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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
FCN icon
726
FTI Consulting
FCN
$4.01B
– –
-5,400
Closed -$219K
FE icon
727
FirstEnergy
FE
$26.3B
– –
-138,100
Closed -$4.82M
FLO icon
728
Flowers Foods
FLO
$1.3B
– –
-52,400
Closed -$982K
FNF icon
729
Fidelity National Financial
FNF
$11.5B
– –
-19,013
Closed -$495K
FNV icon
730
Franco-Nevada
FNV
$50B
– –
-8,200
Closed -$623K
FSLR icon
731
First Solar
FSLR
$20.5B
– –
-13,400
Closed -$649K
GD icon
732
General Dynamics
GD
$97.4B
– –
-76,900
Closed -$10.7M
GEN icon
733
Gen Digital
GEN
$18.3B
– –
-47,900
Closed -$983K
GEO icon
734
The GEO Group
GEO
$4.14B
– –
-28,200
Closed -$642K
GIL icon
735
Gildan
GIL
$8.58B
– –
-9,700
Closed -$284K
GILD icon
736
Gilead Sciences
GILD
$183B
– –
-183,200
Closed -$15.3M
GLD icon
737
SPDR Gold Trust
GLD
$144B
– –
-262,700
Closed -$33.2M
GLNG icon
738
Golar LNG
GLNG
$5.14B
– –
-65,100
Closed -$1.01M
GME icon
739
GameStop
GME
$11.1B
– –
-82,400
Closed -$547K
GNW icon
740
Genworth Financial
GNW
$3.81B
– –
-203,100
Closed -$523K
GPC icon
741
Genuine Parts
GPC
$18B
– –
-25,300
Closed -$2.56M
GPN icon
742
Global Payments
GPN
$22.9B
– –
-78,700
Closed -$5.62M
GPRE icon
743
Green Plains
GPRE
$1.06B
– –
-31,100
Closed -$613K
GPRO icon
744
GoPro
GPRO
$262M
– –
-297,100
Closed -$3.21M
GWW icon
745
W.W. Grainger
GWW
$59.3B
– –
-15,300
Closed -$3.48M
HAS icon
746
Hasbro
HAS
$12.6B
– –
-40,300
Closed -$3.38M
HBAN icon
747
Huntington Bancshares
HBAN
$32B
– –
-175,000
Closed -$1.56M
HD icon
748
Home Depot
HD
$302B
– –
-101,100
Closed -$12.9M
HDB icon
749
HDFC Bank
HDB
$115B
– –
-88,400
Closed -$1.47M
HES
750
DELISTED
Hess
HES
– –
-32,000
Closed -$1.92M
28 29
30
31 32

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.