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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
WELL icon
151
Welltower
WELL
$168B
$5.13M 0.17%
+68,600
New +$5.25M
SO icon
152
Southern Company
SO
$98.9B
$5.11M 0.17%
99,600
-169,800
-63% -$8.94M
AWK icon
153
American Water Works
AWK
$27.4B
$5.1M 0.17%
+68,100
New +$5.33M
CMS icon
154
CMS Energy
CMS
$20.7B
$5.09M 0.17%
121,200
-16,300
-12% -$712K
ICE icon
155
Intercontinental Exchange
ICE
$88.1B
$5.09M 0.17%
94,500
-102,000
-52% -$5.57M
ROST icon
156
Ross Stores
ROST
$72.3B
$5.05M 0.17%
78,500
+28,200
+56% +$1.73M
VALE icon
157
Vale
VALE
$61.6B
$4.95M 0.16%
+900,100
New +$4.94M
ENB icon
158
Enbridge
ENB
$106B
$4.71M 0.16%
+106,600
New +$4.47M
RMD icon
159
ResMed
RMD
$33.1B
$4.68M 0.15%
72,200
+19,300
+36% +$1.28M
MGM icon
160
MGM Resorts International
MGM
$9.87B
$4.66M 0.15%
179,000
-102,500
-36% -$2.49M
BLK icon
161
Blackrock
BLK
$164B
$4.6M 0.15%
12,700
-6,700
-35% -$2.44M
CCL icon
162
Carnival Corporation Ltd
CCL
$30.3B
$4.6M 0.15%
+94,300
New +$4.36M
HSIC icon
163
Henry Schein
HSIC
$9.75B
$4.58M 0.15%
+71,655
New +$4.76M
NLSN
164
DELISTED
Nielsen Holdings plc
NLSN
$4.52M 0.15%
84,400
+27,600
+49% +$1.47M
IRM icon
165
Iron Mountain
IRM
$33.4B
$4.5M 0.15%
+119,900
New +$4.62M
AEO icon
166
American Eagle Outfitters
AEO
$2.48B
$4.5M 0.15%
+251,900
New +$4.52M
WEC icon
167
WEC Energy
WEC
$33.7B
$4.47M 0.15%
74,700
+9,500
+15% +$593K
LH icon
168
Labcorp
LH
$26.3B
$4.45M 0.15%
37,714
+33,407
+776% +$3.94M
LLL
169
DELISTED
L3 Technologies, Inc.
LLL
$4.45M 0.15%
29,500
-8,800
-23% -$1.31M
CDW icon
170
CDW
CDW
$19.2B
$4.43M 0.15%
+96,900
New +$4.25M
PLD icon
171
Prologis
PLD
$129B
$4.42M 0.15%
82,600
-29,100
-26% -$1.54M
MJN
172
DELISTED
Mead Johnson Nutrition Company
MJN
$4.42M 0.15%
+55,900
New +$4.77M
MMM icon
173
3M
MMM
$84.9B
$4.41M 0.15%
29,900
-7,654
-20% -$1.14M
CP icon
174
Canadian Pacific Kansas City
CP
$78.3B
$4.37M 0.14%
+143,000
New +$4.2M
DISH
175
DELISTED
DISH Network Corp.
DISH
$4.37M 0.14%
79,700
+23,000
+41% +$1.19M
5 6
7
8 9

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.