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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
ALLE icon
301
Allegion
ALLE
$13.4B
$4.28M 0.11%
66,900
+40,900
+157% +$2.71M
ODFL icon
302
Old Dominion Freight Line
ODFL
$44.2B
$4.25M 0.11%
148,800
+64,200
+76% +$1.72M
LH icon
303
Labcorp
LH
$25.9B
$4.24M 0.11%
38,412
+698
+2% +$77.5K
DFT
304
DELISTED
DuPont Fabros Technology Inc.
DFT
$4.22M 0.11%
96,000
+70,700
+279% +$2.91M
AXS icon
305
AXIS Capital
AXS
$7.67B
$4.22M 0.11%
+64,600
New +$3.89M
NE
306
DELISTED
Noble Corporation
NE
$4.19M 0.11%
+708,400
New +$4.17M
TM icon
307
Toyota
TM
$227B
$4.17M 0.11%
35,600
+20,200
+131% +$2.35M
GNC
308
DELISTED
GNC Holdings, Inc.
GNC
$4.17M 0.1%
377,600
+330,100
+695% +$5.16M
HRC
309
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$4.15M 0.1%
73,900
+68,100
+1,174% +$3.86M
EXAS
310
DELISTED
Exact Sciences
EXAS
$4.14M 0.1%
+309,900
New +$5M
PF
311
DELISTED
Pinnacle Foods, Inc.
PF
$4.12M 0.1%
77,000
-57,000
-43% -$2.89M
ADM icon
312
Archer Daniels Midland
ADM
$38.9B
$4.11M 0.1%
90,000
+48,900
+119% +$2.16M
JEF icon
313
Jefferies Financial Group
JEF
$12.7B
$4.11M 0.1%
+197,285
New +$3.69M
TKR icon
314
Timken Company
TKR
$9.46B
$4.1M 0.1%
+103,300
New +$3.84M
GVA icon
315
Granite Construction
GVA
$5.03B
$4.1M 0.1%
74,500
+65,300
+710% +$3.47M
WDR
316
DELISTED
Waddell & Reed Financial, Inc.
WDR
$4.03M 0.1%
+206,600
New +$3.84M
SSTK icon
317
Shutterstock
SSTK
$198M
$4.02M 0.1%
+84,700
New +$4.52M
ED icon
318
Consolidated Edison
ED
$40.4B
$4.02M 0.1%
54,600
-17,300
-24% -$1.25M
MBT
319
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$4.01M 0.1%
440,800
+405,200
+1,138% +$3.26M
CGNX icon
320
Cognex
CGNX
$10.4B
$4.01M 0.1%
+126,200
New +$3.62M
CCL icon
321
Carnival Corporation Ltd
CCL
$38B
$3.98M 0.1%
76,500
-17,800
-19% -$891K
EWH icon
322
iShares MSCI Hong Kong ETF
EWH
$1.25B
$3.94M 0.1%
+202,500
New +$4.25M
VMC icon
323
Vulcan Materials
VMC
$35.2B
$3.94M 0.1%
31,500
+700
+2% +$84.7K
CDE icon
324
Coeur Mining
CDE
$15.9B
$3.9M 0.1%
428,500
-65,100
-13% -$669K
WU icon
325
Western Union
WU
$2.4B
$3.89M 0.1%
+179,100
New +$3.72M
11 12
13
14 15

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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.