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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
ABT icon
651
Abbott
ABT
$177B
– –
-139,300
Closed -$5.47M
ACAD icon
652
Acadia Pharmaceuticals
ACAD
$4.75B
– –
-91,200
Closed -$2.96M
ACTG icon
653
Acacia Research
ACTG
$443M
– –
-13,100
Closed -$57K
AEIS icon
654
Advanced Energy
AEIS
$10.1B
– –
-13,800
Closed -$523K
AES icon
655
AES
AES
$10.6B
– –
-115,100
Closed -$1.44M
AFL icon
656
Aflac
AFL
$58.6B
– –
-235,800
Closed -$8.51M
ALK icon
657
Alaska Air
ALK
$4.43B
– –
-9,700
Closed -$565K
ALTO icon
658
Alto Ingredients
ALTO
$312M
– –
-19,800
Closed -$107K
AMBA icon
659
Ambarella
AMBA
$2.77B
– –
-43,600
Closed -$2.21M
ANDE icon
660
Andersons Inc
ANDE
$2.43B
– –
-10,300
Closed -$366K
ANET icon
661
Arista Networks
ANET
$249B
– –
-342,400
Closed -$1.38M
ARCB icon
662
ArcBest
ARCB
$2.91B
– –
-12,100
Closed -$196K
ARCC icon
663
Ares Capital
ARCC
$13.9B
– –
-100,200
Closed -$1.42M
ARMK icon
664
Aramark
ARMK
$15.2B
– –
-47,090
Closed -$1.14M
AROC icon
665
Archrock
AROC
$5.44B
– –
-17,500
Closed -$164K
ARR
666
Armour Residential REIT
ARR
$2.1B
– –
-5,180
Closed -$518K
AVY icon
667
Avery Dennison
AVY
$13.1B
– –
-5,400
Closed -$403K
BABA icon
668
Alibaba
BABA
$267B
– –
-17,000
Closed -$1.35M
BBWI icon
669
Bath & Body Works
BBWI
$3.37B
– –
-189,014
Closed -$10.3M
BKD icon
670
Brookdale Senior Living
BKD
$2.79B
– –
-53,300
Closed -$822K
BLMN icon
671
Bloomin' Brands
BLMN
$688M
– –
-22,400
Closed -$400K
BP icon
672
BP
BP
$117B
– –
-86,641
Closed -$2.59M
BR icon
673
Broadridge
BR
$19.1B
– –
-28,200
Closed -$1.84M
BURL icon
674
Burlington
BURL
$14.5B
– –
-75,000
Closed -$5M
BZH icon
675
Beazer Homes USA
BZH
$890M
– –
-17,000
Closed -$131K
25 26
27
28 29

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.