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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
WM icon
351
Waste Management
WM
$90.6B
$482K 0.04%
11,700
-22,400
-66% -$934K
EG icon
352
Everest Group
EG
$14.5B
$479K 0.04%
+3,300
New +$447K
TS icon
353
Tenaris
TS
$28.9B
$477K 0.04%
+10,200
New +$463K
ROC
354
DELISTED
ROCKWOOD HLDGS INC
ROC
$474K 0.04%
+7,100
New +$468K
EXP icon
355
Eagle Materials
EXP
$6.29B
$471K 0.04%
+6,500
New +$442K
RF icon
356
Regions Financial
RF
$26.4B
$468K 0.04%
50,600
-13,900
-22% -$136K
TSM icon
357
TSMC
TSM
$2.1T
$468K 0.04%
27,600
-1,100
-4% -$18.8K
UL icon
358
Unilever
UL
$137B
$466K 0.04%
+10,756
New +$488K
TUP
359
DELISTED
Tupperware Brands Corporation
TUP
$466K 0.04%
+5,400
New +$451K
ZNGA
360
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$466K 0.04%
+127,000
New +$401K
LH icon
361
Labcorp
LH
$25.4B
$465K 0.04%
5,471
+2,794
+104% +$235K
BEAV
362
DELISTED
B/E Aerospace Inc
BEAV
$465K 0.04%
+8,700
New +$442K
BN icon
363
Brookfield
BN
$104B
$463K 0.04%
+52,965
New +$452K
SAP icon
364
SAP
SAP
$212B
$458K 0.04%
+6,200
New +$458K
VMI icon
365
Valmont Industries
VMI
$9.3B
$458K 0.04%
+3,300
New +$472K
TIBX
366
DELISTED
TIBCO SOFTWARE INC
TIBX
$458K 0.04%
+17,900
New +$427K
LAZ icon
367
Lazard
LAZ
$4.13B
$457K 0.04%
+12,700
New +$451K
RGR icon
368
Sturm, Ruger & Co
RGR
$594M
$457K 0.04%
+7,300
New +$392K
CNP icon
369
CenterPoint Energy
CNP
$27.7B
$448K 0.04%
18,700
+6,600
+55% +$157K
WBC
370
DELISTED
WABCO HOLDINGS INC.
WBC
$446K 0.04%
+5,300
New +$424K
TXT icon
371
Textron
TXT
$14.7B
$444K 0.04%
+16,100
New +$449K
MCP
372
DELISTED
MOLYCORP INC COM STK
MCP
$443K 0.04%
+67,600
New +$454K
GDP
373
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
$439K 0.04%
18,100
+7,400
+69% +$149K
BLK icon
374
Blackrock
BLK
$169B
$432K 0.04%
+1,600
New +$435K
MELI icon
375
Mercado Libre
MELI
$95.2B
$431K 0.04%
3,200
-2,800
-47% -$336K
13 14
15
16 17

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FWM
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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.