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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
DO
476
DELISTED
Diamond Offshore Drilling
DO
$2.06M 0.05%
+116,700
New +$2.06M
OC icon
477
Owens Corning
OC
$11.2B
$2.06M 0.05%
40,000
+30,500
+321% +$1.58M
MJN
478
DELISTED
Mead Johnson Nutrition Company
MJN
$2.05M 0.05%
29,000
-26,900
-48% -$2M
GL icon
479
Globe Life
GL
$14.2B
$2.04M 0.05%
27,600
+15,000
+119% +$1.03M
WEN icon
480
Wendy's
WEN
$1.4B
$2.03M 0.05%
150,100
+67,500
+82% +$815K
LVS icon
481
Las Vegas Sands
LVS
$32.3B
$2.02M 0.05%
37,800
-93,300
-71% -$5.44M
TSEM icon
482
Tower Semiconductor
TSEM
$23.9B
$2.02M 0.05%
105,900
+91,400
+630% +$1.58M
ZEN
483
DELISTED
ZENDESK INC
ZEN
$2.01M 0.05%
+94,700
New +$2.29M
HAS icon
484
Hasbro
HAS
$13.4B
$1.99M 0.05%
+25,600
New +$2.11M
IPGP icon
485
IPG Photonics
IPGP
$3.6B
$1.98M 0.05%
+20,100
New +$1.87M
OTEX icon
486
Open Text
OTEX
$6.15B
$1.98M 0.05%
+64,200
New +$2M
SC
487
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$1.98M 0.05%
+146,600
New +$1.94M
NAT icon
488
Nordic American Tanker
NAT
$1.41B
$1.96M 0.05%
+235,570
New +$2.09M
IRBT
489
DELISTED
iRobot
IRBT
$1.96M 0.05%
33,500
+8,100
+32% +$423K
ASHR icon
490
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.55B
$1.96M 0.05%
+83,400
New +$2.07M
TRN icon
491
Trinity Industries
TRN
$2.73B
$1.95M 0.05%
+97,647
New +$1.8M
MEG
492
DELISTED
Media General, Inc
MEG
$1.95M 0.05%
+103,400
New +$1.87M
SPN
493
DELISTED
Superior Energy Services, Inc.
SPN
$1.94M 0.05%
+11,500
New +$1.92M
QVCGA
494
DELISTED
QVC Group Inc Series A
QVCGA
$1.94M 0.05%
+1,998
New +$1.93M
MFA
495
MFA Financial
MFA
$935M
$1.94M 0.05%
+63,425
New +$1.9M
SPWR
496
DELISTED
SunPower Corporation Common Stock
SPWR
$1.93M 0.05%
446,953
+269,516
+152% +$1.32M
VRSK icon
497
Verisk Analytics
VRSK
$26.1B
$1.93M 0.05%
23,800
+14,500
+156% +$1.19M
MBI icon
498
MBIA
MBI
$274M
$1.92M 0.05%
179,100
+160,200
+848% +$1.48M
DUK icon
499
Duke Energy
DUK
$98.4B
$1.9M 0.05%
24,500
-138,800
-85% -$10.6M
NXST icon
500
Nexstar Media Group
NXST
$5.88B
$1.9M 0.05%
+30,000
New +$1.72M
18 19
20
21 22

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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.