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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 | |
|---|---|---|---|---|---|---|
501
O-I Glass
OI
$1.13B
| $218K | 0.02% |
+6,100
| New | +$197K |
|
|
SFLY
502
DELISTED
Shutterfly, Inc.
SFLY
| $218K | 0.02% |
+4,300
| New | +$217K |
|
503
Arrow Electronics
ARW
$10.9B
| $217K | 0.02% |
+4,000
| New | +$203K |
|
|
FINL
504
DELISTED
Finish Line
FINL
| $216K | 0.02% |
+7,700
| New | +$196K |
|
|
IRF
505
DELISTED
INTL RECTIFIER CORP
IRF
| $216K | 0.02% |
+8,300
| New | +$202K |
|
|
TIVO
506
DELISTED
TIVO INC
TIVO
| $213K | 0.02% |
16,300
-13,100
| -45% | -$170K |
|
|
DNKN
507
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $212K | 0.02% |
+4,400
| New | +$208K |
|
508
Verisk Analytics
VRSK
$26.1B
| $210K | 0.02% |
3,200
-12,200
| -79% | -$801K |
|
509
Lloyds Banking Group
LYG
$90.7B
| $209K | 0.02% |
+39,400
| New | +$198K |
|
510
SAP
SAP
$209B
| $209K | 0.02% |
2,400
-3,800
| -61% | -$302K |
|
|
IDTI
511
DELISTED
Integrated Device Technology I
IDTI
| $209K | 0.02% |
+20,600
| New | +$205K |
|
512
Valmont Industries
VMI
$9.2B
| $208K | 0.02% |
1,400
-1,900
| -58% | -$268K |
|
|
HOLX
513
DELISTED
Hologic
HOLX
| $207K | 0.02% |
+9,300
| New | +$205K |
|
514
Canadian National Railway
CNI
$76.9B
| $205K | 0.02% |
3,600
-13,200
| -79% | -$726K |
|
515
Carpenter Technology
CRS
$25B
| $205K | 0.02% |
+3,300
| New | +$200K |
|
516
Kilroy Realty
KRC
$4.6B
| $205K | 0.02% |
+4,100
| New | +$210K |
|
|
SUNE
517
DELISTED
SUNEDISON, INC COM
SUNE
| $204K | 0.02% |
15,700
-16,500
| -51% | -$186K |
|
518
Tractor Supply
TSCO
$15.8B
| $201K | 0.02% |
13,000
-26,000
| -67% | -$372K |
|
519
Century Aluminum
CENX
$4.44B
| $200K | 0.02% |
+19,200
| New | +$171K |
|
520
Paychex
PAYX
$41.4B
| $200K | 0.02% |
4,400
-19,600
| -82% | -$837K |
|
|
CHS
521
DELISTED
Chicos FAS, Inc.
CHS
| $199K | 0.02% |
+10,600
| New | +$187K |
|
|
BDN
522
Brandywine Realty Trust
BDN
$525M
| $194K | 0.02% |
+13,800
| New | +$187K |
|
|
BAS
523
DELISTED
Basis Energy Services, Inc.
BAS
| $194K | 0.02% |
+22
| New | +$182K |
|
|
ACAS
524
DELISTED
American Capital Ltd
ACAS
| $190K | 0.02% |
12,200
-4,400
| -27% | -$63.7K |
|
|
TQNT
525
DELISTED
TRIQUINT SEMICONDUCTOR INC
TQNT
| $187K | 0.02% |
+22,500
| New | +$180K |
|
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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.