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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 | |
|---|---|---|---|---|---|---|
276
Ciena
CIEN
$52.7B
| $650K | 0.06% |
27,200
-45,000
| -62% | -$1.07M |
|
|
PETM
277
DELISTED
PETSMART INC
PETM
| $647K | 0.06% |
+8,900
| New | +$651K |
|
278
State Street SPDR S&P Bank ETF
KBE
$1.64B
| $646K | 0.06% |
+19,500
| New | +$619K |
|
279
Louisiana-Pacific
LPX
$5.02B
| $645K | 0.06% |
34,900
-19,800
| -36% | -$337K |
|
|
ROC
280
DELISTED
ROCKWOOD HLDGS INC
ROC
| $640K | 0.06% |
8,900
+1,800
| +25% | +$123K |
|
281
Goodyear
GT
$2.04B
| $639K | 0.06% |
+26,800
| New | +$593K |
|
|
KSU
282
DELISTED
Kansas City Southern
KSU
| $631K | 0.06% |
+5,100
| New | +$610K |
|
283
Becton Dickinson
BDX
$45.6B
| $629K | 0.06% |
5,843
-4,612
| -44% | -$478K |
|
|
AOL
284
DELISTED
AOL INC COMMON STOCK
AOL
| $624K | 0.06% |
13,400
+5,100
| +61% | +$208K |
|
285
CBRE Group
CBRE
$43.8B
| $623K | 0.06% |
23,700
-18,200
| -43% | -$433K |
|
286
Everest Group
EG
$14.9B
| $623K | 0.06% |
4,000
+700
| +21% | +$107K |
|
287
Avnet
AVT
$7.12B
| $617K | 0.06% |
14,000
+8,400
| +150% | +$347K |
|
288
AGCO
AGCO
$7.76B
| $615K | 0.06% |
10,400
+3,400
| +49% | +$203K |
|
289
Dick's Sporting Goods
DKS
$17.9B
| $615K | 0.06% |
10,600
-22,200
| -68% | -$1.21M |
|
290
Reliance Steel & Aluminium
RS
$20.5B
| $606K | 0.06% |
8,000
-1,800
| -18% | -$133K |
|
|
CBST
291
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
| $606K | 0.06% |
+8,800
| New | +$570K |
|
|
WLL
292
DELISTED
Whiting Petroleum Corporation
WLL
| $606K | 0.06% |
33
-6
| -15% | -$114K |
|
293
Visteon
VC
$2.8B
| $605K | 0.06% |
+7,400
| New | +$572K |
|
294
Sinclair Inc
SBGI
$994M
| $600K | 0.06% |
+16,800
| New | +$565K |
|
|
RDS.B
295
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $600K | 0.06% |
+8,000
| New | +$563K |
|
296
Suncor Energy
SU
$78.8B
| $599K | 0.06% |
+17,100
| New | +$601K |
|
|
NVO
297
Novo Nordisk
NVO
$228B
| $591K | 0.06% |
32,000
+20,000
| +167% | +$349K |
|
298
SL Green Realty
SLG
$3.81B
| $591K | 0.06% |
6,611
+206
| +3% | +$18.4K |
|
299
Molson Coors Class B
TAP
$7.79B
| $589K | 0.06% |
+10,500
| New | +$561K |
|
300
NOV
NOV
$6.93B
| $588K | 0.06% |
8,207
-27,170
| -77% | -$1.98M |
|
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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.