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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 | |
|---|---|---|---|---|---|---|
376
Middleby
MIDD
$6.03B
| $383K | 0.04% |
+4,800
| New | +$355K |
|
|
PAY
377
DELISTED
Verifone Systems Inc
PAY
| $383K | 0.04% |
+14,300
| New | +$342K |
|
378
Trip.com Group
TCOM
$29.3B
| $382K | 0.04% |
+15,400
| New | +$402K |
|
|
UPL
379
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $378K | 0.04% |
+17,500
| New | +$357K |
|
380
Bunge Global
BG
$20.4B
| $377K | 0.04% |
+4,600
| New | +$371K |
|
|
ARUN
381
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $377K | 0.04% |
+21,100
| New | +$379K |
|
|
DANG
382
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
| $375K | 0.04% |
+39,300
| New | +$373K |
|
383
Ameren
AEE
$30.1B
| $372K | 0.04% |
10,300
+3,300
| +47% | +$118K |
|
384
CNX Resources
CNX
$4.9B
| $372K | 0.04% |
11,760
+1,560
| +15% | +$47.7K |
|
385
Acuity Brands
AYI
$10.1B
| $371K | 0.04% |
+3,400
| New | +$346K |
|
386
Teekay
TK
$983M
| $369K | 0.04% |
+7,700
| New | +$337K |
|
|
SWC
387
DELISTED
Stillwater Mining Co
SWC
| $367K | 0.04% |
+29,800
| New | +$336K |
|
388
Crown Holdings
CCK
$12.9B
| $365K | 0.04% |
+8,200
| New | +$351K |
|
389
Henry Schein
HSIC
$9.7B
| $365K | 0.04% |
+8,160
| New | +$357K |
|
390
Loews
L
$23.9B
| $361K | 0.03% |
7,500
-11,300
| -60% | -$540K |
|
391
Mattel
MAT
$4.42B
| $361K | 0.03% |
7,600
-7,800
| -51% | -$348K |
|
|
SAFM
392
DELISTED
Sanderson Farms Inc
SAFM
| $361K | 0.03% |
+5,000
| New | +$333K |
|
393
Armstrong World Industries
AWI
$7.37B
| $357K | 0.03% |
+6,200
| New | +$332K |
|
|
DCH
394
Dauch Corp
DCH
$1.39B
| $357K | 0.03% |
+17,500
| New | +$334K |
|
395
Unisys
UIS
$230M
| $355K | 0.03% |
+10,600
| New | +$294K |
|
|
MDRX
396
DELISTED
Veradigm Inc. Common Stock
MDRX
| $354K | 0.03% |
+22,900
| New | +$337K |
|
|
WBC
397
DELISTED
WABCO HOLDINGS INC.
WBC
| $354K | 0.03% |
3,800
-1,500
| -28% | -$132K |
|
|
COL
398
DELISTED
Rockwell Collins
COL
| $354K | 0.03% |
+4,800
| New | +$341K |
|
|
ALR
399
DELISTED
Alere Inc
ALR
| $354K | 0.03% |
+9,800
| New | +$325K |
|
|
SWN
400
DELISTED
Southwestern Energy Company
SWN
| $353K | 0.03% |
+9,000
| New | +$338K |
|
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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.