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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
LVLT
276
DELISTED
Level 3 Communications Inc
LVLT
$4.69M 0.12%
+83,300
New +$4.4M
XEL icon
277
Xcel Energy
XEL
$48.8B
$4.68M 0.12%
114,900
-32,600
-22% -$1.3M
SGEN
278
DELISTED
Seagen Inc. Common Stock
SGEN
$4.67M 0.12%
+88,500
New +$5.32M
AEE icon
279
Ameren
AEE
$30.1B
$4.63M 0.12%
88,300
+13,000
+17% +$645K
PBR icon
280
Petrobras
PBR
$123B
$4.62M 0.12%
456,800
+340,100
+291% +$3.63M
ESV
281
DELISTED
Ensco Rowan plc
ESV
$4.62M 0.12%
+118,750
New +$4.26M
WAT icon
282
Waters Corp
WAT
$37.3B
$4.58M 0.12%
34,100
+17,500
+105% +$2.5M
WAGE
283
DELISTED
WageWorks, Inc.
WAGE
$4.57M 0.12%
63,100
+46,600
+282% +$3.13M
RDS.B
284
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$4.56M 0.11%
78,600
+59,200
+305% +$3.24M
NLY icon
285
Annaly Capital Management
NLY
$17.3B
$4.54M 0.11%
+113,950
New +$4.63M
STMP
286
DELISTED
Stamps.com, Inc.
STMP
$4.5M 0.11%
+39,300
New +$4.09M
PTEN icon
287
Patterson-UTI
PTEN
$3.74B
$4.49M 0.11%
166,900
+85,400
+105% +$2.11M
ZLTQ
288
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$4.49M 0.11%
+103,200
New +$4.16M
ARIA
289
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$4.46M 0.11%
+358,800
New +$4.32M
SIX
290
DELISTED
Six Flags Entertainment Corp.
SIX
$4.46M 0.11%
+74,300
New +$4.16M
TT icon
291
Trane Technologies
TT
$97.3B
$4.41M 0.11%
+58,800
New +$4.24M
HMY icon
292
Harmony Gold Mining
HMY
$10.1B
$4.41M 0.11%
+1,994,700
New +$5.3M
COF icon
293
Capital One
COF
$129B
$4.41M 0.11%
+50,500
New +$4.07M
CINF icon
294
Cincinnati Financial
CINF
$26.8B
$4.4M 0.11%
58,100
+51,500
+780% +$3.83M
BEAV
295
DELISTED
B/E Aerospace Inc
BEAV
$4.4M 0.11%
+73,100
New +$4.21M
GNRC icon
296
Generac Holdings
GNRC
$11.3B
$4.34M 0.11%
+106,600
New +$4.22M
XOM icon
297
ExxonMobil
XOM
$651B
$4.31M 0.11%
47,800
-109,300
-70% -$9.55M
RPM icon
298
RPM International
RPM
$13.8B
$4.31M 0.11%
+80,000
New +$4.1M
GD icon
299
General Dynamics
GD
$103B
$4.3M 0.11%
+24,900
New +$4.07M
ARMK icon
300
Aramark
ARMK
$15.1B
$4.29M 0.11%
+166,339
New +$4.35M
10 11
12
13 14

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TFP
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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.