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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
BITA
1001
DELISTED
Bitauto Holdings Limited
BITA
– –
-53,000
Closed -$1.54M
CBL
1002
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-137,100
Closed -$1.66M
MNK
1003
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-51,900
Closed -$3.62M
AMTD
1004
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-48,300
Closed -$1.7M
WUBA
1005
DELISTED
58.com Inc
WUBA
– –
-24,800
Closed -$1.18M
TLRD
1006
DELISTED
Tailored Brands, Inc.
TLRD
– –
-47,300
Closed -$742K
LM
1007
DELISTED
Legg Mason, Inc.
LM
– –
-21,900
Closed -$733K
CHK
1008
DELISTED
Chesapeake Energy Corporation
CHK
– –
-2,606
Closed -$3.27M
WBC
1009
DELISTED
WABCO HOLDINGS INC.
WBC
– –
-3,300
Closed -$374K
AGN
1010
DELISTED
Allergan plc
AGN
– –
-42,900
Closed -$9.88M
RTN
1011
DELISTED
Raytheon Company
RTN
– –
-16,100
Closed -$2.19M
LPT
1012
DELISTED
Liberty Property Trust
LPT
– –
-7,000
Closed -$282K
BID
1013
DELISTED
Sotheby's
BID
– –
-46,700
Closed -$1.77M
CRAY
1014
DELISTED
Cray, Inc.
CRAY
– –
-53,400
Closed -$1.26M
BMS
1015
DELISTED
Bemis
BMS
– –
-9,400
Closed -$479K
ULTI
1016
DELISTED
Ultimate Software Group Inc
ULTI
– –
-6,700
Closed -$1.37M
ELLI
1017
DELISTED
Ellie Mae Inc
ELLI
– –
-26,000
Closed -$2.74M
IMPV
1018
DELISTED
Imperva, Inc.
IMPV
– –
-65,600
Closed -$3.52M
SCG
1019
DELISTED
Scana
SCG
– –
-28,300
Closed -$2.05M
LHO
1020
DELISTED
LaSalle Hotel Properties
LHO
– –
-70,200
Closed -$1.68M
AFSI
1021
DELISTED
AmTrust Financial Services, Inc.
AFSI
– –
-12,400
Closed -$332K
PAY
1022
DELISTED
Verifone Systems Inc
PAY
– –
-27,700
Closed -$435K
NSM
1023
DELISTED
Nationstar Mortgage Holdings
NSM
– –
-29,800
Closed -$441K
FNGN
1024
DELISTED
Financial Engines, Inc.
FNGN
– –
-9,100
Closed -$270K
TWX
1025
DELISTED
Time Warner Inc
TWX
– –
-7,300
Closed -$581K
38 39 40
41
42

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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.