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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
RTN
676
DELISTED
Raytheon Company
RTN
– –
-19,200
Closed -$1.27M
S
677
DELISTED
Sprint Corporation
S
– –
-191,300
Closed -$1.34M
VIAB
678
DELISTED
Viacom Inc. Class B
VIAB
– –
-8,800
Closed -$598K
DF
679
DELISTED
Dean Foods Company
DF
– –
-33,800
Closed -$677K
BKS
680
DELISTED
Barnes & Noble
BKS
– –
-42,423
Closed -$443K
WFT
681
DELISTED
Weatherford International plc
WFT
– –
-23,100
Closed -$316K
TFCFA
682
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-27,734
Closed -$798K
DNB
683
DELISTED
Dun & Bradstreet
DNB
– –
-6,300
Closed -$613K
ESRX
684
DELISTED
Express Scripts Holding Company
ESRX
– –
-16,700
Closed -$1.03M
SODA
685
DELISTED
SodaStream International Ltd
SODA
– –
-5,200
Closed -$377K
EGN
686
DELISTED
Energen
EGN
– –
-7,800
Closed -$407K
COL
687
DELISTED
Rockwell Collins
COL
– –
-4,000
Closed -$253K
SVU
688
DELISTED
SUPERVALU Inc.
SVU
– –
-9,886
Closed -$430K
CPN
689
DELISTED
Calpine Corporation
CPN
– –
-20,800
Closed -$441K
RGC
690
DELISTED
Regal Entertainment Group
RGC
– –
-11,600
Closed -$207K
BWLD
691
DELISTED
Buffalo Wild Wings, Inc.
BWLD
– –
-2,500
Closed -$245K
VALE.P
692
DELISTED
Vale S A
VALE.P
– –
-42,800
Closed -$520K
BRCD
693
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-27,200
Closed -$156K
PNRA
694
DELISTED
Panera Bread Co
PNRA
– –
-4,400
Closed -$818K
PWE
695
DELISTED
Penn West Energy Petroleum Ltd
PWE
– –
-42,000
Closed -$444K
CIE
696
DELISTED
Cobalt International Energy, Inc
CIE
– –
-1,040
Closed -$414K
XCO
697
DELISTED
Exco Resources
XCO
– –
-1,469
Closed -$166K
VAL
698
DELISTED
Valspar
VAL
– –
-7,400
Closed -$478K
CSC
699
DELISTED
Computer Sciences
CSC
– –
-23,967
Closed -$442K
TSL
700
DELISTED
Trina Solar Limited
TSL
– –
-36,800
Closed -$219K
26 27
28
29 30

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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.