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QIM

Quantitative Investment Management Portfolio holdings

AUM $963M
1-Year Est. Return 12.95%
This Fund
S&P 500
This Quarter Est. Return
+3.39%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
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 Healthcare 11.09%
2 Financials 9.91%
3 Technology 8.58%
4 Consumer Discretionary 7.97%
5 Consumer Staples 7.8%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
USG
951
DELISTED
Usg
USG
– –
-109,400
Closed -$2.95M
TFCFA
952
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-424,200
Closed -$11.5M
TFCF
953
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
– –
-155,800
Closed -$4.25M
SN
954
DELISTED
Sanchez Energy Corporation
SN
– –
-33,200
Closed -$234K
ATHN
955
DELISTED
Athenahealth, Inc.
ATHN
– –
-10,300
Closed -$1.42M
SODA
956
DELISTED
SodaStream International Ltd
SODA
– –
-13,100
Closed -$279K
AET
957
DELISTED
Aetna Inc
AET
– –
-120,200
Closed -$14.7M
KS
958
DELISTED
KapStone Paper and Pack Corp.
KS
– –
-26,200
Closed -$340K
SHLD
959
DELISTED
Sears Holding Corporation
SHLD
– –
-20,700
Closed -$281K
SVU
960
DELISTED
SUPERVALU Inc.
SVU
– –
-5,514
Closed -$182K
KND
961
DELISTED
Kindred Healthcare
KND
– –
-18,700
Closed -$211K
MON
962
DELISTED
Monsanto Co
MON
– –
-177,700
Closed -$18.4M
BGC
963
DELISTED
General Cable Corporation
BGC
– –
-12,800
Closed -$162K
RGC
964
DELISTED
Regal Entertainment Group
RGC
– –
-79,000
Closed -$1.74M
CAA
965
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-8,300
Closed -$304K
CEMP
966
DELISTED
Cempra, Inc.
CEMP
– –
-16,300
Closed -$268K
KITE
967
DELISTED
Kite Pharma, Inc.
KITE
– –
-20,200
Closed -$1.01M
CAB
968
DELISTED
Cabela's Inc
CAB
– –
-7,500
Closed -$375K
WBMD
969
DELISTED
WebMD Health Corp.
WBMD
– –
-15,000
Closed -$871K
RAI
970
DELISTED
Reynolds American Inc
RAI
– –
-105,200
Closed -$5.67M
ALJ
971
DELISTED
Alon USA Energy Inc
ALJ
– –
-37,700
Closed -$244K
CST
972
DELISTED
CST Brands, Inc.
CST
– –
-9,400
Closed -$404K
INVN
973
DELISTED
Invensense Inc
INVN
– –
-74,900
Closed -$459K
ZLTQ
974
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
– –
-41,500
Closed -$1.13M
NMBL
975
DELISTED
Nimble Storage, Inc.
NMBL
– –
-44,000
Closed -$350K
37 38
39
40 41

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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 Healthcare at 11% of assets, down from 16% a quarter earlier, followed by Financials and Technology.

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.