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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
MSCC
1026
DELISTED
Microsemi Corp
MSCC
– –
-17,900
Closed -$751K
WIN
1027
DELISTED
Windstream Holdings Inc
WIN
– –
-7,700
Closed -$386K
BWLD
1028
DELISTED
Buffalo Wild Wings, Inc.
BWLD
– –
-3,900
Closed -$548K
BSFT
1029
DELISTED
BroadSoft, Inc.
BSFT
– –
-8,100
Closed -$377K
PRXL
1030
DELISTED
Parexel International Corp
PRXL
– –
-19,300
Closed -$1.34M
NSR
1031
DELISTED
Neustar Inc
NSR
– –
-29,300
Closed -$779K
YHOO
1032
DELISTED
Yahoo Inc
YHOO
– –
-30,100
Closed -$1.3M
SWC
1033
DELISTED
Stillwater Mining Co
SWC
– –
-21,800
Closed -$291K
HAR
1034
DELISTED
Harman International Industries
HAR
– –
-14,900
Closed -$1.26M
LOCK
1035
DELISTED
LifeLock, Inc.
LOCK
– –
-101,200
Closed -$1.71M
GGP
1036
DELISTED
GGP Inc.
GGP
– –
-218,100
Closed -$6.02M
ATVI
1037
DELISTED
Activision Blizzard
ATVI
– –
-372,400
Closed -$16.5M
SHPG
1038
DELISTED
Shire pic
SHPG
– –
-43,000
Closed -$8.34M
BCR
1039
DELISTED
CR Bard Inc.
BCR
– –
-39,700
Closed -$8.9M
RHT
1040
DELISTED
Red Hat Inc
RHT
– –
-173,100
Closed -$14M
VXX
1041
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-49,700
Closed -$6.77M
TCF
1042
DELISTED
TCF Financial Corporation
TCF
– –
-21,600
Closed -$313K
38 39 40 41
42

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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.