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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
TQNT
726
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
– –
-34,800
Closed -$241K
FST
727
DELISTED
FOREST OIL CORPORATION
FST
– –
-19,900
Closed -$81K
CNVR
728
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
– –
-13,300
Closed -$328K
CNQR
729
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
– –
-2,600
Closed -$211K
FRX
730
DELISTED
FOREST LABORATORIES INC
FRX
– –
-6,300
Closed -$258K
HXM
731
DELISTED
DESARROLLADORA HOMES DA DE CV (HOMEX DEV. CORP)
HXM
– –
-14,200
Closed -$52K
JRCC
732
DELISTED
JAMES RIVER COAL NEW
JRCC
– –
-13,800
Closed -$25K
HMA
733
DELISTED
HEALTH MGMT ASSOC INC CL-A
HMA
– –
-77,100
Closed -$1.21M
SKS
734
DELISTED
SAKS INCORPORATED
SKS
– –
-36,500
Closed -$497K
ESV
735
DELISTED
Ensco Rowan plc
ESV
– –
-2,000
Closed -$464K
ATVI
736
DELISTED
Activision Blizzard
ATVI
– –
-10,100
Closed -$144K
CA
737
DELISTED
CA, Inc.
CA
– –
-18,300
Closed -$523K
PDLI
738
DELISTED
PDL BioPharma, Inc.
PDLI
– –
-11,200
Closed -$86K
MTL
739
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
– –
-6,450
Closed -$37K
GG
740
DELISTED
Goldcorp Inc
GG
– –
-27,500
Closed -$680K
SPLS
741
DELISTED
Staples Inc
SPLS
– –
-36,700
Closed -$582K
SSRI
742
DELISTED
Silver Standard Resources
SSRI
– –
-14,500
Closed -$91K
LNKD
743
DELISTED
LinkedIn Corporation
LNKD
– –
-5,900
Closed -$1.05M
KKD
744
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
– –
-18,600
Closed -$324K
TWC
745
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
– –
-53,400
Closed -$6.01M
NIHD
746
DELISTED
NII HOLDINGS INC CL B
NIHD
– –
-29,700
Closed -$197K
VXX
747
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-1,619
Closed -$2.15M
FNSR
748
DELISTED
Finisar Corp
FNSR
– –
-18,700
Closed -$316K
AGN
749
DELISTED
Allergan Inc
AGN
– –
-20,200
Closed -$1.7M
AMCC
750
DELISTED
Applied Micro Circuits Corporation New
AMCC
– –
-12,600
Closed -$110K
27 28 29
30
31

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GHC
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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.