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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
LMT icon
601
Lockheed Martin
LMT
$123B
– –
-14,700
Closed -$1.59M
LNW
602
DELISTED
Light & Wonder
LNW
– –
-10,100
Closed -$113K
LOW icon
603
Lowe's Companies
LOW
$109B
– –
-69,400
Closed -$2.84M
LUMN icon
604
Lumen
LUMN
$7.04B
– –
-43,400
Closed -$1.53M
LYG icon
605
Lloyds Banking Group
LYG
$84.9B
– –
-16,000
Closed -$61K
M icon
606
Macy's
M
$5.77B
– –
-21,600
Closed -$1.04M
MBI icon
607
MBIA
MBI
$230M
– –
-16,900
Closed -$224K
MDLZ icon
608
Mondelez International
MDLZ
$79.3B
– –
-50,700
Closed -$1.45M
MKC icon
609
McCormick & Company Non-Voting
MKC
$13.4B
– –
-6,600
Closed -$232K
MRK icon
610
Merck
MRK
$355B
– –
-55,125
Closed -$2.44M
MSFT icon
611
Microsoft
MSFT
$3.69T
– –
-749,100
Closed -$25.9M
NDAQ icon
612
Nasdaq
NDAQ
$49.9B
– –
-37,800
Closed -$413K
NEM icon
613
Newmont
NEM
$131B
– –
-50,800
Closed -$1.52M
NG icon
614
NovaGold Resources
NG
$3.18B
– –
-23,700
Closed -$50K
NOC icon
615
Northrop Grumman
NOC
$75.5B
– –
-18,200
Closed -$1.51M
NUS icon
616
Nu Skin
NUS
$231M
– –
-4,600
Closed -$281K
NYT icon
617
New York Times
NYT
$11.6B
– –
-13,900
Closed -$153K
PBI icon
618
Pitney Bowes
PBI
$2.37B
– –
-56,300
Closed -$826K
PBR icon
619
Petrobras
PBR
$140B
– –
-122,700
Closed -$1.65M
PCG icon
620
PG&E
PCG
$29B
– –
-13,900
Closed -$635K
PG icon
621
Procter & Gamble
PG
$341B
– –
-9,900
Closed -$762K
PII icon
622
Polaris
PII
$3.29B
– –
-8,300
Closed -$788K
PRDO icon
623
Perdoceo Education
PRDO
$2.06B
– –
-11,800
Closed -$34K
PVH icon
624
PVH
PVH
$3.3B
– –
-19,300
Closed -$2.41M
RBBN icon
625
Ribbon Communications
RBBN
$325M
– –
-9,080
Closed -$136K
23 24
25
26 27

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.