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QIM
Quantitative Investment Management Portfolio holdings
AUM
$917M
1-Year Est. Return
3.96%
This Fund
S&P 500
This Quarter
Est. Return
+8.93%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
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 | Miscellaneous | 23.9% |
| 2 | Communication Services | 18.71% |
| 3 | Technology | 12.6% |
| 4 | Financials | 9.31% |
| 5 | Consumer Discretionary | 8.05% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
576
BP
BP
$121B
| – | – |
-11,614
| Closed | -$399K |
|
577
Popular Inc
BPOP
$10.5B
| – | – |
-19,600
| Closed | -$514K |
|
578
Compañía de Minas Buenaventura
BVN
$8.44B
| – | – |
-25,100
| Closed | -$293K |
|
579
Blackstone
BX
$95.1B
| – | – |
-76,833
| Closed | -$1.88M |
|
580
Boyd Gaming
BYD
$5.53B
| – | – |
-15,300
| Closed | -$216K |
|
581
Conagra Brands
CAG
$7.21B
| – | – |
-108,069
| Closed | -$2.55M |
|
582
Cardinal Health
CAH
$54.1B
| – | – |
-29,000
| Closed | -$1.51M |
|
583
Chubb
CB
$132B
| – | – |
-23,200
| Closed | -$2.17M |
|
584
Chord Energy
CHRD
$8.59B
| – | – |
-4,600
| Closed | -$225K |
|
585
C.H. Robinson
CHRW
$18.4B
| – | – |
-25,700
| Closed | -$1.53M |
|
586
Core Laboratories
CLB
$563M
| – | – |
-1,700
| Closed | -$287K |
|
587
Clean Harbors
CLH
$16.8B
| – | – |
-4,200
| Closed | -$246K |
|
|
CMA
588
DELISTED
Comerica
CMA
| – | – |
-9,400
| Closed | -$369K |
|
589
Commercial Metals
CMC
$7.21B
| – | – |
-16,500
| Closed | -$279K |
|
590
Comcast
CMCSA
$86.7B
| – | – |
-174,400
| Closed | -$3.93M |
|
591
CenterPoint Energy
CNP
$25B
| – | – |
-18,700
| Closed | -$448K |
|
592
ConocoPhillips
COP
$170B
| – | – |
-25,600
| Closed | -$1.78M |
|
593
Cencora
COR
$61.7B
| – | – |
-34,000
| Closed | -$2.08M |
|
594
Costco
COST
$400B
| – | – |
-34,500
| Closed | -$3.97M |
|
595
Canadian Pacific Kansas City
CP
$78.3B
| – | – |
-16,000
| Closed | -$394K |
|
596
Camden Property Trust
CPT
$11.9B
| – | – |
-5,000
| Closed | -$307K |
|
597
Cisco
CSCO
$434B
| – | – |
-76,700
| Closed | -$1.8M |
|
598
Cintas
CTAS
$79.6B
| – | – |
-21,200
| Closed | -$271K |
|
599
Cognizant
CTSH
$28.5B
| – | – |
-57,400
| Closed | -$2.36M |
|
600
CoreCivic
CXW
$3.5B
| – | – |
-8,400
| Closed | -$290K |
|
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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 Miscellaneous at 24% of assets, down from 41% a quarter earlier, followed by Communication Services and Technology.
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.