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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
GDX icon
1
VanEck Gold Miners ETF
GDX
$22.5B
$124M 3.13%
5,941,800
+3,270,500
+122% +$72.6M
DIA icon
2
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$64.5M 1.62%
326,600
+119,800
+58% +$22.6M
XLF icon
3
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$56.5M 1.42%
2,429,600
-279,800
-10% -$6M
QQQ icon
4
Invesco QQQ Trust
QQQ
$436B
$56.1M 1.41%
473,100
+86,100
+22% +$10.2M
EWZ icon
5
iShares MSCI Brazil ETF
EWZ
$8.98B
$54.6M 1.37%
1,637,500
+1,074,200
+191% +$36.9M
GDXJ icon
6
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
$48.9M 1.23%
1,548,800
+948,100
+158% +$34.5M
XLI icon
7
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$37.6M 0.95%
604,800
+327,900
+118% +$19.8M
IWM icon
8
iShares Russell 2000 ETF
IWM
$79.1B
$34.8M 0.88%
258,400
+24,100
+10% +$3.08M
BRK.B icon
9
Berkshire Hathaway Class B
BRK.B
$1.1T
$31.7M 0.8%
194,800
+150,100
+336% +$23.1M
BABA icon
10
Alibaba
BABA
$276B
$28.1M 0.71%
+320,100
New +$30.8M
CB icon
11
Chubb
CB
$140B
$27.4M 0.69%
207,100
+191,100
+1,194% +$24.4M
MDY icon
12
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
$26.4M 0.66%
87,400
+22,100
+34% +$6.39M
ALL icon
13
Allstate
ALL
$70.6B
$26.3M 0.66%
354,300
+298,600
+536% +$21M
PEP icon
14
PepsiCo
PEP
$196B
$24.7M 0.62%
236,500
+187,700
+385% +$19.7M
HON icon
15
Honeywell
HON
$76.4B
$24.6M 0.62%
235,237
+126,062
+115% +$12.8M
MCD icon
16
McDonald's
MCD
$193B
$24.5M 0.62%
201,000
+112,900
+128% +$13.2M
XLE icon
17
State Street Energy Select Sector SPDR ETF
XLE
$39B
$23.6M 0.59%
+626,400
New +$22.7M
BAC icon
18
Bank of America
BAC
$429B
$22.9M 0.58%
1,037,200
-2,681,800
-72% -$51.7M
DD icon
19
DuPont de Nemours
DD
$18.6B
$22.8M 0.57%
157,163
+150,055
+2,111% +$20.9M
WFC icon
20
Wells Fargo
WFC
$254B
$22.4M 0.56%
+406,200
New +$20.4M
MDLZ icon
21
Mondelez International
MDLZ
$82.9B
$21.2M 0.53%
+478,500
New +$20.6M
DRI icon
22
Darden Restaurants
DRI
$24.3B
$20.7M 0.52%
+284,300
New +$19.8M
VWO icon
23
Vanguard FTSE Emerging Markets ETF
VWO
$117B
$20.1M 0.51%
+562,900
New +$20.6M
MO icon
24
Altria Group
MO
$125B
$19.2M 0.48%
284,400
+240,200
+543% +$15.5M
CHRW icon
25
C.H. Robinson
CHRW
$20.5B
$19M 0.48%
+259,200
New +$18.8M
1
2 3 4 5

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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.