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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
PGR icon
176
Progressive
PGR
$124B
$1.3M 0.12%
+47,700
New +$1.24M
MCO icon
177
Moody's
MCO
$82.9B
$1.29M 0.11%
18,300
-21,300
-54% -$1.4M
NRG icon
178
NRG Energy
NRG
$28.2B
$1.28M 0.11%
46,800
+17,200
+58% +$465K
FCX icon
179
Freeport-McMoran
FCX
$89.7B
$1.26M 0.11%
+38,200
New +$1.17M
SBUX icon
180
Starbucks
SBUX
$120B
$1.26M 0.11%
32,800
-4,600
-12% -$165K
EXPD icon
181
Expeditors International
EXPD
$22.1B
$1.25M 0.11%
28,400
+17,000
+149% +$705K
RMD icon
182
ResMed
RMD
$30.5B
$1.25M 0.11%
+23,700
New +$1.15M
TT icon
183
Trane Technologies
TT
$101B
$1.22M 0.11%
+23,538
New +$1.15M
IBB icon
184
iShares Biotechnology ETF
IBB
$9.3B
$1.22M 0.11%
17,400
-26,700
-61% -$1.75M
OXY icon
185
Occidental Petroleum
OXY
$56.1B
$1.21M 0.11%
13,465
-54,485
-80% -$4.68M
ROK icon
186
Rockwell Automation
ROK
$53.2B
$1.2M 0.11%
+11,200
New +$1.09M
RCL icon
187
Royal Caribbean
RCL
$85.5B
$1.19M 0.11%
+31,200
New +$1.17M
VZ icon
188
Verizon
VZ
$194B
$1.19M 0.11%
25,400
-81,800
-76% -$3.99M
AKAM icon
189
Akamai
AKAM
$16.7B
$1.18M 0.1%
22,800
-4,600
-17% -$217K
JAH
190
DELISTED
JARDEN CORPORATION
JAH
$1.14M 0.1%
+35,400
New +$1.09M
PFE icon
191
Pfizer
PFE
$143B
$1.13M 0.1%
41,528
-212,381
-84% -$5.78M
CBI
192
DELISTED
Chicago Bridge & Iron Nv
CBI
$1.13M 0.1%
16,700
+7,700
+86% +$475K
ADSK icon
193
Autodesk
ADSK
$49.4B
$1.13M 0.1%
+27,400
New +$1.01M
ERIC icon
194
Ericsson
ERIC
$32.1B
$1.13M 0.1%
+84,300
New +$1.05M
QCOR
195
DELISTED
QUESTCOR PHARMA INC
QCOR
$1.13M 0.1%
19,400
-800
-4% -$47.5K
ULTA icon
196
Ulta Beauty
ULTA
$22B
$1.11M 0.1%
9,300
+3,400
+58% +$353K
PKG icon
197
Packaging Corp of America
PKG
$21.9B
$1.11M 0.1%
+19,400
New +$1.05M
HOT
198
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$1.1M 0.1%
+16,500
New +$1.09M
DEO icon
199
Diageo
DEO
$49.1B
$1.09M 0.1%
+8,600
New +$1.08M
AZN icon
200
AstraZeneca
AZN
$264B
$1.09M 0.1%
21,000
-12,700
-38% -$638K
6 7
8
9 10

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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.