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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
SPGI icon
426
S&P Global
SPGI
$122B
$2.56M 0.06%
+23,800
New +$2.84M
EOG icon
427
EOG Resources
EOG
$77.8B
$2.56M 0.06%
+25,300
New +$2.46M
CBT icon
428
Cabot Corp
CBT
$4.51B
$2.55M 0.06%
50,400
+41,000
+436% +$2.11M
PE
429
DELISTED
PARSLEY ENERGY INC
PE
$2.54M 0.06%
72,200
-49,200
-41% -$1.74M
QEP
430
DELISTED
QEP RESOURCES, INC.
QEP
$2.53M 0.06%
137,500
-41,500
-23% -$753K
ENS icon
431
EnerSys
ENS
$6.8B
$2.53M 0.06%
32,400
+25,400
+363% +$1.86M
CVLT icon
432
Commault Systems
CVLT
$4.8B
$2.52M 0.06%
49,100
+43,300
+747% +$2.32M
PSEC icon
433
Prospect Capital
PSEC
$1.08B
$2.5M 0.06%
+299,800
New +$2.41M
VSH icon
434
Vishay Intertechnology
VSH
$5.28B
$2.5M 0.06%
154,300
+115,500
+298% +$1.72M
CXT icon
435
Crane NXT
CXT
$2.96B
$2.5M 0.06%
+99,613
New +$2.41M
VYX icon
436
NCR Voyix
VYX
$1.15B
$2.49M 0.06%
+100,245
New +$2.25M
EG icon
437
Everest Group
EG
$14.5B
$2.47M 0.06%
+11,400
New +$2.35M
XME icon
438
State Street SPDR S&P Metals & Mining ETF
XME
$3.86B
$2.44M 0.06%
80,200
-463,300
-85% -$13.3M
BDC icon
439
Belden
BDC
$4.67B
$2.44M 0.06%
+32,600
New +$2.32M
CY
440
DELISTED
Cypress Semiconductor
CY
$2.42M 0.06%
+211,500
New +$2.32M
NBR icon
441
Nabors Industries
NBR
$1.26B
$2.41M 0.06%
+2,944
New +$2.07M
HII icon
442
Huntington Ingalls Industries
HII
$12.6B
$2.41M 0.06%
13,100
+5,600
+75% +$951K
CIM
443
Chimera Investment
CIM
$1.04B
$2.41M 0.06%
+47,133
New +$2.31M
CMI icon
444
Cummins
CMI
$88B
$2.4M 0.06%
17,600
-13,200
-43% -$1.77M
GTLS
445
DELISTED
Chart Industries
GTLS
$2.4M 0.06%
+66,700
New +$2.27M
MTZ icon
446
MasTec
MTZ
$21B
$2.39M 0.06%
+62,500
New +$2.12M
SAP icon
447
SAP
SAP
$209B
$2.38M 0.06%
+27,600
New +$2.37M
MTSI icon
448
MACOM Technology Solutions
MTSI
$19.4B
$2.35M 0.06%
+50,800
New +$2.22M
MWA icon
449
Mueller Water Products
MWA
$3.9B
$2.34M 0.06%
176,100
+138,100
+363% +$1.77M
IPXL
450
DELISTED
Impax Laboratories, Inc.
IPXL
$2.32M 0.06%
+175,400
New +$3M
16 17
18
19 20

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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.