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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
CASY icon
126
Casey's General Stores
CASY
$21.7B
$5.92M 0.2%
+49,300
New +$6.35M
CDE icon
127
Coeur Mining
CDE
$20.5B
$5.84M 0.19%
+493,600
New +$6.75M
CERN
128
DELISTED
Cerner Corp
CERN
$5.79M 0.19%
+93,800
New +$5.92M
PARA
129
DELISTED
Paramount Global Class B
PARA
$5.72M 0.19%
104,500
+7,300
+8% +$387K
LYB icon
130
LyondellBasell Industries
LYB
$21.1B
$5.66M 0.19%
+70,200
New +$5.43M
BNY
131
Bank of New York Mellon
BNY
$105B
$5.65M 0.19%
141,800
-24,000
-14% -$959K
GSK icon
132
GSK
GSK
$100B
$5.62M 0.19%
+104,320
New +$5.72M
THS
133
DELISTED
Treehouse Foods
THS
$5.6M 0.18%
64,200
+51,100
+390% +$4.91M
INTC icon
134
Intel
INTC
$513B
$5.59M 0.18%
148,000
+96,900
+190% +$3.43M
CXW icon
135
CoreCivic
CXW
$3.5B
$5.59M 0.18%
+402,800
New +$9.62M
LMT icon
136
Lockheed Martin
LMT
$123B
$5.58M 0.18%
23,300
-25,900
-53% -$6.48M
PDCE
137
DELISTED
PDC Energy, Inc.
PDCE
$5.57M 0.18%
83,100
+60,900
+274% +$3.69M
CSCO icon
138
Cisco
CSCO
$434B
$5.54M 0.18%
174,500
-469,800
-73% -$14.5M
RCL icon
139
Royal Caribbean
RCL
$66.7B
$5.52M 0.18%
+73,600
New +$5.18M
EIX icon
140
Edison International
EIX
$21B
$5.5M 0.18%
76,100
+17,600
+30% +$1.32M
MRSH
141
Marsh
MRSH
$85.8B
$5.49M 0.18%
81,600
+35,000
+75% +$2.34M
ED icon
142
Consolidated Edison
ED
$38.9B
$5.41M 0.18%
71,900
-14,100
-16% -$1.1M
NFLX icon
143
Netflix
NFLX
$324B
$5.39M 0.18%
+547,000
New +$5.22M
FCX icon
144
Freeport-McMoran
FCX
$99.6B
$5.38M 0.18%
495,200
+368,000
+289% +$4.23M
URBN icon
145
Urban Outfitters
URBN
$6.5B
$5.34M 0.18%
+154,800
New +$5.07M
NI icon
146
NiSource
NI
$19.5B
$5.33M 0.18%
+221,200
New +$5.54M
PEP icon
147
PepsiCo
PEP
$185B
$5.31M 0.18%
48,800
-60,400
-55% -$6.51M
CL icon
148
Colgate-Palmolive
CL
$69.4B
$5.26M 0.17%
70,900
-5,200
-7% -$384K
BAX icon
149
Baxter International
BAX
$12.3B
$5.2M 0.17%
109,300
+48,000
+78% +$2.26M
A icon
150
Agilent Technologies
A
$42.4B
$5.18M 0.17%
110,100
-5,500
-5% -$257K
4 5
6
7 8

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.