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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
MRO
126
DELISTED
Marathon Oil Corporation
MRO
$8.5M 0.21%
+490,900
New +$7.88M
AGU
127
DELISTED
Agrium
AGU
$8.48M 0.21%
+84,300
New +$8.13M
PLCE icon
128
Children's Place
PLCE
$53.8M
$8.47M 0.21%
83,900
+78,200
+1,372% +$7.04M
GEN icon
129
Gen Digital
GEN
$16.5B
$8.44M 0.21%
+353,300
New +$8.68M
HYG icon
130
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$8.4M 0.21%
+97,100
New +$8.36M
XLP icon
131
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$8.39M 0.21%
162,300
-435,200
-73% -$22.5M
BNY
132
Bank of New York Mellon
BNY
$103B
$8.38M 0.21%
176,800
+35,000
+25% +$1.58M
HUM icon
133
Humana
HUM
$43.9B
$8.37M 0.21%
+41,000
New +$7.82M
OA
134
DELISTED
Orbital ATK, Inc.
OA
$8.28M 0.21%
94,400
+82,300
+680% +$6.7M
A icon
135
Agilent Technologies
A
$39.6B
$8.27M 0.21%
181,600
+71,500
+65% +$3.24M
TEX icon
136
Terex
TEX
$7.37B
$8.11M 0.2%
+257,200
New +$7.13M
CAKE icon
137
Cheesecake Factory
CAKE
$5.03B
$8.06M 0.2%
+134,600
New +$7.61M
NTES icon
138
NetEase
NTES
$83B
$8.05M 0.2%
+187,000
New +$8.93M
HOUS
139
DELISTED
Anywhere Real Estate
HOUS
$7.97M 0.2%
309,600
+227,300
+276% +$5.62M
CVX icon
140
Chevron
CVX
$382B
$7.91M 0.2%
67,200
-120,800
-64% -$13.2M
TER icon
141
Teradyne
TER
$50B
$7.75M 0.2%
305,200
+224,000
+276% +$5.31M
ADBE icon
142
Adobe
ADBE
$105B
$7.69M 0.19%
74,700
-54,100
-42% -$5.73M
RDS.A
143
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$7.67M 0.19%
+141,100
New +$7.27M
RY icon
144
Royal Bank of Canada
RY
$287B
$7.64M 0.19%
+112,900
New +$7.32M
COL
145
DELISTED
Rockwell Collins
COL
$7.63M 0.19%
+82,300
New +$7.25M
SCCO icon
146
Southern Copper
SCCO
$138B
$7.55M 0.19%
+255,008
New +$7.18M
CMCSA icon
147
Comcast
CMCSA
$87.3B
$7.53M 0.19%
218,000
-113,200
-34% -$3.78M
MELI icon
148
Mercado Libre
MELI
$94.5B
$7.46M 0.19%
+47,800
New +$7.9M
EMR icon
149
Emerson Electric
EMR
$81.6B
$7.46M 0.19%
+133,800
New +$7.2M
HES
150
DELISTED
Hess
HES
$7.43M 0.19%
+119,300
New +$6.52M
4 5
6
7 8

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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.