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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
EGO icon
451
Eldorado Gold
EGO
$7.87B
$280K 0.02%
8,360
-1,900
-19% -$72.2K
CMC icon
452
Commercial Metals
CMC
$7.6B
$279K 0.02%
+16,500
New +$259K
KKR icon
453
KKR & Co
KKR
$91.1B
$279K 0.02%
13,600
-2,600
-16% -$52.1K
RDC
454
DELISTED
Rowan Companies Plc
RDC
$279K 0.02%
+7,600
New +$273K
IPI icon
455
Intrepid Potash
IPI
$456M
$272K 0.02%
+1,740
New +$267K
SIAL
456
DELISTED
SIGMA - ALDRICH CORP
SIAL
$272K 0.02%
3,200
-6,300
-66% -$530K
CTAS icon
457
Cintas
CTAS
$81.9B
$271K 0.02%
+21,200
New +$257K
RSH
458
DELISTED
RADIOSHACK CORP
RSH
$270K 0.02%
79,200
+61,000
+335% +$195K
MDCO
459
DELISTED
Medicines Co
MDCO
$268K 0.02%
+8,000
New +$255K
ASML icon
460
ASML
ASML
$626B
$266K 0.02%
2,700
-6,400
-70% -$576K
BBY icon
461
Best Buy
BBY
$18.2B
$266K 0.02%
7,100
-26,500
-79% -$880K
HNT
462
DELISTED
HEALTH NET INC
HNT
$266K 0.02%
+8,400
New +$265K
CRI icon
463
Carter's
CRI
$1.42B
$265K 0.02%
+3,500
New +$256K
AKS
464
DELISTED
AK Steel Holding Corp
AKS
$264K 0.02%
+70,500
New +$251K
FNFG
465
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$263K 0.02%
25,400
+2,800
+12% +$29.1K
CIM
466
Chimera Investment
CIM
$1.04B
$262K 0.02%
5,753
+2,966
+106% +$132K
RGLD icon
467
Royal Gold
RGLD
$16.8B
$262K 0.02%
5,400
-4,000
-43% -$207K
FDS icon
468
Factset
FDS
$9.36B
$261K 0.02%
2,400
-100
-4% -$10.8K
ASB icon
469
Associated Banc-Corp
ASB
$5.83B
$258K 0.02%
+16,700
New +$275K
NVRI icon
470
Enviri
NVRI
$623M
$258K 0.02%
+10,400
New +$259K
DFT
471
DELISTED
DuPont Fabros Technology Inc.
DFT
$257K 0.02%
+10,000
New +$237K
TNL icon
472
Travel + Leisure Co
TNL
$4.66B
$256K 0.02%
+9,303
New +$255K
SUNE
473
DELISTED
SUNEDISON, INC COM
SUNE
$256K 0.02%
32,200
-11,300
-26% -$93.6K
CLH icon
474
Clean Harbors
CLH
$16.5B
$246K 0.02%
+4,200
New +$234K
ACM icon
475
Aecom
ACM
$9.3B
$243K 0.02%
7,800
-300
-4% -$9.39K
17 18
19
20 21

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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.