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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
CSC
601
DELISTED
Computer Sciences
CSC
$1.05M 0.03%
17,700
-10,500
-37% -$607K
AMKR icon
602
Amkor Technology
AMKR
$12B
$1.04M 0.03%
98,300
+23,400
+31% +$249K
CF icon
603
CF Industries
CF
$19.3B
$1.03M 0.03%
32,700
-38,200
-54% -$1.03M
HMSY
604
DELISTED
HMS Holdings Corp.
HMSY
$1.03M 0.03%
+56,700
New +$1.1M
TTWO icon
605
Take-Two Interactive
TTWO
$46.3B
$1.02M 0.03%
20,800
-6,500
-24% -$307K
WRLD icon
606
World Acceptance Corp
WRLD
$840M
$1.02M 0.03%
15,900
+11,500
+261% +$644K
TVTY
607
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$1.02M 0.03%
+44,900
New +$1.06M
DDS icon
608
Dillards
DDS
$9.41B
$1M 0.03%
+16,000
New +$1.05M
CVG
609
DELISTED
Convergys
CVG
$999K 0.03%
40,700
+30,100
+284% +$810K
MSI icon
610
Motorola Solutions
MSI
$71.5B
$994K 0.03%
12,000
-9,800
-45% -$769K
GPC icon
611
Genuine Parts
GPC
$17.2B
$993K 0.03%
+10,400
New +$992K
RAMP icon
612
LiveRamp
RAMP
$2.3B
$991K 0.02%
+37,000
New +$960K
PX
613
DELISTED
Praxair Inc
PX
$972K 0.02%
8,300
-22,400
-73% -$2.66M
FOE
614
DELISTED
Ferro Corporation
FOE
$970K 0.02%
67,700
+52,400
+342% +$743K
NTGR icon
615
NETGEAR
NTGR
$616M
$945K 0.02%
+17,400
New +$929K
APTV icon
616
Aptiv
APTV
$12.3B
$942K 0.02%
14,000
-6,300
-31% -$423K
LNW
617
DELISTED
Light & Wonder
LNW
$933K 0.02%
+66,700
New +$912K
POWI icon
618
Power Integrations
POWI
$3.39B
$929K 0.02%
27,400
+7,200
+36% +$236K
RDUS
619
DELISTED
Radius Recycling
RDUS
$917K 0.02%
35,700
+20,000
+127% +$514K
HOS
620
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$912K 0.02%
+126,400
New +$740K
AXON
621
Axon Enterprise
AXON
$42.3B
$909K 0.02%
37,500
-10,300
-22% -$254K
NTAP icon
622
NetApp
NTAP
$34.1B
$906K 0.02%
25,700
+9,100
+55% +$318K
ESPR
623
DELISTED
Esperion Therapeutics
ESPR
$900K 0.02%
+71,900
New +$856K
WFT
624
DELISTED
Weatherford International plc
WFT
$899K 0.02%
+180,300
New +$943K
EFX icon
625
Equifax
EFX
$20.7B
$898K 0.02%
7,600
+5,400
+245% +$660K
23 24
25
26 27

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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
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
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.