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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
TLT icon
951
iShares 20+ Year Treasury Bond ETF
TLT
$46.4B
– –
-791,800
Closed -$109M
TMO icon
952
Thermo Fisher Scientific
TMO
$237B
– –
-79,200
Closed -$12.6M
TOL icon
953
Toll Brothers
TOL
$12.4B
– –
-25,000
Closed -$746K
TPST icon
954
Tempest Therapeutics
TPST
$12.5M
– –
-4
Closed -$80K
TREE icon
955
LendingTree
TREE
$376M
– –
-7,400
Closed -$717K
TRIP icon
956
TripAdvisor
TRIP
$1.06B
– –
-33,100
Closed -$2.09M
TRP icon
957
TC Energy
TRP
$63.6B
– –
-4,300
Closed -$204K
TSN icon
958
Tyson Foods
TSN
$18.5B
– –
-29,000
Closed -$2.17M
TVTX icon
959
Travere Therapeutics
TVTX
$5.89B
– –
-15,800
Closed -$353K
UDR icon
960
UDR
UDR
$11.2B
– –
-40,200
Closed -$1.45M
UIS icon
961
Unisys
UIS
$183M
– –
-15,700
Closed -$152K
UNFI icon
962
United Natural Foods
UNFI
$2.7B
– –
-58,400
Closed -$2.34M
UNM icon
963
Unum
UNM
$15.2B
– –
-28,600
Closed -$1.01M
UNP icon
964
Union Pacific
UNP
$169B
– –
-21,300
Closed -$2.08M
URE icon
965
ProShares Ultra Real Estate
URE
$52.3M
– –
-13,600
Closed -$840K
URBN icon
966
Urban Outfitters
URBN
$6.5B
– –
-154,800
Closed -$5.34M
URI icon
967
United Rentals
URI
$61.6B
– –
-22,800
Closed -$1.79M
USB icon
968
US Bancorp
USB
$96.9B
– –
-334,900
Closed -$14.4M
V icon
969
Visa
V
$701B
– –
-43,800
Closed -$3.62M
VNO icon
970
Vornado Realty Trust
VNO
$6.45B
– –
-42,182
Closed -$3.45M
VNQ icon
971
Vanguard Real Estate ETF
VNQ
$37.2B
– –
-548,300
Closed -$47.6M
VRTX icon
972
Vertex Pharmaceuticals
VRTX
$130B
– –
-22,100
Closed -$1.93M
VTR icon
973
Ventas
VTR
$45.4B
– –
-150,100
Closed -$10.6M
VZ icon
974
Verizon
VZ
$214B
– –
-294,500
Closed -$15.3M
WBS
975
DELISTED
Webster Financial
WBS
– –
-23,700
Closed -$900K
37 38
39
40 41

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.