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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 | |
|---|---|---|---|---|---|---|
201
Skyworks Solutions
SWKS
$9.4B
| $968K | 0.09% |
+33,900
| New | +$888K |
|
202
Martin Marietta Materials
MLM
$32.4B
| $959K | 0.09% |
+9,600
| New | +$944K |
|
|
MDR
203
DELISTED
McDermott International
MDR
| $959K | 0.09% |
+34,900
| New | +$817K |
|
204
MGM Resorts International
MGM
$11.7B
| $945K | 0.09% |
+40,200
| New | +$819K |
|
205
Teva Pharmaceuticals
TEVA
$41.2B
| $945K | 0.09% |
+23,600
| New | +$929K |
|
|
BNY
206
Bank of New York Mellon
BNY
$106B
| $922K | 0.09% |
26,400
+14,700
| +126% | +$479K |
|
207
T. Rowe Price
TROW
$25.6B
| $913K | 0.09% |
+10,900
| New | +$853K |
|
208
Advanced Micro Devices
AMD
$791B
| $912K | 0.09% |
235,700
-43,800
| -16% | -$157K |
|
209
Northern Trust
NTRS
$22.4B
| $909K | 0.09% |
+14,700
| New | +$842K |
|
210
ATI
ATI
$24.8B
| $908K | 0.09% |
25,500
-9,300
| -27% | -$306K |
|
211
Novartis
NVS
$301B
| $900K | 0.09% |
12,499
+5,468
| +78% | +$380K |
|
212
Manitowoc
MTW
$497M
| $897K | 0.09% |
+42,502
| New | +$779K |
|
213
Trinity Industries
TRN
$2.73B
| $894K | 0.09% |
45,559
+13,334
| +41% | +$242K |
|
214
United Therapeutics
UTHR
$26.2B
| $893K | 0.09% |
7,900
+5,100
| +182% | +$460K |
|
215
Sempra
SRE
$58.6B
| $888K | 0.09% |
19,800
+7,200
| +57% | +$320K |
|
216
Colgate-Palmolive
CL
$73.3B
| $886K | 0.09% |
13,600
-12,800
| -48% | -$819K |
|
217
Las Vegas Sands
LVS
$32.3B
| $883K | 0.09% |
11,200
-71,800
| -87% | -$5.17M |
|
218
Radian Group
RDN
$5.16B
| $881K | 0.08% |
+62,400
| New | +$874K |
|
219
Lamar Advertising Co
LAMR
$16.3B
| $872K | 0.08% |
16,700
-2,700
| -14% | -$132K |
|
220
Stryker
SYK
$133B
| $864K | 0.08% |
11,500
-3,600
| -24% | -$263K |
|
221
Teradyne
TER
$57.2B
| $852K | 0.08% |
+48,400
| New | +$818K |
|
222
SBA Communications
SBAC
$19.3B
| $844K | 0.08% |
9,400
+2,400
| +34% | +$206K |
|
223
Illinois Tool Works
ITW
$81.6B
| $840K | 0.08% |
10,000
-1,700
| -15% | -$134K |
|
|
INFA
224
DELISTED
INFORMATICA CORP
INFA
| $838K | 0.08% |
20,200
+9,500
| +89% | +$370K |
|
225
Leggett & Platt
LEG
$1.37B
| $835K | 0.08% |
27,000
+19,800
| +275% | +$590K |
|
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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.