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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
C icon
801
Citigroup
C
$222B
– –
-542,800
Closed -$25.6M
CAR icon
802
Avis
CAR
$5.37B
– –
-73,200
Closed -$2.5M
CASY icon
803
Casey's General Stores
CASY
$32.1B
– –
-49,300
Closed -$5.92M
CCEP icon
804
Coca-Cola Europacific Partners
CCEP
$49.3B
– –
-96,700
Closed -$3.86M
CCI icon
805
Crown Castle
CCI
$33.4B
– –
-39,000
Closed -$3.67M
CHD icon
806
Church & Dwight Co
CHD
$23.1B
– –
-6,900
Closed -$330K
CL icon
807
Colgate-Palmolive
CL
$73.3B
– –
-70,900
Closed -$5.26M
CMPR icon
808
Cimpress
CMPR
$2.29B
– –
-8,700
Closed -$880K
CNC icon
809
Centene
CNC
$30.1B
– –
-47,200
Closed -$1.58M
COR icon
810
Cencora
COR
$60.7B
– –
-90,600
Closed -$7.32M
COST icon
811
Costco
COST
$423B
– –
-21,200
Closed -$3.23M
CP icon
812
Canadian Pacific Kansas City
CP
$78.3B
– –
-143,000
Closed -$4.37M
CPB icon
813
Campbell Soup
CPB
$6.58B
– –
-147,300
Closed -$8.06M
CPRI icon
814
Capri Holdings
CPRI
$1.82B
– –
-17,900
Closed -$837K
CPT icon
815
Camden Property Trust
CPT
$11.2B
– –
-16,100
Closed -$1.35M
CRI icon
816
Carter's
CRI
$1.39B
– –
-3,600
Closed -$312K
CRK icon
817
Comstock Resources
CRK
$3.73B
– –
-21,200
Closed -$161K
CSGP icon
818
CoStar Group
CSGP
$12B
– –
-79,000
Closed -$1.71M
CSIQ icon
819
Canadian Solar
CSIQ
$1B
– –
-54,600
Closed -$750K
CX icon
820
Cemex
CX
$17.2B
– –
-165,152
Closed -$1.26M
CXW icon
821
CoreCivic
CXW
$2.95B
– –
-402,800
Closed -$5.59M
DAR icon
822
Darling Ingredients
DAR
$9.69B
– –
-71,100
Closed -$960K
DBI icon
823
Designer Brands
DBI
$314M
– –
-13,100
Closed -$268K
DECK icon
824
Deckers Outdoor
DECK
$13.6B
– –
-51,000
Closed -$506K
DEO icon
825
Diageo
DEO
$49.5B
– –
-21,600
Closed -$2.51M
31 32
33
34 35

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UWPG
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FWM
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RCIM
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TC
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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.