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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
VMI icon
451
Valmont Industries
VMI
$9.18B
$928K 0.03%
+6,900
New +$910K
SANM icon
452
Sanmina
SANM
$10.5B
$925K 0.03%
32,500
-3,900
-11% -$106K
ASB icon
453
Associated Banc-Corp
ASB
$5.62B
$924K 0.03%
+47,200
New +$892K
OA
454
DELISTED
Orbital ATK, Inc.
OA
$922K 0.03%
+12,100
New +$964K
WBS
455
DELISTED
Webster Financial
WBS
$900K 0.03%
+23,700
New +$872K
WEN icon
456
Wendy's
WEN
$1.34B
$892K 0.03%
82,600
+5,900
+8% +$59.5K
LKQ icon
457
LKQ Corp
LKQ
$5.82B
$886K 0.03%
25,000
-39,800
-61% -$1.38M
BIG
458
DELISTED
Big Lots, Inc.
BIG
$883K 0.03%
18,500
-61,100
-77% -$3.13M
CMPR icon
459
Cimpress
CMPR
$1.98B
$880K 0.03%
8,700
+1,800
+26% +$176K
OHI icon
460
Omega Healthcare
OHI
$14.2B
$879K 0.03%
24,800
-25,700
-51% -$913K
MAT icon
461
Mattel
MAT
$3.76B
$878K 0.03%
29,000
-13,700
-32% -$448K
DNOW icon
462
DNOW Inc
DNOW
$2.82B
$863K 0.03%
40,300
+26,400
+190% +$528K
SKX
463
DELISTED
Skechers
SKX
$847K 0.03%
+37,000
New +$942K
FHI icon
464
Federated Hermes
FHI
$4.23B
$844K 0.03%
28,500
+5,100
+22% +$160K
URE icon
465
ProShares Ultra Real Estate
URE
$51.8M
$840K 0.03%
13,600
+7,800
+134% +$504K
CPRI icon
466
Capri Holdings
CPRI
$1.67B
$837K 0.03%
+17,900
New +$892K
MTW icon
467
Manitowoc
MTW
$753M
$832K 0.03%
43,425
+3,600
+9% +$72.7K
MUR icon
468
Murphy Oil
MUR
$5.48B
$832K 0.03%
+27,400
New +$781K
OLED icon
469
Universal Display
OLED
$3.51B
$827K 0.03%
14,900
-4,600
-24% -$292K
FLS icon
470
Flowserve
FLS
$9.19B
$815K 0.03%
16,900
-20,700
-55% -$983K
BCS icon
471
Barclays
BCS
$84.9B
$807K 0.03%
+98,507
New +$778K
GL icon
472
Globe Life
GL
$13.3B
$805K 0.03%
12,600
-4,600
-27% -$289K
MCO icon
473
Moody's
MCO
$80.6B
$801K 0.03%
+7,400
New +$778K
TCOM icon
474
Trip.com Group
TCOM
$25.5B
$801K 0.03%
+17,200
New +$766K
LSCC icon
475
Lattice Semiconductor
LSCC
$15.1B
$796K 0.03%
+122,800
New +$746K
17 18
19
20 21

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HIC
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AGAM
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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.