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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
ASNA
701
DELISTED
Ascena Retail Group, Inc.
ASNA
$471K 0.01%
+3,810
New +$461K
AMG icon
702
Affiliated Managers Group
AMG
$9.65B
$464K 0.01%
+3,200
New +$465K
PTR
703
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$449K 0.01%
+6,100
New +$430K
UTEK
704
DELISTED
Ultratech Inc.
UTEK
$446K 0.01%
+18,600
New +$424K
FLR icon
705
Fluor
FLR
$6.99B
$441K 0.01%
+8,400
New +$436K
ADP icon
706
Automatic Data Processing
ADP
$105B
$431K 0.01%
4,200
-28,300
-87% -$2.64M
SAH icon
707
Sonic Automotive
SAH
$3.17B
$425K 0.01%
+18,600
New +$378K
KBR icon
708
KBR
KBR
$4.36B
$422K 0.01%
25,300
+14,200
+128% +$226K
NFX
709
DELISTED
Newfield Exploration
NFX
$421K 0.01%
10,400
-77,200
-88% -$3.28M
OKE icon
710
Oneok
OKE
$56.1B
$419K 0.01%
+7,300
New +$383K
SGYP
711
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$409K 0.01%
+67,300
New +$352K
CBOE icon
712
Cboe Global Markets
CBOE
$31B
$406K 0.01%
+5,500
New +$379K
TDC icon
713
Teradata
TDC
$2.88B
$402K 0.01%
+14,800
New +$418K
INCY icon
714
Incyte
INCY
$24.9B
$381K 0.01%
3,800
-40,700
-91% -$3.97M
SYT
715
DELISTED
Syngenta Ag
SYT
$371K 0.01%
+4,700
New +$379K
BBG
716
DELISTED
Bill Barrett Corp
BBG
$358K 0.01%
+51,300
New +$328K
RGC
717
DELISTED
Regal Entertainment Group
RGC
$352K 0.01%
+17,100
New +$380K
AMCC
718
DELISTED
Applied Micro Circuits Corporation New
AMCC
$352K 0.01%
42,700
+25,000
+141% +$189K
WW
719
DELISTED
WW International
WW
$346K 0.01%
30,300
+17,300
+133% +$186K
INO icon
720
Inovio Pharmaceuticals
INO
$54M
$344K 0.01%
4,133
+350
+9% +$31.6K
HALO icon
721
Halozyme
HALO
$9.88B
$336K 0.01%
34,100
+6,600
+24% +$72.3K
QGEN icon
722
Qiagen
QGEN
$8.55B
$333K 0.01%
+10,807
New +$322K
LL
723
DELISTED
LL Flooring Holdings, Inc.
LL
$327K 0.01%
20,800
-36,900
-64% -$643K
WMGI
724
DELISTED
Wright Medical Group Inc
WMGI
$326K 0.01%
14,200
+2,600
+22% +$60.5K
SFLY
725
DELISTED
Shutterfly, Inc.
SFLY
$321K 0.01%
+6,400
New +$310K
27 28
29
30 31

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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.