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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
(+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 | 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 | |
|---|---|---|---|---|---|---|
576
GSK
GSK
$101B
| – | – |
-30,880
| Closed | -$1.93M |
|
577
Goodyear
GT
$1.52B
| – | – |
-22,300
| Closed | -$341K |
|
|
GTLS
578
DELISTED
Chart Industries
GTLS
| – | – |
-5,000
| Closed | -$470K |
|
579
Huntington Bancshares
HBAN
$33.7B
| – | – |
-68,800
| Closed | -$541K |
|
580
Home Depot
HD
$307B
| – | – |
-17,400
| Closed | -$1.35M |
|
581
Hecla Mining
HL
$12.7B
| – | – |
-38,400
| Closed | -$114K |
|
582
Herbalife
HLF
$1.25B
| – | – |
-38,800
| Closed | -$875K |
|
583
Harmony Gold Mining
HMY
$12.3B
| – | – |
-38,700
| Closed | -$147K |
|
|
PPLI
584
People Inc
PPLI
$2.87B
| – | – |
-82,812
| Closed | -$704K |
|
|
585
iShares Gold Trust
IAU
$64.5B
| – | – |
-482,900
| Closed | -$11.6M |
|
586
Illumina
ILMN
$34.9B
| – | – |
-12,028
| Closed | -$875K |
|
587
Infosys
INFY
$44.9B
| – | – |
-83,200
| Closed | -$428K |
|
588
Intuit
INTU
$85.9B
| – | – |
-13,300
| Closed | -$811K |
|
589
IPG Photonics
IPGP
$3.27B
| – | – |
-4,400
| Closed | -$267K |
|
590
Jazz Pharmaceuticals
JAZZ
$15.8B
| – | – |
-13,500
| Closed | -$927K |
|
591
Johnson Controls International
JCI
$84.7B
| – | – |
-28,936
| Closed | -$1.08M |
|
592
Johnson & Johnson
JNJ
$645B
| – | – |
-40,900
| Closed | -$3.51M |
|
|
JWN
593
DELISTED
Nordstrom
JWN
| – | – |
-13,000
| Closed | -$779K |
|
594
State Street SPDR S&P Bank ETF
KBE
$1.56B
| – | – |
-94,000
| Closed | -$2.7M |
|
595
KBR
KBR
$4.7B
| – | – |
-20,000
| Closed | -$650K |
|
596
KeyCorp
KEY
$23B
| – | – |
-29,700
| Closed | -$327K |
|
597
Kinross Gold
KGC
$33.9B
| – | – |
-127,000
| Closed | -$647K |
|
598
Coca-Cola
KO
$381B
| – | – |
-128,500
| Closed | -$5.15M |
|
599
Leidos
LDOS
$16.2B
| – | – |
-34,385
| Closed | -$1.18M |
|
600
L3Harris
LHX
$46.3B
| – | – |
-14,700
| Closed | -$723K |
|
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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 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.