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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
LLY icon
776
Eli Lilly
LLY
$1.01T
– –
-125,500
Closed -$9.88M
LNG icon
777
Cheniere Energy
LNG
$55.3B
– –
-63,900
Closed -$2.4M
LOPE icon
778
Grand Canyon Education
LOPE
$4.01B
– –
-5,700
Closed -$227K
LOW icon
779
Lowe's Companies
LOW
$109B
– –
-186,500
Closed -$14.8M
LPLA icon
780
LPL Financial
LPLA
$26.2B
– –
-18,900
Closed -$425K
LSTR icon
781
Landstar System
LSTR
$5.74B
– –
-7,600
Closed -$521K
LUV icon
782
Southwest Airlines
LUV
$19.2B
– –
-30,800
Closed -$1.21M
M icon
783
Macy's
M
$5.7B
– –
-349,900
Closed -$11.8M
MAA icon
784
Mid-America Apartment Communities
MAA
$14.1B
– –
-20,700
Closed -$2.2M
MANH icon
785
Manhattan Associates
MANH
$12.4B
– –
-34,900
Closed -$2.24M
MCHP icon
786
Microchip Technology
MCHP
$37.8B
– –
-147,600
Closed -$3.75M
MCK icon
787
McKesson
MCK
$103B
– –
-26,300
Closed -$4.91M
MDLZ icon
788
Mondelez International
MDLZ
$79.6B
– –
-142,100
Closed -$6.47M
MEI icon
789
Methode Electronics
MEI
$473M
– –
-7,200
Closed -$246K
MELI icon
790
Mercado Libre
MELI
$93.3B
– –
-5,600
Closed -$787K
MFA
791
MFA Financial
MFA
$854M
– –
-3,825
Closed -$111K
MIDD icon
792
Middleby
MIDD
$5.08B
– –
-31,800
Closed -$3.66M
MKTX icon
793
MarketAxess Holdings
MKTX
$5.75B
– –
-29,300
Closed -$4.26M
MPC icon
794
Marathon Petroleum
MPC
$116B
– –
-123,100
Closed -$4.67M
MRK icon
795
Merck
MRK
$358B
– –
-161,811
Closed -$8.89M
MSFT icon
796
Microsoft
MSFT
$3.64T
– –
-121,000
Closed -$6.19M
MSM icon
797
MSC Industrial Direct
MSM
$6.73B
– –
-35,900
Closed -$2.53M
MU icon
798
Micron Technology
MU
$1.05T
– –
-299,900
Closed -$4.13M
NAT icon
799
Nordic American Tanker
NAT
$1.69B
– –
-64,008
Closed -$882K
NAVI icon
800
Navient
NAVI
$913M
– –
-63,400
Closed -$757K
30 31
32
33 34

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.