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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 | |
|---|---|---|---|---|---|---|
26
SLB Ltd
SLB
$72.7B
| $6.77M | 0.65% |
75,100
-2,300
| -3% | -$208K |
|
|
PARA
27
DELISTED
Paramount Global Class B
PARA
| $6.52M | 0.63% |
102,300
+55,000
| +116% | +$3.23M |
|
28
Groupon
GRPN
$1.03B
| $6.36M | 0.61% |
27,000
+24,680
| +1,064% | +$5.09M |
|
29
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
| $6.06M | 0.58% |
315,657
-726,434
| -70% | -$13.4M |
|
|
POT
30
DELISTED
Potash Corp Of Saskatchewan
POT
| $6.02M | 0.58% |
+182,700
| New | +$5.82M |
|
31
RTX Corp
RTX
$290B
| $5.99M | 0.58% |
83,581
-38,613
| -32% | -$2.63M |
|
|
TWX
32
DELISTED
Time Warner Inc
TWX
| $5.98M | 0.58% |
89,489
+64,457
| +257% | +$4.17M |
|
33
Lowe's Companies
LOW
$121B
| $5.78M | 0.56% |
+116,700
| New | +$5.67M |
|
34
Chevron
CVX
$382B
| $5.73M | 0.55% |
45,900
-20,600
| -31% | -$2.49M |
|
35
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
| $5.42M | 0.52% |
162,700
-20,700
| -11% | -$641K |
|
36
iShares US Home Construction ETF
ITB
$2.32B
| $5.35M | 0.52% |
215,500
+171,700
| +392% | +$3.89M |
|
|
HES
37
DELISTED
Hess
HES
| $5.31M | 0.51% |
64,000
+59,600
| +1,355% | +$4.84M |
|
38
DuPont de Nemours
DD
$18.6B
| $5.17M | 0.5% |
45,964
+37,079
| +417% | +$3.8M |
|
39
Cummins
CMI
$83.6B
| $4.75M | 0.46% |
33,700
+11,700
| +53% | +$1.55M |
|
40
Eaton
ETN
$141B
| $4.69M | 0.45% |
61,600
+12,200
| +25% | +$868K |
|
41
Walt Disney
DIS
$171B
| $4.64M | 0.45% |
60,800
-151,000
| -71% | -$10.5M |
|
42
Freeport-McMoran
FCX
$86.2B
| $4.63M | 0.45% |
122,700
+84,500
| +221% | +$3M |
|
|
SINA
43
DELISTED
Sina Corp
SINA
| $4.51M | 0.43% |
+53,500
| New | +$4.37M |
|
|
DD
44
DELISTED
Du Pont De Nemours E I
DD
| $4.37M | 0.42% |
70,762
+52,334
| +284% | +$3.02M |
|
45
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $4.36M | 0.42% |
46,900
-22,200
| -32% | -$2.06M |
|
46
Deere & Co
DE
$165B
| $4.35M | 0.42% |
+47,600
| New | +$4.03M |
|
47
Salesforce
CRM
$154B
| $4.25M | 0.41% |
77,100
+100
| +0.1% | +$5.35K |
|
48
LyondellBasell Industries
LYB
$19.5B
| $4.2M | 0.4% |
52,300
+41,500
| +384% | +$3.18M |
|
49
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $4.16M | 0.4% |
180,000
-250,400
| -58% | -$5.5M |
|
50
Toll Brothers
TOL
$14B
| $4M | 0.39% |
108,100
+86,800
| +408% | +$2.88M |
|
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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.