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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
HIMX
851
Himax Technologies
HIMX
$2.03B
– –
-214,100
Closed -$1.84M
HIW icon
852
Highwoods Properties
HIW
$3.79B
– –
-11,300
Closed -$588K
HL icon
853
Hecla Mining
HL
$9.49B
– –
-429,500
Closed -$2.45M
HPQ icon
854
HP
HPQ
$26B
– –
-136,400
Closed -$2.12M
HSIC icon
855
Henry Schein
HSIC
$9.78B
– –
-71,655
Closed -$4.58M
IBB icon
856
iShares Biotechnology ETF
IBB
$9.45B
– –
-35,100
Closed -$3.39M
IBN icon
857
ICICI Bank
IBN
$107B
– –
-154,330
Closed -$1.05M
ICF icon
858
iShares Select U.S. REIT ETF
ICF
$2.13B
– –
-69,200
Closed -$3.63M
ICLR icon
859
Icon
ICLR
$13.7B
– –
-17,900
Closed -$1.38M
IFF icon
860
International Flavors & Fragrances
IFF
$20.3B
– –
-12,100
Closed -$1.73M
ILMN icon
861
Illumina
ILMN
$29.5B
– –
-2,673
Closed -$472K
ING icon
862
ING
ING
$92.9B
– –
-56,900
Closed -$702K
IOVA icon
863
Iovance Biotherapeutics
IOVA
$2.04B
– –
-14,100
Closed -$116K
IVZ icon
864
Invesco
IVZ
$12.4B
– –
-202,400
Closed -$6.33M
IYR icon
865
iShares US Real Estate ETF
IYR
$4.75B
– –
-734,300
Closed -$59.2M
JPM icon
866
JPMorgan Chase
JPM
$916B
– –
-246,400
Closed -$16.4M
K
867
DELISTED
Kellanova
K
– –
-41,109
Closed -$2.99M
KBE icon
868
State Street SPDR S&P Bank ETF
KBE
$1.64B
– –
-374,300
Closed -$12.5M
KDP icon
869
Keurig Dr Pepper
KDP
$42.8B
– –
-7,200
Closed -$657K
KEY icon
870
KeyCorp
KEY
$23.8B
– –
-154,200
Closed -$1.88M
KIM icon
871
Kimco Realty
KIM
$17.5B
– –
-39,200
Closed -$1.13M
KMB icon
872
Kimberly-Clark
KMB
$37.6B
– –
-12,900
Closed -$1.63M
KMT icon
873
Kennametal
KMT
$2.56B
– –
-6,900
Closed -$200K
KMX icon
874
CarMax
KMX
$8.39B
– –
-54,100
Closed -$2.89M
KO icon
875
Coca-Cola
KO
$383B
– –
-294,300
Closed -$12.5M
33 34
35
36 37

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UWPG
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FWM
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RCIM
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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.