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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
+9.81%
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
$1.12B
AUM Growth
+$555M
Cap. Flow
+$503M
Cap. Flow %
44.76%
Top 10 Hldgs %
32.23%
Holding
754
New
307
Increased
124
Reduced
92
Closed
230

Top Buys

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$139M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$52.5M
3
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$44.3M
4
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$20.6M
5
FXI icon
iShares China Large-Cap ETF
FXI
+$19.7M

Top Sells

Rank Stock Value
1
GLD icon
SPDR Gold Trust
GLD
+$47M
2
GDX icon
VanEck Gold Miners ETF
GDX
+$30.3M
3
MSFT icon
Microsoft
MSFT
+$25.9M
4
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$18M
5
IAU icon
iShares Gold Trust
IAU
+$11.6M

Sector Composition

Rank Sector Weight
1 Industrials 10.97%
2 Financials 9.55%
3 Technology 9.23%
4 Consumer Discretionary 6.38%
5 Healthcare 5.75%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CMCSK
251
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$814K 0.07%
+18,800
New +$814K
KRE icon
252
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$805K 0.07%
22,600
-35,200
-61% -$1.27M
TV icon
253
Televisa
TV
$1.48B
$802K 0.07%
+28,700
New +$768K
STLD icon
254
Steel Dynamics
STLD
$36B
$795K 0.07%
+47,600
New +$755K
URS
255
DELISTED
URS CORP
URS
$795K 0.07%
+14,800
New +$734K
LYB icon
256
LyondellBasell Industries
LYB
$20B
$790K 0.07%
+10,800
New +$752K
SRPT icon
257
Sarepta Therapeutics
SRPT
$1.57B
$788K 0.07%
16,700
+11,000
+193% +$424K
FIO
258
DELISTED
FUSION-IO INC COM
FIO
$776K 0.07%
+58,000
New +$765K
ABB
259
DELISTED
ABB Ltd
ABB
$769K 0.07%
+32,600
New +$735K
YOKU
260
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
$764K 0.07%
+27,900
New +$639K
SI
261
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$759K 0.07%
+6,300
New +$701K
PRGO icon
262
Perrigo
PRGO
$1.4B
$752K 0.07%
6,100
+1,700
+39% +$212K
HOG icon
263
Harley-Davidson
HOG
$2.58B
$751K 0.07%
+11,700
New +$692K
BBBY
264
DELISTED
Bed Bath & Beyond Inc
BBBY
$750K 0.07%
+9,700
New +$726K
COF icon
265
Capital One
COF
$128B
$749K 0.07%
10,900
-23,900
-69% -$1.61M
JCP
266
DELISTED
J.C. Penney Company, Inc.
JCP
$738K 0.07%
+83,900
New +$1.2M
PEG icon
267
Public Service Enterprise Group
PEG
$38.2B
$724K 0.06%
22,000
+6,800
+45% +$225K
ECL icon
268
Ecolab
ECL
$78.1B
$720K 0.06%
+7,300
New +$679K
RS icon
269
Reliance Steel & Aluminium
RS
$20.7B
$718K 0.06%
+9,800
New +$684K
VPHM
270
DELISTED
VIROPHARMA INC
VPHM
$718K 0.06%
+18,300
New +$598K
HAS icon
271
Hasbro
HAS
$13.3B
$702K 0.06%
14,900
-1,200
-7% -$56K
WLL
272
DELISTED
Whiting Petroleum Corporation
WLL
$694K 0.06%
+39
New +$604K
WTW icon
273
Willis Towers Watson
WTW
$31.7B
$693K 0.06%
+6,040
New +$682K
TOL icon
274
Toll Brothers
TOL
$13.6B
$690K 0.06%
+21,300
New +$689K
VNO icon
275
Vornado Realty Trust
VNO
$7.41B
$689K 0.06%
+11,208
New +$694K
9 10
11
12 13

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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 Q3 2013 Portfolio in Review

As of Q3 2013, Quantitative Investment Management held 754 positions worth $1.12B, up 98% from $568M the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Quantitative Investment Management deployed $503M of net new capital in Q3 2013, opening 307 new positions and adding to 124 existing holdings. Its largest new stake was iShares MSCI Emerging Markets ETF: 3,503,300 shares worth $143M.

By sector, the portfolio is most concentrated in Industrials at 11% of assets, up from 5.5% a quarter earlier, followed by Financials and Technology.

On the sell side, the largest reduction was Cisco, an estimated $9.68M trimmed.

  • Quantitative Investment Management's largest Q3 2013 buy was iShares MSCI Emerging Markets ETF: 3,503,300 shares worth $143M.
  • Quantitative Investment Management added most to Walt Disney in Q3 2013, an estimated $13M increase.
  • Quantitative Investment Management's biggest Q3 2013 reduction was Cisco, cutting an estimated $9.68M.
  • Quantitative Investment Management fully exited SPDR Gold Trust in Q3 2013, selling an estimated $47M.
  • Quantitative Investment Management's ten largest holdings make up 32% of its $1.12B portfolio in Q3 2013.
  • Quantitative Investment Management opened 307 new positions and closed 230 in Q3 2013.
  • Quantitative Investment Management's portfolio value rose 98% quarter-over-quarter to $1.12B.

Based on Quantitative Investment Management's 13F filing for Q3 2013, filed 12 Nov 2013.