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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 | |
|---|---|---|---|---|---|---|
626
Raymond James Financial
RJF
$33.8B
| – | – |
-8,100
| Closed | -$232K |
|
627
Range Resources
RRC
$9.32B
| – | – |
-17,300
| Closed | -$1.34M |
|
628
Sally Beauty Holdings
SBH
$1.46B
| – | – |
-13,400
| Closed | -$416K |
|
629
Southern Copper
SCCO
$144B
| – | – |
-24,271
| Closed | -$621K |
|
630
SLM Corp
SLM
$4.87B
| – | – |
-94,013
| Closed | -$768K |
|
|
SNV
631
DELISTED
Synovus
SNV
| – | – |
-16,429
| Closed | -$335K |
|
632
Southern Company
SO
$109B
| – | – |
-10,900
| Closed | -$481K |
|
|
SPR
633
DELISTED
Spirit AeroSystems
SPR
| – | – |
-14,700
| Closed | -$315K |
|
634
Smith & Wesson
SWBI
$654M
| – | – |
-34,216
| Closed | -$262K |
|
635
AT&T
T
$159B
| – | – |
-134,386
| Closed | -$3.59M |
|
636
Trip.com Group
TCOM
$29.5B
| – | – |
-79,200
| Closed | -$1.29M |
|
637
TransDigm Group
TDG
$70.4B
| – | – |
-6,900
| Closed | -$1.08M |
|
638
Teradyne
TER
$58.9B
| – | – |
-17,800
| Closed | -$312K |
|
639
Target
TGT
$65.6B
| – | – |
-23,500
| Closed | -$1.62M |
|
640
Thor Industries
THO
$3.91B
| – | – |
-8,700
| Closed | -$427K |
|
641
TripAdvisor
TRIP
$1.65B
| – | – |
-17,100
| Closed | -$1.04M |
|
642
Under Armour
UAA
$2.86B
| – | – |
-44,312
| Closed | -$656K |
|
643
United Microelectronic
UMC
$48.2B
| – | – |
-29,700
| Closed | -$69K |
|
644
UnitedHealth
UNH
$381B
| – | – |
-20,400
| Closed | -$1.33M |
|
645
Unum
UNM
$13.6B
| – | – |
-14,100
| Closed | -$414K |
|
646
Union Pacific
UNP
$174B
| – | – |
-14,600
| Closed | -$1.13M |
|
647
Upbound Group
UPBD
$1.14B
| – | – |
-6,900
| Closed | -$259K |
|
648
Veeco
VECO
$3.06B
| – | – |
-7,200
| Closed | -$254K |
|
649
NCR Voyix
VYX
$1.14B
| – | – |
-15,811
| Closed | -$320K |
|
650
Westlake Corp
WLK
$8.98B
| – | – |
-8,800
| Closed | -$424K |
|
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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.