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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 | |
|---|---|---|---|---|---|---|
301
Acadia Pharmaceuticals
ACAD
$4.55B
| $587K | 0.06% |
+23,500
| New | +$554K |
|
302
ArcelorMittal
MT
$52.3B
| $585K | 0.06% |
+14,345
| New | +$534K |
|
303
Boston Properties
BXP
$11.4B
| $582K | 0.06% |
+5,800
| New | +$600K |
|
304
First Horizon
FHN
$12.1B
| $581K | 0.06% |
+49,900
| New | +$558K |
|
305
Robert Half
RHI
$3.81B
| $579K | 0.06% |
13,800
-500
| -3% | -$19.7K |
|
306
Trane Technologies
TT
$97.3B
| $579K | 0.06% |
9,400
-14,138
| -60% | -$779K |
|
|
CRZO
307
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $577K | 0.06% |
+12,900
| New | +$548K |
|
|
VMW
308
DELISTED
VMware, Inc
VMW
| $574K | 0.06% |
+6,400
| New | +$529K |
|
309
Fastenal
FAST
$53.5B
| $570K | 0.05% |
48,000
-109,600
| -70% | -$1.32M |
|
310
Jacobs Solutions
J
$15.7B
| $566K | 0.05% |
+10,881
| New | +$539K |
|
311
Medtronic
MDT
$110B
| $556K | 0.05% |
+9,700
| New | +$550K |
|
312
ING
ING
$99.8B
| $551K | 0.05% |
39,400
+20,000
| +103% | +$255K |
|
313
Meritage Homes
MTH
$4.72B
| $551K | 0.05% |
+23,000
| New | +$498K |
|
314
Packaging Corp of America
PKG
$22.2B
| $544K | 0.05% |
8,600
-10,800
| -56% | -$656K |
|
315
Cemex
CX
$17.2B
| $542K | 0.05% |
+53,697
| New | +$504K |
|
|
PLCM
316
DELISTED
POLYCOM INC
PLCM
| $541K | 0.05% |
48,200
+30,100
| +166% | +$325K |
|
317
H&R Block
HRB
$5.61B
| $540K | 0.05% |
+18,600
| New | +$528K |
|
|
ACI
318
DELISTED
ARCH COAL, INC.
ACI
| $540K | 0.05% |
+12,140
| New | +$509K |
|
|
CIM
319
Chimera Investment
CIM
$1.06B
| $538K | 0.05% |
11,587
+5,834
| +101% | +$265K |
|
320
Trimble
TRMB
$13.3B
| $537K | 0.05% |
15,500
+1,100
| +8% | +$34.7K |
|
321
Children's Place
PLCE
$54.3M
| $535K | 0.05% |
+9,400
| New | +$510K |
|
322
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
| $534K | 0.05% |
16,000
-241,200
| -94% | -$7.67M |
|
|
BEAM
323
DELISTED
BEAM INC COM STK (DE)
BEAM
| $530K | 0.05% |
7,800
-8,500
| -52% | -$574K |
|
|
BMS
324
DELISTED
Bemis
BMS
| $528K | 0.05% |
+12,900
| New | +$507K |
|
325
Unilever
UL
$141B
| $523K | 0.05% |
11,289
+533
| +5% | +$23.9K |
|
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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.