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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
AGO icon
476
Assured Guaranty
AGO
$3.14B
$793K 0.03%
+28,600
New +$771K
RHI icon
477
Robert Half
RHI
$3.8B
$791K 0.03%
20,900
+15,600
+294% +$594K
NSR
478
DELISTED
Neustar Inc
NSR
$779K 0.03%
+29,300
New +$732K
CS
479
DELISTED
Credit Suisse Group
CS
$775K 0.03%
59,000
+28,400
+93% +$344K
WY icon
480
Weyerhaeuser
WY
$15.7B
$772K 0.03%
24,200
-207,200
-90% -$6.55M
EME icon
481
Emcor
EME
$32.6B
$769K 0.03%
12,900
+2,500
+24% +$138K
CW icon
482
Curtiss-Wright
CW
$21.1B
$765K 0.03%
8,400
+3,600
+75% +$317K
VRSK icon
483
Verisk Analytics
VRSK
$23.7B
$755K 0.02%
9,300
-18,000
-66% -$1.49M
MSCC
484
DELISTED
Microsemi Corp
MSCC
$751K 0.02%
+17,900
New +$685K
CSIQ icon
485
Canadian Solar
CSIQ
$770M
$750K 0.02%
+54,600
New +$751K
TOL icon
486
Toll Brothers
TOL
$12.2B
$746K 0.02%
+25,000
New +$722K
TLRD
487
DELISTED
Tailored Brands, Inc.
TLRD
$742K 0.02%
47,300
-3,100
-6% -$45.1K
BKNG icon
488
Booking.com
BKNG
$129B
$735K 0.02%
+12,500
New +$697K
IT icon
489
Gartner
IT
$12.1B
$734K 0.02%
8,300
-46,000
-85% -$4.31M
LM
490
DELISTED
Legg Mason, Inc.
LM
$733K 0.02%
+21,900
New +$729K
AMKR icon
491
Amkor Technology
AMKR
$11.5B
$728K 0.02%
+74,900
New +$600K
TIVO
492
DELISTED
Tivo Inc
TIVO
$724K 0.02%
37,200
-14,700
-28% -$290K
HRB icon
493
H&R Block
HRB
$5.56B
$722K 0.02%
+31,200
New +$730K
TREE icon
494
LendingTree
TREE
$373M
$717K 0.02%
+7,400
New +$737K
ING icon
495
ING
ING
$104B
$702K 0.02%
+56,900
New +$661K
PODD icon
496
Insulet
PODD
$9.75B
$687K 0.02%
+16,800
New +$664K
CXO
497
DELISTED
CONCHO RESOURCES INC.
CXO
$686K 0.02%
+5,000
New +$634K
RES icon
498
RPC Inc
RES
$1.33B
$685K 0.02%
40,800
+27,300
+202% +$415K
FRT icon
499
Federal Realty Investment Trust
FRT
$9.77B
$677K 0.02%
4,400
-5,500
-56% -$889K
ASRT
500
DELISTED
Assertio
ASRT
$666K 0.02%
445
-643
-59% -$807K
18 19
20
21 22

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.