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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
RGLD icon
401
Royal Gold
RGLD
$20.8B
$1.32M 0.04%
+17,000
New +$1.37M
TXT icon
402
Textron
TXT
$13.9B
$1.31M 0.04%
+33,100
New +$1.3M
AR icon
403
Antero Resources
AR
$11B
$1.3M 0.04%
48,200
-35,300
-42% -$940K
YHOO
404
DELISTED
Yahoo Inc
YHOO
$1.3M 0.04%
30,100
-35,500
-54% -$1.46M
TEN
405
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$1.29M 0.04%
+22,200
New +$1.21M
ASML icon
406
ASML
ASML
$615B
$1.28M 0.04%
+11,700
New +$1.24M
MDU icon
407
MDU Resources
MDU
$3.92B
$1.28M 0.04%
+132,020
New +$1.21M
KBH icon
408
KB Home
KBH
$2.98B
$1.27M 0.04%
+78,600
New +$1.24M
OPLN
409
Openlane
OPLN
$4.28B
$1.26M 0.04%
77,411
-65,785
-46% -$1.05M
CX icon
410
Cemex
CX
$14.7B
$1.26M 0.04%
165,152
-355,264
-68% -$2.62M
HAR
411
DELISTED
Harman International Industries
HAR
$1.26M 0.04%
+14,900
New +$1.22M
CRAY
412
DELISTED
Cray, Inc.
CRAY
$1.26M 0.04%
53,400
+42,600
+394% +$1.09M
JBL icon
413
Jabil
JBL
$31.1B
$1.25M 0.04%
+57,100
New +$1.19M
ALSN icon
414
Allison Transmission
ALSN
$9.8B
$1.24M 0.04%
+43,200
New +$1.22M
NVS icon
415
Novartis
NVS
$264B
$1.23M 0.04%
+17,410
New +$1.27M
TTWO icon
416
Take-Two Interactive
TTWO
$39.6B
$1.23M 0.04%
27,300
+9,100
+50% +$384K
MTG icon
417
MGIC Investment
MTG
$6.05B
$1.2M 0.04%
+149,600
New +$1.11M
NKTR icon
418
Nektar Therapeutics
NKTR
$2.3B
$1.19M 0.04%
4,607
+714
+18% +$184K
WUBA
419
DELISTED
58.com Inc
WUBA
$1.18M 0.04%
+24,800
New +$1.21M
ABMD
420
DELISTED
Abiomed Inc
ABMD
$1.17M 0.04%
9,100
-10,800
-54% -$1.29M
NVAX icon
421
Novavax
NVAX
$1.54B
$1.16M 0.04%
27,885
+13,970
+100% +$1.8M
XRT icon
422
State Street SPDR S&P Retail ETF
XRT
$393M
$1.15M 0.04%
26,500
-26,100
-50% -$1.16M
HII icon
423
Huntington Ingalls Industries
HII
$11B
$1.15M 0.04%
7,500
+5,000
+200% +$830K
COO icon
424
Cooper Companies
COO
$10.4B
$1.15M 0.04%
+25,600
New +$1.17M
KIM icon
425
Kimco Realty
KIM
$15.2B
$1.13M 0.04%
39,200
-57,100
-59% -$1.74M
15 16
17
18 19

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.