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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
TLT icon
1
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
$109M 3.59%
+791,800
New +$110M
GDX icon
2
VanEck Gold Miners ETF
GDX
$22.5B
$70.6M 2.33%
+2,671,300
New +$76.7M
IYR icon
3
iShares US Real Estate ETF
IYR
$4.75B
$59.2M 1.95%
734,300
+535,200
+269% +$44.3M
BAC icon
4
Bank of America
BAC
$429B
$58.2M 1.92%
3,719,000
+3,289,400
+766% +$49M
T icon
5
AT&T
T
$164B
$55.1M 1.82%
1,796,006
+1,605,615
+843% +$50.7M
XLF icon
6
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$52.3M 1.73%
2,709,400
+1,906,302
+237% +$39.3M
AAPL icon
7
Apple
AAPL
$4.97T
$47.6M 1.57%
1,684,400
+1,210,800
+256% +$32M
VNQ icon
8
Vanguard Real Estate ETF
VNQ
$39.9B
$47.6M 1.57%
548,300
+487,800
+806% +$43.5M
PFE icon
9
Pfizer
PFE
$143B
$46.5M 1.54%
1,448,512
+172,750
+14% +$5.78M
QQQ icon
10
Invesco QQQ Trust
QQQ
$436B
$45.9M 1.52%
+387,000
New +$44.7M
AMZN icon
11
Amazon
AMZN
$2.44T
$41.4M 1.37%
988,000
-490,000
-33% -$18.8M
JNJ icon
12
Johnson & Johnson
JNJ
$640B
$38.2M 1.26%
+323,200
New +$39.2M
DIA icon
13
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$37.8M 1.25%
+206,800
New +$38M
TWTR
14
DELISTED
Twitter, Inc.
TWTR
$37.2M 1.23%
1,614,300
+293,500
+22% +$5.52M
XLU icon
15
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
$33.1M 1.09%
+1,350,000
New +$34.3M
XLP icon
16
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$31.8M 1.05%
597,500
+59,400
+11% +$3.24M
META icon
17
Meta Platforms (Facebook)
META
$1.49T
$29.8M 0.98%
232,500
+229,100
+6,738% +$28.4M
IWM icon
18
iShares Russell 2000 ETF
IWM
$79.1B
$29.1M 0.96%
+234,300
New +$28.5M
GDXJ icon
19
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
$26.6M 0.88%
+600,700
New +$28.5M
C icon
20
Citigroup
C
$213B
$25.6M 0.85%
+542,800
New +$24.7M
DG icon
21
Dollar General
DG
$28.4B
$23.1M 0.76%
+329,500
New +$27.9M
WYNN icon
22
Wynn Resorts
WYNN
$10.3B
$22.6M 0.75%
+232,000
New +$22.6M
FDX icon
23
FedEx
FDX
$73B
$22.1M 0.73%
+126,600
New +$20.7M
GS icon
24
Goldman Sachs
GS
$289B
$20.7M 0.68%
+128,200
New +$20.8M
MDT icon
25
Medtronic
MDT
$112B
$20.5M 0.68%
237,200
+93,700
+65% +$8.16M
1
2 3 4 5

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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.