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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
XONE
601
DELISTED
The ExOne Company
XONE
$280K 0.01%
+18,400
New +$231K
FINL
602
DELISTED
Finish Line
FINL
$276K 0.01%
12,000
-3,300
-22% -$74.7K
ANIK icon
603
Anika Therapeutics
ANIK
$279M
$272K 0.01%
5,700
-1,000
-15% -$49.4K
MBT
604
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$271K 0.01%
35,600
-111,600
-76% -$944K
FNGN
605
DELISTED
Financial Engines, Inc.
FNGN
$270K 0.01%
+9,100
New +$265K
DBI icon
606
Designer Brands
DBI
$309M
$268K 0.01%
+13,100
New +$307K
AMAG
607
DELISTED
AMAG Pharmaceuticals
AMAG
$262K 0.01%
+10,700
New +$267K
GPI icon
608
Group 1 Automotive
GPI
$3.13B
$255K 0.01%
+4,000
New +$236K
VAR
609
DELISTED
Varian Medical Systems, Inc.
VAR
$248K 0.01%
+2,851
New +$232K
CTXS
610
DELISTED
Citrix Systems Inc
CTXS
$247K 0.01%
3,642
-54,753
-94% -$3.73M
BNFT
611
DELISTED
Benefitfocus, Inc.
BNFT
$243K 0.01%
6,100
-500
-8% -$20.5K
MTOR
612
DELISTED
MERITOR, Inc.
MTOR
$240K 0.01%
+21,600
New +$210K
AVTA
613
DELISTED
Avantax, Inc. Common Stock
AVTA
$232K 0.01%
+20,800
New +$231K
WRI
614
DELISTED
Weingarten Realty Investors
WRI
$229K 0.01%
5,900
-21,300
-78% -$878K
MFIC icon
615
MidCap Financial Investment
MFIC
$745M
$223K 0.01%
12,833
-3,567
-22% -$62.5K
TSEM icon
616
Tower Semiconductor
TSEM
$22.9B
$220K 0.01%
+14,500
New +$209K
LYG icon
617
Lloyds Banking Group
LYG
$84.9B
$217K 0.01%
+75,900
New +$226K
WRLD icon
618
World Acceptance Corp
WRLD
$865M
$215K 0.01%
+4,400
New +$211K
FOE
619
DELISTED
Ferro Corporation
FOE
$211K 0.01%
+15,300
New +$202K
TRP icon
620
TC Energy
TRP
$63.8B
$204K 0.01%
+4,300
New +$201K
ESS icon
621
Essex Property Trust
ESS
$17.4B
$200K 0.01%
900
-1,800
-67% -$409K
KMT icon
622
Kennametal
KMT
$2.27B
$200K 0.01%
+6,900
New +$182K
SRCI
623
DELISTED
SRC Energy Inc
SRCI
$191K 0.01%
+27,700
New +$183K
EQNR icon
624
Equinor
EQNR
$105B
$186K 0.01%
+11,100
New +$180K
IRWD icon
625
Ironwood Pharmaceuticals
IRWD
$689M
$185K 0.01%
13,970
-72,595
-84% -$849K
23 24
25
26 27

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.