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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
MIDD icon
351
Middleby
MIDD
$6.03B
$3.5M 0.09%
+27,200
New +$3.42M
CPAY icon
352
Corpay
CPAY
$25.5B
$3.48M 0.09%
+24,600
New +$3.85M
COP icon
353
ConocoPhillips
COP
$145B
$3.47M 0.09%
+69,300
New +$3.2M
ZBH icon
354
Zimmer Biomet
ZBH
$18.4B
$3.46M 0.09%
34,505
+7,725
+29% +$828K
ERX icon
355
Direxion Daily Energy Bull 2X ETF
ERX
$233M
$3.42M 0.09%
+8,570
New +$3.05M
PG icon
356
Procter & Gamble
PG
$335B
$3.4M 0.09%
+40,500
New +$3.45M
EV
357
DELISTED
Eaton Vance Corp.
EV
$3.4M 0.09%
+81,200
New +$3.19M
TAHO
358
DELISTED
Tahoe Resources Inc
TAHO
$3.39M 0.09%
+359,700
New +$3.75M
GXP
359
DELISTED
Great Plains Energy Incorporated
GXP
$3.34M 0.08%
+122,000
New +$3.33M
BR icon
360
Broadridge
BR
$17.9B
$3.33M 0.08%
+50,200
New +$3.26M
AZO icon
361
AutoZone
AZO
$49.1B
$3.32M 0.08%
+4,200
New +$3.23M
CNI icon
362
Canadian National Railway
CNI
$76.9B
$3.32M 0.08%
49,200
+20,800
+73% +$1.37M
TS icon
363
Tenaris
TS
$28.6B
$3.27M 0.08%
+91,600
New +$2.87M
SWFT
364
DELISTED
Swift Transportation Company
SWFT
$3.27M 0.08%
134,300
+110,300
+460% +$2.58M
TEN
365
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$3.27M 0.08%
52,300
+30,100
+136% +$1.76M
NLSN
366
DELISTED
Nielsen Holdings plc
NLSN
$3.25M 0.08%
77,500
-6,900
-8% -$317K
RH icon
367
RH
RH
$3.15B
$3.22M 0.08%
+105,000
New +$3.39M
MTW icon
368
Manitowoc
MTW
$497M
$3.2M 0.08%
133,650
+90,225
+208% +$1.86M
AOS icon
369
A.O. Smith
AOS
$8.24B
$3.15M 0.08%
66,600
+57,600
+640% +$2.78M
BBY icon
370
Best Buy
BBY
$18.5B
$3.15M 0.08%
+73,900
New +$3.14M
MDR
371
DELISTED
McDermott International
MDR
$3.15M 0.08%
+142,200
New +$2.65M
GLW icon
372
Corning
GLW
$116B
$3.15M 0.08%
129,800
-138,700
-52% -$3.3M
NWL icon
373
Newell Brands
NWL
$2.18B
$3.15M 0.08%
70,500
+13,900
+25% +$673K
FISV
374
Fiserv Inc
FISV
$28.8B
$3.13M 0.08%
59,000
+17,600
+43% +$904K
ULTA icon
375
Ulta Beauty
ULTA
$22.2B
$3.13M 0.08%
12,300
-29,900
-71% -$7.47M
13 14
15
16 17

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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
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GHC
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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.