We are live on ! Find out more
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
AKS
401
DELISTED
AK Steel Holding Corp
AKS
$2.8M 0.07%
+274,700
New +$2.09M
RDC
402
DELISTED
Rowan Companies Plc
RDC
$2.79M 0.07%
+147,900
New +$2.41M
CENX icon
403
Century Aluminum
CENX
$4.44B
$2.78M 0.07%
+324,900
New +$2.78M
AEIS icon
404
Advanced Energy
AEIS
$11B
$2.75M 0.07%
+50,300
New +$2.58M
ASML icon
405
ASML
ASML
$634B
$2.74M 0.07%
24,400
+12,700
+109% +$1.33M
UPBD icon
406
Upbound Group
UPBD
$1.17B
$2.73M 0.07%
242,600
+211,800
+688% +$2.36M
EHC icon
407
Encompass Health
EHC
$11B
$2.73M 0.07%
+83,088
New +$2.7M
TSM icon
408
TSMC
TSM
$2.09T
$2.71M 0.07%
+94,100
New +$2.83M
SRCL
409
DELISTED
Stericycle Inc
SRCL
$2.7M 0.07%
35,000
-125,600
-78% -$9.48M
BPOP icon
410
Popular Inc
BPOP
$11.2B
$2.69M 0.07%
+61,400
New +$2.48M
DLX icon
411
Deluxe
DLX
$1.19B
$2.69M 0.07%
37,500
+30,000
+400% +$2.01M
CYH icon
412
Community Health Systems
CYH
$391M
$2.68M 0.07%
479,200
+440,200
+1,129% +$3.06M
WOR icon
413
Worthington Enterprises
WOR
$2.74B
$2.67M 0.07%
91,319
+72,179
+377% +$2.32M
CRUS icon
414
Cirrus Logic
CRUS
$6.65B
$2.67M 0.07%
47,200
+5,700
+14% +$316K
SAN icon
415
Banco Santander
SAN
$202B
$2.67M 0.07%
537,078
+451,200
+525% +$2.05M
ADTN icon
416
Adtran
ADTN
$682M
$2.66M 0.07%
+119,200
New +$2.41M
OXY icon
417
Occidental Petroleum
OXY
$55.6B
$2.66M 0.07%
+37,400
New +$2.66M
RICE
418
DELISTED
Rice Energy Inc.
RICE
$2.66M 0.07%
+124,800
New +$2.97M
HSNI
419
DELISTED
HSN, Inc.
HSNI
$2.66M 0.07%
77,600
+66,800
+619% +$2.5M
OIS icon
420
Oil States International
OIS
$456M
$2.65M 0.07%
+68,000
New +$2.31M
HRI icon
421
Herc Holdings
HRI
$4.88B
$2.64M 0.07%
+65,700
New +$2.37M
SKX
422
DELISTED
Skechers
SKX
$2.64M 0.07%
107,300
+70,300
+190% +$1.62M
DHR icon
423
Danaher
DHR
$138B
$2.61M 0.07%
37,788
-56,626
-60% -$3.93M
CIE
424
DELISTED
Cobalt International Energy, Inc
CIE
$2.56M 0.06%
140,060
+123,747
+759% +$2.14M
RSPP
425
DELISTED
RSP Permian, Inc.
RSPP
$2.56M 0.06%
+57,400
New +$2.38M
15 16
17
18 19

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 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 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.