd | -91.47 |
| alnylam pharmaceuticals inc | -91.41 |
| delta air lines inc | -89.31 |
| prologis inc | -87.43 |
| moody's corp | -87.38 |
| vaneck junior gold miners etf | -85.57 |
| texas instruments inc | -82.4 |
Quantitative Investment Management, LLC reduced stake in above stock
Sold off
| Ticker | $ Sold |
|---|---|
| vaneck gold miners etf | -11,223,000 |
| bristol-myers squibb co | -13,471,000 |
| consumer discretionary select sector spd | -46,346,000 |
| spdr s&p utilities etf | -12,965,000 |
| iovance biotherapeutics inc | -1,503,000 |
| chipotle mexican grill inc | -11,123,000 |
| ge aerospace | -25,938,000 |
| starbucks corp | -9,582,000 |
Quantitative Investment Management, LLC got rid off the above stocks
Sector Distribution
Quantitative Investment Management, LLC has about 29.5% of it's holdings in Others sector.
| Sector | % |
|---|---|
| Others | 29.5 |
| Technology | 17.6 |
| Healthcare | 12.7 |
| Industrials | 11.4 |
| Consumer Cyclical | 8.4 |
| Communication Services | 8.4 |
| Financial Services | 5.1 |
| Consumer Defensive | 3.1 |
| Utilities | 1.8 |
| Basic Materials | 1.3 |
Market Cap. Distribution
Quantitative Investment Management, LLC has about 63.8% of it's portfolio invested in the large-cap and mega-cap stocks.
| Category | % |
|---|---|
| LARGE-CAP | 44.4 |
| UNALLOCATED | 29.6 |
| MEGA-CAP | 19.4 |
| MID-CAP | 4.8 |
| SMALL-CAP | 1.8 |
Stocks belong to which Index?
About 64.4% of the stocks held by Quantitative Investment Management, LLC either belong to S&P 500 or RUSSELL 2000 index.
| Index | % |
|---|---|
| S&P 500 | 57.8 |
| Others | 35.6 |
| RUSSELL 2000 | 6.6 |
Quantitative Investment Management, LLC Holdings Map
This heatmap illustrates the top 50 positions within the fund's portfolio.
Current Stock Holdings of Quantitative Investment Management, LLC
Quantitative Investment Management, LLC has 310 stocks in it's portfolio. About 35.7% of the portfolio is in top 10 stocks. LRCX proved to be the most loss making stock for the portfolio. META was the most profitable stock for Quantitative Investment Management, LLC last quarter.
Last Reported on: 14 Nov, 2024| Ticker | Namesorted ascending | % Portfolio | Shares Held | $ Value | Type | % Change | Options | |
|---|---|---|---|---|---|---|---|---|
| A | agilent technologies inc | 0.31 | 21,351 | 3,170,000 | added | 549 | ||
| AA | alcoa corp | 0.05 | 13,665 | 527,000 | added | 9.2 | ||
| AAOI | applied optoelectronics inc | 0.00 | 0.00 | 0.00 | sold off | -100 | ||
| AAP | advance auto parts inc | 0.14 | 37,623 | 1,466,000 | added | 124 | ||
| AAPL | apple inc | 1.49 | 64,893 | 15,120,000 | reduced | -70.69 | ||
| AAXJ | ishares u.s. medical devices etf | 0.19 | 32,339 | 1,915,000 | new | |||
| AAXJ | ishares s&p global clean energy index fd | 0.02 | 12,146 | 178,000 | new | |||
| AAXJ | ishares u.s. aerospace & defense etf | 0.00 | 0.00 | 0.00 | sold off | -100 | ||
| AAXJ | ishares u.s. home construction etf | 0.00 | 0.00 | 0.00 | sold off | -100 | ||
| ABBV | abbvie inc | 1.44 | 74,097 | 14,632,000 | added | 526 | ||
| ABC | cencora inc | 0.00 | 0.00 | 0.00 | sold off | -100 | ||
| ACIO | u.s. global jets etf | 0.04 | 20,302 | 420,000 | reduced | -70.42 | ||
| ACSG | xtrackers harvest csi 300 china a-shares | 0.05 | 16,937 | 484,000 | new | |||
| ACWV | ishares msci south korea etf | 0.25 | 39,196 | 2,506,000 | new | |||
| ACWV | ishares msci hong kong index fund | 0.22 | 121,045 | 2,258,000 | new | |||
| ACWV | ishares msci germany index fund | 0.04 | 13,471 | 455,000 | reduced | -22.45 | ||
| ACWV | ishares msci eurozone etf | 0.04 | 7,867 | 410,000 | added | 25.47 | ||
| ADI | analog devices inc | 0.11 | 4,832 | 1,112,000 | new | |||
| ADM | archer-daniels-midland co | 0.00 | 0.00 | 0.00 | sold off | -100 | ||
| AEO | american eagle outfitters inc | 0.05 | 20,914 | 468,000 | new | |||