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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
+4.02%
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
$3.97B
AUM Growth
+$944M
Cap. Flow
+$860M
Cap. Flow %
21.65%
Top 10 Hldgs %
13.52%
Holding
1,043
New
394
Increased
250
Reduced
114
Closed
283

Top Buys

Rank Stock Value
1
GDX icon
VanEck Gold Miners ETF
GDX
+$72.6M
2
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$36.9M
3
GDXJ icon
VanEck Junior Gold Miners ETF
GDXJ
+$34.5M
4
BABA icon
Alibaba
BABA
+$30.8M
5
CB icon
Chubb
CB
+$24.4M

Top Sells

Rank Stock Value
1
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$109M
2
IYR icon
iShares US Real Estate ETF
IYR
+$59.2M
3
T icon
AT&T
T
+$55.1M
4
BAC icon
Bank of America
BAC
+$51.7M
5
VNQ icon
Vanguard Real Estate ETF
VNQ
+$47.6M

Sector Composition

Rank Sector Weight
1 Industrials 14.06%
2 Financials 11.25%
3 Technology 9.47%
4 Consumer Discretionary 8.86%
5 Materials 8.53%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AKAM icon
226
Akamai
AKAM
$16.5B
$5.32M 0.13%
79,800
+28,900
+57% +$1.84M
CTAS icon
227
Cintas
CTAS
$82.7B
$5.3M 0.13%
+183,600
New +$5.15M
ITW icon
228
Illinois Tool Works
ITW
$81.6B
$5.3M 0.13%
+43,300
New +$5.23M
KLAC icon
229
KLA
KLAC
$236B
$5.29M 0.13%
673,000
+137,000
+26% +$1.05M
ENOV icon
230
Enovis
ENOV
$1.69B
$5.29M 0.13%
85,581
+74,310
+659% +$4.39M
SJM icon
231
J.M. Smucker
SJM
$13.1B
$5.29M 0.13%
41,300
-73,300
-64% -$9.5M
THS
232
DELISTED
Treehouse Foods
THS
$5.27M 0.13%
73,000
+8,800
+14% +$672K
CONE
233
DELISTED
CyrusOne Inc Common Stock
CONE
$5.25M 0.13%
+117,400
New +$5.2M
VC icon
234
Visteon
VC
$2.8B
$5.24M 0.13%
+65,200
New +$4.9M
LAMR icon
235
Lamar Advertising Co
LAMR
$16.3B
$5.24M 0.13%
77,900
+47,400
+155% +$3.07M
HOG icon
236
Harley-Davidson
HOG
$2.59B
$5.23M 0.13%
89,600
+83,100
+1,278% +$4.74M
CLF icon
237
Cleveland-Cliffs
CLF
$6.64B
$5.2M 0.13%
617,800
+187,900
+44% +$1.42M
X
238
DELISTED
US Steel
X
$5.19M 0.13%
+157,200
New +$4.2M
YELP icon
239
Yelp
YELP
$1.44B
$5.18M 0.13%
+136,000
New +$5.03M
VER
240
DELISTED
VEREIT, Inc.
VER
$5.18M 0.13%
122,440
+82,820
+209% +$3.66M
TMUS icon
241
T-Mobile US
TMUS
$186B
$5.17M 0.13%
90,000
-54,900
-38% -$2.87M
CW icon
242
Curtiss-Wright
CW
$26.5B
$5.17M 0.13%
52,600
+44,200
+526% +$4.2M
DLR icon
243
Digital Realty Trust
DLR
$71.5B
$5.16M 0.13%
52,500
-123,100
-70% -$11.4M
DB icon
244
Deutsche Bank
DB
$69.6B
$5.15M 0.13%
+318,864
New +$4.49M
MSTR icon
245
Strategy Inc
MSTR
$35.7B
$5.13M 0.13%
+260,000
New +$4.92M
XYL icon
246
Xylem
XYL
$27.3B
$5.11M 0.13%
+103,200
New +$5.23M
CBRE icon
247
CBRE Group
CBRE
$43.8B
$5.11M 0.13%
+162,200
New +$4.7M
SANM icon
248
Sanmina
SANM
$9.83B
$5.1M 0.13%
139,200
+106,700
+328% +$3.38M
AMCX icon
249
AMC Global Media
AMCX
$427M
$5.1M 0.13%
+97,400
New +$5.06M
XLNX
250
DELISTED
Xilinx Inc
XLNX
$5.06M 0.13%
83,800
-29,700
-26% -$1.6M
8 9
10
11 12

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Quantitative Investment Management's Q4 2016 Portfolio in Review

As of Q4 2016, Quantitative Investment Management held 1,043 positions worth $3.97B, up 31% from $3.03B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Quantitative Investment Management deployed $860M of net new capital in Q4 2016, opening 394 new positions and adding to 250 existing holdings. Its largest new stake was Alibaba: 320,100 shares worth $28.1M.

By sector, the portfolio is most concentrated in Industrials at 14% of assets, up from 6.5% a quarter earlier, followed by Financials and Technology.

On the sell side, the largest reduction was Bank of America, an estimated $51.7M trimmed.

  • Quantitative Investment Management's largest Q4 2016 buy was Alibaba: 320,100 shares worth $28.1M.
  • Quantitative Investment Management added most to VanEck Gold Miners ETF in Q4 2016, an estimated $72.6M increase.
  • Quantitative Investment Management's biggest Q4 2016 reduction was Bank of America, cutting an estimated $51.7M.
  • Quantitative Investment Management fully exited iShares 20+ Year Treasury Bond ETF in Q4 2016, selling an estimated $109M.
  • Quantitative Investment Management's ten largest holdings make up 14% of its $3.97B portfolio in Q4 2016.
  • Quantitative Investment Management opened 394 new positions and closed 283 in Q4 2016.
  • Quantitative Investment Management's portfolio value rose 31% quarter-over-quarter to $3.97B.

Based on Quantitative Investment Management's 13F filing for Q4 2016, filed 6 Feb 2017.