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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
CS
551
DELISTED
Credit Suisse Group
CS
$1.42M 0.04%
99,200
+40,200
+68% +$563K
RARE icon
552
Ultragenyx Pharmaceutical
RARE
$2.49B
$1.38M 0.03%
+19,600
New +$1.39M
DYN
553
DELISTED
Dynegy, Inc.
DYN
$1.38M 0.03%
+163,000
New +$1.61M
CRS icon
554
Carpenter Technology
CRS
$25.9B
$1.37M 0.03%
38,000
+24,700
+186% +$916K
GPRE icon
555
Green Plains
GPRE
$1.2B
$1.37M 0.03%
+49,300
New +$1.31M
WOOF
556
DELISTED
VCA Inc.
WOOF
$1.37M 0.03%
20,000
-5,100
-20% -$333K
DCT
557
DELISTED
DCT Industrial Trust Inc.
DCT
$1.37M 0.03%
+28,600
New +$1.32M
SSRI
558
DELISTED
Silver Standard Resources
SSRI
$1.35M 0.03%
+151,500
New +$1.53M
CZR
559
DELISTED
Caesars Entertainment Corporation
CZR
$1.35M 0.03%
158,700
+92,300
+139% +$692K
KERX
560
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$1.34M 0.03%
+229,600
New +$1.25M
AVP
561
DELISTED
Avon Products, Inc.
AVP
$1.34M 0.03%
266,100
+250,800
+1,639% +$1.46M
LPX icon
562
Louisiana-Pacific
LPX
$5B
$1.33M 0.03%
70,200
+35,800
+104% +$683K
GLNG icon
563
Golar LNG
GLNG
$4.94B
$1.32M 0.03%
+57,500
New +$1.34M
HAL icon
564
Halliburton
HAL
$26.4B
$1.31M 0.03%
+24,200
New +$1.21M
TXRH icon
565
Texas Roadhouse
TXRH
$13.7B
$1.31M 0.03%
+27,100
New +$1.19M
GBX icon
566
The Greenbrier Companies
GBX
$1.52B
$1.3M 0.03%
+31,300
New +$1.17M
EGO icon
567
Eldorado Gold
EGO
$7.89B
$1.29M 0.03%
80,280
+72,700
+959% +$1.14M
TDW icon
568
Tidewater
TDW
$3.68B
$1.29M 0.03%
+11,743
New +$1.03M
ABMD
569
DELISTED
Abiomed Inc
ABMD
$1.28M 0.03%
11,400
+2,300
+25% +$266K
ALTO icon
570
Alto Ingredients
ALTO
$356M
$1.24M 0.03%
+130,500
New +$1.05M
ITRI icon
571
Itron
ITRI
$4.34B
$1.24M 0.03%
19,700
+11,700
+146% +$705K
TIMB icon
572
TIM SA
TIMB
$9.21B
$1.24M 0.03%
104,800
+66,200
+172% +$829K
VAR
573
DELISTED
Varian Medical Systems, Inc.
VAR
$1.22M 0.03%
15,509
+12,658
+444% +$1.02M
RHI icon
574
Robert Half
RHI
$3.76B
$1.22M 0.03%
25,000
+4,100
+20% +$176K
MPT
575
Medical Properties Trust
MPT
$2.77B
$1.22M 0.03%
99,000
-352,100
-78% -$4.56M
21 22
23
24 25

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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.