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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
+3.39%
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
$3.03B
AUM Growth
+$884M
Cap. Flow
+$867M
Cap. Flow %
28.64%
Top 10 Hldgs %
19.54%
Holding
1,012
New
296
Increased
194
Reduced
158
Closed
363

Top Buys

Rank Stock Value
1
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$110M
2
GDX icon
VanEck Gold Miners ETF
GDX
+$76.7M
3
T icon
AT&T
T
+$50.7M
4
BAC icon
Bank of America
BAC
+$49M
5
QQQ icon
Invesco QQQ Trust
QQQ
+$44.7M

Top Sells

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$33.2M
2
AMZN icon
Amazon
AMZN
+$18.8M
3
MON
Monsanto Co
MON
+$18.4M
4
CRM icon
Salesforce
CRM
+$17.2M
5
BHC icon
Bausch Health
BHC
+$17.1M

Sector Composition

Rank Sector Weight
1 Miscellaneous 23.46%
2 Healthcare 11.78%
3 Financials 9.95%
4 Technology 8.97%
5 Consumer Discretionary 7.98%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CME icon
226
CME Group
CME
$98.9B
$3.33M 0.11%
31,900
-500
-2% -$52.2K
MLCO icon
227
Melco Resorts & Entertainment
MLCO
$1.76B
$3.3M 0.11%
+204,800
New +$2.88M
CHK
228
DELISTED
Chesapeake Energy Corporation
CHK
$3.27M 0.11%
2,606
+2,312
+786% +$2.67M
COST icon
229
Costco
COST
$400B
$3.23M 0.11%
21,200
-89,800
-81% -$14.5M
ADSK icon
230
Autodesk
ADSK
$47.3B
$3.23M 0.11%
44,600
+30,700
+221% +$1.93M
TFC icon
231
Truist Financial
TFC
$61.6B
$3.21M 0.11%
85,100
+71,700
+535% +$2.67M
BLUE
232
DELISTED
bluebird bio
BLUE
$3.17M 0.1%
+3,605
New +$2.61M
ICPT
233
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$3.16M 0.1%
+19,200
New +$3.03M
GRPN icon
234
Groupon
GRPN
$762M
$3.14M 0.1%
30,520
+23,405
+329% +$2.28M
LNC icon
235
Lincoln National
LNC
$8.32B
$3.14M 0.1%
66,900
+25,600
+62% +$1.15M
SMH icon
236
VanEck Semiconductor ETF
SMH
$67.1B
$3.13M 0.1%
90,200
-262,600
-74% -$8.41M
SWK icon
237
Stanley Black & Decker
SWK
$13.4B
$3.11M 0.1%
25,300
-48,100
-66% -$5.81M
LEA icon
238
Lear
LEA
$6.22B
$3.09M 0.1%
+25,500
New +$2.9M
AU icon
239
AngloGold Ashanti
AU
$50.9B
$3.09M 0.1%
+194,100
New +$3.69M
PBCT
240
DELISTED
People's United Financial Inc
PBCT
$3.05M 0.1%
+192,700
New +$2.99M
SIRI icon
241
SiriusXM
SIRI
$9.95B
$3.03M 0.1%
+72,720
New +$3.04M
ITUB icon
242
Itaú Unibanco
ITUB
$91B
$3M 0.1%
622,241
+415,205
+201% +$1.96M
PNW icon
243
Pinnacle West Capital
PNW
$11.5B
$3M 0.1%
39,500
-11,500
-23% -$895K
SCHW
244
Charles Schwab
SCHW
$186B
$3M 0.1%
95,000
-73,900
-44% -$2.17M
K
245
DELISTED
Kellanova
K
$2.99M 0.1%
41,109
-30,033
-42% -$2.3M
NWL icon
246
Newell Brands
NWL
$2.4B
$2.98M 0.1%
56,600
+6,000
+12% +$310K
ETR icon
247
Entergy
ETR
$49.2B
$2.95M 0.1%
77,000
+10,000
+15% +$398K
O icon
248
Realty Income
O
$55.6B
$2.92M 0.1%
44,995
-3,715
-8% -$245K
AON icon
249
Aon
AON
$64.6B
$2.89M 0.1%
25,700
-12,500
-33% -$1.38M
KMX icon
250
CarMax
KMX
$8.49B
$2.89M 0.1%
+54,100
New +$3.07M
8 9
10
11 12

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 Q3 2016 Portfolio in Review

As of Q3 2016, Quantitative Investment Management held 1,012 positions worth $3.03B, up 41% from $2.14B the previous quarter. Its ten largest holdings account for 20% of the portfolio.

Quantitative Investment Management deployed $867M of net new capital in Q3 2016, opening 296 new positions and adding to 194 existing holdings. Its largest new stake was iShares 20+ Year Treasury Bond ETF: 791,800 shares worth $109M.

By sector, the portfolio is most concentrated in Miscellaneous at 23% of assets, up from 8.7% a quarter earlier, followed by Healthcare and Financials.

On the sell side, the largest reduction was Amazon, an estimated $18.8M trimmed.

  • Quantitative Investment Management's largest Q3 2016 buy was iShares 20+ Year Treasury Bond ETF: 791,800 shares worth $109M.
  • Quantitative Investment Management added most to AT&T in Q3 2016, an estimated $50.7M increase.
  • Quantitative Investment Management's biggest Q3 2016 reduction was Amazon, cutting an estimated $18.8M.
  • Quantitative Investment Management fully exited SPDR Gold Trust in Q3 2016, selling an estimated $33.2M.
  • Quantitative Investment Management's ten largest holdings make up 20% of its $3.03B portfolio in Q3 2016.
  • Quantitative Investment Management opened 296 new positions and closed 363 in Q3 2016.
  • Quantitative Investment Management's portfolio value rose 41% quarter-over-quarter to $3.03B.

Based on Quantitative Investment Management's 13F filing for Q3 2016, filed 1 Nov 2016.