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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
HOUS
301
DELISTED
Anywhere Real Estate
HOUS
$2.13M 0.07%
82,300
-22,900
-22% -$635K
HPQ icon
302
HP
HPQ
$30.1B
$2.12M 0.07%
136,400
-342,500
-72% -$4.88M
ROP icon
303
Roper Technologies
ROP
$37.5B
$2.1M 0.07%
+11,500
New +$2.01M
EMBJ
304
Embraer S.A. ADS
EMBJ
$13.4B
$2.1M 0.07%
+121,500
New +$2.33M
TRIP icon
305
TripAdvisor
TRIP
$1.05B
$2.09M 0.07%
+33,100
New +$2.13M
UNP icon
306
Union Pacific
UNP
$170B
$2.08M 0.07%
21,300
-56,800
-73% -$5.31M
FISV
307
Fiserv Inc
FISV
$26.6B
$2.06M 0.07%
41,400
-20,000
-33% -$1.05M
VER
308
DELISTED
VEREIT, Inc.
VER
$2.05M 0.07%
39,620
+22,280
+128% +$1.16M
SCG
309
DELISTED
Scana
SCG
$2.05M 0.07%
28,300
+9,700
+52% +$709K
EAT icon
310
Brinker International
EAT
$8.76B
$2.05M 0.07%
40,600
+25,200
+164% +$1.27M
FTI icon
311
TechnipFMC
FTI
$29B
$2.02M 0.07%
+91,661
New +$1.85M
MT icon
312
ArcelorMittal
MT
$56.3B
$2.01M 0.07%
111,067
+24,367
+28% +$432K
CB icon
313
Chubb
CB
$132B
$2.01M 0.07%
16,000
-42,000
-72% -$5.33M
LAMR icon
314
Lamar Advertising Co
LAMR
$15.1B
$1.99M 0.07%
30,500
+4,600
+18% +$297K
SWBI icon
315
Smith & Wesson
SWBI
$589M
$1.98M 0.07%
+97,055
New +$2.12M
GFI icon
316
Gold Fields
GFI
$38.2B
$1.98M 0.07%
408,200
+223,300
+121% +$1.26M
ALXN
317
DELISTED
Alexion Pharmaceuticals
ALXN
$1.95M 0.06%
+15,900
New +$2.05M
ODFL icon
318
Old Dominion Freight Line
ODFL
$36.6B
$1.93M 0.06%
84,600
+53,700
+174% +$1.21M
INFN
319
DELISTED
Infinera Corporation Common Stock
INFN
$1.93M 0.06%
213,600
+116,700
+120% +$1.13M
VRTX icon
320
Vertex Pharmaceuticals
VRTX
$130B
$1.93M 0.06%
+22,100
New +$2.09M
UGI icon
321
UGI
UGI
$8.18B
$1.89M 0.06%
+41,700
New +$1.9M
KEY icon
322
KeyCorp
KEY
$22.8B
$1.88M 0.06%
154,200
+100,700
+188% +$1.21M
SEIC icon
323
SEI Investments
SEIC
$12.7B
$1.86M 0.06%
40,800
+18,700
+85% +$877K
CNI icon
324
Canadian National Railway
CNI
$73.1B
$1.86M 0.06%
28,400
+13,500
+91% +$852K
HIMX
325
Himax Technologies
HIMX
$2.35B
$1.84M 0.06%
214,100
+128,000
+149% +$1.2M
11 12
13
14 15

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.