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
NEM icon
76
Newmont
NEM
$96.2B
$11.9M 0.3%
349,300
+114,100
+49% +$3.9M
THO icon
77
Thor Industries
THO
$4.06B
$11.7M 0.3%
+117,300
New +$10.6M
BLK icon
78
Blackrock
BLK
$167B
$11.7M 0.3%
30,800
+18,100
+143% +$6.64M
B
79
Barrick Mining
B
$60.9B
$11.4M 0.29%
714,800
+78,600
+12% +$1.25M
MMM icon
80
3M
MMM
$91.8B
$11.4M 0.29%
76,185
+46,285
+155% +$6.68M
J icon
81
Jacobs Solutions
J
$16B
$11.2M 0.28%
238,046
+211,570
+799% +$9.74M
DGX icon
82
Quest Diagnostics
DGX
$26B
$11.2M 0.28%
121,900
+20,000
+20% +$1.72M
HP icon
83
Helmerich & Payne
HP
$3.34B
$11.2M 0.28%
144,700
+138,300
+2,161% +$9.82M
JNJ icon
84
Johnson & Johnson
JNJ
$640B
$11.1M 0.28%
96,300
-226,900
-70% -$26.2M
WDAY icon
85
Workday
WDAY
$41.5B
$11.1M 0.28%
+167,700
New +$13.5M
TRV icon
86
Travelers Companies
TRV
$81.1B
$11M 0.28%
+90,200
New +$10.3M
MSFT icon
87
Microsoft
MSFT
$2.9T
$10.9M 0.28%
+176,000
New +$10.6M
PM icon
88
Philip Morris
PM
$309B
$10.9M 0.27%
+118,800
New +$11M
ICE icon
89
Intercontinental Exchange
ICE
$87.2B
$10.7M 0.27%
189,300
+94,800
+100% +$5.25M
AVT icon
90
Avnet
AVT
$6.86B
$10.6M 0.27%
221,800
+189,500
+587% +$8.45M
ALB icon
91
Albemarle
ALB
$13.4B
$10.5M 0.26%
122,100
+21,800
+22% +$1.84M
MET icon
92
MetLife
MET
$62.4B
$10.5M 0.26%
217,668
+57,334
+36% +$2.63M
NOV icon
93
NOV
NOV
$6.84B
$10.3M 0.26%
+276,000
New +$10.1M
GWW icon
94
W.W. Grainger
GWW
$64.2B
$10.2M 0.26%
+44,100
New +$9.84M
ITUB icon
95
Itaú Unibanco
ITUB
$89.8B
$10.2M 0.26%
2,053,454
+1,431,213
+230% +$7.34M
EA icon
96
Electronic Arts
EA
$52.7B
$10.2M 0.26%
+129,700
New +$10.4M
PSX icon
97
Phillips 66
PSX
$82.9B
$10.2M 0.26%
+118,200
New +$9.83M
CTXS
98
DELISTED
Citrix Systems Inc
CTXS
$10.1M 0.25%
141,654
+138,012
+3,789% +$9.54M
DTE icon
99
DTE Energy
DTE
$29.9B
$10.1M 0.25%
120,085
+20,915
+21% +$1.68M
WPM icon
100
Wheaton Precious Metals
WPM
$49.7B
$10M 0.25%
+520,000
New +$10.8M
2 3
4
5 6

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.