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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
MAC icon
201
Macerich
MAC
$6.35B
$3.7M 0.12%
45,800
+13,800
+43% +$1.17M
CCI icon
202
Crown Castle
CCI
$31.2B
$3.67M 0.12%
39,000
+28,200
+261% +$2.71M
BXP icon
203
Boston Properties
BXP
$10.2B
$3.67M 0.12%
26,900
– –
ICF icon
204
iShares Select U.S. REIT ETF
ICF
$1.96B
$3.63M 0.12%
69,200
+61,000
+744% +$3.3M
V icon
205
Visa
V
$701B
$3.62M 0.12%
43,800
+12,000
+38% +$961K
MNK
206
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$3.62M 0.12%
+51,900
New +$3.76M
EFA icon
207
iShares MSCI EAFE ETF
EFA
$77.9B
$3.55M 0.12%
+60,100
New +$3.48M
F icon
208
Ford
F
$53.8B
$3.55M 0.12%
+294,300
New +$3.71M
BHC icon
209
Bausch Health
BHC
$2.12B
$3.55M 0.12%
144,500
-659,200
-82% -$17.1M
MLM icon
210
Martin Marietta Materials
MLM
$36B
$3.55M 0.12%
19,800
-43,100
-69% -$8.23M
IMPV
211
DELISTED
Imperva, Inc.
IMPV
$3.52M 0.12%
+65,600
New +$3.04M
VMC icon
212
Vulcan Materials
VMC
$32.3B
$3.5M 0.12%
30,800
-18,500
-38% -$2.18M
QEP
213
DELISTED
QEP RESOURCES, INC.
QEP
$3.5M 0.12%
179,000
+62,200
+53% +$1.15M
FIVE icon
214
Five Below
FIVE
$13B
$3.48M 0.11%
86,400
+65,400
+311% +$3.03M
FLEX icon
215
Flex
FLEX
$39.9B
$3.47M 0.11%
+338,120
New +$3.28M
VNO icon
216
Vornado Realty Trust
VNO
$6.45B
$3.45M 0.11%
42,182
+30,925
+275% +$2.56M
AEP icon
217
American Electric Power
AEP
$65.7B
$3.45M 0.11%
53,700
-64,700
-55% -$4.35M
LHX icon
218
L3Harris
LHX
$46.5B
$3.44M 0.11%
37,600
-12,900
-26% -$1.15M
DOC icon
219
Healthpeak Properties
DOC
$13.9B
$3.43M 0.11%
99,149
-1,208
-1% -$42.3K
IBB icon
220
iShares Biotechnology ETF
IBB
$10.3B
$3.39M 0.11%
+35,100
New +$3.34M
ZBH icon
221
Zimmer Biomet
ZBH
$18.8B
$3.38M 0.11%
26,780
-113,506
-81% -$14M
RF icon
222
Regions Financial
RF
$25.3B
$3.37M 0.11%
341,900
-372,600
-52% -$3.49M
CNQ icon
223
Canadian Natural Resources
CNQ
$106B
$3.36M 0.11%
+214,410
New +$3.26M
LNT icon
224
Alliant Energy
LNT
$17.1B
$3.36M 0.11%
87,700
+39,900
+83% +$1.57M
AUY
225
DELISTED
Yamana Gold, Inc.
AUY
$3.35M 0.11%
+777,900
New +$4.01M
7 8
9
10 11

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.