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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 | |
|---|---|---|---|---|---|---|
551
Accenture
ACN
$99.9B
| – | – |
-7,800
| Closed | -$574K |
|
552
Automatic Data Processing
ADP
$105B
| – | – |
-7,631
| Closed | -$484K |
|
553
Autodesk
ADSK
$49.6B
| – | – |
-27,400
| Closed | -$1.13M |
|
554
Adtran
ADTN
$682M
| – | – |
-7,700
| Closed | -$205K |
|
555
Ametek
AME
$55B
| – | – |
-12,900
| Closed | -$593K |
|
556
Ameriprise Financial
AMP
$48.1B
| – | – |
-9,700
| Closed | -$883K |
|
557
Amazon
AMZN
$2.53T
| – | – |
-440,000
| Closed | -$6.88M |
|
558
AutoNation
AN
$7.18B
| – | – |
-30,600
| Closed | -$1.6M |
|
559
Aon
AON
$78.3B
| – | – |
-32,300
| Closed | -$2.4M |
|
560
APA Corp
APA
$12.8B
| – | – |
-57,800
| Closed | -$4.92M |
|
|
ARR
561
Armour Residential REIT
ARR
$2.33B
| – | – |
-603
| Closed | -$101K |
|
562
Associated Banc-Corp
ASB
$5.8B
| – | – |
-16,700
| Closed | -$258K |
|
563
ASML
ASML
$634B
| – | – |
-2,700
| Closed | -$266K |
|
564
AngloGold Ashanti
AU
$41.6B
| – | – |
-63,300
| Closed | -$840K |
|
565
Broadcom
AVGO
$1.85T
| – | – |
-151,000
| Closed | -$650K |
|
566
American Express
AXP
$228B
| – | – |
-54,400
| Closed | -$4.11M |
|
567
AstraZeneca
AZN
$266B
| – | – |
-21,000
| Closed | -$1.09M |
|
568
Boeing
BA
$175B
| – | – |
-62,600
| Closed | -$7.36M |
|
569
Best Buy
BBY
$18.5B
| – | – |
-7,100
| Closed | -$266K |
|
570
Brunswick
BC
$5.18B
| – | – |
-8,100
| Closed | -$323K |
|
571
Barclays
BCS
$93.4B
| – | – |
-42,145
| Closed | -$664K |
|
572
Booking.com
BKNG
$150B
| – | – |
-45,000
| Closed | -$1.82M |
|
573
BioMarin Pharmaceuticals
BMRN
$11.7B
| – | – |
-39,300
| Closed | -$2.84M |
|
574
Brookfield
BN
$103B
| – | – |
-52,965
| Closed | -$463K |
|
575
Bristol-Myers Squibb
BMY
$132B
| – | – |
-21,700
| Closed | -$1M |
|
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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.