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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
DHC
251
Diversified Healthcare Trust
DHC
$2.17B
$5.04M 0.13%
+266,500
New +$5.17M
PEG icon
252
Public Service Enterprise Group
PEG
$38.6B
$5.02M 0.13%
114,400
+103,000
+904% +$4.3M
XRT icon
253
State Street SPDR S&P Retail ETF
XRT
$453M
$5.01M 0.13%
113,800
+87,300
+329% +$3.88M
P
254
DELISTED
Pandora Media Inc
P
$4.99M 0.13%
+382,500
New +$4.74M
FLIR
255
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$4.97M 0.13%
+137,300
New +$4.62M
WBD icon
256
Warner Bros
WBD
$63.9B
$4.96M 0.12%
+181,100
New +$4.91M
DNB
257
DELISTED
Dun & Bradstreet
DNB
$4.96M 0.12%
40,900
+29,600
+262% +$3.64M
VMI icon
258
Valmont Industries
VMI
$9.2B
$4.92M 0.12%
34,900
+28,000
+406% +$3.89M
GS icon
259
Goldman Sachs
GS
$302B
$4.91M 0.12%
20,500
-107,700
-84% -$21.9M
VIV icon
260
Telefônica Brasil
VIV
$20.6B
$4.9M 0.12%
+366,400
New +$4.91M
TEVA icon
261
Teva Pharmaceuticals
TEVA
$41.2B
$4.89M 0.12%
+134,900
New +$5.39M
MSCI icon
262
MSCI
MSCI
$41.9B
$4.88M 0.12%
+62,000
New +$5M
NUS icon
263
Nu Skin
NUS
$254M
$4.86M 0.12%
+101,800
New +$5.7M
FAS icon
264
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
$4.85M 0.12%
+118,700
New +$4.1M
NWSA icon
265
News Corp Class A
NWSA
$15.2B
$4.84M 0.12%
+422,500
New +$5.23M
DAL icon
266
Delta Air Lines
DAL
$58.3B
$4.83M 0.12%
+98,300
New +$4.48M
SBSW icon
267
Sibanye-Stillwater
SBSW
$6.43B
$4.81M 0.12%
+722,829
New +$6.59M
ABB
268
DELISTED
ABB Ltd
ABB
$4.8M 0.12%
+227,700
New +$4.86M
GRMN
269
Garmin
GRMN
$57.4B
$4.79M 0.12%
+98,900
New +$4.92M
ARW icon
270
Arrow Electronics
ARW
$10.9B
$4.79M 0.12%
67,200
+57,300
+579% +$3.79M
NVAX icon
271
Novavax
NVAX
$1.22B
$4.77M 0.12%
189,205
+161,320
+579% +$4.7M
LEA icon
272
Lear
LEA
$7.33B
$4.75M 0.12%
35,900
+10,400
+41% +$1.31M
R icon
273
Ryder
R
$9.9B
$4.73M 0.12%
+63,600
New +$4.69M
HST icon
274
Host Hotels & Resorts
HST
$17.2B
$4.71M 0.12%
+250,000
New +$4.22M
ES icon
275
Eversource Energy
ES
$27.8B
$4.69M 0.12%
+85,000
New +$4.54M
9 10
11
12 13

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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.