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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
XOP icon
51
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
$14.4M 0.36%
+87,050
New +$13.7M
TSLA icon
52
Tesla
TSLA
$1.18T
$14.2M 0.36%
+996,000
New +$13.1M
GM icon
53
General Motors
GM
$80.9B
$14M 0.35%
403,000
+180,000
+81% +$6.05M
EXC icon
54
Exelon
EXC
$48.1B
$13.8M 0.35%
546,920
+293,579
+116% +$6.96M
LHX icon
55
L3Harris
LHX
$55.4B
$13.8M 0.35%
135,000
+97,400
+259% +$9.63M
ZTS icon
56
Zoetis
ZTS
$32.7B
$13.8M 0.35%
256,900
+211,900
+471% +$10.8M
NUE icon
57
Nucor
NUE
$58.3B
$13.5M 0.34%
227,200
+97,700
+75% +$5.46M
JBHT icon
58
JB Hunt Transport Services
JBHT
$25.9B
$13.5M 0.34%
+139,000
New +$12.4M
PCAR icon
59
PACCAR
PCAR
$70.5B
$13.4M 0.34%
+315,450
New +$12.7M
XLU icon
60
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
$13.2M 0.33%
545,400
-804,600
-60% -$19.2M
AAP icon
61
Advance Auto Parts
AAP
$3.53B
$13.2M 0.33%
+78,300
New +$12.3M
XLY icon
62
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
$13.2M 0.33%
+324,800
New +$13.1M
AMP icon
63
Ameriprise Financial
AMP
$47.8B
$13.2M 0.33%
118,700
+90,500
+321% +$9.56M
INTC icon
64
Intel
INTC
$413B
$13.2M 0.33%
362,600
+214,600
+145% +$7.68M
ACAS
65
DELISTED
American Capital Ltd
ACAS
$13M 0.33%
724,000
+703,500
+3,432% +$12.1M
AVGO icon
66
Broadcom
AVGO
$1.76T
$12.8M 0.32%
723,000
+362,000
+100% +$6.27M
EXPD icon
67
Expeditors International
EXPD
$22.3B
$12.6M 0.32%
238,100
+227,100
+2,065% +$11.9M
SYY icon
68
Sysco
SYY
$40.8B
$12.5M 0.31%
+225,400
New +$11.7M
IBM icon
69
IBM
IBM
$213B
$12.3M 0.31%
77,299
+30,543
+65% +$4.65M
PGR icon
70
Progressive
PGR
$128B
$12.2M 0.31%
+343,300
New +$11.4M
RSG icon
71
Republic Services
RSG
$67.4B
$12.1M 0.3%
211,800
+136,400
+181% +$7.31M
DD
72
DELISTED
Du Pont De Nemours E I
DD
$12M 0.3%
+163,800
New +$11.6M
JCI icon
73
Johnson Controls International
JCI
$85.1B
$12M 0.3%
+291,500
New +$12.8M
LLL
74
DELISTED
L3 Technologies, Inc.
LLL
$12M 0.3%
78,600
+49,100
+166% +$7.4M
INTU icon
75
Intuit
INTU
$91.1B
$11.9M 0.3%
103,900
+46,100
+80% +$5.16M
1 2
3
4 5

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UWPG
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FWM
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RCIM
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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.