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
WDC icon
976
Western Digital
WDC
$159B
– –
-51,994
Closed -$2.3M
WELL icon
977
Welltower
WELL
$174B
– –
-68,600
Closed -$5.13M
WMT icon
978
Walmart Inc
WMT
$909B
– –
-304,800
Closed -$7.33M
WYNN icon
979
Wynn Resorts
WYNN
$10.3B
– –
-232,000
Closed -$22.6M
WY icon
980
Weyerhaeuser
WY
$17.6B
– –
-24,200
Closed -$772K
XBI icon
981
State Street SPDR S&P Biotech ETF
XBI
$10B
– –
-107,500
Closed -$7.13M
XRX icon
982
Xerox
XRX
$345M
– –
-16,546
Closed -$441K
YUM icon
983
Yum! Brands
YUM
$41.9B
– –
-37,001
Closed -$2.42M
SGI
984
Somnigroup International
SGI
$14.4B
– –
-516,000
Closed -$7.32M
SPLK
985
DELISTED
Splunk Inc
SPLK
– –
-23,800
Closed -$1.4M
AVTA
986
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-20,800
Closed -$232K
ICPT
987
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-19,200
Closed -$3.16M
RAD
988
DELISTED
Rite Aid Corporation
RAD
– –
-25,210
Closed -$3.88M
BNFT
989
DELISTED
Benefitfocus, Inc.
BNFT
– –
-6,100
Closed -$243K
TWTR
990
DELISTED
Twitter, Inc.
TWTR
– –
-1,614,300
Closed -$37.2M
ACC
991
DELISTED
American Campus Communities, Inc.
ACC
– –
-32,300
Closed -$1.64M
SAFM
992
DELISTED
Sanderson Farms Inc
SAFM
– –
-22,400
Closed -$2.16M
CERN
993
DELISTED
Cerner Corp
CERN
– –
-93,800
Closed -$5.79M
ARNA
994
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-2,800
Closed -$49K
XEC
995
DELISTED
CIMAREX ENERGY CO
XEC
– –
-3,200
Closed -$429K
WRI
996
DELISTED
Weingarten Realty Investors
WRI
– –
-5,900
Closed -$229K
CXO
997
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-5,000
Closed -$686K
TCO
998
DELISTED
Taubman Centers Inc.
TCO
– –
-14,600
Closed -$1.09M
HDS
999
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-70,300
Closed -$2.25M
AMAG
1000
DELISTED
AMAG Pharmaceuticals
AMAG
– –
-10,700
Closed -$262K
38 39
40
41 42

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.