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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
SPR
151
DELISTED
Spirit AeroSystems
SPR
$7.36M 0.19%
+126,200
New +$6.84M
AU icon
152
AngloGold Ashanti
AU
$39.4B
$7.33M 0.18%
697,200
+503,100
+259% +$6.1M
ALLY icon
153
Ally Financial
ALLY
$13.1B
$7.3M 0.18%
384,000
+76,800
+25% +$1.48M
CNP icon
154
CenterPoint Energy
CNP
$28.3B
$7.26M 0.18%
294,700
+122,300
+71% +$2.86M
IYF icon
155
iShares US Financials ETF
IYF
$4.65B
$7.15M 0.18%
+141,000
New +$6.73M
STLD icon
156
Steel Dynamics
STLD
$36.2B
$7.09M 0.18%
199,400
-44,600
-18% -$1.4M
WCC
157
WESCO International
WCC
$15.1B
$7.07M 0.18%
+106,200
New +$6.74M
CMC icon
158
Commercial Metals
CMC
$7.53B
$6.99M 0.18%
321,100
+255,300
+388% +$5.01M
MON
159
DELISTED
Monsanto Co
MON
$6.79M 0.17%
+64,500
New +$6.61M
CAG icon
160
Conagra Brands
CAG
$7.42B
$6.77M 0.17%
+171,200
New +$6.4M
ALGN icon
161
Align Technology
ALGN
$12.9B
$6.77M 0.17%
70,400
+55,500
+372% +$5.15M
HWM icon
162
Howmet Aerospace
HWM
$109B
$6.73M 0.17%
+473,482
New +$7.12M
CE icon
163
Celanese
CE
$4.82B
$6.72M 0.17%
+85,300
New +$6.41M
UI icon
164
Ubiquiti
UI
$31.6B
$6.66M 0.17%
+115,300
New +$6.29M
HIG icon
165
Hartford Financial Services
HIG
$39.9B
$6.63M 0.17%
+139,100
New +$6.38M
CDW icon
166
CDW
CDW
$18.9B
$6.61M 0.17%
126,900
+30,000
+31% +$1.46M
BSX icon
167
Boston Scientific
BSX
$68.4B
$6.61M 0.17%
305,500
-106,200
-26% -$2.32M
PHG icon
168
Philips
PHG
$25.5B
$6.59M 0.17%
+291,315
New +$6.35M
EXP icon
169
Eagle Materials
EXP
$6.49B
$6.59M 0.17%
+66,900
New +$6.01M
HD icon
170
Home Depot
HD
$337B
$6.5M 0.16%
+48,500
New +$6.25M
RES icon
171
RPC Inc
RES
$1.13B
$6.48M 0.16%
327,300
+286,500
+702% +$5.37M
KGC icon
172
Kinross Gold
KGC
$27.7B
$6.47M 0.16%
2,080,700
+1,658,000
+392% +$5.82M
BMO icon
173
Bank of Montreal
BMO
$123B
$6.46M 0.16%
+89,900
New +$6M
COO icon
174
Cooper Companies
COO
$14.2B
$6.38M 0.16%
146,000
+120,400
+470% +$5.26M
JBL icon
175
Jabil
JBL
$30.1B
$6.35M 0.16%
268,200
+211,100
+370% +$4.6M
5 6
7
8 9

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UWPG
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FWM
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RCIM
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TC
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NA
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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.