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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
HL icon
276
Hecla Mining
HL
$12.3B
$2.45M 0.08%
+429,500
New +$2.63M
LEG
277
DELISTED
Leggett & Platt
LEG
$2.44M 0.08%
53,600
+45,500
+562% +$2.34M
YUM icon
278
Yum! Brands
YUM
$38B
$2.42M 0.08%
+37,001
New +$2.36M
MHK icon
279
Mohawk Industries
MHK
$8.69B
$2.4M 0.08%
12,000
+6,800
+131% +$1.4M
RS icon
280
Reliance Steel & Aluminium
RS
$20.2B
$2.4M 0.08%
33,300
+25,700
+338% +$1.93M
FMC icon
281
FMC
FMC
$1.39B
$2.4M 0.08%
57,189
+35,397
+162% +$1.46M
SBH icon
282
Sally Beauty Holdings
SBH
$1.5B
$2.39M 0.08%
93,200
+64,000
+219% +$1.79M
ETFC
283
DELISTED
E*Trade Financial Corporation
ETFC
$2.37M 0.08%
+81,500
New +$2.11M
ZTS icon
284
Zoetis
ZTS
$30.4B
$2.34M 0.08%
45,000
-21,600
-32% -$1.09M
UNFI icon
285
United Natural Foods
UNFI
$2.71B
$2.34M 0.08%
58,400
+48,300
+478% +$2.22M
SPLS
286
DELISTED
Staples Inc
SPLS
$2.33M 0.08%
272,800
+15,600
+6% +$137K
WDC icon
287
Western Digital
WDC
$154B
$2.3M 0.08%
51,994
-139,841
-73% -$5.27M
FNSR
288
DELISTED
Finisar Corp
FNSR
$2.29M 0.08%
+76,900
New +$1.68M
SNV
289
DELISTED
Synovus
SNV
$2.28M 0.08%
70,000
+52,800
+307% +$1.66M
HDS
290
DELISTED
HD Supply Holdings, Inc.
HDS
$2.25M 0.07%
+70,300
New +$2.43M
APA icon
291
APA Corp
APA
$15.7B
$2.22M 0.07%
34,700
-12,800
-27% -$700K
FFIV icon
292
F5
FFIV
$23.9B
$2.21M 0.07%
17,700
-5,600
-24% -$680K
CRUS icon
293
Cirrus Logic
CRUS
$5.96B
$2.21M 0.07%
41,500
+8,400
+25% +$404K
PRGO icon
294
Perrigo
PRGO
$1.88B
$2.2M 0.07%
23,800
-122,200
-84% -$11.3M
TECD
295
DELISTED
Tech Data Corp
TECD
$2.19M 0.07%
+25,900
New +$2M
RTN
296
DELISTED
Raytheon Company
RTN
$2.19M 0.07%
16,100
-41,700
-72% -$5.8M
AGIO icon
297
Agios Pharmaceuticals
AGIO
$1.99B
$2.18M 0.07%
+41,300
New +$1.8M
TSN icon
298
Tyson Foods
TSN
$18.6B
$2.17M 0.07%
29,000
-52,000
-64% -$3.81M
SAFM
299
DELISTED
Sanderson Farms Inc
SAFM
$2.16M 0.07%
+22,400
New +$2.05M
BIIB icon
300
Biogen
BIIB
$32.1B
$2.13M 0.07%
+6,800
New +$2.01M
10 11
12
13 14

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.