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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
TRV icon
51
Travelers Companies
TRV
$78.4B
$4.51M 0.4%
+53,200
New +$4.4M
MO icon
52
Altria Group
MO
$113B
$4.42M 0.39%
128,700
+122,500
+1,976% +$4.32M
NKE icon
53
Nike
NKE
$62.7B
$4.34M 0.39%
119,600
+4,200
+4% +$137K
DTV
54
DELISTED
DIRECTV COM STK (DE)
DTV
$4.32M 0.38%
72,200
+66,200
+1,103% +$4.08M
D icon
55
Dominion Energy
D
$61.3B
$4.17M 0.37%
+66,800
New +$3.96M
AXP icon
56
American Express
AXP
$228B
$4.11M 0.37%
54,400
+16,400
+43% +$1.23M
CRM icon
57
Salesforce
CRM
$148B
$4M 0.36%
+77,000
New +$3.5M
PCP
58
DELISTED
PRECISION CASTPARTS CORP
PCP
$3.98M 0.35%
17,500
+8,400
+92% +$1.9M
COST icon
59
Costco
COST
$423B
$3.97M 0.35%
34,500
+20,500
+146% +$2.37M
DFS
60
DELISTED
Discover Financial Services
DFS
$3.97M 0.35%
78,500
+70,800
+919% +$3.54M
CMCSA icon
61
Comcast
CMCSA
$84B
$3.93M 0.35%
174,400
+163,400
+1,485% +$3.56M
F icon
62
Ford
F
$59.3B
$3.88M 0.35%
229,700
-33,000
-13% -$557K
AMGN icon
63
Amgen
AMGN
$209B
$3.84M 0.34%
34,300
-3,100
-8% -$336K
AIG icon
64
American International
AIG
$41.8B
$3.67M 0.33%
75,400
+67,900
+905% +$3.23M
ABT icon
65
Abbott
ABT
$183B
$3.55M 0.32%
+107,000
New +$3.75M
ALL icon
66
Allstate
ALL
$68.3B
$3.54M 0.32%
70,100
+42,100
+150% +$2.12M
BEN icon
67
Franklin Resources
BEN
$17.2B
$3.43M 0.31%
67,900
+58,300
+607% +$2.81M
ETN icon
68
Eaton
ETN
$150B
$3.4M 0.3%
49,400
+24,100
+95% +$1.62M
MCD icon
69
McDonald's
MCD
$191B
$3.26M 0.29%
33,900
-10,300
-23% -$1.01M
DHR icon
70
Danaher
DHR
$138B
$3.08M 0.27%
66,209
+48,950
+284% +$2.22M
GOOG icon
71
Alphabet (Google) Class C
GOOG
$4.08T
$3.06M 0.27%
+140,525
New +$3.11M
EL icon
72
Estee Lauder
EL
$30.7B
$2.97M 0.26%
+42,500
New +$2.88M
XRT icon
73
State Street SPDR S&P Retail ETF
XRT
$453M
$2.93M 0.26%
+71,400
New +$2.88M
CMI icon
74
Cummins
CMI
$87.3B
$2.92M 0.26%
+22,000
New +$2.72M
AMAT icon
75
Applied Materials
AMAT
$398B
$2.9M 0.26%
+165,200
New +$2.64M
1 2
3
4 5

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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.