We are live on ! Find out more
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
CELG
126
DELISTED
Celgene Corp
CELG
$1.85M 0.16%
24,000
+2,000
+9% +$140K
SDRL
127
DELISTED
Seadrill Limited Common Stock
SDRL
$1.85M 0.16%
153
+90
+143% +$1.06M
JPM icon
128
JPMorgan Chase
JPM
$933B
$1.83M 0.16%
35,500
-49,800
-58% -$2.67M
PX
129
DELISTED
Praxair Inc
PX
$1.83M 0.16%
+15,200
New +$1.8M
BKNG icon
130
Booking.com
BKNG
$150B
$1.82M 0.16%
45,000
-20,000
-31% -$748K
CIEN icon
131
Ciena
CIEN
$52.7B
$1.8M 0.16%
72,200
-15,700
-18% -$354K
CSCO icon
132
Cisco
CSCO
$448B
$1.8M 0.16%
76,700
-390,100
-84% -$9.68M
COP icon
133
ConocoPhillips
COP
$145B
$1.78M 0.16%
25,600
-8,600
-25% -$574K
DKS icon
134
Dick's Sporting Goods
DKS
$17.9B
$1.75M 0.16%
32,800
+27,500
+519% +$1.39M
AFL icon
135
Aflac
AFL
$64.8B
$1.74M 0.16%
56,200
+11,800
+27% +$355K
HP icon
136
Helmerich & Payne
HP
$3.37B
$1.74M 0.15%
25,200
+12,600
+100% +$832K
LNG icon
137
Cheniere Energy
LNG
$54.1B
$1.72M 0.15%
50,400
+13,700
+37% +$407K
JNPR
138
DELISTED
Juniper Networks
JNPR
$1.69M 0.15%
85,300
+61,300
+255% +$1.26M
KMB icon
139
Kimberly-Clark
KMB
$36.6B
$1.69M 0.15%
18,670
+1,252
+7% +$116K
FLS icon
140
Flowserve
FLS
$9.63B
$1.68M 0.15%
+27,000
New +$1.56M
EPP icon
141
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
$1.66M 0.15%
+34,900
New +$1.59M
VFC icon
142
VF Corp
VFC
$5.88B
$1.65M 0.15%
+35,258
New +$1.63M
NLSN
143
DELISTED
Nielsen Holdings plc
NLSN
$1.63M 0.15%
+44,800
New +$1.54M
GWW icon
144
W.W. Grainger
GWW
$64B
$1.62M 0.14%
6,200
+800
+15% +$208K
WFM
145
DELISTED
Whole Foods Market Inc
WFM
$1.62M 0.14%
27,700
-2,700
-9% -$149K
BHI
146
DELISTED
Baker Hughes
BHI
$1.61M 0.14%
+32,800
New +$1.58M
EWT icon
147
iShares MSCI Taiwan ETF
EWT
$9.6B
$1.6M 0.14%
+57,650
New +$1.58M
X
148
DELISTED
US Steel
X
$1.6M 0.14%
+77,800
New +$1.46M
AN icon
149
AutoNation
AN
$7.18B
$1.6M 0.14%
+30,600
New +$1.48M
TWX
150
DELISTED
Time Warner Inc
TWX
$1.58M 0.14%
25,032
+7,822
+45% +$468K
4 5
6
7 8

Similar funds

MK
MASTERINVEST Kapitalanlage Vienna $962M AUM 27.59% 1-Year Est. Return
TFP
Triple Frond Partners San Francisco, California $963M AUM 27.45% 1-Year Est. Return
UWPG
Ullmann Wealth Partners Group Jacksonville Beach, Florida $963M AUM 17.06% 1-Year Est. Return
FWM
Focused Wealth Management Newburgh, New York $964M AUM 18.71% 1-Year Est. Return
RCIM
Red Cedar Investment Management Grand Rapids, Michigan $965M AUM 30.25% 1-Year Est. Return
TC
TwinBeech Capital Purchase, New York $965M AUM 0.23% 1-Year Est. Return
NA
Navellier & Associates Reno, Nevada $960M AUM 79.37% 1-Year Est. Return
GHC
Graham Holdings Company Arlington, Virginia $967M AUM 15.12% 1-Year Est. Return

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.