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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+4.02%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 Miscellaneous 19.52%
2 Industrials 14.48%
3 Financials 11.7%
4 Technology 10.25%
5 Consumer Discretionary 9.02%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KR icon
876
Kroger
KR
$37.1B
– –
-413,800
Closed -$12.3M
KRE icon
877
State Street SPDR S&P Regional Banking ETF
KRE
$4.31B
– –
-329,700
Closed -$13.9M
LEG
878
DELISTED
Leggett & Platt
LEG
– –
-53,600
Closed -$2.44M
LKQ icon
879
LKQ Corp
LKQ
$5.92B
– –
-25,000
Closed -$886K
LMT icon
880
Lockheed Martin
LMT
$123B
– –
-23,300
Closed -$5.58M
LNC icon
881
Lincoln National
LNC
$8.32B
– –
-66,900
Closed -$3.14M
LNT icon
882
Alliant Energy
LNT
$17.1B
– –
-87,700
Closed -$3.36M
LRCX icon
883
Lam Research
LRCX
$339B
– –
-721,000
Closed -$6.83M
LSCC icon
884
Lattice Semiconductor
LSCC
$15.1B
– –
-122,800
Closed -$796K
LULU icon
885
lululemon athletica
LULU
$10.9B
– –
-141,100
Closed -$8.6M
LYG icon
886
Lloyds Banking Group
LYG
$84.9B
– –
-75,900
Closed -$217K
LYV icon
887
Live Nation Entertainment
LYV
$39.7B
– –
-14,200
Closed -$390K
MAC icon
888
Macerich
MAC
$6.35B
– –
-45,800
Closed -$3.7M
MAS icon
889
Masco
MAS
$13.6B
– –
-16,000
Closed -$548K
MAT icon
890
Mattel
MAT
$3.83B
– –
-29,000
Closed -$878K
MCO icon
891
Moody's
MCO
$80.9B
– –
-7,400
Closed -$801K
MDU icon
892
MDU Resources
MDU
$3.91B
– –
-132,020
Closed -$1.28M
MGM icon
893
MGM Resorts International
MGM
$9.87B
– –
-179,000
Closed -$4.66M
MHK icon
894
Mohawk Industries
MHK
$8.74B
– –
-12,000
Closed -$2.4M
MS icon
895
Morgan Stanley
MS
$324B
– –
-217,800
Closed -$6.98M
MT icon
896
ArcelorMittal
MT
$55.2B
– –
-111,067
Closed -$2.01M
MTG icon
897
MGIC Investment
MTG
$6.14B
– –
-149,600
Closed -$1.2M
MTN icon
898
Vail Resorts
MTN
$4.92B
– –
-9,000
Closed -$1.41M
NDAQ icon
899
Nasdaq
NDAQ
$49.9B
– –
-20,700
Closed -$466K
NEE icon
900
NextEra Energy
NEE
$169B
– –
-336,800
Closed -$10.3M
34 35
36
37 38

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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 Miscellaneous at 20% of assets, down from 23% a quarter earlier, followed by Industrials and Financials.

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.