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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
SLG icon
176
SL Green Realty
SLG
$3.67B
$4.32M 0.14%
41,321
+28,202
+215% +$3.1M
APH icon
177
Amphenol
APH
$191B
$4.28M 0.14%
527,200
+447,200
+559% +$3.4M
SLV icon
178
iShares Silver Trust
SLV
$31B
$4.24M 0.14%
233,000
-356,700
-60% -$6.64M
EDU icon
179
New Oriental
EDU
$8.95B
$4.2M 0.14%
90,600
+58,100
+179% +$2.52M
INCY icon
180
Incyte
INCY
$24.7B
$4.2M 0.14%
+44,500
New +$3.75M
EWA icon
181
iShares MSCI Australia ETF
EWA
$1.28B
$4.16M 0.14%
+199,200
New +$4.07M
CA
182
DELISTED
CA, Inc.
CA
$4.15M 0.14%
125,400
+109,800
+704% +$3.7M
AEM icon
183
Agnico Eagle Mines
AEM
$99.7B
$4.12M 0.14%
+76,000
New +$4.19M
DFS
184
DELISTED
Discover Financial Services
DFS
$4.11M 0.14%
72,700
-79,500
-52% -$4.55M
RIO icon
185
Rio Tinto
RIO
$158B
$4.08M 0.13%
122,300
+108,000
+755% +$3.44M
PE
186
DELISTED
PARSLEY ENERGY INC
PE
$4.07M 0.13%
121,400
+59,900
+97% +$1.87M
CNP icon
187
CenterPoint Energy
CNP
$25B
$4M 0.13%
+172,400
New +$4.02M
SWKS icon
188
Skyworks Solutions
SWKS
$13.5B
$3.98M 0.13%
+52,300
New +$3.65M
CMI icon
189
Cummins
CMI
$74.1B
$3.95M 0.13%
+30,800
New +$3.74M
FDS icon
190
Factset
FDS
$9.85B
$3.94M 0.13%
+24,300
New +$4.19M
RAD
191
DELISTED
Rite Aid Corporation
RAD
$3.88M 0.13%
+25,210
New +$3.76M
CCEP icon
192
Coca-Cola Europacific Partners
CCEP
$45.4B
$3.86M 0.13%
96,700
+8,400
+10% +$320K
ALL icon
193
Allstate
ALL
$65B
$3.85M 0.13%
55,700
+400
+0.7% +$27.5K
NFX
194
DELISTED
Newfield Exploration
NFX
$3.81M 0.13%
+87,600
New +$3.85M
RSG icon
195
Republic Services
RSG
$68.3B
$3.8M 0.13%
75,400
+41,000
+119% +$2.1M
MTD icon
196
Mettler-Toledo International
MTD
$26.7B
$3.78M 0.12%
9,000
+4,900
+120% +$1.95M
KLAC icon
197
KLA
KLAC
$220B
$3.74M 0.12%
536,000
+466,000
+666% +$3.35M
BBD icon
198
Banco Bradesco
BBD
$37B
$3.71M 0.12%
+790,438
New +$3.58M
PX
199
DELISTED
Praxair Inc
PX
$3.71M 0.12%
30,700
+20,300
+195% +$2.4M
AEE icon
200
Ameren
AEE
$28.5B
$3.7M 0.12%
75,300
+66,500
+756% +$3.39M
6 7
8
9 10

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.