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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
HAR
701
DELISTED
Harman International Industries
HAR
– –
-7,200
Closed -$390K
SE
702
DELISTED
Spectra Energy Corp Wi
SE
– –
-88,300
Closed -$3.04M
ITC
703
DELISTED
ITC HOLDINGS CORP
ITC
– –
-12,300
Closed -$374K
SQNM
704
DELISTED
SEQUENOM INC NEW
SQNM
– –
-18,400
Closed -$77K
CVC
705
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
– –
-30,000
Closed -$504K
HERO
706
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
– –
-26,700
Closed -$187K
MHFI
707
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
– –
-8,100
Closed -$430K
BTU
708
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
– –
-4,960
Closed -$1.09M
ATML
709
DELISTED
ATMEL CORP
ATML
– –
-34,300
Closed -$251K
OVTI
710
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
– –
-25,200
Closed -$469K
PMCS
711
DELISTED
P M C SIERRA INC
PMCS
– –
-13,200
Closed -$83K
ACI
712
DELISTED
ARCH COAL, INC.
ACI
– –
-1,590
Closed -$60K
CYT
713
DELISTED
CYTEC INDS INC
CYT
– –
-16,000
Closed -$586K
MWE
714
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
– –
-5,100
Closed -$340K
HSP
715
DELISTED
HOSPIRA INC
HSP
– –
-7,500
Closed -$287K
ANN
716
DELISTED
ANN INC
ANN
– –
-10,100
Closed -$335K
OCR
717
DELISTED
OMNICARE INC
OCR
– –
-6,100
Closed -$291K
PWRD
718
DELISTED
PERFECT WORLD CO LTD SPONSORED ADR REPSTG CL B (CAYMAN ISL)
PWRD
– –
-12,000
Closed -$209K
CTRX
719
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
– –
-20,600
Closed -$1M
WLT
720
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
– –
-97,000
Closed -$1.01M
TRW
721
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
– –
-4,300
Closed -$285K
ANV
722
DELISTED
Allied Nevada Gold Corp
ANV
– –
-24,600
Closed -$159K
NPSP
723
DELISTED
NPS PHARMACEUTICALS INC
NPSP
– –
-27,500
Closed -$415K
VOLC
724
DELISTED
VOLCANO CORPORATION COM STK
VOLC
– –
-10,500
Closed -$190K
AVNR
725
DELISTED
AVANIR PHARMACEUTICALS, INC CL A
AVNR
– –
-19,600
Closed -$90K
27 28
29
30 31

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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.