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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
TEL icon
751
TE Connectivity
TEL
$58.5B
$200K 0.01%
2,900
-40,100
-93% -$2.66M
XONE
752
DELISTED
The ExOne Company
XONE
$198K 0.01%
21,200
+2,800
+15% +$32K
TTPH
753
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$182K ﹤0.01%
+2,265
New +$179K
BTE icon
754
Baytex Energy
BTE
$3.42B
$178K ﹤0.01%
+36,500
New +$158K
LUMO
755
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$172K ﹤0.01%
1,867
-1,189
-39% -$134K
SSI
756
DELISTED
Stage Stores Inc
SSI
$172K ﹤0.01%
+39,500
New +$196K
ARWR icon
757
Arrowhead Research
ARWR
$9.29B
$106K ﹤0.01%
68,900
+52,800
+328% +$225K
PDS
758
Precision Drilling
PDS
$1.11B
$88K ﹤0.01%
+810
New +$79.7K
CLNE icon
759
Clean Energy Fuels
CLNE
$375M
$37K ﹤0.01%
13,000
-22,700
-64% -$85.7K
ACN icon
760
Accenture
ACN
$116B
– –
-86,200
Closed -$10.5M
ADSK icon
761
Autodesk
ADSK
$46B
– –
-44,600
Closed -$3.23M
AEO icon
762
American Eagle Outfitters
AEO
$2.48B
– –
-251,900
Closed -$4.5M
AER icon
763
AerCap
AER
$22.4B
– –
-68,200
Closed -$2.63M
AGIO icon
764
Agios Pharmaceuticals
AGIO
$1.97B
– –
-41,300
Closed -$2.18M
AGO icon
765
Assured Guaranty
AGO
$3.14B
– –
-28,600
Closed -$793K
AIV
766
Aimco
AIV
$327M
– –
-261,987
Closed -$1.6M
AIZ icon
767
Assurant
AIZ
$14B
– –
-18,500
Closed -$1.71M
ALSN icon
768
Allison Transmission
ALSN
$9.8B
– –
-43,200
Closed -$1.24M
AMGN icon
769
Amgen
AMGN
$203B
– –
-81,200
Closed -$13.5M
AMT icon
770
American Tower
AMT
$82.2B
– –
-72,800
Closed -$8.25M
AMX icon
771
America Movil
AMX
$68.7B
– –
-155,700
Closed -$1.78M
ANF icon
772
Abercrombie & Fitch
ANF
$5.94B
– –
-380,400
Closed -$6.04M
ANGI icon
773
Angi Inc
ANGI
$215M
– –
-1,230
Closed -$121K
ANIK icon
774
Anika Therapeutics
ANIK
$279M
– –
-5,700
Closed -$272K
ANSS
775
DELISTED
Ansys
ANSS
– –
-15,200
Closed -$1.41M
29 30
31
32 33

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.