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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
CVX icon
26
Chevron
CVX
$382B
$19.3M 0.64%
+188,000
New +$19.2M
PNC icon
27
PNC Financial Services
PNC
$99.1B
$19.1M 0.63%
+212,200
New +$18.2M
EWZ icon
28
iShares MSCI Brazil ETF
EWZ
$8.98B
$19M 0.63%
563,300
+437,600
+348% +$14.5M
MDY icon
29
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
$18.4M 0.61%
+65,300
New +$18.4M
XLB icon
30
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
$18M 0.59%
+753,600
New +$18.1M
GIS icon
31
General Mills
GIS
$20.2B
$17.4M 0.58%
+273,000
New +$19M
DLR icon
32
Digital Realty Trust
DLR
$69.6B
$17.1M 0.56%
+175,600
New +$17.9M
ATVI
33
DELISTED
Activision Blizzard
ATVI
$16.5M 0.54%
372,400
+205,600
+123% +$8.61M
HSY icon
34
Hershey
HSY
$37.3B
$16.4M 0.54%
172,000
+92,500
+116% +$9.79M
JPM icon
35
JPMorgan Chase
JPM
$916B
$16.4M 0.54%
246,400
+241,300
+4,731% +$15.7M
XLI icon
36
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$16.2M 0.53%
+276,900
New +$16.1M
SJM icon
37
J.M. Smucker
SJM
$13.5B
$15.5M 0.51%
114,600
+34,600
+43% +$5.08M
VZ icon
38
Verizon
VZ
$197B
$15.3M 0.51%
294,500
+212,900
+261% +$11.4M
UNH icon
39
UnitedHealth
UNH
$382B
$15.1M 0.5%
107,600
+54,500
+103% +$7.63M
TGT icon
40
Target
TGT
$66.3B
$15M 0.5%
+218,400
New +$15.7M
BIDU icon
41
Baidu
BIDU
$35.7B
$14.9M 0.49%
+82,000
New +$14.2M
XME icon
42
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
$14.4M 0.48%
543,500
+453,500
+504% +$12.2M
USB icon
43
US Bancorp
USB
$97.9B
$14.4M 0.47%
+334,900
New +$14.2M
SYK icon
44
Stryker
SYK
$135B
$14.2M 0.47%
121,900
+82,200
+207% +$9.58M
RHT
45
DELISTED
Red Hat Inc
RHT
$14M 0.46%
+173,100
New +$12.9M
ADBE icon
46
Adobe
ADBE
$105B
$14M 0.46%
128,800
+32,100
+33% +$3.22M
KRE icon
47
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
$13.9M 0.46%
329,700
+124,600
+61% +$5.1M
XOM icon
48
ExxonMobil
XOM
$650B
$13.7M 0.45%
+157,100
New +$13.9M
AMGN icon
49
Amgen
AMGN
$209B
$13.5M 0.45%
+81,200
New +$13.7M
DLTR icon
50
Dollar Tree
DLTR
$24.8B
$13.5M 0.45%
171,500
+95,200
+125% +$8.57M
1
2
3 4 5

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UWPG
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FWM
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RCIM
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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.