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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
RRC icon
501
Range Resources
RRC
$9.24B
$1.9M 0.05%
+55,200
New +$1.97M
INGR icon
502
Ingredion
INGR
$6.33B
$1.87M 0.05%
+15,000
New +$1.9M
ROST icon
503
Ross Stores
ROST
$81B
$1.86M 0.05%
28,400
-50,100
-64% -$3.28M
ATW
504
DELISTED
Atwood Oceanics
ATW
$1.85M 0.05%
+141,100
New +$1.39M
OSG
505
Octave Specialty Group
OSG
$250M
$1.84M 0.05%
+81,900
New +$1.79M
TTM
506
DELISTED
Tata Motors Limited
TTM
$1.84M 0.05%
53,500
+44,000
+463% +$1.62M
AEP icon
507
American Electric Power
AEP
$69.5B
$1.84M 0.05%
29,200
-24,500
-46% -$1.51M
GCO icon
508
Genesco
GCO
$429M
$1.82M 0.05%
+29,300
New +$1.79M
CPRT icon
509
Copart
CPRT
$27.4B
$1.81M 0.05%
+260,800
New +$1.77M
BDN
510
Brandywine Realty Trust
BDN
$525M
$1.8M 0.05%
108,900
+71,300
+190% +$1.09M
EBS icon
511
Emergent Biosolutions
EBS
$375M
$1.78M 0.04%
+54,200
New +$1.62M
BEN icon
512
Franklin Resources
BEN
$17.2B
$1.76M 0.04%
44,400
+27,300
+160% +$1.02M
SRCI
513
DELISTED
SRC Energy Inc
SRCI
$1.76M 0.04%
197,300
+169,600
+612% +$1.38M
NSP icon
514
Insperity
NSP
$2.06B
$1.7M 0.04%
+48,000
New +$1.73M
EME icon
515
Emcor
EME
$35.4B
$1.7M 0.04%
24,000
+11,100
+86% +$727K
HRB icon
516
H&R Block
HRB
$5.61B
$1.7M 0.04%
73,900
+42,700
+137% +$976K
HTLD icon
517
Heartland Express
HTLD
$986M
$1.7M 0.04%
+83,300
New +$1.67M
PRLB icon
518
Protolabs
PRLB
$1.79B
$1.69M 0.04%
33,000
+25,900
+365% +$1.36M
RITM icon
519
Rithm Capital
RITM
$5.51B
$1.69M 0.04%
+107,800
New +$1.59M
BVN icon
520
Compañía de Minas Buenaventura
BVN
$8.09B
$1.69M 0.04%
+150,100
New +$1.79M
CVI icon
521
CVR Energy
CVI
$3.83B
$1.69M 0.04%
+66,700
New +$1.16M
BIG
522
DELISTED
Big Lots, Inc.
BIG
$1.69M 0.04%
33,600
+15,100
+82% +$741K
PH icon
523
Parker-Hannifin
PH
$121B
$1.68M 0.04%
12,000
– –
TCRT icon
524
Alaunos Therapeutics
TCRT
$4.59M
$1.67M 0.04%
+2,085
New +$1.88M
HIBB
525
DELISTED
Hibbett, Inc. Common Stock
HIBB
$1.66M 0.04%
44,600
+35,100
+369% +$1.42M
19 20
21
22 23

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FWM
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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.