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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
HRI icon
751
Herc Holdings
HRI
$4.77B
– –
-51,933
Closed -$1.72M
HRL icon
752
Hormel Foods
HRL
$11.4B
– –
-71,900
Closed -$2.63M
HSBC icon
753
HSBC
HSBC
$345B
– –
-69,475
Closed -$1.94M
HST icon
754
Host Hotels & Resorts
HST
$14.9B
– –
-108,100
Closed -$1.75M
HUM icon
755
Humana
HUM
$46.2B
– –
-35,700
Closed -$6.42M
IBKR icon
756
Interactive Brokers
IBKR
$39.3B
– –
-31,600
Closed -$279K
IDCC icon
757
InterDigital
IDCC
$8.48B
– –
-4,700
Closed -$261K
IDXX icon
758
Idexx Laboratories
IDXX
$40.5B
– –
-20,600
Closed -$1.91M
IONS icon
759
Ionis Pharmaceuticals
IONS
$7.45B
– –
-51,400
Closed -$1.2M
IP icon
760
International Paper
IP
$18B
– –
-6,019
Closed -$241K
IPG
761
DELISTED
Interpublic Group of Companies
IPG
– –
-38,900
Closed -$898K
IPGP icon
762
IPG Photonics
IPGP
$3.27B
– –
-11,900
Closed -$952K
IPI icon
763
Intrepid Potash
IPI
$514M
– –
-3,870
Closed -$55K
ITB icon
764
iShares US Home Construction ETF
ITB
$2.11B
– –
-67,200
Closed -$1.86M
ITW icon
765
Illinois Tool Works
ITW
$76.1B
– –
-33,300
Closed -$3.47M
IYF icon
766
iShares US Financials ETF
IYF
$4.27B
– –
-44,600
Closed -$1.92M
JAZZ icon
767
Jazz Pharmaceuticals
JAZZ
$15.8B
– –
-20,100
Closed -$2.84M
JBHT icon
768
JB Hunt Transport Services
JBHT
$22.2B
– –
-16,300
Closed -$1.32M
JCI icon
769
Johnson Controls International
JCI
$85.1B
– –
-76,400
Closed -$3.54M
JWN
770
DELISTED
Nordstrom
JWN
– –
-125,300
Closed -$4.77M
KN icon
771
Knowles
KN
$3B
– –
-19,000
Closed -$259K
KRC icon
772
Kilroy Realty
KRC
$4B
– –
-13,900
Closed -$921K
KSS icon
773
Kohl's
KSS
$1.87B
– –
-21,900
Closed -$830K
LDOS icon
774
Leidos
LDOS
$16.2B
– –
-28,300
Closed -$1.35M
LGND icon
775
Ligand Pharmaceuticals
LGND
$5.49B
– –
-30,136
Closed -$2.24M
29 30
31
32 33

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.