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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
CBRE icon
226
CBRE Group
CBRE
$42.5B
$969K 0.09%
+41,900
New +$970K
MXIM
227
DELISTED
Maxim Integrated Products
MXIM
$963K 0.09%
+32,300
New +$919K
LPX icon
228
Louisiana-Pacific
LPX
$5.06B
$962K 0.09%
54,700
+36,800
+206% +$608K
DG icon
229
Dollar General
DG
$28B
$948K 0.08%
16,800
-19,900
-54% -$1.09M
CLR
230
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$922K 0.08%
17,200
+12,400
+258% +$594K
ROP icon
231
Roper Technologies
ROP
$38.8B
$916K 0.08%
+6,900
New +$886K
SHLD
232
DELISTED
Sears Holding Corporation
SHLD
$916K 0.08%
+20,404
New +$723K
XRAY icon
233
Dentsply Sirona
XRAY
$2.68B
$915K 0.08%
+21,100
New +$900K
SOHU
234
Sohu.com
SOHU
$362M
$914K 0.08%
11,600
-500
-4% -$32.8K
SYY icon
235
Sysco
SYY
$40.8B
$913K 0.08%
28,700
+21,100
+278% +$708K
LAMR icon
236
Lamar Advertising Co
LAMR
$16.2B
$912K 0.08%
+19,400
New +$855K
LVLT
237
DELISTED
Level 3 Communications Inc
LVLT
$912K 0.08%
+34,200
New +$789K
ITW icon
238
Illinois Tool Works
ITW
$82.6B
$892K 0.08%
11,700
-900
-7% -$65.8K
JEF icon
239
Jefferies Financial Group
JEF
$12.6B
$888K 0.08%
36,418
+2,346
+7% +$56.2K
PLL
240
DELISTED
PALL CORP
PLL
$885K 0.08%
+11,500
New +$824K
AMP icon
241
Ameriprise Financial
AMP
$48.3B
$883K 0.08%
9,700
+6,700
+223% +$592K
L icon
242
Loews
L
$23.9B
$878K 0.08%
+18,800
New +$864K
DNR
243
DELISTED
Denbury Resources, Inc.
DNR
$870K 0.08%
+47,300
New +$833K
DD icon
244
DuPont de Nemours
DD
$18.5B
$864K 0.08%
8,885
-9,319
-51% -$868K
CNI icon
245
Canadian National Railway
CNI
$76.9B
$851K 0.08%
+16,800
New +$829K
AU icon
246
AngloGold Ashanti
AU
$40.1B
$840K 0.07%
63,300
+13,900
+28% +$186K
CFN
247
DELISTED
CAREFUSION CORPORATION
CFN
$830K 0.07%
22,500
+12,300
+121% +$459K
TXN icon
248
Texas Instruments
TXN
$252B
$825K 0.07%
20,500
-3,100
-13% -$120K
USG
249
DELISTED
Usg
USG
$825K 0.07%
+28,900
New +$734K
ETFC
250
DELISTED
E*Trade Financial Corporation
ETFC
$823K 0.07%
49,900
+39,000
+358% +$582K
8 9
10
11 12

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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.