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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
ALKS icon
526
Alkermes
ALKS
$8.22B
– –
-16,800
Closed -$481K
ALV icon
527
Autoliv
ALV
$9.02B
– –
-6,107
Closed -$340K
APD icon
528
Air Products & Chemicals
APD
$65.7B
– –
-12,540
Closed -$1.06M
APTV icon
529
Aptiv
APTV
$12B
– –
-32,000
Closed -$1.62M
CVSA
530
Covista Inc
CVSA
$4.25B
– –
-7,000
Closed -$217K
AVB icon
531
AvalonBay Communities
AVB
$26.5B
– –
-1,500
Closed -$202K
DCH
532
Dauch Corp
DCH
$1.34B
– –
-11,200
Closed -$208K
AZO icon
533
AutoZone
AZO
$49.2B
– –
-1,400
Closed -$593K
BB icon
534
BlackBerry
BB
$4.98B
– –
-109,600
Closed -$1.15M
BFH icon
535
Bread Financial
BFH
$4.37B
– –
-4,135
Closed -$597K
BG icon
536
Bunge Global
BG
$20.4B
– –
-7,200
Closed -$509K
BHP icon
537
BHP
BHP
$215B
– –
-21,288
Closed -$1.04M
BWA icon
538
BorgWarner
BWA
$13.1B
– –
-17,040
Closed -$646K
BZH icon
539
Beazer Homes USA
BZH
$877M
– –
-19,400
Closed -$339K
C icon
540
Citigroup
C
$222B
– –
-35,100
Closed -$1.68M
CACI icon
541
CACI
CACI
$11B
– –
-4,600
Closed -$292K
CCL icon
542
Carnival Corporation Ltd
CCL
$38.1B
– –
-54,900
Closed -$1.88M
CDNS icon
543
Cadence Design Systems
CDNS
$93.6B
– –
-20,100
Closed -$291K
CENX icon
544
Century Aluminum
CENX
$4.43B
– –
-16,600
Closed -$154K
CI icon
545
Cigna
CI
$73.8B
– –
-15,100
Closed -$1.09M
CME icon
546
CME Group
CME
$96.3B
– –
-3,100
Closed -$235K
CMP icon
547
Compass Minerals
CMP
$1.23B
– –
-4,300
Closed -$363K
CMPR icon
548
Cimpress
CMPR
$2.39B
– –
-4,500
Closed -$222K
COO icon
549
Cooper Companies
COO
$14.1B
– –
-24,400
Closed -$726K
CPRI icon
550
Capri Holdings
CPRI
$1.83B
– –
-38,200
Closed -$2.37M
20 21
22
23 24

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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.