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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
NAVI icon
201
Navient
NAVI
$794M
$5.78M 0.15%
+351,800
New +$5.47M
BHI
202
DELISTED
Baker Hughes
BHI
$5.78M 0.15%
+88,900
New +$5.28M
RS icon
203
Reliance Steel & Aluminium
RS
$20.5B
$5.77M 0.15%
72,600
+39,300
+118% +$2.99M
GOLD
204
DELISTED
Randgold Resources Ltd
GOLD
$5.76M 0.15%
75,500
+70,700
+1,473% +$5.61M
MGA icon
205
Magna International
MGA
$19B
$5.76M 0.15%
+132,700
New +$5.58M
PBR.A icon
206
Petrobras Class A
PBR.A
$109B
$5.75M 0.14%
+653,200
New +$6.22M
WCG
207
DELISTED
Wellcare Health Plans, Inc.
WCG
$5.74M 0.14%
41,900
+29,300
+233% +$3.73M
FNV icon
208
Franco-Nevada
FNV
$42.7B
$5.73M 0.14%
+95,900
New +$5.86M
CACI icon
209
CACI
CACI
$10.5B
$5.67M 0.14%
45,600
+40,500
+794% +$4.68M
ZG icon
210
Zillow
ZG
$7.79B
$5.64M 0.14%
154,700
+106,600
+222% +$3.73M
DNKN
211
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$5.59M 0.14%
+106,700
New +$5.49M
TXT icon
212
Textron
TXT
$15B
$5.58M 0.14%
115,000
+81,900
+247% +$3.57M
BBD icon
213
Banco Bradesco
BBD
$37.9B
$5.58M 0.14%
1,238,998
+448,560
+57% +$2.1M
CHS
214
DELISTED
Chicos FAS, Inc.
CHS
$5.58M 0.14%
+387,600
New +$5.34M
MKTX icon
215
MarketAxess Holdings
MKTX
$5.78B
$5.52M 0.14%
+37,600
New +$5.97M
SIRI icon
216
SiriusXM
SIRI
$10.4B
$5.47M 0.14%
122,980
+50,260
+69% +$2.19M
IYT icon
217
iShares US Transportation ETF
IYT
$2.26B
$5.46M 0.14%
+134,000
New +$5.2M
GNTX icon
218
Gentex
GNTX
$5.03B
$5.44M 0.14%
276,200
+199,400
+260% +$3.63M
MLM icon
219
Martin Marietta Materials
MLM
$32.4B
$5.43M 0.14%
24,500
+4,700
+24% +$966K
FLG
220
Flagstar Bank National Association
FLG
$5.94B
$5.43M 0.14%
+113,700
New +$5.2M
STWD icon
221
Starwood Property Trust
STWD
$6.02B
$5.42M 0.14%
+246,800
New +$5.44M
SRPT icon
222
Sarepta Therapeutics
SRPT
$1.64B
$5.41M 0.14%
+197,400
New +$7.93M
IDTI
223
DELISTED
Integrated Device Technology I
IDTI
$5.38M 0.14%
228,200
+120,600
+112% +$2.78M
FMC icon
224
FMC
FMC
$1.48B
$5.37M 0.14%
109,535
+52,346
+92% +$2.39M
GFI icon
225
Gold Fields
GFI
$30B
$5.36M 0.13%
1,780,300
+1,372,100
+336% +$4.92M
7 8
9
10 11

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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.