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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
UAL icon
176
United Airlines
UAL
$40.1B
$1.18M 0.11%
31,100
-56,300
-64% -$1.97M
MTB icon
177
M&T Bank
MTB
$35.8B
$1.18M 0.11%
10,100
+5,000
+98% +$568K
NI icon
178
NiSource
NI
$21.6B
$1.17M 0.11%
+90,857
New +$1.13M
HAIN icon
179
Hain Celestial
HAIN
$44.4M
$1.13M 0.11%
+25,000
New +$1.03M
MON
180
DELISTED
Monsanto Co
MON
$1.13M 0.11%
9,700
-37,500
-79% -$4.1M
ALXN
181
DELISTED
Alexion Pharmaceuticals
ALXN
$1.13M 0.11%
+8,500
New +$1.02M
URI icon
182
United Rentals
URI
$66.5B
$1.11M 0.11%
+14,200
New +$951K
FSLR icon
183
First Solar
FSLR
$22.1B
$1.1M 0.11%
+20,200
New +$1.1M
LLY icon
184
Eli Lilly
LLY
$1.03T
$1.09M 0.11%
21,400
-9,700
-31% -$486K
RCL icon
185
Royal Caribbean
RCL
$86.1B
$1.09M 0.11%
23,000
-8,200
-26% -$348K
PCAR icon
186
PACCAR
PCAR
$70.4B
$1.08M 0.1%
27,450
+12,300
+81% +$466K
CONN
187
DELISTED
Conn's Inc.
CONN
$1.08M 0.1%
+13,700
New +$878K
KLAC icon
188
KLA
KLAC
$236B
$1.08M 0.1%
167,000
-203,000
-55% -$1.28M
UN
189
DELISTED
Unilever NV New York Registry Shares
UN
$1.07M 0.1%
26,600
+11,700
+79% +$455K
TRV icon
190
Travelers Companies
TRV
$78.4B
$1.04M 0.1%
11,500
-41,700
-78% -$3.64M
CIT
191
DELISTED
CIT Group Inc.
CIT
$1.03M 0.1%
+19,800
New +$984K
COF icon
192
Capital One
COF
$129B
$1.03M 0.1%
13,400
+2,500
+23% +$178K
MAR icon
193
Marriott International
MAR
$99B
$1.02M 0.1%
20,700
-33,700
-62% -$1.53M
VMC icon
194
Vulcan Materials
VMC
$35.2B
$1.01M 0.1%
17,000
+11,500
+209% +$635K
XEC
195
DELISTED
CIMAREX ENERGY CO
XEC
$1.01M 0.1%
+9,600
New +$972K
DVA icon
196
DaVita
DVA
$15.3B
$1M 0.1%
+15,800
New +$927K
BID
197
DELISTED
Sotheby's
BID
$989K 0.1%
+18,600
New +$958K
CSC
198
DELISTED
Computer Sciences
CSC
$989K 0.1%
+42,002
New +$931K
ARG
199
DELISTED
Airgas Inc
ARG
$973K 0.09%
+8,700
New +$948K
SHW icon
200
Sherwin-Williams
SHW
$83.7B
$972K 0.09%
15,900
+10,200
+179% +$624K
6 7
8
9 10

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TFP
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UWPG
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FWM
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RCIM
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TC
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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.