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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
EPP icon
251
iShares MSCI Pacific ex Japan ETF
EPP
$2.22B
$2.87M 0.09%
+67,900
New +$2.8M
ADP icon
252
Automatic Data Processing
ADP
$109B
$2.87M 0.09%
32,500
+26,100
+408% +$2.36M
EBAY icon
253
eBay
EBAY
$48.6B
$2.85M 0.09%
+86,500
New +$2.61M
IAU icon
254
iShares Gold Trust
IAU
$63.3B
$2.82M 0.09%
111,150
-297,100
-73% -$7.65M
AMP icon
255
Ameriprise Financial
AMP
$47.8B
$2.81M 0.09%
28,200
+13,700
+94% +$1.33M
ORLY icon
256
O'Reilly Automotive
ORLY
$67.7B
$2.8M 0.09%
150,000
-3,000
-2% -$56.2K
MO icon
257
Altria Group
MO
$117B
$2.79M 0.09%
44,200
-72,900
-62% -$4.84M
OLN icon
258
Olin
OLN
$1.94B
$2.77M 0.09%
+135,100
New +$2.91M
TEL icon
259
TE Connectivity
TEL
$58.5B
$2.77M 0.09%
+43,000
New +$2.63M
ELLI
260
DELISTED
Ellie Mae Inc
ELLI
$2.74M 0.09%
26,000
+16,600
+177% +$1.61M
AVB
261
DELISTED
AvalonBay Communities
AVB
$2.72M 0.09%
+15,300
New +$2.75M
BC icon
262
Brunswick
BC
$4.39B
$2.71M 0.09%
+55,600
New +$2.65M
LUMN icon
263
Lumen
LUMN
$6.88B
$2.71M 0.09%
+98,900
New +$2.89M
SVC
264
Service Properties Trust
SVC
$857M
$2.7M 0.09%
18,180
+15,020
+475% +$2.29M
AKAM icon
265
Akamai
AKAM
$15B
$2.7M 0.09%
+50,900
New +$2.72M
FIS icon
266
Fidelity National Information Services
FIS
$19B
$2.66M 0.09%
34,500
-139,800
-80% -$10.9M
WAT icon
267
Waters Corp
WAT
$41.1B
$2.63M 0.09%
16,600
+3,800
+30% +$588K
AER icon
268
AerCap
AER
$22.4B
$2.63M 0.09%
68,200
+61,400
+903% +$2.32M
AZN icon
269
AstraZeneca
AZN
$253B
$2.55M 0.08%
+38,800
New +$2.54M
TRMB icon
270
Trimble
TRMB
$13.4B
$2.54M 0.08%
88,900
+57,900
+187% +$1.55M
CLF icon
271
Cleveland-Cliffs
CLF
$6.93B
$2.51M 0.08%
429,900
+106,900
+33% +$698K
DEO icon
272
Diageo
DEO
$48.3B
$2.51M 0.08%
+21,600
New +$2.47M
CAR icon
273
Avis
CAR
$4.13B
$2.5M 0.08%
73,200
-14,400
-16% -$522K
IDTI
274
DELISTED
Integrated Device Technology I
IDTI
$2.48M 0.08%
+107,600
New +$2.22M
MKC icon
275
McCormick & Company Non-Voting
MKC
$13.5B
$2.46M 0.08%
+49,200
New +$2.49M
9 10
11
12 13

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.