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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 | |
|---|---|---|---|---|---|---|
|
BRSL
401
Brightstar Lottery PLC
BRSL
$1.87B
| $352K | 0.03% |
19,400
-56,300
| -74% | -$1.02M |
|
|
LPNT
402
DELISTED
LifePoint Health, Inc.
LPNT
| $348K | 0.03% |
+6,600
| New | +$331K |
|
|
STRZA
403
DELISTED
Starz - Series A
STRZA
| $347K | 0.03% |
+11,900
| New | +$341K |
|
404
Signet Jewelers
SIG
$3.72B
| $346K | 0.03% |
+4,400
| New | +$333K |
|
|
GNC
405
DELISTED
GNC Holdings, Inc.
GNC
| $344K | 0.03% |
+5,900
| New | +$340K |
|
|
AMTD
406
DELISTED
TD Ameritrade Holding Corp
AMTD
| $337K | 0.03% |
+11,000
| New | +$313K |
|
407
Stanley Black & Decker
SWK
$14.9B
| $330K | 0.03% |
4,100
-2,400
| -37% | -$196K |
|
408
PVH
PVH
$4.01B
| $326K | 0.03% |
+2,400
| New | +$305K |
|
409
Oil States International
OIS
$456M
| $325K | 0.03% |
5,600
-12,600
| -69% | -$756K |
|
410
Oneok
OKE
$56.1B
| $323K | 0.03% |
+5,939
| New | +$298K |
|
411
Beazer Homes USA
BZH
$891M
| $322K | 0.03% |
+13,200
| New | +$261K |
|
|
SIRO
412
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
| $322K | 0.03% |
+4,600
| New | +$320K |
|
413
Landstar System
LSTR
$5.75B
| $321K | 0.03% |
+5,600
| New | +$314K |
|
|
YGE
414
DELISTED
Yingli Green Energy Holding Comp
YGE
| $321K | 0.03% |
6,370
+1,880
| +42% | +$115K |
|
415
Domino's
DPZ
$11.7B
| $320K | 0.03% |
4,600
-200
| -4% | -$13.7K |
|
|
SGY
416
DELISTED
Stone Energy
SGY
| $318K | 0.03% |
+162
| New | +$310K |
|
|
WNR
417
DELISTED
Western Refining Inc
WNR
| $313K | 0.03% |
+7,400
| New | +$266K |
|
418
Welltower
WELL
$170B
| $310K | 0.03% |
+5,800
| New | +$345K |
|
419
Vipshop
VIPS
$7.3B
| $309K | 0.03% |
+37,000
| New | +$282K |
|
|
TTM
420
DELISTED
Tata Motors Limited
TTM
| $308K | 0.03% |
10,000
-10,200
| -50% | -$313K |
|
|
ITMN
421
DELISTED
INTERMUNE INC
ITMN
| $307K | 0.03% |
+20,900
| New | +$289K |
|
422
Avery Dennison
AVY
$13.4B
| $306K | 0.03% |
+6,100
| New | +$287K |
|
423
Fortune Brands Innovations
FBIN
$5.88B
| $306K | 0.03% |
+7,839
| New | +$283K |
|
|
VAL
424
DELISTED
Valspar
VAL
| $306K | 0.03% |
+4,300
| New | +$298K |
|
425
Helmerich & Payne
HP
$3.37B
| $302K | 0.03% |
3,600
-21,600
| -86% | -$1.68M |
|
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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.