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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
HRC
576
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$359K 0.01%
5,800
-6,100
-51% -$344K
TVTX icon
577
Travere Therapeutics
TVTX
$5.98B
$353K 0.01%
+15,800
New +$301K
RJF icon
578
Raymond James Financial
RJF
$31.7B
$349K 0.01%
+9,000
New +$332K
NUVA
579
DELISTED
NuVasive, Inc.
NUVA
$346K 0.01%
5,200
-6,000
-54% -$382K
ACAS
580
DELISTED
American Capital Ltd
ACAS
$346K 0.01%
20,500
-140,100
-87% -$2.32M
HOG icon
581
Harley-Davidson
HOG
$2.79B
$341K 0.01%
+6,500
New +$336K
SNBR
582
DELISTED
Sleep Number
SNBR
$341K 0.01%
+15,800
New +$389K
HALO icon
583
Halozyme
HALO
$12.3B
$332K 0.01%
27,500
-31,200
-53% -$319K
AFSI
584
DELISTED
AmTrust Financial Services, Inc.
AFSI
$332K 0.01%
+12,400
New +$318K
CHD icon
585
Church & Dwight Co
CHD
$22.7B
$330K 0.01%
6,900
-61,700
-90% -$3.04M
RDUS
586
DELISTED
Radius Recycling
RDUS
$328K 0.01%
+15,700
New +$299K
SNPS icon
587
Synopsys
SNPS
$72.5B
$326K 0.01%
5,500
-11,100
-67% -$630K
CVG
588
DELISTED
Convergys
CVG
$322K 0.01%
+10,600
New +$300K
BRKR icon
589
Bruker
BRKR
$9.24B
$314K 0.01%
13,900
-50,000
-78% -$1.15M
TCF
590
DELISTED
TCF Financial Corporation
TCF
$313K 0.01%
+21,600
New +$299K
CRI icon
591
Carter's
CRI
$1.07B
$312K 0.01%
+3,600
New +$361K
PACB icon
592
Pacific Biosciences
PACB
$417M
$310K 0.01%
+34,600
New +$289K
CVLT icon
593
Commault Systems
CVLT
$6.02B
$308K 0.01%
5,800
-1,300
-18% -$65.3K
CIE
594
DELISTED
Cobalt International Energy, Inc
CIE
$303K 0.01%
16,313
-6,007
-27% -$112K
EFX icon
595
Equifax
EFX
$19.2B
$296K 0.01%
2,200
-44,300
-95% -$5.87M
ARE icon
596
Alexandria Real Estate Equities
ARE
$9.21B
$293K 0.01%
+2,700
New +$294K
SWC
597
DELISTED
Stillwater Mining Co
SWC
$291K 0.01%
+21,800
New +$293K
MRC
598
DELISTED
MRC Global
MRC
$287K 0.01%
+17,500
New +$251K
WMGI
599
DELISTED
Wright Medical Group Inc
WMGI
$284K 0.01%
11,600
-44,200
-79% -$1.02M
LPT
600
DELISTED
Liberty Property Trust
LPT
$282K 0.01%
+7,000
New +$283K
22 23
24
25 26

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.