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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 | |
|---|---|---|---|---|---|---|
|
JOY
126
DELISTED
Joy Global Inc
JOY
| $1.57M | 0.15% |
+26,900
| New | +$1.48M |
|
|
SPLS
127
DELISTED
Staples Inc
SPLS
| $1.56M | 0.15% |
+98,300
| New | +$1.53M |
|
128
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.05B
| $1.55M | 0.15% |
12,733
-5,000
| -28% | -$606K |
|
129
Western Digital
WDC
$159B
| $1.54M | 0.15% |
+24,343
| New | +$1.36M |
|
130
iShares MSCI Taiwan ETF
EWT
$9.13B
| $1.54M | 0.15% |
53,350
-4,300
| -7% | -$123K |
|
131
NetApp
NTAP
$34B
| $1.53M | 0.15% |
+37,300
| New | +$1.51M |
|
132
Range Resources
RRC
$9.33B
| $1.53M | 0.15% |
+18,200
| New | +$1.42M |
|
133
AutoZone
AZO
$51.3B
| $1.53M | 0.15% |
+3,200
| New | +$1.44M |
|
134
NRG Energy
NRG
$26.2B
| $1.53M | 0.15% |
53,200
+6,400
| +14% | +$179K |
|
135
Warner Bros
WBD
$64.3B
| $1.51M | 0.15% |
32,682
+27,789
| +568% | +$1.2M |
|
136
Rockwell Automation
ROK
$51.1B
| $1.5M | 0.14% |
12,700
+1,500
| +13% | +$167K |
|
|
IPG
137
DELISTED
Interpublic Group of Companies
IPG
| $1.49M | 0.14% |
84,300
+45,100
| +115% | +$760K |
|
138
TE Connectivity
TEL
$60B
| $1.49M | 0.14% |
27,000
-2,700
| -9% | -$142K |
|
|
HIMX
139
Himax Technologies
HIMX
$2.03B
| $1.47M | 0.14% |
+100,000
| New | +$1.06M |
|
140
Corning
GLW
$107B
| $1.47M | 0.14% |
82,500
+60,800
| +280% | +$1M |
|
141
Kimberly-Clark
KMB
$37.6B
| $1.44M | 0.14% |
14,393
-4,277
| -23% | -$427K |
|
|
CHK
142
DELISTED
Chesapeake Energy Corporation
CHK
| $1.44M | 0.14% |
+281
| New | +$1.43M |
|
143
Equinix
EQIX
$99.4B
| $1.44M | 0.14% |
+8,100
| New | +$1.35M |
|
144
Allstate
ALL
$70.6B
| $1.42M | 0.14% |
26,000
-44,100
| -63% | -$2.35M |
|
145
Gen Digital
GEN
$16.5B
| $1.41M | 0.14% |
+59,900
| New | +$1.4M |
|
|
DFS
146
DELISTED
Discover Financial Services
DFS
| $1.41M | 0.14% |
25,200
-53,300
| -68% | -$2.79M |
|
147
Tyson Foods
TSN
$21.5B
| $1.4M | 0.14% |
41,900
+21,200
| +102% | +$646K |
|
148
iShares MSCI Hong Kong ETF
EWH
$1.23B
| $1.38M | 0.13% |
67,200
-40,400
| -38% | -$824K |
|
|
COV
149
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $1.38M | 0.13% |
+20,200
| New | +$1.31M |
|
150
Check Point Software Technologies
CHKP
$14.3B
| $1.37M | 0.13% |
21,300
+15,100
| +244% | +$908K |
|
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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.