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
WEC icon
526
WEC Energy
WEC
$35.8B
$1.65M 0.04%
28,100
-46,600
-62% -$2.67M
UGI icon
527
UGI
UGI
$7.76B
$1.61M 0.04%
35,000
-6,700
-16% -$300K
SIMO icon
528
Silicon Motion
SIMO
$8.8B
$1.6M 0.04%
+37,700
New +$1.72M
ZUMZ icon
529
Zumiez
ZUMZ
$330M
$1.59M 0.04%
+72,800
New +$1.69M
CSX icon
530
CSX Corp
CSX
$93.3B
$1.58M 0.04%
+132,300
New +$1.48M
MDSO
531
DELISTED
Medidata Solutions, Inc.
MDSO
$1.58M 0.04%
+31,900
New +$1.66M
MYGN icon
532
Myriad Genetics
MYGN
$272M
$1.58M 0.04%
+94,700
New +$1.71M
GAP
533
The Gap Inc
GAP
$7.28B
$1.58M 0.04%
70,300
-287,500
-80% -$7.4M
CRZO
534
DELISTED
Carrizo Oil & Gas Inc
CRZO
$1.57M 0.04%
+42,100
New +$1.63M
SEIC icon
535
SEI Investments
SEIC
$12.3B
$1.55M 0.04%
31,400
-9,400
-23% -$439K
SNPS icon
536
Synopsys
SNPS
$73.7B
$1.55M 0.04%
26,300
+20,800
+378% +$1.24M
NFG icon
537
National Fuel Gas
NFG
$7.77B
$1.55M 0.04%
+27,300
New +$1.49M
RYAM icon
538
Rayonier Advanced Materials
RYAM
$599M
$1.52M 0.04%
+98,305
New +$1.37M
IAG icon
539
IAMGOLD
IAG
$8.19B
$1.52M 0.04%
394,300
+119,100
+43% +$445K
OVV icon
540
Ovintiv
OVV
$17.1B
$1.51M 0.04%
+25,780
New +$1.47M
SHOO icon
541
Steven Madden
SHOO
$3.42B
$1.51M 0.04%
+63,450
New +$1.54M
SVC
542
Service Properties Trust
SVC
$1.05B
$1.51M 0.04%
9,520
-8,660
-48% -$1.26M
BNS icon
543
Scotiabank
BNS
$107B
$1.48M 0.04%
+26,600
New +$1.45M
CPE
544
DELISTED
Callon Petroleum Company
CPE
$1.47M 0.04%
+9,560
New +$1.46M
EMBJ
545
Embraer S.A. ADS
EMBJ
$12.1B
$1.47M 0.04%
76,200
-45,300
-37% -$884K
FRGI
546
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$1.44M 0.04%
+48,400
New +$1.35M
PPL
547
PPL Corp
PPL
$26.6B
$1.44M 0.04%
42,400
– –
DGI
548
DELISTED
DigitalGlobe Inc.
DGI
$1.44M 0.04%
+50,400
New +$1.45M
CHRD icon
549
Chord Energy
CHRD
$7.79B
$1.42M 0.04%
+94,100
New +$1.22M
THC icon
550
Tenet Healthcare
THC
$20.4B
$1.42M 0.04%
+95,800
New +$1.72M
20 21
22
23 24

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.