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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
SWFT
526
DELISTED
Swift Transportation Company
SWFT
$515K 0.02%
+24,000
New +$456K
CACI icon
527
CACI
CACI
$13.9B
$514K 0.02%
5,100
-7,200
-59% -$695K
OC icon
528
Owens Corning
OC
$10B
$507K 0.02%
9,500
-74,700
-89% -$4.01M
SHO icon
529
Sunstone Hotel Investors
SHO
$2.05B
$507K 0.02%
+39,700
New +$520K
DECK icon
530
Deckers Outdoor
DECK
$10.6B
$506K 0.02%
+51,000
New +$534K
DLX icon
531
Deluxe
DLX
$1.08B
$501K 0.02%
+7,500
New +$510K
CINF icon
532
Cincinnati Financial
CINF
$26.2B
$497K 0.02%
6,600
+3,100
+89% +$235K
CZR
533
DELISTED
Caesars Entertainment Corporation
CZR
$494K 0.02%
66,400
+17,700
+36% +$127K
CBT icon
534
Cabot Corp
CBT
$4.05B
$492K 0.02%
+9,400
New +$465K
ENS icon
535
EnerSys
ENS
$6.2B
$484K 0.02%
+7,000
New +$466K
GG
536
DELISTED
Goldcorp Inc
GG
$484K 0.02%
+29,300
New +$517K
GOLD
537
DELISTED
Randgold Resources Ltd
GOLD
$480K 0.02%
4,800
-17,500
-78% -$1.9M
BMS
538
DELISTED
Bemis
BMS
$479K 0.02%
9,400
-15,100
-62% -$778K
PEG icon
539
Public Service Enterprise Group
PEG
$35.1B
$477K 0.02%
11,400
-183,000
-94% -$8.06M
MWA icon
540
Mueller Water Products
MWA
$3.55B
$476K 0.02%
38,000
+700
+2% +$8.38K
BG icon
541
Bunge Global
BG
$22.5B
$473K 0.02%
+8,000
New +$497K
ILMN icon
542
Illumina
ILMN
$34.6B
$472K 0.02%
2,673
-11,925
-82% -$1.91M
TIMB icon
543
TIM SA
TIMB
$9.05B
$472K 0.02%
38,600
+11,300
+41% +$139K
NDAQ icon
544
Nasdaq
NDAQ
$49.6B
$466K 0.02%
+20,700
New +$478K
GVA icon
545
Granite Construction
GVA
$5.14B
$457K 0.02%
9,200
+1,700
+23% +$82.6K
PLCE icon
546
Children's Place
PLCE
$44.9M
$455K 0.02%
+5,700
New +$470K
PGEN icon
547
Precigen
PGEN
$2.66B
$451K 0.01%
+16,245
New +$430K
CYH icon
548
Community Health Systems
CYH
$420M
$450K 0.01%
39,000
-125,600
-76% -$1.45M
ITRI icon
549
Itron
ITRI
$4.03B
$446K 0.01%
8,000
+2,900
+57% +$139K
AOS icon
550
A.O. Smith
AOS
$7.73B
$444K 0.01%
9,000
-28,200
-76% -$1.32M
20 21
22
23 24

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.