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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
CVI icon
701
CVR Energy
CVI
$5.33B
– –
-11,400
Closed -$176K
DDD icon
702
3D Systems Corp
DDD
$522M
– –
-67,500
Closed -$924K
DE icon
703
Deere & Co
DE
$181B
– –
-48,900
Closed -$3.96M
DEI icon
704
Douglas Emmett
DEI
$1.74B
– –
-25,600
Closed -$909K
DHI icon
705
D.R. Horton
DHI
$38.7B
– –
-47,200
Closed -$1.49M
DINO icon
706
HF Sinclair
DINO
$20.3B
– –
-158,100
Closed -$3.76M
DKS icon
707
Dick's Sporting Goods
DKS
$11B
– –
-39,600
Closed -$1.78M
DVA icon
708
DaVita
DVA
$12.4B
– –
-33,000
Closed -$2.55M
DXCM icon
709
DexCom
DXCM
$33B
– –
-103,200
Closed -$2.05M
EA
710
DELISTED
Electronic Arts
EA
– –
-79,700
Closed -$6.04M
EG icon
711
Everest Group
EG
$14.5B
– –
-9,300
Closed -$1.7M
EL icon
712
Estee Lauder
EL
$34.6B
– –
-44,500
Closed -$4.05M
EMN icon
713
Eastman Chemical
EMN
$7.44B
– –
-48,300
Closed -$3.28M
EMR icon
714
Emerson Electric
EMR
$81.3B
– –
-54,200
Closed -$2.83M
ERIC icon
715
Ericsson
ERIC
$32.7B
– –
-94,400
Closed -$724K
ES icon
716
Eversource Energy
ES
$25.6B
– –
-79,700
Closed -$4.77M
ESPR
717
DELISTED
Esperion Therapeutics
ESPR
– –
-11,300
Closed -$111K
EW icon
718
Edwards Lifesciences
EW
$51.5B
– –
-230,100
Closed -$7.65M
EWY icon
719
iShares MSCI South Korea ETF
EWY
$26.8B
– –
-17,200
Closed -$895K
EWW icon
720
iShares MSCI Mexico ETF
EWW
$1.68B
– –
-38,300
Closed -$1.93M
EXAS
721
DELISTED
Exact Sciences
EXAS
– –
-127,000
Closed -$1.55M
EXEL icon
722
Exelixis
EXEL
$14.1B
– –
-38,000
Closed -$296K
FANG icon
723
Diamondback Energy
FANG
$54.5B
– –
-27,900
Closed -$2.54M
FAS icon
724
Direxion Daily Financial Bull 3x ETF
FAS
$2.07B
– –
-89,800
Closed -$2.29M
FAST icon
725
Fastenal
FAST
$56.3B
– –
-145,600
Closed -$1.61M
27 28
29
30 31

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.