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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
KR icon
876
Kroger
KR
$36.7B
– –
-413,800
Closed -$12.3M
KRE icon
877
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
– –
-329,700
Closed -$13.9M
LEG icon
878
Leggett & Platt
LEG
$1.4B
– –
-53,600
Closed -$2.44M
LKQ icon
879
LKQ Corp
LKQ
$6.72B
– –
-25,000
Closed -$886K
LMT icon
880
Lockheed Martin
LMT
$131B
– –
-23,300
Closed -$5.58M
LNC icon
881
Lincoln National
LNC
$7.92B
– –
-66,900
Closed -$3.14M
LNT icon
882
Alliant Energy
LNT
$18.6B
– –
-87,700
Closed -$3.36M
LRCX icon
883
Lam Research
LRCX
$316B
– –
-721,000
Closed -$6.83M
LSCC icon
884
Lattice Semiconductor
LSCC
$16B
– –
-122,800
Closed -$796K
LULU icon
885
lululemon athletica
LULU
$13.5B
– –
-141,100
Closed -$8.6M
LYG icon
886
Lloyds Banking Group
LYG
$85.2B
– –
-75,900
Closed -$217K
LYV icon
887
Live Nation Entertainment
LYV
$42.9B
– –
-14,200
Closed -$390K
MAC icon
888
Macerich
MAC
$7.4B
– –
-45,800
Closed -$3.7M
MAS icon
889
Masco
MAS
$14.3B
– –
-16,000
Closed -$548K
MAT icon
890
Mattel
MAT
$4.47B
– –
-29,000
Closed -$878K
MCO icon
891
Moody's
MCO
$83.7B
– –
-7,400
Closed -$801K
MDU icon
892
MDU Resources
MDU
$4.18B
– –
-132,020
Closed -$1.28M
MGM icon
893
MGM Resorts International
MGM
$11.7B
– –
-179,000
Closed -$4.66M
MHK icon
894
Mohawk Industries
MHK
$6.91B
– –
-12,000
Closed -$2.4M
MS icon
895
Morgan Stanley
MS
$319B
– –
-217,800
Closed -$6.98M
MT icon
896
ArcelorMittal
MT
$49.5B
– –
-111,067
Closed -$2.01M
MTG icon
897
MGIC Investment
MTG
$6.47B
– –
-149,600
Closed -$1.2M
MTN icon
898
Vail Resorts
MTN
$5.7B
– –
-9,000
Closed -$1.41M
NDAQ icon
899
Nasdaq
NDAQ
$53.4B
– –
-20,700
Closed -$466K
NEE icon
900
NextEra Energy
NEE
$185B
– –
-336,800
Closed -$10.3M
34 35
36
37 38

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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.