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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
XRX icon
551
Xerox
XRX
$457M
$441K 0.01%
16,546
-65,312
-80% -$1.69M
NSM
552
DELISTED
Nationstar Mortgage Holdings
NSM
$441K 0.01%
+29,800
New +$424K
PAY
553
DELISTED
Verifone Systems Inc
PAY
$435K 0.01%
+27,700
New +$503K
ASPS icon
554
Altisource Portfolio Solutions
ASPS
$64.3M
$430K 0.01%
1,663
+225
+16% +$53K
HP icon
555
Helmerich & Payne
HP
$4.16B
$430K 0.01%
+6,400
New +$402K
XEC
556
DELISTED
CIMAREX ENERGY CO
XEC
$429K 0.01%
3,200
-7,900
-71% -$991K
HSNI
557
DELISTED
HSN, Inc.
HSNI
$429K 0.01%
+10,800
New +$490K
ATI icon
558
ATI
ATI
$25.8B
$426K 0.01%
23,600
-115,000
-83% -$1.91M
PRLB icon
559
Protolabs
PRLB
$1.99B
$425K 0.01%
7,100
-15,100
-68% -$869K
INO icon
560
Inovio Pharmaceuticals
INO
$119M
$423K 0.01%
3,783
-2,192
-37% -$242K
NTRI
561
DELISTED
NutriSystem, Inc.
NTRI
$418K 0.01%
14,100
-4,200
-23% -$118K
LUMO
562
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$413K 0.01%
3,056
-3,833
-56% -$381K
SONY icon
563
Sony
SONY
$139B
$405K 0.01%
+61,000
New +$391K
LYV icon
564
Live Nation Entertainment
LYV
$39.9B
$390K 0.01%
+14,200
New +$370K
UPBD icon
565
Upbound Group
UPBD
$1.04B
$389K 0.01%
30,800
-15,200
-33% -$190K
GOOG icon
566
Alphabet (Google) Class C
GOOG
$4.15T
$388K 0.01%
+10,000
New +$380K
WIN
567
DELISTED
Windstream Holdings Inc
WIN
$386K 0.01%
7,700
+5,360
+229% +$245K
TTM
568
DELISTED
Tata Motors Limited
TTM
$379K 0.01%
+9,500
New +$369K
HIBB
569
DELISTED
Hibbett, Inc. Common Stock
HIBB
$379K 0.01%
9,500
+800
+9% +$30.1K
BSFT
570
DELISTED
BroadSoft, Inc.
BSFT
$377K 0.01%
8,100
-1,400
-15% -$62.5K
WBC
571
DELISTED
WABCO HOLDINGS INC.
WBC
$374K 0.01%
+3,300
New +$336K
NVRI icon
572
Enviri
NVRI
$578M
$372K 0.01%
37,500
+14,800
+65% +$141K
REX icon
573
REX American Resources
REX
$1.4B
$372K 0.01%
+26,400
New +$321K
ST icon
574
Sensata Technologies
ST
$6.1B
$372K 0.01%
9,600
-31,500
-77% -$1.19M
SAN icon
575
Banco Santander
SAN
$209B
$362K 0.01%
+85,878
New +$351K
21 22
23
24 25

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.