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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
RJF icon
626
Raymond James Financial
RJF
$32.5B
– –
-8,100
Closed -$232K
RRC icon
627
Range Resources
RRC
$9.79B
– –
-17,300
Closed -$1.34M
SBH icon
628
Sally Beauty Holdings
SBH
$1.47B
– –
-13,400
Closed -$416K
SCCO icon
629
Southern Copper
SCCO
$160B
– –
-24,562
Closed -$621K
SLM icon
630
SLM Corp
SLM
$4.92B
– –
-94,013
Closed -$768K
SNV
631
DELISTED
Synovus
SNV
– –
-16,429
Closed -$335K
SO icon
632
Southern Company
SO
$98.9B
– –
-10,900
Closed -$481K
SPR
633
DELISTED
Spirit AeroSystems
SPR
– –
-14,700
Closed -$315K
SWBI icon
634
Smith & Wesson
SWBI
$587M
– –
-34,216
Closed -$262K
T icon
635
AT&T
T
$183B
– –
-134,386
Closed -$3.59M
TCOM icon
636
Trip.com Group
TCOM
$24.7B
– –
-79,200
Closed -$1.29M
TDG icon
637
TransDigm Group
TDG
$60B
– –
-6,900
Closed -$1.08M
TER icon
638
Teradyne
TER
$52B
– –
-17,800
Closed -$312K
TGT icon
639
Target
TGT
$70.1B
– –
-23,500
Closed -$1.62M
THO icon
640
Thor Industries
THO
$3.71B
– –
-8,700
Closed -$427K
TRIP icon
641
TripAdvisor
TRIP
$1.06B
– –
-17,100
Closed -$1.04M
UAA icon
642
Under Armour
UAA
$2.13B
– –
-44,000
Closed -$656K
UMC icon
643
United Microelectronic
UMC
$54.2B
– –
-29,700
Closed -$69K
UNH icon
644
UnitedHealth
UNH
$337B
– –
-20,400
Closed -$1.33M
UNM icon
645
Unum
UNM
$15.2B
– –
-14,100
Closed -$414K
UNP icon
646
Union Pacific
UNP
$169B
– –
-14,600
Closed -$1.13M
UPBD icon
647
Upbound Group
UPBD
$1.03B
– –
-6,900
Closed -$259K
VECO icon
648
Veeco
VECO
$2.5B
– –
-7,200
Closed -$254K
VYX icon
649
NCR Voyix
VYX
$1.04B
– –
-15,811
Closed -$320K
WLK icon
650
Westlake Corp
WLK
$8.95B
– –
-8,800
Closed -$424K
24 25
26
27 28

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.