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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
NGD
626
DELISTED
New Gold Inc
NGD
$170K 0.01%
39,200
-175,300
-82% -$874K
GRFS
627
Grifois
GRFS
$5.04B
$169K 0.01%
10,600
-3,700
-26% -$60.9K
KBR icon
628
KBR
KBR
$4.61B
$167K 0.01%
+11,100
New +$163K
CRK icon
629
Comstock Resources
CRK
$3.85B
$161K 0.01%
21,200
+10,360
+96% +$57.4K
CLNE icon
630
Clean Energy Fuels
CLNE
$375M
$159K 0.01%
+35,700
New +$136K
VIVS
631
VivoSim Labs
VIVS
$3.51M
$158K 0.01%
174
+102
+142% +$99.9K
UIS icon
632
Unisys
UIS
$179M
$152K 0.01%
+15,700
New +$146K
EGO icon
633
Eldorado Gold
EGO
$10.6B
$148K ﹤0.01%
+7,580
New +$157K
MBI icon
634
MBIA
MBI
$232M
$147K ﹤0.01%
18,900
-6,400
-25% -$50.4K
NYT icon
635
New York Times
NYT
$11.7B
$145K ﹤0.01%
+12,200
New +$155K
OPK icon
636
Opko Health
OPK
$1.2B
$135K ﹤0.01%
+12,800
New +$127K
WW
637
DELISTED
WW International
WW
$134K ﹤0.01%
13,000
-5,400
-29% -$59.4K
RBBN icon
638
Ribbon Communications
RBBN
$293M
$133K ﹤0.01%
17,100
+7,000
+69% +$61.2K
IMGN
639
DELISTED
Immunogen Inc
IMGN
$123K ﹤0.01%
45,900
-149,500
-77% -$435K
AMCC
640
DELISTED
Applied Micro Circuits Corporation New
AMCC
$123K ﹤0.01%
17,700
-6,600
-27% -$45.8K
ANGI icon
641
Angi Inc
ANGI
$215M
$121K ﹤0.01%
+1,230
New +$108K
ARWR icon
642
Arrowhead Research
ARWR
$9.29B
$118K ﹤0.01%
16,100
-8,800
-35% -$57K
IOVA icon
643
Iovance Biotherapeutics
IOVA
$4.47B
$116K ﹤0.01%
14,100
-400
-3% -$3.38K
AVP
644
DELISTED
Avon Products, Inc.
AVP
$86K ﹤0.01%
+15,300
New +$76.4K
TLPH icon
645
Talphera
TLPH
$61.8M
$81K ﹤0.01%
+1,050
New +$69.8K
INFI
646
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$81K ﹤0.01%
+52,100
New +$80K
TPST icon
647
Tempest Therapeutics
TPST
$20M
$80K ﹤0.01%
+4
New +$72.4K
ARNA
648
DELISTED
Arena Pharmaceuticals Inc
ARNA
$49K ﹤0.01%
2,800
-4,140
-60% -$68.7K
AAP icon
649
Advance Auto Parts
AAP
$2.53B
– –
-19,500
Closed -$3.15M
ABEV icon
650
Ambev
ABEV
$46.1B
– –
-195,300
Closed -$1.15M
24 25
26
27 28

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.