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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
PG icon
76
Procter & Gamble
PG
$340B
$2.69M 0.26%
+33,100
New +$2.7M
DHI icon
77
D.R. Horton
DHI
$41.2B
$2.69M 0.26%
+120,400
New +$2.33M
BLK icon
78
Blackrock
BLK
$167B
$2.56M 0.25%
8,100
+6,500
+406% +$1.94M
LEN icon
79
Lennar Class A
LEN
$20.4B
$2.5M 0.24%
+66,395
New +$2.24M
ATVI
80
DELISTED
Activision Blizzard
ATVI
$2.49M 0.24%
+139,800
New +$2.4M
LBTYA icon
81
Liberty Global Class A
LBTYA
$3.59B
$2.46M 0.24%
+66,928
New +$2.24M
UNP icon
82
Union Pacific
UNP
$174B
$2.45M 0.24%
+29,200
New +$2.31M
WY icon
83
Weyerhaeuser
WY
$17.6B
$2.44M 0.24%
+77,300
New +$2.31M
FFIV icon
84
F5
FFIV
$22B
$2.42M 0.23%
+26,700
New +$2.27M
QIHU
85
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$2.4M 0.23%
+29,300
New +$2.45M
TXN icon
86
Texas Instruments
TXN
$248B
$2.4M 0.23%
54,700
+34,200
+167% +$1.43M
STT icon
87
State Street
STT
$48.4B
$2.38M 0.23%
+32,400
New +$2.27M
DOV icon
88
Dover
DOV
$26.7B
$2.33M 0.22%
+35,952
New +$2.2M
DTV
89
DELISTED
DIRECTV COM STK (DE)
DTV
$2.24M 0.22%
32,500
-39,700
-55% -$2.54M
EMR icon
90
Emerson Electric
EMR
$81.6B
$2.2M 0.21%
31,300
-5,100
-14% -$341K
EQT icon
91
EQT Corp
EQT
$32.9B
$2.19M 0.21%
44,823
+38,761
+639% +$1.83M
OIH icon
92
VanEck Oil Services ETF
OIH
$1.97B
$2.17M 0.21%
2,255
-195
-8% -$190K
MOS icon
93
The Mosaic Company
MOS
$7.19B
$2.11M 0.2%
+44,700
New +$2.07M
XLNX
94
DELISTED
Xilinx Inc
XLNX
$2.11M 0.2%
46,000
-5,000
-10% -$225K
SSYS icon
95
Stratasys
SSYS
$666M
$2.05M 0.2%
+15,200
New +$1.76M
CTRA
96
DELISTED
Coterra Energy
CTRA
$1.99M 0.19%
+51,400
New +$1.83M
CLR
97
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$1.99M 0.19%
35,400
+18,200
+106% +$1.02M
PHM icon
98
Pultegroup
PHM
$25.2B
$1.97M 0.19%
+96,600
New +$1.71M
RDS.A
99
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$1.97M 0.19%
+27,600
New +$1.86M
MHK icon
100
Mohawk Industries
MHK
$6.91B
$1.97M 0.19%
13,200
+1,900
+17% +$259K
2 3
4
5 6

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UWPG
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FWM
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RCIM
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NA
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GHC
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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.