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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
ISRG icon
76
Intuitive Surgical
ISRG
$127B
$9.21M 0.3%
114,300
+44,100
+63% +$3.38M
BCR
77
DELISTED
CR Bard Inc.
BCR
$8.9M 0.29%
39,700
+37,600
+1,790% +$8.46M
PCG icon
78
PG&E
PCG
$39B
$8.67M 0.29%
141,800
-41,800
-23% -$2.65M
SPG icon
79
Simon Property Group
SPG
$76.4B
$8.63M 0.29%
41,700
+9,100
+28% +$1.97M
DGX icon
80
Quest Diagnostics
DGX
$26B
$8.62M 0.28%
101,900
+85,700
+529% +$7.2M
LULU icon
81
lululemon athletica
LULU
$13.5B
$8.6M 0.28%
141,100
+50,500
+56% +$3.73M
ALB icon
82
Albemarle
ALB
$13.4B
$8.57M 0.28%
+100,300
New +$8.26M
SRE icon
83
Sempra
SRE
$58.1B
$8.35M 0.28%
155,800
+66,400
+74% +$3.61M
SHPG
84
DELISTED
Shire pic
SHPG
$8.34M 0.28%
+43,000
New +$8.39M
AMT icon
85
American Tower
AMT
$83.5B
$8.25M 0.27%
+72,800
New +$8.32M
CPB icon
86
Campbell Soup
CPB
$6.85B
$8.06M 0.27%
+147,300
New +$8.92M
GAP
87
The Gap Inc
GAP
$7.3B
$7.96M 0.26%
+357,800
New +$8.64M
DTE icon
88
DTE Energy
DTE
$29.9B
$7.91M 0.26%
99,170
+44,297
+81% +$3.61M
DVN icon
89
Devon Energy
DVN
$51.3B
$7.89M 0.26%
+178,800
New +$7.26M
ADI icon
90
Analog Devices
ADI
$172B
$7.83M 0.26%
121,500
+97,500
+406% +$6.05M
LVS icon
91
Las Vegas Sands
LVS
$32.2B
$7.54M 0.25%
+131,100
New +$6.76M
WMT icon
92
Walmart Inc
WMT
$909B
$7.33M 0.24%
+304,800
New +$7.39M
SGI
93
Somnigroup International
SGI
$14.4B
$7.32M 0.24%
+516,000
New +$9.2M
COR icon
94
Cencora
COR
$62B
$7.32M 0.24%
+90,600
New +$7.77M
TAP icon
95
Molson Coors Class B
TAP
$8.02B
$7.28M 0.24%
66,300
+39,200
+145% +$3.98M
XBI icon
96
State Street SPDR S&P Biotech ETF
XBI
$10B
$7.13M 0.24%
+107,500
New +$6.65M
MA icon
97
Mastercard
MA
$498B
$7.11M 0.23%
69,900
-13,900
-17% -$1.33M
IBM icon
98
IBM
IBM
$213B
$7.1M 0.23%
+46,756
New +$7.1M
GM icon
99
General Motors
GM
$80.9B
$7.08M 0.23%
+223,000
New +$6.96M
MS icon
100
Morgan Stanley
MS
$319B
$6.98M 0.23%
+217,800
New +$6.5M
2 3
4
5 6

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TFP
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UWPG
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FWM
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RCIM
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TC
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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.