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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 | |
|---|---|---|---|---|---|---|
|
SODA
426
DELISTED
SodaStream International Ltd
SODA
| $302K | 0.03% |
+6,100
| New | +$347K |
|
|
LKM
427
DELISTED
Link Motion Inc.
LKM
| $301K | 0.03% |
+20,500
| New | +$304K |
|
|
CMCSK
428
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $299K | 0.03% |
6,000
-12,800
| -68% | -$638K |
|
429
PG&E
PCG
$39.2B
| $298K | 0.03% |
+7,400
| New | +$303K |
|
430
Nordson
NDSN
$16.4B
| $297K | 0.03% |
4,000
-500
| -11% | -$36.4K |
|
|
ANSS
431
DELISTED
Ansys
ANSS
| $296K | 0.03% |
+3,400
| New | +$292K |
|
|
JWN
432
DELISTED
Nordstrom
JWN
| $296K | 0.03% |
+4,800
| New | +$289K |
|
433
Autoliv
ALV
$9.09B
| $293K | 0.03% |
+4,442
| New | +$290K |
|
434
Celanese
CE
$4.91B
| $293K | 0.03% |
5,300
-1,100
| -17% | -$61K |
|
|
RVBD
435
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $291K | 0.03% |
+16,100
| New | +$261K |
|
|
FITB
436
Fifth Third Bancorp
FITB
$51.3B
| $290K | 0.03% |
+13,800
| New | +$270K |
|
|
JKS
437
JinkoSolar
JKS
$777M
| $290K | 0.03% |
+9,900
| New | +$266K |
|
438
Kirby Corp
KEX
$7.08B
| $287K | 0.03% |
2,900
-1,200
| -29% | -$110K |
|
439
MGIC Investment
MTG
$6.25B
| $285K | 0.03% |
+33,800
| New | +$270K |
|
440
Federated Hermes
FHI
$4.51B
| $282K | 0.03% |
+9,800
| New | +$269K |
|
|
CSOD
441
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $282K | 0.03% |
+5,300
| New | +$263K |
|
|
EV
442
DELISTED
Eaton Vance Corp.
EV
| $282K | 0.03% |
+6,600
| New | +$272K |
|
|
TE
443
DELISTED
TECO ENERGY INC
TE
| $281K | 0.03% |
+16,300
| New | +$279K |
|
444
Revvity
RVTY
$12.7B
| $280K | 0.03% |
6,800
-6,500
| -49% | -$249K |
|
445
MasTec
MTZ
$25.6B
| $278K | 0.03% |
+8,500
| New | +$269K |
|
|
SOHU
446
Sohu.com
SOHU
$359M
| $277K | 0.03% |
3,800
-7,800
| -67% | -$556K |
|
|
CNVR
447
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
| $275K | 0.03% |
+11,800
| New | +$247K |
|
|
CS
448
DELISTED
Credit Suisse Group
CS
| $273K | 0.03% |
8,800
-3,500
| -28% | -$106K |
|
449
GSK
GSK
$104B
| $272K | 0.03% |
+4,080
| New | +$265K |
|
|
VAR
450
DELISTED
Varian Medical Systems, Inc.
VAR
| $271K | 0.03% |
3,991
-11,290
| -74% | -$752K |
|
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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.