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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
DUK icon
51
Duke Energy
DUK
$101B
$13.1M 0.43%
163,300
+46,700
+40% +$3.87M
UPS icon
52
United Parcel Service
UPS
$88.9B
$12.9M 0.43%
117,900
+93,700
+387% +$10.2M
SRCL
53
DELISTED
Stericycle Inc
SRCL
$12.9M 0.42%
+160,600
New +$14.5M
TMO icon
54
Thermo Fisher Scientific
TMO
$214B
$12.6M 0.42%
79,200
+23,300
+42% +$3.59M
KBE icon
55
State Street SPDR S&P Bank ETF
KBE
$1.64B
$12.5M 0.41%
374,300
+283,800
+314% +$9.23M
KO icon
56
Coca-Cola
KO
$383B
$12.5M 0.41%
294,300
+18,500
+7% +$811K
KR icon
57
Kroger
KR
$36.7B
$12.3M 0.41%
413,800
+353,900
+591% +$11.8M
CAT icon
58
Caterpillar
CAT
$361B
$12.2M 0.4%
+137,600
New +$11.3M
NOC icon
59
Northrop Grumman
NOC
$76B
$12.2M 0.4%
57,000
+45,400
+391% +$9.83M
BUD icon
60
AB InBev
BUD
$164B
$11.8M 0.39%
+89,500
New +$11.3M
HON icon
61
Honeywell
HON
$76.4B
$11.4M 0.38%
+109,175
New +$11.4M
BMY icon
62
Bristol-Myers Squibb
BMY
$129B
$11.3M 0.37%
209,700
+115,400
+122% +$7.41M
B
63
Barrick Mining
B
$60.9B
$11.3M 0.37%
+636,200
New +$12.7M
CMCSA icon
64
Comcast
CMCSA
$87.3B
$11M 0.36%
331,200
-120,000
-27% -$3.99M
WM icon
65
Waste Management
WM
$95B
$10.9M 0.36%
+170,700
New +$11.2M
VTR icon
66
Ventas
VTR
$47.5B
$10.6M 0.35%
+150,100
New +$10.9M
ACN icon
67
Accenture
ACN
$106B
$10.5M 0.35%
86,200
+30,100
+54% +$3.43M
NEE icon
68
NextEra Energy
NEE
$184B
$10.3M 0.34%
336,800
+106,000
+46% +$3.34M
MCD icon
69
McDonald's
MCD
$193B
$10.2M 0.34%
88,100
+52,400
+147% +$6.21M
ULTA icon
70
Ulta Beauty
ULTA
$21.8B
$10M 0.33%
42,200
+22,900
+119% +$5.79M
AGN
71
DELISTED
Allergan plc
AGN
$9.88M 0.33%
42,900
-1,100
-3% -$269K
BSX icon
72
Boston Scientific
BSX
$68.4B
$9.8M 0.32%
411,700
-103,700
-20% -$2.47M
TXN icon
73
Texas Instruments
TXN
$248B
$9.41M 0.31%
134,100
+16,600
+14% +$1.13M
D icon
74
Dominion Energy
D
$62B
$9.4M 0.31%
126,600
+3,200
+3% +$244K
NEM icon
75
Newmont
NEM
$96.2B
$9.24M 0.31%
+235,200
New +$9.75M
1 2
3
4 5

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TFP
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UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
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TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
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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.