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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
PTCT icon
501
PTC Therapeutics
PTCT
$5.64B
$664K 0.02%
+47,400
New +$385K
KDP icon
502
Keurig Dr Pepper
KDP
$43.3B
$657K 0.02%
+7,200
New +$682K
LPX icon
503
Louisiana-Pacific
LPX
$4.57B
$647K 0.02%
+34,400
New +$666K
LII icon
504
Lennox International
LII
$12.5B
$643K 0.02%
4,100
-22,100
-84% -$3.44M
POWI icon
505
Power Integrations
POWI
$2.66B
$636K 0.02%
20,200
+3,800
+23% +$108K
ARW icon
506
Arrow Electronics
ARW
$10.8B
$633K 0.02%
9,900
-6,700
-40% -$433K
ENOV icon
507
Enovis
ENOV
$1.08B
$609K 0.02%
11,271
+5,170
+85% +$261K
BEN icon
508
Franklin Templeton
BEN
$16.6B
$608K 0.02%
+17,100
New +$605K
SNI
509
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$596K 0.02%
+9,400
New +$601K
NTAP icon
510
NetApp
NTAP
$37.6B
$594K 0.02%
+16,600
New +$506K
HIW icon
511
Highwoods Properties
HIW
$3.39B
$588K 0.02%
11,300
-19,800
-64% -$1.05M
BDN
512
Brandywine Realty Trust
BDN
$503M
$587K 0.02%
+37,600
New +$613K
ALNY icon
513
Alnylam Pharmaceuticals
ALNY
$32B
$582K 0.02%
+8,600
New +$607K
TWX
514
DELISTED
Time Warner Inc
TWX
$581K 0.02%
7,300
-46,700
-86% -$3.65M
EXPD icon
515
Expeditors International
EXPD
$24.6B
$566K 0.02%
11,000
-5,000
-31% -$253K
WOR icon
516
Worthington Enterprises
WOR
$2.88B
$566K 0.02%
19,140
+487
+3% +$13K
BN icon
517
Brookfield
BN
$82.7B
$552K 0.02%
+44,003
New +$539K
TUP
518
DELISTED
Tupperware Brands Corporation
TUP
$549K 0.02%
8,400
+4,400
+110% +$277K
CRS icon
519
Carpenter Technology
CRS
$20.4B
$548K 0.02%
+13,300
New +$501K
MAS icon
520
Masco
MAS
$13.5B
$548K 0.02%
16,000
-106,500
-87% -$3.68M
BWLD
521
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$548K 0.02%
+3,900
New +$607K
VSH icon
522
Vishay Intertechnology
VSH
$4.8B
$546K 0.02%
+38,800
New +$522K
EGHT icon
523
8x8 Inc
EGHT
$260M
$541K 0.02%
35,100
+6,600
+23% +$93.9K
CBD
524
DELISTED
Companhia Brasileira de Distribuicao
CBD
$539K 0.02%
+32,900
New +$525K
TRUE
525
DELISTED
TrueCar
TRUE
$516K 0.02%
54,700
+37,600
+220% +$352K
19 20
21
22 23

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.