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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
+8.93%
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
$1.04B
AUM Growth
-$85.1M
(-7.6%)
Cap. Flow
-$165M
Cap. Flow
% of AUM
-15.85%
Top 10 Holdings %
Top 10 Hldgs %
33.3%
Holding
824
New
300
Increased
109
Reduced
137
Closed
277
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$118M |
| 2 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$36M |
| 3 |
Apple
AAPL
|
+$15M |
| 4 |
JPMorgan Chase
JPM
|
+$9.69M |
| 5 |
Home Depot
HD
|
+$9.42M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$86.3M |
| 2 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$28.9M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
+$23M |
| 4 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$21.1M |
| 5 |
iShares China Large-Cap ETF
FXI
|
+$20.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 18.27% |
| 2 | Technology | 12.18% |
| 3 | Financials | 9.24% |
| 4 | Consumer Discretionary | 7.94% |
| 5 | Industrials | 7.46% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Quanta Services
PWR
$98.7B
| $833K | 0.08% |
26,400
+13,900
| +111% | +$409K |
|
227
Sensata Technologies
ST
$6.98B
| $829K | 0.08% |
+21,400
| New | +$820K |
|
228
Zillow
ZG
$7.79B
| $817K | 0.08% |
30,000
-24,900
| -45% | -$658K |
|
229
FMC
FMC
$1.48B
| $814K | 0.08% |
12,452
+5,880
| +89% | +$373K |
|
230
Diageo
DEO
$49.5B
| $807K | 0.08% |
6,100
-2,500
| -29% | -$319K |
|
231
Televisa
TV
$1.52B
| $795K | 0.08% |
26,300
-2,400
| -8% | -$70.9K |
|
|
AGU
232
DELISTED
Agrium
AGU
| $795K | 0.08% |
+8,700
| New | +$769K |
|
|
DRYS
233
DELISTED
DryShips Inc. Common Stock
DRYS
| – | – |
0
| – | – |
|
234
Aptiv
APTV
$12.3B
| $793K | 0.08% |
+13,200
| New | +$764K |
|
235
Nokia
NOK
$50.7B
| $791K | 0.08% |
97,600
-828,900
| -89% | -$6.23M |
|
236
Seagate
STX
$193B
| $791K | 0.08% |
14,100
+9,200
| +188% | +$455K |
|
|
SE
237
DELISTED
Spectra Energy Corp Wi
SE
| $790K | 0.08% |
+22,200
| New | +$764K |
|
238
BorgWarner
BWA
$13.2B
| $788K | 0.08% |
+16,018
| New | +$742K |
|
|
TYC
239
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $787K | 0.08% |
18,336
+12,702
| +225% | +$494K |
|
240
Microchip Technology
MCHP
$40.7B
| $783K | 0.08% |
+35,000
| New | +$734K |
|
241
Aflac
AFL
$64.8B
| $774K | 0.07% |
23,200
-33,000
| -59% | -$1.08M |
|
|
MJN
242
DELISTED
Mead Johnson Nutrition Company
MJN
| $770K | 0.07% |
+9,200
| New | +$749K |
|
243
Ashland
ASH
$3.33B
| $766K | 0.07% |
16,148
+7,972
| +98% | +$356K |
|
|
CFN
244
DELISTED
CAREFUSION CORPORATION
CFN
| $764K | 0.07% |
19,200
-3,300
| -15% | -$128K |
|
245
Ubiquiti
UI
$32.3B
| $762K | 0.07% |
+16,600
| New | +$661K |
|
246
Wendy's
WEN
$1.4B
| $760K | 0.07% |
+87,200
| New | +$749K |
|
|
TFCF
247
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $747K | 0.07% |
+21,600
| New | +$720K |
|
|
CAB
248
DELISTED
Cabela's Inc
CAB
| $739K | 0.07% |
+11,100
| New | +$690K |
|
249
Roper Technologies
ROP
$38.5B
| $735K | 0.07% |
5,300
-1,600
| -23% | -$208K |
|
250
Akamai
AKAM
$16.5B
| $731K | 0.07% |
15,500
-7,300
| -32% | -$344K |
|
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Quantitative Investment Management's Q4 2013 Portfolio in Review
As of Q4 2013, Quantitative Investment Management held 824 positions worth $1.04B, down 7.6% from $1.12B the previous quarter. Its ten largest holdings account for 33% of the portfolio.
Quantitative Investment Management withdrew a net $165M in Q4 2013, closing 277 positions and reducing 137 holdings. Its most notable exit was State Street Industrial Select Sector SPDR ETF, an estimated $21.1M position sold in full.
By sector, the portfolio is most concentrated in Communication Services at 18% of assets, up from 3.7% a quarter earlier, followed by Technology and Financials.
Against the trend, Quantitative Investment Management opened a new position in Meta Platforms (Facebook) worth $128M.
- Quantitative Investment Management's largest Q4 2013 buy was Meta Platforms (Facebook): 2,340,500 shares worth $128M.
- Quantitative Investment Management added most to State Street Energy Select Sector SPDR ETF in Q4 2013, an estimated $36M increase.
- Quantitative Investment Management's biggest Q4 2013 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $86.3M.
- Quantitative Investment Management fully exited State Street Industrial Select Sector SPDR ETF in Q4 2013, selling an estimated $21.1M.
- Quantitative Investment Management's ten largest holdings make up 33% of its $1.04B portfolio in Q4 2013.
- Quantitative Investment Management opened 300 new positions and closed 277 in Q4 2013.
- Quantitative Investment Management's portfolio value fell 7.6% quarter-over-quarter to $1.04B.
Based on Quantitative Investment Management's 13F filing for Q4 2013, filed 12 Feb 2014.