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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 | |
|---|---|---|---|---|---|---|
451
Vishay Intertechnology
VSH
$5.18B
| $267K | 0.03% |
+20,200
| New | +$256K |
|
|
BRCD
452
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $267K | 0.03% |
+30,200
| New | +$252K |
|
|
STJ
453
DELISTED
St Jude Medical
STJ
| $266K | 0.03% |
+4,300
| New | +$249K |
|
|
BYI
454
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
| $266K | 0.03% |
+3,400
| New | +$247K |
|
455
Carter's
CRI
$1.39B
| $265K | 0.03% |
3,700
+200
| +6% | +$14.2K |
|
|
HSP
456
DELISTED
HOSPIRA INC
HSP
| $264K | 0.03% |
+6,400
| New | +$258K |
|
|
HSH
457
DELISTED
HILLSHIRE BRANDS CO
HSH
| $264K | 0.03% |
7,900
+700
| +10% | +$22.7K |
|
458
ON Semiconductor
ON
$32.6B
| $263K | 0.03% |
+32,000
| New | +$233K |
|
|
DRC
459
DELISTED
DRESSER-RAND GROUP INC
DRC
| $262K | 0.03% |
+4,400
| New | +$261K |
|
|
CA
460
DELISTED
CA, Inc.
CA
| $262K | 0.03% |
+7,800
| New | +$248K |
|
461
Smith & Wesson
SWBI
$669M
| $261K | 0.03% |
+25,239
| New | +$225K |
|
|
ANR
462
DELISTED
Alpha Natural Resources Inc
ANR
| $259K | 0.03% |
+36,300
| New | +$245K |
|
|
N
463
DELISTED
Netsuite Inc
N
| $257K | 0.02% |
2,500
+300
| +14% | +$30.1K |
|
464
Alaska Air
ALK
$5.27B
| $256K | 0.02% |
7,000
-12,800
| -65% | -$455K |
|
465
Sysco
SYY
$40.6B
| $256K | 0.02% |
7,100
-21,600
| -75% | -$730K |
|
|
TCF
466
DELISTED
TCF Financial Corporation
TCF
| $256K | 0.02% |
+15,800
| New | +$245K |
|
|
IRBT
467
DELISTED
iRobot
IRBT
| $253K | 0.02% |
+7,300
| New | +$249K |
|
468
AMC Global Media
AMCX
$427M
| $252K | 0.02% |
+3,700
| New | +$246K |
|
469
HCA Healthcare
HCA
$85.7B
| $252K | 0.02% |
5,300
-27,500
| -84% | -$1.27M |
|
470
CSX Corp
CSX
$93B
| $250K | 0.02% |
26,100
-264,900
| -91% | -$2.37M |
|
|
TIVO
471
DELISTED
Tivo Inc
TIVO
| $250K | 0.02% |
+12,700
| New | +$232K |
|
|
TSL
472
DELISTED
Trina Solar Limited
TSL
| $250K | 0.02% |
+18,300
| New | +$274K |
|
473
Ares Capital
ARCC
$13.5B
| $248K | 0.02% |
+14,000
| New | +$247K |
|
474
iShares US Financials ETF
IYF
$4.67B
| $248K | 0.02% |
6,200
-4,400
| -42% | -$169K |
|
|
SPWR
475
DELISTED
SunPower Corporation Common Stock
SPWR
| $247K | 0.02% |
+12,674
| New | +$253K |
|
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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.