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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
LNN icon
576
Lindsay Corp
LNN
$1.12B
$1.21M 0.03%
+16,200
New +$1.28M
KRA
577
DELISTED
Kraton Corporation
KRA
$1.21M 0.03%
+42,400
New +$1.31M
WLK icon
578
Westlake Corp
WLK
$9.19B
$1.2M 0.03%
21,500
-12,300
-36% -$672K
GRUB
579
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$1.2M 0.03%
+16,000
New +$1.23M
CVE icon
580
Cenovus Energy
CVE
$55.9B
$1.2M 0.03%
+79,300
New +$1.19M
RCL icon
581
Royal Caribbean
RCL
$86.1B
$1.2M 0.03%
14,600
-59,000
-80% -$4.64M
BBVA icon
582
Banco Bilbao Vizcaya Argentaria
BBVA
$152B
$1.19M 0.03%
+179,157
New +$1.16M
SRC
583
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$1.18M 0.03%
+24,196
New +$1.23M
RRX icon
584
Regal Rexnord
RRX
$13.5B
$1.18M 0.03%
+17,000
New +$1.13M
ITT icon
585
ITT
ITT
$17.3B
$1.17M 0.03%
+30,300
New +$1.14M
IP icon
586
International Paper
IP
$22.8B
$1.16M 0.03%
+23,126
New +$1.07M
LOPE icon
587
Grand Canyon Education
LOPE
$3.98B
$1.15M 0.03%
+19,700
New +$1.01M
NTRI
588
DELISTED
NutriSystem, Inc.
NTRI
$1.14M 0.03%
32,900
+18,800
+133% +$635K
SO icon
589
Southern Company
SO
$109B
$1.12M 0.03%
22,800
-76,800
-77% -$3.77M
ENDP
590
DELISTED
Endo International plc
ENDP
$1.12M 0.03%
+68,000
New +$1.2M
WLL
591
DELISTED
Whiting Petroleum Corporation
WLL
$1.11M 0.03%
+309
New +$928K
AMD icon
592
Advanced Micro Devices
AMD
$791B
$1.11M 0.03%
+98,200
New +$823K
PBCT
593
DELISTED
People's United Financial Inc
PBCT
$1.11M 0.03%
57,300
-135,400
-70% -$2.39M
ACM icon
594
Aecom
ACM
$9.22B
$1.1M 0.03%
+30,400
New +$1.01M
OPLN
595
Openlane
OPLN
$4.29B
$1.1M 0.03%
68,164
-9,247
-12% -$148K
WSM icon
596
Williams-Sonoma
WSM
$27.5B
$1.1M 0.03%
+45,400
New +$1.16M
PLD icon
597
Prologis
PLD
$136B
$1.09M 0.03%
20,700
-61,900
-75% -$3.15M
DNR
598
DELISTED
Denbury Resources, Inc.
DNR
$1.09M 0.03%
+296,900
New +$955K
LUMN icon
599
Lumen
LUMN
$6.76B
$1.06M 0.03%
44,600
-54,300
-55% -$1.38M
ATI icon
600
ATI
ATI
$24.8B
$1.06M 0.03%
66,500
+42,900
+182% +$713K
22 23
24
25 26

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TFP
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UWPG
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FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
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.