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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 | |
|---|---|---|---|---|---|---|
|
OPLN
351
Openlane
OPLN
$4.29B
| $437K | 0.04% |
+39,102
| New | +$424K |
|
|
WEB
352
DELISTED
Web.com Group, Inc.
WEB
| $432K | 0.04% |
+13,600
| New | +$395K |
|
353
Lumen
LUMN
$6.76B
| $429K | 0.04% |
+13,500
| New | +$431K |
|
|
DGI
354
DELISTED
DigitalGlobe Inc.
DGI
| $427K | 0.04% |
+10,400
| New | +$374K |
|
355
Comstock Resources
CRK
$3.73B
| $420K | 0.04% |
+4,600
| New | +$400K |
|
356
Equinor
EQNR
$96.8B
| $419K | 0.04% |
+17,400
| New | +$402K |
|
|
OVTI
357
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $419K | 0.04% |
+24,400
| New | +$370K |
|
358
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
| $418K | 0.04% |
10,300
-12,300
| -54% | -$471K |
|
359
Copa Holdings
CPA
$5.8B
| $416K | 0.04% |
+2,600
| New | +$393K |
|
|
QEP
360
DELISTED
QEP RESOURCES, INC.
QEP
| $416K | 0.04% |
+13,600
| New | +$427K |
|
361
Murphy Oil
MUR
$5.48B
| $415K | 0.04% |
6,400
-16,100
| -72% | -$1.01M |
|
362
AES
AES
$10.6B
| $412K | 0.04% |
28,400
+500
| +2% | +$7.12K |
|
363
Edgewell Personal Care
EPC
$1.26B
| $411K | 0.04% |
+5,126
| New | +$390K |
|
|
NPSP
364
DELISTED
NPS PHARMACEUTICALS INC
NPSP
| $409K | 0.04% |
+13,500
| New | +$372K |
|
365
Huntington Bancshares
HBAN
$34.5B
| $407K | 0.04% |
+42,200
| New | +$379K |
|
366
Cirrus Logic
CRUS
$6.65B
| $406K | 0.04% |
+19,900
| New | +$429K |
|
367
Idexx Laboratories
IDXX
$44.1B
| $404K | 0.04% |
+7,600
| New | +$400K |
|
368
Willis Towers Watson
WTW
$31.7B
| $403K | 0.04% |
3,398
-2,642
| -44% | -$312K |
|
369
Infosys
INFY
$48.4B
| $401K | 0.04% |
+56,800
| New | +$382K |
|
|
WIN
370
DELISTED
Windstream Holdings Inc
WIN
| $401K | 0.04% |
+6,422
| New | +$416K |
|
|
VIVS
371
VivoSim Labs
VIVS
$1.35M
| $400K | 0.04% |
+151
| New | +$296K |
|
372
AB InBev
BUD
$166B
| $393K | 0.04% |
3,700
+100
| +3% | +$10.2K |
|
373
Expeditors International
EXPD
$21.8B
| $393K | 0.04% |
8,900
-19,500
| -69% | -$851K |
|
|
SNV
374
DELISTED
Synovus
SNV
| $391K | 0.04% |
+15,529
| New | +$366K |
|
|
ONIT
375
Onity Group
ONIT
$315M
| $388K | 0.04% |
467
-326
| -41% | -$268K |
|
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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.