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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 | |
|---|---|---|---|---|---|---|
251
Herbalife
HLF
$1.29B
| $731K | 0.07% |
+18,600
| New | +$644K |
|
252
Baidu
BIDU
$36.5B
| $729K | 0.07% |
+4,100
| New | +$663K |
|
253
CME Group
CME
$96.1B
| $729K | 0.07% |
+9,300
| New | +$728K |
|
254
Archer Daniels Midland
ADM
$38.9B
| $724K | 0.07% |
16,700
+2,000
| +14% | +$80.9K |
|
255
Terex
TEX
$7.11B
| $722K | 0.07% |
17,200
-21,500
| -56% | -$779K |
|
256
JB Hunt Transport Services
JBHT
$25.3B
| $718K | 0.07% |
+9,300
| New | +$694K |
|
257
Clorox
CLX
$11.7B
| $714K | 0.07% |
+7,700
| New | +$694K |
|
258
Synaptics
SYNA
$4.25B
| $714K | 0.07% |
13,800
+500
| +4% | +$24.5K |
|
259
KeyCorp
KEY
$24.2B
| $700K | 0.07% |
+52,200
| New | +$661K |
|
|
LM
260
DELISTED
Legg Mason, Inc.
LM
| $700K | 0.07% |
+16,100
| New | +$625K |
|
261
Estee Lauder
EL
$30.7B
| $692K | 0.07% |
9,200
-33,300
| -78% | -$2.41M |
|
|
USG
262
DELISTED
Usg
USG
| $692K | 0.07% |
24,400
-4,500
| -16% | -$122K |
|
263
Intuitive Surgical
ISRG
$126B
| $691K | 0.07% |
+16,200
| New | +$682K |
|
|
VALE.P
264
DELISTED
Vale S A
VALE.P
| $689K | 0.07% |
+49,200
| New | +$698K |
|
265
Westlake Corp
WLK
$9.19B
| $683K | 0.07% |
+11,200
| New | +$629K |
|
266
Eversource Energy
ES
$27.8B
| $682K | 0.07% |
+16,100
| New | +$676K |
|
267
Zimmer Biomet
ZBH
$18.4B
| $680K | 0.07% |
7,519
+2,884
| +62% | +$250K |
|
|
CXO
268
DELISTED
CONCHO RESOURCES INC.
CXO
| $680K | 0.07% |
+6,300
| New | +$681K |
|
269
MSC Industrial Direct
MSM
$6.78B
| $679K | 0.07% |
+8,400
| New | +$665K |
|
|
ATML
270
DELISTED
ATMEL CORP
ATML
| $669K | 0.06% |
+85,500
| New | +$626K |
|
271
Western Union
WU
$2.4B
| $667K | 0.06% |
+38,700
| New | +$678K |
|
272
PPG Industries
PPG
$25B
| $663K | 0.06% |
7,000
+2,200
| +46% | +$198K |
|
273
Synopsys
SNPS
$71.3B
| $657K | 0.06% |
+16,200
| New | +$606K |
|
274
Ralph Lauren
RL
$23B
| $653K | 0.06% |
+3,700
| New | +$630K |
|
|
PRE
275
DELISTED
PARTNERRE LTD
PRE
| $653K | 0.06% |
6,200
-700
| -10% | -$68.9K |
|
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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.