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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
PDCO
901
DELISTED
Patterson Companies, Inc.
PDCO
– –
-65,500
Closed -$3.14M
HA
902
DELISTED
Hawaiian Holdings, Inc.
HA
– –
-54,500
Closed -$2.07M
CONN
903
DELISTED
Conn's Inc.
CONN
– –
-27,100
Closed -$203K
SIX
904
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-12,900
Closed -$747K
PXD
905
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-45,500
Closed -$6.88M
AEL
906
DELISTED
American Equity Investment Life Holding Company
AEL
– –
-32,000
Closed -$456K
MDC
907
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-12,638
Closed -$221K
CPE
908
DELISTED
Callon Petroleum Company
CPE
– –
-6,380
Closed -$716K
SPPI
909
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-49,700
Closed -$326K
ISEE
910
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-6,700
Closed -$341K
BSMX
911
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
– –
-42,000
Closed -$381K
BBBY
912
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-76,300
Closed -$3.3M
SWIR
913
DELISTED
Sierra Wireless
SWIR
– –
-11,400
Closed -$193K
MNDT
914
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-164,400
Closed -$2.71M
ENDP
915
DELISTED
Endo International plc
ENDP
– –
-654,800
Closed -$10.2M
SC
916
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-81,300
Closed -$839K
KSU
917
DELISTED
Kansas City Southern
KSU
– –
-42,000
Closed -$3.78M
CVA
918
DELISTED
Covanta Holding Corporation
CVA
– –
-22,100
Closed -$363K
CSOD
919
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-25,000
Closed -$951K
PFPT
920
DELISTED
Proofpoint, Inc.
PFPT
– –
-4,700
Closed -$296K
MXIM
921
DELISTED
Maxim Integrated Products
MXIM
– –
-16,500
Closed -$588K
NAV
922
DELISTED
Navistar International
NAV
– –
-19,100
Closed -$223K
GRUB
923
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-49,100
Closed -$3.05M
FLIR
924
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-14,900
Closed -$461K
WDR
925
DELISTED
Waddell & Reed Financial, Inc.
WDR
– –
-15,900
Closed -$273K
35 36
37
38 39

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.