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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
CSC
376
DELISTED
Computer Sciences
CSC
$1.47M 0.05%
28,200
-52,600
-65% -$2.54M
PPL
377
PPL Corp
PPL
$25.1B
$1.47M 0.05%
42,400
+7,100
+20% +$255K
RRD
378
DELISTED
RR Donnelley & Sons Co.
RRD
$1.46M 0.05%
+30,900
New +$1.59M
APTV icon
379
Aptiv
APTV
$9B
$1.45M 0.05%
+20,300
New +$1.37M
UDR icon
380
UDR
UDR
$11.1B
$1.45M 0.05%
+40,200
New +$1.47M
GPK icon
381
Graphic Packaging
GPK
$2.86B
$1.45M 0.05%
+103,300
New +$1.42M
SIG icon
382
Signet Jewelers
SIG
$3.94B
$1.43M 0.05%
19,200
+5,200
+37% +$440K
ADEA icon
383
Adeia
ADEA
$2.75B
$1.43M 0.05%
+140,238
New +$1.23M
MTN icon
384
Vail Resorts
MTN
$4.99B
$1.41M 0.05%
9,000
-32,600
-78% -$4.97M
ANDV
385
DELISTED
Andeavor
ANDV
$1.41M 0.05%
+17,700
New +$1.36M
ANSS
386
DELISTED
Ansys
ANSS
$1.41M 0.05%
15,200
+3,300
+28% +$308K
ALGN icon
387
Align Technology
ALGN
$10.7B
$1.4M 0.05%
14,900
-7,200
-33% -$651K
SPLK
388
DELISTED
Splunk Inc
SPLK
$1.4M 0.05%
23,800
-9,600
-29% -$575K
ROK icon
389
Rockwell Automation
ROK
$46.1B
$1.39M 0.05%
+11,400
New +$1.33M
ICLR icon
390
Icon
ICLR
$13.4B
$1.38M 0.05%
+17,900
New +$1.35M
PNR icon
391
Pentair
PNR
$9.01B
$1.37M 0.05%
+31,865
New +$1.34M
ULTI
392
DELISTED
Ultimate Software Group Inc
ULTI
$1.37M 0.05%
6,700
+200
+3% +$42.3K
AXON
393
Axon Enterprise
AXON
$38.1B
$1.37M 0.05%
+47,800
New +$1.33M
FOSL icon
394
Fossil Group
FOSL
$315M
$1.37M 0.05%
+49,200
New +$1.45M
STE icon
395
Steris
STE
$20.5B
$1.36M 0.04%
+18,600
New +$1.31M
CPT icon
396
Camden Property Trust
CPT
$11.7B
$1.35M 0.04%
16,100
-17,100
-52% -$1.5M
GNTX icon
397
Gentex
GNTX
$4.7B
$1.35M 0.04%
76,800
+38,000
+98% +$657K
PRXL
398
DELISTED
Parexel International Corp
PRXL
$1.34M 0.04%
+19,300
New +$1.3M
AVT icon
399
Avnet
AVT
$7.61B
$1.33M 0.04%
+32,300
New +$1.32M
AYI icon
400
Acuity Brands
AYI
$8.89B
$1.32M 0.04%
5,000
-7,900
-61% -$2.1M
14 15
16
17 18

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.