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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
KHC icon
376
The Kraft Heinz Company
KHC
$29.3B
– –
-106,255
Closed -$3.92M
KMB icon
377
Kimberly-Clark
KMB
$32.8B
– –
-40,077
Closed -$5.18M
KRE icon
378
State Street SPDR S&P Regional Banking ETF
KRE
$4.31B
– –
-72,519
Closed -$3.65M
LAD icon
379
Lithia Motors
LAD
$7.6B
– –
-2,197
Closed -$660K
LIN icon
380
Linde
LIN
$213B
– –
-32,673
Closed -$15.2M
LPLA icon
381
LPL Financial
LPLA
$26.9B
– –
-1,059
Closed -$279K
LYB icon
382
LyondellBasell Industries
LYB
$21.1B
– –
-58,084
Closed -$5.94M
LYV icon
383
Live Nation Entertainment
LYV
$39.7B
– –
-13,222
Closed -$1.4M
MDLZ icon
384
Mondelez International
MDLZ
$79.3B
– –
-87,588
Closed -$6.13M
MDT icon
385
Medtronic
MDT
$120B
– –
-90,190
Closed -$7.86M
MGM icon
386
MGM Resorts International
MGM
$9.87B
– –
-116,786
Closed -$5.51M
MMM icon
387
3M
MMM
$84.9B
– –
-6,635
Closed -$588K
MNST icon
388
Monster Beverage
MNST
$87.4B
– –
-158,968
Closed -$4.71M
MS icon
389
Morgan Stanley
MS
$324B
– –
-100,935
Closed -$9.5M
MTDR icon
390
Matador Resources
MTDR
$7.82B
– –
-30,675
Closed -$2.05M
MUSA icon
391
Murphy USA
MUSA
$9.67B
– –
-760
Closed -$318K
NDAQ icon
392
Nasdaq
NDAQ
$49.9B
– –
-12,020
Closed -$758K
NKE icon
393
Nike
NKE
$53.7B
– –
-73,885
Closed -$6.94M
NOC icon
394
Northrop Grumman
NOC
$75.5B
– –
-6,511
Closed -$3.12M
NUE icon
395
Nucor
NUE
$58.7B
– –
-9,930
Closed -$1.97M
NVS icon
396
Novartis
NVS
$263B
– –
-7,557
Closed -$730K
O icon
397
Realty Income
O
$55.6B
– –
-39,094
Closed -$2.11M
OIH icon
398
VanEck Oil Services ETF
OIH
$2.02B
– –
-8,009
Closed -$2.69M
OVV icon
399
Ovintiv
OVV
$18.5B
– –
-26,597
Closed -$1.38M
PARA
400
DELISTED
Paramount Global Class B
PARA
– –
-10,647
Closed -$125K
14 15
16
17 18

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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.