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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
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 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
CL icon
151
Colgate-Palmolive
CL
$73.3B
$1.56M 0.14%
+26,400
New +$1.56M
LLY icon
152
Eli Lilly
LLY
$1.03T
$1.56M 0.14%
31,100
+19,900
+178% +$1.04M
HUN icon
153
Huntsman Corp
HUN
$2.12B
$1.56M 0.14%
+75,900
New +$1.38M
VIAV icon
154
Viavi Solutions
VIAV
$8.65B
$1.55M 0.14%
185,469
+145,035
+359% +$1.19M
SWY
155
DELISTED
SAFEWAY INC
SWY
$1.54M 0.14%
53,951
+21,446
+66% +$511K
ZG icon
156
Zillow
ZG
$7.79B
$1.54M 0.14%
+54,900
New +$1.51M
TEL icon
157
TE Connectivity
TEL
$59.9B
$1.54M 0.14%
+29,700
New +$1.49M
CHRW icon
158
C.H. Robinson
CHRW
$17.3B
$1.53M 0.14%
+25,700
New +$1.51M
CAH icon
159
Cardinal Health
CAH
$53.2B
$1.51M 0.13%
29,000
+4,100
+16% +$208K
EWA icon
160
iShares MSCI Australia ETF
EWA
$1.41B
$1.5M 0.13%
+59,300
New +$1.43M
IYT icon
161
iShares US Transportation ETF
IYT
$2.26B
$1.49M 0.13%
50,800
+12,000
+31% +$347K
MHK icon
162
Mohawk Industries
MHK
$7.29B
$1.47M 0.13%
+11,300
New +$1.38M
MRSH
163
Marsh
MRSH
$91.4B
$1.45M 0.13%
33,400
+700
+2% +$29.4K
BSX icon
164
Boston Scientific
BSX
$68.4B
$1.44M 0.13%
122,400
-7,100
-5% -$76.8K
BRSL
165
Brightstar Lottery PLC
BRSL
$1.87B
$1.43M 0.13%
+75,700
New +$1.44M
NBL
166
DELISTED
Noble Energy, Inc.
NBL
$1.41M 0.13%
21,000
+10,000
+91% +$640K
HCA icon
167
HCA Healthcare
HCA
$85.7B
$1.4M 0.12%
32,800
+13,200
+67% +$516K
KR icon
168
Kroger
KR
$35.4B
$1.38M 0.12%
+68,600
New +$1.32M
MUR icon
169
Murphy Oil
MUR
$5.48B
$1.36M 0.12%
+22,500
New +$1.33M
PSA icon
170
Public Storage
PSA
$59.3B
$1.33M 0.12%
+8,300
New +$1.31M
LO
171
DELISTED
LORILLARD INC COM STK
LO
$1.33M 0.12%
+29,700
New +$1.31M
WFC icon
172
Wells Fargo
WFC
$258B
$1.32M 0.12%
32,000
-76,900
-71% -$3.28M
ARMH
173
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$1.31M 0.12%
+27,200
New +$1.15M
NVDA icon
174
NVIDIA
NVDA
$4.72T
$1.3M 0.12%
3,348,000
+2,400,000
+253% +$892K
TEX icon
175
Terex
TEX
$7.11B
$1.3M 0.12%
+38,700
New +$1.17M
5 6
7
8 9

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FWM
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RCIM
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GHC
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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.