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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
(+98%)
Cap. Flow
+$503M
Cap. Flow
% of AUM
44.76%
Top 10 Holdings %
Top 10 Hldgs %
32.23%
Holding
754
New
307
Increased
124
Reduced
92
Closed
230
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$139M |
| 2 |
iShares MSCI EAFE ETF
EFA
|
+$52.5M |
| 3 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$44.3M |
| 4 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$20.6M |
| 5 |
iShares China Large-Cap ETF
FXI
|
+$19.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPDR Gold Trust
GLD
|
+$47M |
| 2 |
VanEck Gold Miners ETF
GDX
|
+$30.3M |
| 3 |
Microsoft
MSFT
|
+$25.9M |
| 4 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$18M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
551
Canadian Solar
CSIQ
$1.02B
| – | – |
-10,400
| Closed | -$114K |
|
552
Commault Systems
CVLT
$4.88B
| – | – |
-5,900
| Closed | -$447K |
|
553
Designer Brands
DBI
$307M
| – | – |
-10,400
| Closed | -$382K |
|
554
Dover
DOV
$27.6B
| – | – |
-10,890
| Closed | -$566K |
|
555
Amdocs
DOX
$5.92B
| – | – |
-7,200
| Closed | -$267K |
|
556
Duke Energy
DUK
$97.8B
| – | – |
-12,000
| Closed | -$810K |
|
557
Electronic Arts
EA
$53B
| – | – |
-54,900
| Closed | -$1.26M |
|
558
New Oriental
EDU
$9.37B
| – | – |
-16,400
| Closed | -$363K |
|
559
Enovis
ENOV
$1.68B
| – | – |
-3,486
| Closed | -$312K |
|
560
Enterprise Products Partners
EPD
$82.3B
| – | – |
-21,400
| Closed | -$665K |
|
561
Entergy
ETR
$50.2B
| – | – |
-19,200
| Closed | -$668K |
|
562
Edwards Lifesciences
EW
$49.6B
| – | – |
-43,200
| Closed | -$483K |
|
563
Expedia Group
EXPE
$35.4B
| – | – |
-18,300
| Closed | -$1.1M |
|
564
FuelCell Energy
FCEL
$1.73B
| – | – |
-9
| Closed | -$49K |
|
565
Federated Hermes
FHI
$4.55B
| – | – |
-10,900
| Closed | -$298K |
|
566
First Horizon
FHN
$12.2B
| – | – |
-22,800
| Closed | -$255K |
|
|
FITB
567
Fifth Third Bancorp
FITB
$51.2B
| – | – |
-26,800
| Closed | -$483K |
|
568
First Solar
FSLR
$22.7B
| – | – |
-97,900
| Closed | -$4.39M |
|
|
569
VanEck Gold Miners ETF
GDX
$22.7B
| – | – |
-1,239,100
| Closed | -$30.3M |
|
|
GES
570
DELISTED
Guess Inc
GES
| – | – |
-9,300
| Closed | -$288K |
|
571
Geron
GERN
$828M
| – | – |
-11,003
| Closed | -$15K |
|
|
572
SPDR Gold Trust
GLD
$131B
| – | – |
-394,800
| Closed | -$47M |
|
573
GameStop
GME
$9.75B
| – | – |
-68,800
| Closed | -$722K |
|
574
Generac Holdings
GNRC
$11.6B
| – | – |
-12,500
| Closed | -$462K |
|
|
B
575
Barrick Mining
B
$61.5B
| – | – |
-281,400
| Closed | -$4.43M |
|
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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.