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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
AR icon
776
Antero Resources
AR
$10.9B
– –
-48,200
Closed -$1.3M
ARE icon
777
Alexandria Real Estate Equities
ARE
$9.15B
– –
-2,700
Closed -$293K
ASB icon
778
Associated Banc-Corp
ASB
$5.8B
– –
-47,200
Closed -$924K
ASPS icon
779
Altisource Portfolio Solutions
ASPS
$58.8M
– –
-1,663
Closed -$430K
ASRT
780
DELISTED
Assertio
ASRT
– –
-445
Closed -$666K
AVB icon
781
AvalonBay Communities
AVB
$26.8B
– –
-15,300
Closed -$2.72M
AWK icon
782
American Water Works
AWK
$26.7B
– –
-68,100
Closed -$5.1M
AXP icon
783
American Express
AXP
$228B
– –
-28,200
Closed -$1.8M
AYI icon
784
Acuity Brands
AYI
$10.1B
– –
-5,000
Closed -$1.32M
AZN icon
785
AstraZeneca
AZN
$266B
– –
-38,800
Closed -$2.55M
BAX icon
786
Baxter International
BAX
$13.8B
– –
-109,300
Closed -$5.2M
BB icon
787
BlackBerry
BB
$4.95B
– –
-230,300
Closed -$1.84M
BCS icon
788
Barclays
BCS
$93.4B
– –
-98,507
Closed -$807K
BDX icon
789
Becton Dickinson
BDX
$45.6B
– –
-39,463
Closed -$6.92M
BFH icon
790
Bread Financial
BFH
$4.47B
– –
-10,400
Closed -$1.78M
BG icon
791
Bunge Global
BG
$20.4B
– –
-8,000
Closed -$473K
BIDU icon
792
Baidu
BIDU
$36.5B
– –
-82,000
Closed -$14.9M
BIIB icon
793
Biogen
BIIB
$30.7B
– –
-6,800
Closed -$2.13M
BKNG icon
794
Booking.com
BKNG
$150B
– –
-12,500
Closed -$735K
BLUE
795
DELISTED
bluebird bio
BLUE
– –
-3,605
Closed -$3.17M
BN icon
796
Brookfield
BN
$103B
– –
-44,003
Closed -$552K
BMY icon
797
Bristol-Myers Squibb
BMY
$132B
– –
-209,700
Closed -$11.3M
BRKR icon
798
Bruker
BRKR
$9.79B
– –
-13,900
Closed -$314K
BUD icon
799
AB InBev
BUD
$166B
– –
-89,500
Closed -$11.8M
BXP icon
800
Boston Properties
BXP
$11.4B
– –
-26,900
Closed -$3.67M
30 31
32
33 34

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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.