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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+4.02%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 Miscellaneous 19.52%
2 Industrials 14.48%
3 Financials 11.7%
4 Technology 10.25%
5 Consumer Discretionary 9.02%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NFLX icon
901
Netflix
NFLX
$324B
– –
-547,000
Closed -$5.39M
NKTR icon
902
Nektar Therapeutics
NKTR
$2.28B
– –
-4,607
Closed -$1.19M
NRG icon
903
NRG Energy
NRG
$22.3B
– –
-140,000
Closed -$1.57M
NVRI icon
904
Enviri
NVRI
$606M
– –
-37,500
Closed -$372K
NVS icon
905
Novartis
NVS
$263B
– –
-17,410
Closed -$1.23M
NYT icon
906
New York Times
NYT
$11.6B
– –
-12,200
Closed -$145K
O icon
907
Realty Income
O
$55.6B
– –
-44,995
Closed -$2.92M
OHI icon
908
Omega Healthcare
OHI
$14.3B
– –
-24,800
Closed -$879K
OLN icon
909
Olin
OLN
$1.95B
– –
-135,100
Closed -$2.77M
OPK icon
910
Opko Health
OPK
$1.17B
– –
-12,800
Closed -$135K
ORLY icon
911
O'Reilly Automotive
ORLY
$68.9B
– –
-150,000
Closed -$2.8M
PACB icon
912
Pacific Biosciences
PACB
$417M
– –
-34,600
Closed -$310K
PARA
913
DELISTED
Paramount Global Class B
PARA
– –
-104,500
Closed -$5.72M
PFE icon
914
Pfizer
PFE
$157B
– –
-1,448,512
Closed -$46.5M
PGEN icon
915
Precigen
PGEN
$2.51B
– –
-16,245
Closed -$451K
PNC icon
916
PNC Financial Services
PNC
$96.1B
– –
-212,200
Closed -$19.1M
PNR icon
917
Pentair
PNR
$9.03B
– –
-31,865
Closed -$1.37M
PNW icon
918
Pinnacle West Capital
PNW
$11.5B
– –
-39,500
Closed -$3M
PRGO icon
919
Perrigo
PRGO
$1.88B
– –
-23,800
Closed -$2.2M
PVH icon
920
PVH
PVH
$3.3B
– –
-13,700
Closed -$1.51M
PWR icon
921
Quanta Services
PWR
$92.2B
– –
-33,700
Closed -$943K
RBBN icon
922
Ribbon Communications
RBBN
$325M
– –
-17,100
Closed -$133K
RF icon
923
Regions Financial
RF
$25.3B
– –
-341,900
Closed -$3.37M
RIO icon
924
Rio Tinto
RIO
$158B
– –
-122,300
Closed -$4.08M
RJF icon
925
Raymond James Financial
RJF
$32.5B
– –
-9,000
Closed -$349K
35 36
37
38 39

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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 Miscellaneous at 20% of assets, down from 23% a quarter earlier, followed by Industrials and Financials.

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.