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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
+3.55%
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
$2.07B
AUM Growth
+$419M
Cap. Flow
+$410M
Cap. Flow %
19.81%
Top 10 Hldgs %
18.74%
Holding
1,064
New
390
Increased
208
Reduced
141
Closed
325

Top Buys

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$93.8M
2
BHC icon
Bausch Health
BHC
+$72.6M
3
GDX icon
VanEck Gold Miners ETF
GDX
+$57.7M
4
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$53.2M
5
MDLZ icon
Mondelez International
MDLZ
+$23.6M

Top Sells

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$45.9M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$37M
3
DIS icon
Walt Disney
DIS
+$31M
4
KMI icon
Kinder Morgan
KMI
+$22.2M
5
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$21.1M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 15.11%
2 Healthcare 12.68%
3 Consumer Staples 9.41%
4 Technology 8.66%
5 Communication Services 8.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NKTR icon
876
Nektar Therapeutics
NKTR
$2.39B
– –
-1,120
Closed -$283K
NNN icon
877
NNN REIT
NNN
$9.29B
– –
-37,800
Closed -$1.51M
NSC icon
878
Norfolk Southern
NSC
$75.4B
– –
-35,400
Closed -$2.99M
NTGR icon
879
NETGEAR
NTGR
$612M
– –
-27,000
Closed -$1.13M
NTRS icon
880
Northern Trust
NTRS
$21.8B
– –
-30,100
Closed -$2.17M
NWL icon
881
Newell Brands
NWL
$2.21B
– –
-72,400
Closed -$3.19M
NXST icon
882
Nexstar Media Group
NXST
$6.01B
– –
-5,800
Closed -$340K
O icon
883
Realty Income
O
$61.1B
– –
-74,407
Closed -$3.72M
OLN icon
884
Olin
OLN
$2.53B
– –
-31,200
Closed -$538K
OMC icon
885
Omnicom Group
OMC
$23.5B
– –
-15,100
Closed -$1.14M
ON icon
886
ON Semiconductor
ON
$30.7B
– –
-55,600
Closed -$544K
OSIS icon
887
OSI Systems
OSIS
$3.53B
– –
-10,000
Closed -$886K
PANW icon
888
Palo Alto Networks
PANW
$256B
– –
-456,000
Closed -$13.4M
PAYX icon
889
Paychex
PAYX
$43.4B
– –
-98,800
Closed -$5.22M
PBR icon
890
Petrobras
PBR
$120B
– –
-164,750
Closed -$708K
PBR.A icon
891
Petrobras Class A
PBR.A
$106B
– –
-90,700
Closed -$308K
PII icon
892
Polaris
PII
$3.83B
– –
-53,500
Closed -$4.6M
PLD icon
893
Prologis
PLD
$136B
– –
-51,000
Closed -$2.19M
PNC icon
894
PNC Financial Services
PNC
$99.1B
– –
-35,600
Closed -$3.39M
PNW icon
895
Pinnacle West Capital
PNW
$12.4B
– –
-19,100
Closed -$1.23M
PPG icon
896
PPG Industries
PPG
$24.9B
– –
-22,800
Closed -$2.25M
PRU icon
897
Prudential Financial
PRU
$42.6B
– –
-25,800
Closed -$2.1M
PSMT icon
898
Pricesmart
PSMT
$5.94B
– –
-5,700
Closed -$473K
QQQ icon
899
Invesco QQQ Trust
QQQ
$436B
– –
-45,700
Closed -$5.11M
R icon
900
Ryder
R
$9.9B
– –
-5,100
Closed -$289K
34 35
36
37 38

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FWM
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RCIM
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NA
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GHC
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Quantitative Investment Management's Q1 2016 Portfolio in Review

As of Q1 2016, Quantitative Investment Management held 1,064 positions worth $2.07B, up 25% from $1.65B the previous quarter. Its ten largest holdings account for 19% of the portfolio.

Quantitative Investment Management deployed $410M of net new capital in Q1 2016, opening 390 new positions and adding to 208 existing holdings. Its largest new stake was SPDR Gold Trust: 827,900 shares worth $97.4M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, up from 14% a quarter earlier, followed by Healthcare and Consumer Staples.

On the sell side, the largest reduction was AT&T, an estimated $17.5M trimmed.

  • Quantitative Investment Management's largest Q1 2016 buy was SPDR Gold Trust: 827,900 shares worth $97.4M.
  • Quantitative Investment Management added most to VanEck Gold Miners ETF in Q1 2016, an estimated $57.7M increase.
  • Quantitative Investment Management's biggest Q1 2016 reduction was AT&T, cutting an estimated $17.5M.
  • Quantitative Investment Management fully exited iShares China Large-Cap ETF in Q1 2016, selling an estimated $45.9M.
  • Quantitative Investment Management's ten largest holdings make up 19% of its $2.07B portfolio in Q1 2016.
  • Quantitative Investment Management opened 390 new positions and closed 325 in Q1 2016.
  • Quantitative Investment Management's portfolio value rose 25% quarter-over-quarter to $2.07B.

Based on Quantitative Investment Management's 13F filing for Q1 2016, filed 2 May 2016.