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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
JOY
976
DELISTED
Joy Global Inc
JOY
– –
-72,800
Closed -$1.54M
LLTC
977
DELISTED
Linear Technology Corp
LLTC
– –
-116,700
Closed -$5.43M
ISIL
978
DELISTED
Intersil Corp
ISIL
– –
-96,300
Closed -$1.3M
ARIA
979
DELISTED
Ariad Pharmaceuticals Inc
ARIA
– –
-85,200
Closed -$629K
MEG
980
DELISTED
Media General, Inc
MEG
– –
-38,900
Closed -$668K
AMSG
981
DELISTED
Amsurg Corp
AMSG
– –
-43,700
Closed -$3.39M
PPS
982
DELISTED
Post Properties
PPS
– –
-22,300
Closed -$1.36M
BLOX
983
DELISTED
Infoblox Inc
BLOX
– –
-48,700
Closed -$913K
CPHD
984
DELISTED
Cepheid Inc
CPHD
– –
-19,400
Closed -$596K
RLYP
985
DELISTED
RELYPSA INC COM
RLYP
– –
-90,400
Closed -$1.67M
FNFG
986
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-181,000
Closed -$1.76M
IHS
987
DELISTED
IHS INC CL-A COM STK
IHS
– –
-7,500
Closed -$867K
DCT
988
DELISTED
DCT Industrial Trust Inc.
DCT
– –
-6,000
Closed -$288K
STRZA
989
DELISTED
Starz - Series A
STRZA
– –
-9,400
Closed -$281K
XL
990
DELISTED
XL Group Ltd.
XL
– –
-138,200
Closed -$4.6M
TYC
991
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
– –
-99,511
Closed -$4.44M
HOT
992
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
– –
-9,300
Closed -$687K
PDLI
993
DELISTED
PDL BioPharma, Inc.
PDLI
– –
-35,200
Closed -$110K
WLL
994
DELISTED
Whiting Petroleum Corporation
WLL
– –
-1,461
Closed -$4.06M
QIWI
995
DELISTED
QIWI PLC
QIWI
– –
-23,600
Closed -$309K
UFS
996
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-8,200
Closed -$287K
FTR
997
DELISTED
Frontier Communications Corp.
FTR
– –
-4,180
Closed -$309K
CY
998
DELISTED
Cypress Semiconductor
CY
– –
-388,800
Closed -$4.1M
BAS
999
DELISTED
Basis Energy Services, Inc.
BAS
– –
-54
Closed -$52K
TRCO
1000
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
– –
-14,100
Closed -$552K
37 38 39
40
41

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.