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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
HAIN icon
101
Hain Celestial
HAIN
$56.7M
$6.96M 0.23%
+195,500
New +$8.57M
BDX icon
102
Becton Dickinson
BDX
$50.6B
$6.92M 0.23%
39,463
+22,345
+131% +$3.82M
LRCX icon
103
Lam Research
LRCX
$339B
$6.83M 0.23%
+721,000
New +$6.56M
VXX
104
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$6.77M 0.22%
+49,700
New +$7.94M
TMUS icon
105
T-Mobile US
TMUS
$194B
$6.77M 0.22%
144,900
+30,700
+27% +$1.41M
EWJ icon
106
iShares MSCI Japan ETF
EWJ
$23.3B
$6.75M 0.22%
+134,650
New +$6.55M
PF
107
DELISTED
Pinnacle Foods, Inc.
PF
$6.72M 0.22%
+134,000
New +$6.64M
MPT
108
Medical Properties Trust
MPT
$2.11B
$6.66M 0.22%
+451,100
New +$6.83M
DHR icon
109
Danaher
DHR
$147B
$6.56M 0.22%
94,414
-52,584
-36% -$3.73M
BRK.B icon
110
Berkshire Hathaway Class B
BRK.B
$1.11T
$6.46M 0.21%
44,700
-2,600
-5% -$380K
NUE icon
111
Nucor
NUE
$58.7B
$6.4M 0.21%
129,500
+81,900
+172% +$4.17M
INTU icon
112
Intuit
INTU
$88B
$6.36M 0.21%
57,800
+43,800
+313% +$4.9M
GLW icon
113
Corning
GLW
$124B
$6.35M 0.21%
268,500
-77,900
-22% -$1.74M
MET icon
114
MetLife
MET
$62.4B
$6.35M 0.21%
160,334
+105,019
+190% +$3.95M
IVZ icon
115
Invesco
IVZ
$13.6B
$6.33M 0.21%
+202,400
New +$5.95M
AG icon
116
First Majestic Silver
AG
$9.19B
$6.32M 0.21%
+613,800
New +$8.99M
AVGO icon
117
Broadcom
AVGO
$1.62T
$6.23M 0.21%
361,000
+258,000
+250% +$4.31M
XLNX
118
DELISTED
Xilinx Inc
XLNX
$6.17M 0.2%
113,500
+9,300
+9% +$478K
STLD icon
119
Steel Dynamics
STLD
$34.3B
$6.1M 0.2%
244,000
+97,500
+67% +$2.49M
XEL icon
120
Xcel Energy
XEL
$45.3B
$6.07M 0.2%
147,500
+24,800
+20% +$1.06M
ANF icon
121
Abercrombie & Fitch
ANF
$5.74B
$6.04M 0.2%
380,400
+316,900
+499% +$6.12M
GGP
122
DELISTED
GGP Inc.
GGP
$6.02M 0.2%
+218,100
New +$6.51M
EXC icon
123
Exelon
EXC
$43.5B
$6.01M 0.2%
253,341
-16,123
-6% -$405K
APD icon
124
Air Products & Chemicals
APD
$64.7B
$6M 0.2%
43,132
+31,998
+287% +$4.44M
ALLY icon
125
Ally Financial
ALLY
$12.6B
$5.98M 0.2%
+307,200
New +$5.71M
3 4
5
6 7

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.