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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
TGNA
676
DELISTED
TEGNA Inc
TGNA
$590K 0.01%
+43,125
New +$587K
ARR
677
Armour Residential REIT
ARR
$2.33B
$587K 0.01%
+5,420
New +$602K
CACC icon
678
Credit Acceptance
CACC
$5.81B
$587K 0.01%
+2,700
New +$523K
PRAA icon
679
PRA Group
PRAA
$662M
$586K 0.01%
+15,000
New +$511K
TRUE
680
DELISTED
TrueCar
TRUE
$586K 0.01%
46,900
-7,800
-14% -$87.9K
APC
681
DELISTED
Anadarko Petroleum
APC
$578K 0.01%
+8,300
New +$540K
SPLS
682
DELISTED
Staples Inc
SPLS
$578K 0.01%
63,900
-208,900
-77% -$1.82M
MEI icon
683
Methode Electronics
MEI
$486M
$574K 0.01%
+13,900
New +$510K
SBGI icon
684
Sinclair Inc
SBGI
$994M
$573K 0.01%
+17,200
New +$512K
EGHT icon
685
8x8 Inc
EGHT
$262M
$563K 0.01%
39,400
+4,300
+12% +$62.3K
ON icon
686
ON Semiconductor
ON
$32.6B
$561K 0.01%
44,000
-104,200
-70% -$1.24M
SU icon
687
Suncor Energy
SU
$78.8B
$558K 0.01%
+17,100
New +$524K
JNPR
688
DELISTED
Juniper Networks
JNPR
$553K 0.01%
+19,600
New +$511K
RMBS icon
689
Rambus
RMBS
$9.72B
$545K 0.01%
+39,600
New +$513K
IMGN
690
DELISTED
Immunogen Inc
IMGN
$545K 0.01%
267,300
+221,400
+482% +$444K
MAN icon
691
ManpowerGroup
MAN
$2.41B
$542K 0.01%
+6,100
New +$503K
SPXC icon
692
SPX Corp
SPXC
$9.98B
$533K 0.01%
+22,500
New +$494K
RAI
693
DELISTED
Reynolds American Inc
RAI
$526K 0.01%
+9,400
New +$499K
FCN icon
694
FTI Consulting
FCN
$4.95B
$522K 0.01%
+11,600
New +$504K
REX icon
695
REX American Resources
REX
$1.44B
$503K 0.01%
30,600
+4,200
+16% +$62.4K
ISEE
696
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$493K 0.01%
+102,200
New +$3.03M
OLED icon
697
Universal Display
OLED
$3.76B
$489K 0.01%
8,700
-6,200
-42% -$341K
ARRS
698
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$488K 0.01%
16,200
-19,800
-55% -$574K
CBD
699
DELISTED
Companhia Brasileira de Distribuicao
CBD
$486K 0.01%
29,400
-3,500
-11% -$58.1K
TK icon
700
Teekay
TK
$983M
$482K 0.01%
+60,100
New +$463K
26 27
28
29 30

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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.