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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
NBIX icon
801
Neurocrine Biosciences
NBIX
$15.2B
– –
-16,600
Closed -$754K
NBR icon
802
Nabors Industries
NBR
$1.3B
– –
-3,960
Closed -$1.99M
NCLH icon
803
Norwegian Cruise Line
NCLH
$6.67B
– –
-104,200
Closed -$4.15M
NG icon
804
NovaGold Resources
NG
$3.07B
– –
-175,200
Closed -$1.07M
NKE icon
805
Nike
NKE
$53.1B
– –
-33,700
Closed -$1.86M
NLY icon
806
Annaly Capital Management
NLY
$16B
– –
-89,500
Closed -$3.96M
NNN icon
807
NNN REIT
NNN
$7.99B
– –
-35,700
Closed -$1.85M
NOG icon
808
Northern Oil and Gas
NOG
$2.7B
– –
-1,750
Closed -$80K
NTES icon
809
NetEase
NTES
$75.4B
– –
-103,000
Closed -$3.98M
NTGR icon
810
NETGEAR
NTGR
$618M
– –
-7,900
Closed -$375K
NTRS icon
811
Northern Trust
NTRS
$32.3B
– –
-20,000
Closed -$1.32M
NVDA icon
812
NVIDIA
NVDA
$5.17T
– –
-2,568,000
Closed -$3.02M
NWSA icon
813
News Corp Class A
NWSA
$16.2B
– –
-184,100
Closed -$2.09M
NXPI icon
814
NXP Semiconductors
NXPI
$55.2B
– –
-69,700
Closed -$5.46M
NXST icon
815
Nexstar Media Group
NXST
$5.04B
– –
-9,200
Closed -$437K
OMC icon
816
Omnicom Group
OMC
$21.8B
– –
-70,000
Closed -$5.7M
ACH
817
Accendra Health
ACH
$82.3M
– –
-15,400
Closed -$575K
ORCL icon
818
Oracle
ORCL
$433B
– –
-222,800
Closed -$9.12M
ORI icon
819
Old Republic International
ORI
$9.87B
– –
-64,600
Closed -$1.25M
OTEX icon
820
Open Text
OTEX
$5.67B
– –
-9,200
Closed -$272K
PANW icon
821
Palo Alto Networks
PANW
$307B
– –
-18,600
Closed -$380K
PAYX icon
822
Paychex
PAYX
$41.6B
– –
-28,300
Closed -$1.68M
PBF icon
823
PBF Energy
PBF
$9B
– –
-68,300
Closed -$1.62M
PBI icon
824
Pitney Bowes
PBI
$2.37B
– –
-55,000
Closed -$979K
PBR.A icon
825
Petrobras Class A
PBR.A
$122B
– –
-104,500
Closed -$607K
31 32
33
34 35

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.