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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
RIG icon
326
Transocean
RIG
$5.62B
$3.88M 0.1%
+263,200
New +$3.12M
WAB icon
327
Wabtec
WAB
$49.4B
$3.87M 0.1%
+46,600
New +$3.84M
RRD
328
DELISTED
RR Donnelley & Sons Co.
RRD
$3.84M 0.1%
235,500
+204,600
+662% +$3.67M
ILF icon
329
iShares Latin America 40 ETF
ILF
$3.85B
$3.84M 0.1%
139,300
+77,500
+125% +$2.23M
ELV icon
330
Elevance Health
ELV
$81.6B
$3.82M 0.1%
+26,600
New +$3.56M
EBAY icon
331
eBay
EBAY
$50.4B
$3.81M 0.1%
128,500
+42,000
+49% +$1.24M
FLS icon
332
Flowserve
FLS
$9.63B
$3.81M 0.1%
79,300
+62,400
+369% +$2.89M
APH icon
333
Amphenol
APH
$197B
$3.76M 0.09%
224,000
-39,600
-15% -$660K
ADI icon
334
Analog Devices
ADI
$179B
$3.76M 0.09%
51,800
-69,700
-57% -$4.74M
EMN icon
335
Eastman Chemical
EMN
$8.01B
$3.75M 0.09%
+49,800
New +$3.6M
IPG
336
DELISTED
Interpublic Group of Companies
IPG
$3.74M 0.09%
+159,900
New +$3.7M
CA
337
DELISTED
CA, Inc.
CA
$3.74M 0.09%
117,800
-7,600
-6% -$243K
PII icon
338
Polaris
PII
$3.88B
$3.71M 0.09%
+45,100
New +$3.68M
MRC
339
DELISTED
MRC Global
MRC
$3.7M 0.09%
182,800
+165,300
+945% +$3.01M
TREX icon
340
Trex
TREX
$4.56B
$3.69M 0.09%
+229,200
New +$3.58M
ALNY icon
341
Alnylam Pharmaceuticals
ALNY
$27.4B
$3.68M 0.09%
98,400
+89,800
+1,044% +$3.76M
HXL icon
342
Hexcel
HXL
$7.76B
$3.68M 0.09%
+71,500
New +$3.44M
MAA icon
343
Mid-America Apartment Communities
MAA
$15.5B
$3.67M 0.09%
+37,500
New +$3.45M
IDCC icon
344
InterDigital
IDCC
$7.84B
$3.65M 0.09%
+40,000
New +$3.21M
NBL
345
DELISTED
Noble Energy, Inc.
NBL
$3.62M 0.09%
+95,000
New +$3.53M
FTR
346
DELISTED
Frontier Communications Corp.
FTR
$3.61M 0.09%
+71,140
New +$3.9M
EPAC icon
347
Enerpac Tool Group
EPAC
$1.86B
$3.56M 0.09%
+137,300
New +$3.44M
EIX icon
348
Edison International
EIX
$30.3B
$3.55M 0.09%
49,300
-26,800
-35% -$1.89M
MRVL icon
349
Marvell Technology
MRVL
$165B
$3.51M 0.09%
+253,400
New +$3.45M
DRE
350
DELISTED
Duke Realty Corp.
DRE
$3.51M 0.09%
132,300
+76,900
+139% +$1.96M
12 13
14
15 16

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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.