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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
SINA
926
DELISTED
Sina Corp
SINA
– –
-12,100
Closed -$627K
WPX
927
DELISTED
WPX Energy, Inc.
WPX
– –
-322,000
Closed -$3M
TIF
928
DELISTED
Tiffany & Co.
TIF
– –
-15,400
Closed -$933K
DNKN
929
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-10,500
Closed -$458K
FRAN
930
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-1,325
Closed -$175K
GPOR
931
DELISTED
Gulfport Energy Corp.
GPOR
– –
-38,700
Closed -$1.21M
MINI
932
DELISTED
Mobile Mini Inc
MINI
– –
-10,100
Closed -$349K
AKRX
933
DELISTED
Akorn Inc
AKRX
– –
-43,400
Closed -$1.24M
SSI
934
DELISTED
Stage Stores Inc
SSI
– –
-28,200
Closed -$137K
S
935
DELISTED
Sprint Corporation
S
– –
-249,300
Closed -$1.13M
AKS
936
DELISTED
AK Steel Holding Corp
AKS
– –
-202,700
Closed -$944K
PIR
937
DELISTED
Pier 1 Imports, Inc.
PIR
– –
-3,560
Closed -$365K
ACHN
938
DELISTED
Achillion Pharmaceuticals
ACHN
– –
-97,900
Closed -$763K
MDCO
939
DELISTED
Medicines Co
MDCO
– –
-8,900
Closed -$299K
HOS
940
DELISTED
Hornbeck Offshore Services, Inc.
HOS
– –
-24,700
Closed -$205K
ASNA
941
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-2,775
Closed -$387K
VSI
942
DELISTED
Vitamin Shoppe Inc.
VSI
– –
-15,700
Closed -$479K
STI
943
DELISTED
SunTrust Banks, Inc.
STI
– –
-150,200
Closed -$6.17M
VIAB
944
DELISTED
Viacom Inc. Class B
VIAB
– –
-52,600
Closed -$2.18M
MDSO
945
DELISTED
Medidata Solutions, Inc.
MDSO
– –
-8,900
Closed -$417K
SFLY
946
DELISTED
Shutterfly, Inc.
SFLY
– –
-6,000
Closed -$279K
BKS
947
DELISTED
Barnes & Noble
BKS
– –
-17,100
Closed -$194K
WP
948
DELISTED
Worldpay, Inc.
WP
– –
-93,200
Closed -$5.28M
WFT
949
DELISTED
Weatherford International plc
WFT
– –
-1,210,700
Closed -$6.72M
HZNP
950
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
– –
-30,500
Closed -$502K
36 37
38
39 40

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.