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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
TLT icon
951
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
– –
-791,800
Closed -$109M
TMO icon
952
Thermo Fisher Scientific
TMO
$214B
– –
-79,200
Closed -$12.6M
TOL icon
953
Toll Brothers
TOL
$14B
– –
-25,000
Closed -$746K
TPST icon
954
Tempest Therapeutics
TPST
$14.3M
– –
-4
Closed -$80K
TREE icon
955
LendingTree
TREE
$551M
– –
-7,400
Closed -$717K
TRIP icon
956
TripAdvisor
TRIP
$1.7B
– –
-33,100
Closed -$2.09M
TRP icon
957
TC Energy
TRP
$70.1B
– –
-4,300
Closed -$204K
TSN icon
958
Tyson Foods
TSN
$21.5B
– –
-29,000
Closed -$2.17M
TVTX icon
959
Travere Therapeutics
TVTX
$5.17B
– –
-15,800
Closed -$353K
UDR icon
960
UDR
UDR
$12.8B
– –
-40,200
Closed -$1.45M
UIS icon
961
Unisys
UIS
$252M
– –
-15,700
Closed -$152K
UNFI icon
962
United Natural Foods
UNFI
$3.04B
– –
-58,400
Closed -$2.34M
UNM icon
963
Unum
UNM
$13.2B
– –
-28,600
Closed -$1.01M
UNP icon
964
Union Pacific
UNP
$174B
– –
-21,300
Closed -$2.08M
URE icon
965
ProShares Ultra Real Estate
URE
$60.1M
– –
-13,600
Closed -$840K
URBN icon
966
Urban Outfitters
URBN
$6.46B
– –
-154,800
Closed -$5.34M
URI icon
967
United Rentals
URI
$65.7B
– –
-22,800
Closed -$1.79M
USB icon
968
US Bancorp
USB
$97.9B
– –
-334,900
Closed -$14.4M
V icon
969
Visa
V
$677B
– –
-43,800
Closed -$3.62M
VNO icon
970
Vornado Realty Trust
VNO
$7.65B
– –
-42,182
Closed -$3.45M
VNQ icon
971
Vanguard Real Estate ETF
VNQ
$39.9B
– –
-548,300
Closed -$47.6M
VRTX icon
972
Vertex Pharmaceuticals
VRTX
$123B
– –
-22,100
Closed -$1.93M
VTR icon
973
Ventas
VTR
$47.5B
– –
-150,100
Closed -$10.6M
VZ icon
974
Verizon
VZ
$197B
– –
-294,500
Closed -$15.3M
WBS icon
975
Webster Financial
WBS
$12.3B
– –
-23,700
Closed -$900K
37 38
39
40 41

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UWPG
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FWM
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RCIM
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GHC
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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.