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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
DGX icon
276
Quest Diagnostics
DGX
$25.7B
$685K 0.06%
11,100
-4,500
-29% -$269K
ODP
277
DELISTED
ODP
ODP
$681K 0.06%
+14,100
New +$608K
RAD
278
DELISTED
Rite Aid Corporation
RAD
$679K 0.06%
+7,140
New +$487K
IPG
279
DELISTED
Interpublic Group of Companies
IPG
$673K 0.06%
39,200
+25,100
+178% +$405K
GPC icon
280
Genuine Parts
GPC
$17.1B
$671K 0.06%
+8,300
New +$674K
BCS icon
281
Barclays
BCS
$92.7B
$664K 0.06%
+42,145
New +$660K
PH icon
282
Parker-Hannifin
PH
$123B
$663K 0.06%
6,100
-1,600
-21% -$165K
ONIT
283
Onity Group
ONIT
$309M
$663K 0.06%
793
-427
-35% -$322K
ILF icon
284
iShares Latin America 40 ETF
ILF
$3.85B
$654K 0.06%
+17,100
New +$629K
UFS
285
DELISTED
DOMTAR CORPORATION (New)
UFS
$651K 0.06%
+16,400
New +$583K
DNY
286
DELISTED
DONNELLEY R R & SONS CO
DNY
$651K 0.06%
41,300
+26,600
+181% +$419K
AVGO icon
287
Broadcom
AVGO
$1.85T
$650K 0.06%
151,000
-108,000
-42% -$415K
MAT icon
288
Mattel
MAT
$4.38B
$644K 0.06%
15,400
+7,400
+93% +$317K
STZ icon
289
Constellation Brands
STZ
$22.2B
$642K 0.06%
+11,200
New +$610K
PRE
290
DELISTED
PARTNERRE LTD
PRE
$631K 0.06%
+6,900
New +$618K
EQR icon
291
Equity Residential
EQR
$24.9B
$626K 0.06%
+11,700
New +$645K
BCR
292
DELISTED
CR Bard Inc.
BCR
$622K 0.06%
5,400
-8,400
-61% -$963K
ALK icon
293
Alaska Air
ALK
$5.29B
$619K 0.06%
19,800
-1,200
-6% -$35.8K
GPOR
294
DELISTED
Gulfport Energy Corp.
GPOR
$617K 0.05%
+9,600
New +$537K
PENN icon
295
PENN Entertainment
PENN
$2.75B
$614K 0.05%
+49,095
New +$592K
AVP
296
DELISTED
Avon Products, Inc.
AVP
$601K 0.05%
29,200
-18,100
-38% -$387K
AME icon
297
Ametek
AME
$55.4B
$593K 0.05%
+12,900
New +$581K
SWK icon
298
Stanley Black & Decker
SWK
$14.3B
$588K 0.05%
+6,500
New +$557K
SYNA icon
299
Synaptics
SYNA
$4.19B
$588K 0.05%
13,300
+7,700
+138% +$315K
SHPG
300
DELISTED
Shire pic
SHPG
$587K 0.05%
4,900
+2,600
+113% +$287K
10 11
12
13 14

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UWPG
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FWM
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RCIM
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TC
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NA
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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.