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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
FFIV icon
101
F5
FFIV
$22B
$10M 0.25%
69,200
+51,500
+291% +$6.98M
BP icon
102
BP
BP
$112B
$9.87M 0.25%
+308,164
New +$9.27M
OMC icon
103
Omnicom Group
OMC
$22.7B
$9.85M 0.25%
+115,700
New +$9.7M
WM icon
104
Waste Management
WM
$95B
$9.77M 0.25%
137,800
-32,900
-19% -$2.2M
DLTR icon
105
Dollar Tree
DLTR
$24.8B
$9.72M 0.24%
126,000
-45,500
-27% -$3.66M
AGCO icon
106
AGCO
AGCO
$8.41B
$9.66M 0.24%
+166,900
New +$9.02M
UPS icon
107
United Parcel Service
UPS
$88.9B
$9.61M 0.24%
83,800
-34,100
-29% -$3.84M
CSL icon
108
Carlisle Companies
CSL
$13.5B
$9.44M 0.24%
+85,600
New +$9.35M
MA icon
109
Mastercard
MA
$498B
$9.35M 0.24%
90,600
+20,700
+30% +$2.14M
DE icon
110
Deere & Co
DE
$165B
$9.31M 0.23%
+90,400
New +$8.5M
ROK icon
111
Rockwell Automation
ROK
$51.1B
$9.14M 0.23%
68,000
+56,600
+496% +$7.23M
TD icon
112
Toronto Dominion Bank
TD
$193B
$9.11M 0.23%
+184,700
New +$8.63M
SLB icon
113
SLB Ltd
SLB
$72.7B
$9.1M 0.23%
+108,400
New +$8.88M
SNA icon
114
Snap-on
SNA
$21.5B
$9.09M 0.23%
+53,100
New +$8.64M
HSY icon
115
Hershey
HSY
$37.3B
$8.96M 0.23%
86,600
-85,400
-50% -$8.43M
MSM icon
116
MSC Industrial Direct
MSM
$6.76B
$8.88M 0.22%
+96,100
New +$7.93M
AEM icon
117
Agnico Eagle Mines
AEM
$72.2B
$8.71M 0.22%
207,400
+131,400
+173% +$5.81M
GG
118
DELISTED
Goldcorp Inc
GG
$8.71M 0.22%
640,100
+610,800
+2,085% +$8.51M
HOLX
119
DELISTED
Hologic
HOLX
$8.66M 0.22%
216,000
+169,900
+369% +$6.56M
PCG icon
120
PG&E
PCG
$39B
$8.66M 0.22%
142,600
+800
+0.6% +$47.9K
WP
121
DELISTED
Worldpay, Inc.
WP
$8.64M 0.22%
+144,900
New +$8.37M
DOV icon
122
Dover
DOV
$26.7B
$8.59M 0.22%
141,999
+115,011
+426% +$6.65M
CHTR icon
123
Charter Communications
CHTR
$17.3B
$8.58M 0.22%
+29,800
New +$8.02M
VEEV icon
124
Veeva Systems
VEEV
$33.8B
$8.54M 0.21%
+209,800
New +$8.57M
L icon
125
Loews
L
$24.5B
$8.5M 0.21%
181,500
+137,100
+309% +$6.02M
3 4
5
6 7

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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.