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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
+9.81%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 Miscellaneous 40.62%
2 Industrials 10.97%
3 Financials 9.61%
4 Technology 9.58%
5 Consumer Discretionary 6.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ALKS icon
526
Alkermes
ALKS
$7.73B
– –
-16,800
Closed -$481K
ALV icon
527
Autoliv
ALV
$8.49B
– –
-6,107
Closed -$340K
APD icon
528
Air Products & Chemicals
APD
$63.9B
– –
-12,540
Closed -$1.06M
APTV icon
529
Aptiv
APTV
$9B
– –
-32,000
Closed -$1.62M
CVSA
530
Covista Inc
CVSA
$4.33B
– –
-7,000
Closed -$217K
AVB
531
DELISTED
AvalonBay Communities
AVB
– –
-1,500
Closed -$202K
DCH
532
Dauch Corp
DCH
$1.43B
– –
-11,200
Closed -$208K
AZO icon
533
AutoZone
AZO
$46.5B
– –
-1,400
Closed -$593K
BB icon
534
BlackBerry
BB
$4.48B
– –
-109,600
Closed -$1.15M
BFH icon
535
Bread Financial
BFH
$4.14B
– –
-4,135
Closed -$597K
BG icon
536
Bunge Global
BG
$22.5B
– –
-7,200
Closed -$509K
BHP icon
537
BHP
BHP
$214B
– –
-21,288
Closed -$1.04M
BWA icon
538
BorgWarner
BWA
$12.7B
– –
-17,040
Closed -$646K
BZH icon
539
Beazer Homes USA
BZH
$890M
– –
-19,400
Closed -$339K
C icon
540
Citigroup
C
$223B
– –
-35,100
Closed -$1.68M
CACI icon
541
CACI
CACI
$13.9B
– –
-4,600
Closed -$292K
CCL icon
542
Carnival Corporation Ltd
CCL
$30.6B
– –
-54,900
Closed -$1.88M
CDNS icon
543
Cadence Design Systems
CDNS
$77.1B
– –
-20,100
Closed -$291K
CENX icon
544
Century Aluminum
CENX
$3.94B
– –
-16,600
Closed -$154K
CI icon
545
Cigna
CI
$74.1B
– –
-15,100
Closed -$1.09M
CME icon
546
CME Group
CME
$98B
– –
-3,100
Closed -$235K
CMP icon
547
Compass Minerals
CMP
$1B
– –
-4,300
Closed -$363K
CMPR icon
548
Cimpress
CMPR
$1.98B
– –
-4,500
Closed -$222K
COO icon
549
Cooper Companies
COO
$10.4B
– –
-24,400
Closed -$726K
CPRI icon
550
Capri Holdings
CPRI
$1.67B
– –
-38,200
Closed -$2.37M
20 21
22
23 24

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

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 Miscellaneous at 41% of assets, up from 27% a quarter earlier, followed by Industrials and Financials.

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.