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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
LL
426
DELISTED
LL Flooring Holdings, Inc.
LL
$1.13M 0.04%
57,700
+4,400
+8% +$72.2K
J icon
427
Jacobs Solutions
J
$16.8B
$1.13M 0.04%
26,476
+9,671
+58% +$419K
KATE
428
DELISTED
Kate Spade & Company
KATE
$1.12M 0.04%
65,400
+10,200
+18% +$198K
IRBT
429
DELISTED
iRobot
IRBT
$1.12M 0.04%
25,400
+3,600
+17% +$141K
IAG icon
430
IAMGOLD
IAG
$11.1B
$1.11M 0.04%
+275,200
New +$1.25M
RVTY icon
431
Revvity
RVTY
$16.3B
$1.1M 0.04%
19,700
-8,000
-29% -$437K
PBR icon
432
Petrobras
PBR
$135B
$1.09M 0.04%
116,700
-131,900
-53% -$1.16M
FBIN icon
433
Fortune Brands Innovations
FBIN
$4.72B
$1.09M 0.04%
21,879
-124,020
-85% -$6.49M
TCO
434
DELISTED
Taubman Centers Inc.
TCO
$1.09M 0.04%
+14,600
New +$1.13M
CMC icon
435
Commercial Metals
CMC
$7.28B
$1.06M 0.04%
65,800
+35,200
+115% +$572K
IBN icon
436
ICICI Bank
IBN
$101B
$1.05M 0.03%
154,330
+138,490
+874% +$965K
DLB icon
437
Dolby
DLB
$5.5B
$1.05M 0.03%
+19,300
New +$966K
DFT
438
DELISTED
DuPont Fabros Technology Inc.
DFT
$1.04M 0.03%
+25,300
New +$1.14M
SPWR
439
DELISTED
SunPower Corporation Common Stock
SPWR
$1.04M 0.03%
+177,437
New +$1.38M
RDS.B
440
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$1.02M 0.03%
+19,400
New +$1.04M
ARRS
441
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$1.02M 0.03%
+36,000
New +$962K
UNM icon
442
Unum
UNM
$15B
$1.01M 0.03%
28,600
-61,400
-68% -$2.08M
WAGE
443
DELISTED
WageWorks, Inc.
WAGE
$1M 0.03%
16,500
+1,600
+11% +$98.1K
GNC
444
DELISTED
GNC Holdings, Inc.
GNC
$969K 0.03%
47,500
+23,600
+99% +$517K
VIAV icon
445
Viavi Solutions
VIAV
$8.51B
$962K 0.03%
+130,300
New +$955K
DAR icon
446
Darling Ingredients
DAR
$10.3B
$960K 0.03%
71,100
+52,000
+272% +$750K
GWRE icon
447
Guidewire Software
GWRE
$12B
$953K 0.03%
15,900
-3,900
-20% -$240K
PWR icon
448
Quanta Services
PWR
$93.1B
$943K 0.03%
+33,700
New +$859K
CDP icon
449
COPT Defense Properties
CDP
$3.89B
$938K 0.03%
+33,100
New +$957K
DD icon
450
DuPont de Nemours
DD
$17.2B
$932K 0.03%
+7,108
New +$948K
16 17
18
19 20

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.