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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
RL icon
926
Ralph Lauren
RL
$22.4B
– –
-17,200
Closed -$1.74M
RMD icon
927
ResMed
RMD
$31.1B
– –
-72,200
Closed -$4.68M
RVTY icon
928
Revvity
RVTY
$12.6B
– –
-19,700
Closed -$1.1M
SBH icon
929
Sally Beauty Holdings
SBH
$1.47B
– –
-93,200
Closed -$2.39M
SCHW
930
Charles Schwab
SCHW
$182B
– –
-95,000
Closed -$3M
SHO icon
931
Sunstone Hotel Investors
SHO
$2.19B
– –
-39,700
Closed -$507K
SIG icon
932
Signet Jewelers
SIG
$3.84B
– –
-19,200
Closed -$1.43M
SITC icon
933
SITE Centers
SITC
$236M
– –
-69,383
Closed -$1.56M
SLG icon
934
SL Green Realty
SLG
$3.83B
– –
-41,321
Closed -$4.32M
SMH icon
935
VanEck Semiconductor ETF
SMH
$60.8B
– –
-90,200
Closed -$3.13M
SNBR
936
DELISTED
Sleep Number
SNBR
– –
-15,800
Closed -$341K
SNV
937
DELISTED
Synovus
SNV
– –
-70,000
Closed -$2.28M
SONY icon
938
Sony
SONY
$137B
– –
-61,000
Closed -$405K
SPG icon
939
Simon Property Group
SPG
$76.4B
– –
-41,700
Closed -$8.63M
SRE icon
940
Sempra
SRE
$58.1B
– –
-155,800
Closed -$8.35M
ST icon
941
Sensata Technologies
ST
$6.69B
– –
-9,600
Closed -$372K
STE icon
942
Steris
STE
$22.9B
– –
-18,600
Closed -$1.36M
STT icon
943
State Street
STT
$48.4B
– –
-23,300
Closed -$1.62M
SWBI icon
944
Smith & Wesson
SWBI
$649M
– –
-97,055
Closed -$1.98M
SWKS icon
945
Skyworks Solutions
SWKS
$9.21B
– –
-52,300
Closed -$3.98M
T icon
946
AT&T
T
$164B
– –
-1,796,006
Closed -$55.1M
TAP icon
947
Molson Coors Class B
TAP
$8.02B
– –
-66,300
Closed -$7.28M
TCOM icon
948
Trip.com Group
TCOM
$29B
– –
-17,200
Closed -$801K
TFC icon
949
Truist Financial
TFC
$63.9B
– –
-85,100
Closed -$3.21M
TLPH icon
950
Talphera
TLPH
$68M
– –
-1,050
Closed -$81K
36 37
38
39 40

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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.