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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
BB icon
326
BlackBerry
BB
$4.56B
$1.84M 0.06%
+230,300
New +$1.73M
L icon
327
Loews
L
$22.3B
$1.83M 0.06%
44,400
+1,200
+3% +$49.3K
ON icon
328
ON Semiconductor
ON
$28B
$1.82M 0.06%
+148,200
New +$1.53M
PTEN icon
329
Patterson-UTI
PTEN
$4.7B
$1.82M 0.06%
81,500
+34,300
+73% +$689K
VALE.P
330
DELISTED
Vale S A
VALE.P
$1.82M 0.06%
+386,200
New +$1.75M
WLK icon
331
Westlake Corp
WLK
$9.09B
$1.81M 0.06%
+33,800
New +$1.63M
AXP icon
332
American Express
AXP
$214B
$1.8M 0.06%
28,200
-109,900
-80% -$7.06M
ALLE icon
333
Allegion
ALLE
$13.1B
$1.79M 0.06%
26,000
+14,100
+118% +$993K
HOLX
334
DELISTED
Hologic
HOLX
$1.79M 0.06%
46,100
-60,300
-57% -$2.28M
URI icon
335
United Rentals
URI
$62.8B
$1.79M 0.06%
+22,800
New +$1.75M
TM icon
336
Toyota
TM
$231B
$1.79M 0.06%
+15,400
New +$1.76M
AMX icon
337
America Movil
AMX
$69.4B
$1.78M 0.06%
155,700
-38,300
-20% -$457K
BFH icon
338
Bread Financial
BFH
$4.15B
$1.78M 0.06%
+10,400
New +$1.77M
KGC icon
339
Kinross Gold
KGC
$33.5B
$1.78M 0.06%
422,700
+390,600
+1,217% +$1.88M
BID
340
DELISTED
Sotheby's
BID
$1.77M 0.06%
+46,700
New +$1.65M
EQIX icon
341
Equinix
EQIX
$101B
$1.76M 0.06%
4,900
+3,600
+277% +$1.33M
WOOF
342
DELISTED
VCA Inc.
WOOF
$1.76M 0.06%
25,100
-3,700
-13% -$259K
TER icon
343
Teradyne
TER
$54B
$1.75M 0.06%
+81,200
New +$1.68M
RL icon
344
Ralph Lauren
RL
$20.5B
$1.74M 0.06%
17,200
+3,000
+21% +$301K
ADM icon
345
Archer Daniels Midland
ADM
$41.5B
$1.73M 0.06%
41,100
+13,000
+46% +$562K
ILF icon
346
iShares Latin America 40 ETF
ILF
$3.91B
$1.73M 0.06%
61,800
-9,500
-13% -$266K
IFF icon
347
International Flavors & Fragrances
IFF
$21.7B
$1.73M 0.06%
12,100
-36,700
-75% -$4.97M
CF icon
348
CF Industries
CF
$20.2B
$1.73M 0.06%
+70,900
New +$1.73M
LOCK
349
DELISTED
LifeLock, Inc.
LOCK
$1.71M 0.06%
101,200
+7,800
+8% +$128K
CSGP icon
350
CoStar Group
CSGP
$12.6B
$1.71M 0.06%
+79,000
New +$1.68M
12 13
14
15 16

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.