We are live on ! Find out more
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
VEEV icon
876
Veeva Systems
VEEV
$43.2B
– –
-75,500
Closed -$2.58M
VEON icon
877
VEON
VEON
$4.73B
– –
-476
Closed -$46K
VIPS icon
878
Vipshop
VIPS
$5.75B
– –
-97,200
Closed -$1.08M
VNDA icon
879
Vanda Pharmaceuticals
VNDA
$302M
– –
-24,400
Closed -$273K
VNET
880
VNET Group
VNET
$1.7B
– –
-77,400
Closed -$790K
VRE
881
DELISTED
Veris Residential
VRE
– –
-11,600
Closed -$313K
VTLE
882
DELISTED
Vital Energy
VTLE
– –
-8,655
Closed -$1.81M
VTRS icon
883
Viatris
VTRS
$19.1B
– –
-121,300
Closed -$5.25M
VYX icon
884
NCR Voyix
VYX
$1.04B
– –
-43,847
Closed -$747K
WAB icon
885
Wabtec
WAB
$47B
– –
-21,100
Closed -$1.48M
WBA
886
DELISTED
Walgreens Boots Alliance
WBA
– –
-197,200
Closed -$16.4M
WKC icon
887
World Kinect Corp
WKC
$1.82B
– –
-7,900
Closed -$375K
WSM icon
888
Williams-Sonoma
WSM
$26.1B
– –
-82,400
Closed -$2.15M
WTI icon
889
W&T Offshore
WTI
$623M
– –
-15,000
Closed -$34K
WWW icon
890
Wolverine World Wide
WWW
$1.57B
– –
-28,400
Closed -$577K
X
891
DELISTED
US Steel
X
– –
-91,700
Closed -$1.55M
XOP icon
892
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
– –
-40,475
Closed -$5.63M
XRAY icon
893
Dentsply Sirona
XRAY
$1.96B
– –
-35,600
Closed -$2.21M
ZBRA icon
894
Zebra Technologies
ZBRA
$16.2B
– –
-45,100
Closed -$2.26M
PRKS icon
895
United Parks & Resorts
PRKS
$1.63B
– –
-50,100
Closed -$717K
CPAY icon
896
Corpay
CPAY
$26.8B
– –
-6,200
Closed -$887K
ONIT
897
Onity Group
ONIT
$290M
– –
-10,867
Closed -$278K
JOYY
898
JOYY Inc
JOYY
$3.78B
– –
-11,300
Closed -$382K
BERY
899
DELISTED
Berry Global Group, Inc.
BERY
– –
-5,990
Closed -$213K
CMRX
900
DELISTED
Chimerix, Inc.
CMRX
– –
-35,100
Closed -$137K
34 35
36
37 38

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.