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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
TEL icon
751
TE Connectivity
TEL
$59.9B
$200K 0.01%
2,900
-40,100
-93% -$2.66M
XONE
752
DELISTED
The ExOne Company
XONE
$198K 0.01%
21,200
+2,800
+15% +$32K
TTPH
753
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$182K ﹤0.01%
+2,265
New +$179K
BTE icon
754
Baytex Energy
BTE
$3.04B
$178K ﹤0.01%
+36,500
New +$158K
LUMO
755
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$172K ﹤0.01%
1,867
-1,189
-39% -$134K
SSI
756
DELISTED
Stage Stores Inc
SSI
$172K ﹤0.01%
+39,500
New +$196K
ARWR icon
757
Arrowhead Research
ARWR
$12.3B
$106K ﹤0.01%
68,900
+52,800
+328% +$225K
PDS
758
Precision Drilling
PDS
$979M
$88K ﹤0.01%
+810
New +$79.7K
CLNE icon
759
Clean Energy Fuels
CLNE
$425M
$37K ﹤0.01%
13,000
-22,700
-64% -$85.7K
ACN icon
760
Accenture
ACN
$99.9B
– –
-86,200
Closed -$10.5M
ADSK icon
761
Autodesk
ADSK
$49.6B
– –
-44,600
Closed -$3.23M
AEO icon
762
American Eagle Outfitters
AEO
$2.9B
– –
-251,900
Closed -$4.5M
AER icon
763
AerCap
AER
$24B
– –
-68,200
Closed -$2.63M
AGIO icon
764
Agios Pharmaceuticals
AGIO
$1.95B
– –
-41,300
Closed -$2.18M
AGO icon
765
Assured Guaranty
AGO
$3.73B
– –
-28,600
Closed -$793K
AIV
766
Aimco
AIV
$383M
– –
-261,987
Closed -$1.6M
AIZ icon
767
Assurant
AIZ
$14B
– –
-18,500
Closed -$1.71M
ALSN icon
768
Allison Transmission
ALSN
$9.57B
– –
-43,200
Closed -$1.24M
AMGN icon
769
Amgen
AMGN
$209B
– –
-81,200
Closed -$13.5M
AMT icon
770
American Tower
AMT
$81.3B
– –
-72,800
Closed -$8.25M
AMX icon
771
America Movil
AMX
$76B
– –
-155,700
Closed -$1.78M
ANF icon
772
Abercrombie & Fitch
ANF
$4.45B
– –
-380,400
Closed -$6.04M
ANGI icon
773
Angi Inc
ANGI
$229M
– –
-1,230
Closed -$121K
ANIK icon
774
Anika Therapeutics
ANIK
$242M
– –
-5,700
Closed -$272K
ANSS
775
DELISTED
Ansys
ANSS
– –
-15,200
Closed -$1.41M
29 30
31
32 33

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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.