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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
Cap. Flow
-$165M
Cap. Flow %
-15.85%
Top 10 Hldgs %
33.3%
Holding
824
New
300
Increased
109
Reduced
137
Closed
277

Top Buys

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$118M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$36M
3
AAPL icon
Apple
AAPL
+$15M
4
JPM icon
JPMorgan Chase
JPM
+$9.69M
5
HD icon
Home Depot
HD
+$9.42M

Top Sells

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$86.3M
2
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$28.9M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$23M
4
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$21.1M
5
FXI icon
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
NAV
751
DELISTED
Navistar International
NAV
– –
-9,700
Closed -$353K
NBL
752
DELISTED
Noble Energy, Inc.
NBL
– –
-21,000
Closed -$1.41M
ETFC
753
DELISTED
E*Trade Financial Corporation
ETFC
– –
-49,900
Closed -$823K
DNR
754
DELISTED
Denbury Resources, Inc.
DNR
– –
-47,300
Closed -$870K
SDRL
755
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-153
Closed -$1.85M
JCP
756
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-83,900
Closed -$738K
AKS
757
DELISTED
AK Steel Holding Corp
AKS
– –
-70,500
Closed -$264K
AVP
758
DELISTED
Avon Products, Inc.
AVP
– –
-29,200
Closed -$601K
CRR
759
DELISTED
Carbo Ceramics Inc.
CRR
– –
-4,300
Closed -$426K
STI
760
DELISTED
SunTrust Banks, Inc.
STI
– –
-17,700
Closed -$573K
APC
761
DELISTED
Anadarko Petroleum
APC
– –
-6,300
Closed -$585K
RDC
762
DELISTED
Rowan Companies Plc
RDC
– –
-7,600
Closed -$279K
P
763
DELISTED
Pandora Media Inc
P
– –
-229,500
Closed -$5.77M
FBR
764
DELISTED
Fibria Celulose Sa
FBR
– –
-19,200
Closed -$221K
KERX
765
DELISTED
Keryx Biopharmaceuticals Inc
KERX
– –
-18,200
Closed -$183K
SHLD
766
DELISTED
Sears Holding Corporation
SHLD
– –
-20,404
Closed -$916K
PHH
767
DELISTED
PHH Corporation
PHH
– –
-24,100
Closed -$572K
JASO
768
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-23,400
Closed -$237K
CBI
769
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-16,700
Closed -$1.13M
LVLT
770
DELISTED
Level 3 Communications Inc
LVLT
– –
-34,200
Closed -$912K
DFT
771
DELISTED
DuPont Fabros Technology Inc.
DFT
– –
-10,000
Closed -$257K
WFM
772
DELISTED
Whole Foods Market Inc
WFM
– –
-27,700
Closed -$1.62M
RAI
773
DELISTED
Reynolds American Inc
RAI
– –
-21,000
Closed -$512K
BHI
774
DELISTED
Baker Hughes
BHI
– –
-32,800
Closed -$1.61M
YHOO
775
DELISTED
Yahoo Inc
YHOO
– –
-166,200
Closed -$5.51M
29 30
31
32 33

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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.