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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
PBYI icon
826
Puma Biotechnology
PBYI
$475M
– –
-14,300
Closed -$425K
PENN icon
827
PENN Entertainment
PENN
$2.37B
– –
-10,600
Closed -$147K
PG icon
828
Procter & Gamble
PG
$343B
– –
-124,900
Closed -$10.6M
PGR icon
829
Progressive
PGR
$127B
– –
-55,700
Closed -$1.86M
PII icon
830
Polaris
PII
$3.27B
– –
-27,300
Closed -$2.23M
POST icon
831
Post Holdings
POST
$3.57B
– –
-100,084
Closed -$5.42M
PPC icon
832
Pilgrim's Pride
PPC
$7.1B
– –
-23,500
Closed -$598K
PRAA icon
833
PRA Group
PRAA
$751M
– –
-38,400
Closed -$926K
PRTA icon
834
Prothena Corp
PRTA
$426M
– –
-10,100
Closed -$353K
PRU icon
835
Prudential Financial
PRU
$40.9B
– –
-12,800
Closed -$913K
PSA icon
836
Public Storage
PSA
$55.8B
– –
-4,300
Closed -$1.1M
PSMT icon
837
Pricesmart
PSMT
$5.19B
– –
-4,000
Closed -$374K
RDY icon
838
Dr. Reddy's Laboratories
RDY
$9.67B
– –
-20,500
Closed -$210K
RH icon
839
RH
RH
$2.45B
– –
-174,900
Closed -$5.02M
RPM icon
840
RPM International
RPM
$12.9B
– –
-16,500
Closed -$824K
RRX icon
841
Regal Rexnord
RRX
$10.2B
– –
-7,700
Closed -$423K
RTX icon
842
RTX Corp
RTX
$266B
– –
-95,817
Closed -$6.18M
SBAC icon
843
SBA Communications
SBAC
$19.6B
– –
-16,300
Closed -$1.76M
SEE
844
DELISTED
Sealed Air
SEE
– –
-26,300
Closed -$1.21M
SEM
845
DELISTED
Select Medical
SEM
– –
-47,699
Closed -$279K
SHW icon
846
Sherwin-Williams
SHW
$79B
– –
-73,500
Closed -$7.19M
SM icon
847
SM Energy
SM
$9.23B
– –
-58,000
Closed -$1.57M
SMTC icon
848
Semtech
SMTC
$15.6B
– –
-14,600
Closed -$348K
SNA icon
849
Snap-on
SNA
$19.5B
– –
-13,800
Closed -$2.18M
SPGI icon
850
S&P Global
SPGI
$121B
– –
-56,400
Closed -$6.05M
32 33
34
35 36

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.