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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 | |
|---|---|---|---|---|---|---|
601
Dominion Energy
D
$56.2B
| – | – |
-66,800
| Closed | -$4.17M |
|
602
Delta Air Lines
DAL
$51.9B
| – | – |
-348,200
| Closed | -$8.21M |
|
603
3D Systems Corp
DDD
$522M
| – | – |
-6,000
| Closed | -$323K |
|
604
Dillards
DDS
$10B
| – | – |
-2,800
| Closed | -$219K |
|
605
Quest Diagnostics
DGX
$27.3B
| – | – |
-11,100
| Closed | -$685K |
|
606
Danaher
DHR
$147B
| – | – |
-66,209
| Closed | -$3.08M |
|
607
Dollar Tree
DLTR
$21.2B
| – | – |
-18,500
| Closed | -$1.06M |
|
608
Ecolab
ECL
$77B
| – | – |
-7,300
| Closed | -$720K |
|
609
Eldorado Gold
EGO
$10.5B
| – | – |
-8,360
| Closed | -$280K |
|
610
EOG Resources
EOG
$80.6B
| – | – |
-6,800
| Closed | -$575K |
|
611
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
| – | – |
-34,900
| Closed | -$1.66M |
|
|
VMRK
612
Vivmark Residential
VMRK
$50.8B
| – | – |
-11,700
| Closed | -$626K |
|
613
Ericsson
ERIC
$32.8B
| – | – |
-84,300
| Closed | -$1.13M |
|
614
iShares MSCI Australia ETF
EWA
$1.28B
| – | – |
-59,300
| Closed | -$1.5M |
|
615
iShares MSCI Brazil ETF
EWZ
$8.6B
| – | – |
-279,500
| Closed | -$13.4M |
|
616
Exelixis
EXEL
$14.1B
| – | – |
-11,100
| Closed | -$64K |
|
617
Ford
F
$53.8B
| – | – |
-229,700
| Closed | -$3.88M |
|
618
Factset
FDS
$9.85B
| – | – |
-2,400
| Closed | -$261K |
|
619
FedEx
FDX
$73B
| – | – |
-22,000
| Closed | -$2.51M |
|
620
Fidelity National Information Services
FIS
$19.3B
| – | – |
-8,700
| Closed | -$404K |
|
621
Flex
FLEX
$39.9B
| – | – |
-50,957
| Closed | -$349K |
|
622
Flowserve
FLS
$9.03B
| – | – |
-27,000
| Closed | -$1.68M |
|
623
Fomento Económico Mexicano
FMX
$41.4B
| – | – |
-4,400
| Closed | -$427K |
|
624
Fidelity National Financial
FNF
$11.7B
| – | – |
-36,257
| Closed | -$550K |
|
|
625
iShares China Large-Cap ETF
FXI
$4.1B
| – | – |
-554,500
| Closed | -$20.6M |
|
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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.