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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
CAG icon
676
Conagra Brands
CAG
$7.29B
– –
-104,471
Closed -$3.89M
CAKE icon
677
Cheesecake Factory
CAKE
$4.83B
– –
-4,200
Closed -$202K
CBOE icon
678
Cboe Global Markets
CBOE
$28.2B
– –
-11,300
Closed -$752K
CBRL icon
679
Cracker Barrel
CBRL
$966M
– –
-10,600
Closed -$1.82M
CCK icon
680
Crown Holdings
CCK
$12.2B
– –
-16,500
Closed -$836K
CDNS icon
681
Cadence Design Systems
CDNS
$77.1B
– –
-98,300
Closed -$2.39M
CHE icon
682
Chemed
CHE
$6.66B
– –
-1,600
Closed -$218K
CHRW icon
683
C.H. Robinson
CHRW
$17.9B
– –
-41,600
Closed -$3.09M
CHTR icon
684
Charter Communications
CHTR
$16.1B
– –
-50,700
Closed -$11.6M
CIB icon
685
Grupo Cibest SA
CIB
$23.2B
– –
-13,100
Closed -$457K
CIEN icon
686
Ciena
CIEN
$48.3B
– –
-158,300
Closed -$2.97M
CIVI
687
DELISTED
Civitas Resources
CIVI
– –
-309
Closed -$69K
CLB icon
688
Core Laboratories
CLB
$525M
– –
-5,200
Closed -$644K
CLDX icon
689
Celldex Therapeutics
CLDX
$3.04B
– –
-3,620
Closed -$238K
CLX icon
690
Clorox
CLX
$10.3B
– –
-36,100
Closed -$5M
CMA
691
DELISTED
Comerica
CMA
– –
-74,800
Closed -$3.08M
CNO icon
692
CNO Financial Group
CNO
$5.14B
– –
-38,100
Closed -$665K
CNX icon
693
CNX Resources
CNX
$4.99B
– –
-37,560
Closed -$503K
CPRT icon
694
Copart
CPRT
$28.5B
– –
-264,000
Closed -$1.62M
CRL icon
695
Charles River Laboratories
CRL
$13.1B
– –
-24,900
Closed -$2.05M
CRM icon
696
Salesforce
CRM
$206B
– –
-217,100
Closed -$17.2M
CROX icon
697
Crocs
CROX
$5.53B
– –
-37,300
Closed -$420K
CSL icon
698
Carlisle Companies
CSL
$12.6B
– –
-9,900
Closed -$1.05M
CTAS icon
699
Cintas
CTAS
$79.8B
– –
-214,400
Closed -$5.26M
CVE icon
700
Cenovus Energy
CVE
$60B
– –
-11,000
Closed -$152K
26 27
28
29 30

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.