We are live on ! Find out more
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
SPXC icon
851
SPX Corp
SPXC
$8.93B
– –
-27,800
Closed -$412K
SRPT icon
852
Sarepta Therapeutics
SRPT
$2.19B
– –
-167,800
Closed -$3.2M
STX icon
853
Seagate
STX
$176B
– –
-141,100
Closed -$3.44M
STWD icon
854
Starwood Property Trust
STWD
$5.63B
– –
-66,600
Closed -$1.38M
STZ icon
855
Constellation Brands
STZ
$21.1B
– –
-20,400
Closed -$3.37M
SU icon
856
Suncor Energy
SU
$84.1B
– –
-48,800
Closed -$1.35M
SXC icon
857
SunCoke Energy
SXC
$803M
– –
-15,200
Closed -$88K
TDG icon
858
TransDigm Group
TDG
$60B
– –
-22,800
Closed -$6.01M
TDS icon
859
Telephone and Data Systems
TDS
$4.35B
– –
-22,900
Closed -$679K
TDW icon
860
Tidewater
TDW
$4.57B
– –
-1,398
Closed -$198K
TFX icon
861
Teleflex
TFX
$5.47B
– –
-3,100
Closed -$549K
THC icon
862
Tenet Healthcare
THC
$21B
– –
-12,500
Closed -$345K
TK icon
863
Teekay
TK
$1.24B
– –
-68,300
Closed -$486K
TPR icon
864
Tapestry
TPR
$23.4B
– –
-80,800
Closed -$3.29M
TREX icon
865
Trex
TREX
$4.44B
– –
-26,400
Closed -$296K
TRGP icon
866
Targa Resources
TRGP
$61.3B
– –
-63,000
Closed -$2.65M
TRN icon
867
Trinity Industries
TRN
$2.24B
– –
-44,865
Closed -$599K
TRV icon
868
Travelers Companies
TRV
$78.8B
– –
-62,000
Closed -$7.38M
TSCO icon
869
Tractor Supply
TSCO
$17.2B
– –
-32,000
Closed -$583K
TT icon
870
Trane Technologies
TT
$93B
– –
-68,400
Closed -$4.36M
TXMD icon
871
TherapeuticsMD
TXMD
$25M
– –
-1,032
Closed -$438K
UAA icon
872
Under Armour
UAA
$2.13B
– –
-19,600
Closed -$786K
UHS icon
873
Universal Health Services
UHS
$10.4B
– –
-13,200
Closed -$1.77M
UI icon
874
Ubiquiti
UI
$34.1B
– –
-30,500
Closed -$1.18M
VC icon
875
Visteon
VC
$2.61B
– –
-42,100
Closed -$2.77M
33 34
35
36 37

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.