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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
DFS
826
DELISTED
Discover Financial Services
DFS
– –
-72,700
Closed -$4.11M
DG icon
827
Dollar General
DG
$28.4B
– –
-329,500
Closed -$23.1M
DOC icon
828
Healthpeak Properties
DOC
$15.5B
– –
-99,149
Closed -$3.43M
EDU icon
829
New Oriental
EDU
$9.32B
– –
-90,600
Closed -$4.2M
EFA icon
830
iShares MSCI EAFE ETF
EFA
$76.4B
– –
-60,100
Closed -$3.55M
ENB icon
831
Enbridge
ENB
$120B
– –
-106,600
Closed -$4.71M
EPP icon
832
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
– –
-67,900
Closed -$2.87M
ESS icon
833
Essex Property Trust
ESS
$19.1B
– –
-900
Closed -$200K
ETR icon
834
Entergy
ETR
$50.3B
– –
-77,000
Closed -$2.95M
EWA icon
835
iShares MSCI Australia ETF
EWA
$1.38B
– –
-199,200
Closed -$4.16M
EWJ icon
836
iShares MSCI Japan ETF
EWJ
$21.2B
– –
-134,650
Closed -$6.75M
FBIN icon
837
Fortune Brands Innovations
FBIN
$5.86B
– –
-21,879
Closed -$1.09M
FDS icon
838
Factset
FDS
$10B
– –
-24,300
Closed -$3.94M
FHI icon
839
Federated Hermes
FHI
$4.56B
– –
-28,500
Closed -$844K
FIVE icon
840
Five Below
FIVE
$11.6B
– –
-86,400
Closed -$3.48M
FRT icon
841
Federal Realty Investment Trust
FRT
$10.9B
– –
-4,400
Closed -$677K
FTI icon
842
TechnipFMC
FTI
$28.6B
– –
-91,661
Closed -$2.02M
GIS icon
843
General Mills
GIS
$20.2B
– –
-273,000
Closed -$17.4M
GOOG icon
844
Alphabet (Google) Class C
GOOG
$4.11T
– –
-10,000
Closed -$388K
GPI icon
845
Group 1 Automotive
GPI
$4.26B
– –
-4,000
Closed -$255K
GPK icon
846
Graphic Packaging
GPK
$3.35B
– –
-103,300
Closed -$1.45M
GRFS
847
Grifois
GRFS
$5.55B
– –
-10,600
Closed -$169K
GSK icon
848
GSK
GSK
$107B
– –
-104,320
Closed -$5.62M
GWRE icon
849
Guidewire Software
GWRE
$13.9B
– –
-15,900
Closed -$953K
HAIN icon
850
Hain Celestial
HAIN
$44.6M
– –
-195,500
Closed -$6.96M
32 33
34
35 36

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TFP
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UWPG
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FWM
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RCIM
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TC
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NA
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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.