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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
AIZ icon
351
Assurant
AIZ
$14.1B
$1.71M 0.06%
18,500
-10,500
-36% -$918K
AMTD
352
DELISTED
TD Ameritrade Holding Corp
AMTD
$1.7M 0.06%
+48,300
New +$1.5M
NBIS
353
Nebius Group N.V.
NBIS
$59B
$1.68M 0.06%
+79,700
New +$1.73M
LHO
354
DELISTED
LaSalle Hotel Properties
LHO
$1.68M 0.06%
70,200
+39,000
+125% +$1.03M
CBL
355
DELISTED
CBL& Associates Properties, Inc.
CBL
$1.66M 0.05%
137,100
+109,700
+400% +$1.34M
MSI icon
356
Motorola Solutions
MSI
$77.4B
$1.66M 0.05%
21,800
-61,000
-74% -$4.46M
ZG icon
357
Zillow
ZG
$7.4B
$1.66M 0.05%
+48,100
New +$1.72M
TAL icon
358
TAL Education Group
TAL
$6.64B
$1.65M 0.05%
+139,800
New +$1.47M
ACC
359
DELISTED
American Campus Communities, Inc.
ACC
$1.64M 0.05%
+32,300
New +$1.66M
ETN icon
360
Eaton
ETN
$156B
$1.64M 0.05%
+25,000
New +$1.62M
KMB icon
361
Kimberly-Clark
KMB
$32.8B
$1.63M 0.05%
12,900
-83,700
-87% -$10.8M
STT icon
362
State Street
STT
$51.2B
$1.62M 0.05%
+23,300
New +$1.52M
OGE icon
363
OGE Energy
OGE
$9.56B
$1.61M 0.05%
+51,000
New +$1.61M
DOV icon
364
Dover
DOV
$25.6B
$1.6M 0.05%
26,988
+3,466
+15% +$201K
AIV
365
Aimco
AIV
$333M
$1.6M 0.05%
261,987
+5,254
+2% +$31.6K
CNC icon
366
Centene
CNC
$33.1B
$1.58M 0.05%
47,200
+400
+0.9% +$13.9K
NRG icon
367
NRG Energy
NRG
$22.8B
$1.57M 0.05%
+140,000
New +$1.82M
SITC icon
368
SITE Centers
SITC
$151M
$1.56M 0.05%
69,383
+23,127
+50% +$557K
DNB
369
DELISTED
Dun & Bradstreet
DNB
$1.54M 0.05%
+11,300
New +$1.51M
BITA
370
DELISTED
Bitauto Holdings Limited
BITA
$1.54M 0.05%
+53,000
New +$1.45M
DRE
371
DELISTED
Duke Realty Corp.
DRE
$1.51M 0.05%
+55,400
New +$1.53M
PVH icon
372
PVH
PVH
$3.4B
$1.51M 0.05%
13,700
+4,300
+46% +$445K
PH icon
373
Parker-Hannifin
PH
$117B
$1.51M 0.05%
+12,000
New +$1.43M
AGNC icon
374
AGNC Investment
AGNC
$11.8B
$1.5M 0.05%
76,800
-84,400
-52% -$1.65M
WCG
375
DELISTED
Wellcare Health Plans, Inc.
WCG
$1.48M 0.05%
12,600
-8,900
-41% -$994K
13 14
15
16 17

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.