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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 | |
|---|---|---|---|---|---|---|
626
General Dynamics
GD
$97B
| – | – |
-6,700
| Closed | -$586K |
|
627
VanEck Junior Gold Miners ETF
GDXJ
$8.92B
| – | – |
-8,700
| Closed | -$354K |
|
628
GE Aerospace
GE
$319B
| – | – |
-80,982
| Closed | -$9.27M |
|
629
Gold Fields
GFI
$38.2B
| – | – |
-17,400
| Closed | -$79K |
|
630
Gilead Sciences
GILD
$181B
| – | – |
-8,100
| Closed | -$509K |
|
631
General Motors
GM
$74.9B
| – | – |
-141,500
| Closed | -$5.09M |
|
632
Gentex
GNTX
$4.72B
| – | – |
-39,000
| Closed | -$499K |
|
633
Genworth Financial
GNW
$3.78B
| – | – |
-27,100
| Closed | -$346K |
|
634
Alphabet (Google) Class C
GOOG
$4.18T
| – | – |
-140,525
| Closed | -$3.06M |
|
635
Global Payments
GPN
$23.5B
| – | – |
-12,000
| Closed | -$306K |
|
636
W.W. Grainger
GWW
$59.8B
| – | – |
-6,200
| Closed | -$1.62M |
|
637
Halliburton
HAL
$29.7B
| – | – |
-21,300
| Closed | -$1.02M |
|
638
Hasbro
HAS
$12.7B
| – | – |
-14,900
| Closed | -$702K |
|
639
Harley-Davidson
HOG
$2.87B
| – | – |
-11,700
| Closed | -$751K |
|
640
HP
HPQ
$30.5B
| – | – |
-834,118
| Closed | -$7.95M |
|
641
HSBC
HSBC
$350B
| – | – |
-11,838
| Closed | -$553K |
|
642
Humana
HUM
$47.6B
| – | – |
-3,500
| Closed | -$326K |
|
643
Huntsman Corp
HUN
$1.62B
| – | – |
-75,900
| Closed | -$1.56M |
|
644
IAMGOLD
IAG
$11.2B
| – | – |
-39,900
| Closed | -$189K |
|
645
iShares Biotechnology ETF
IBB
$10.3B
| – | – |
-17,400
| Closed | -$1.22M |
|
646
ICICI Bank
IBN
$102B
| – | – |
-62,150
| Closed | -$344K |
|
647
iShares Latin America 40 ETF
ILF
$3.92B
| – | – |
-17,100
| Closed | -$654K |
|
648
Incyte
INCY
$24.7B
| – | – |
-13,000
| Closed | -$495K |
|
649
Intrepid Potash
IPI
$520M
| – | – |
-1,740
| Closed | -$272K |
|
650
Iron Mountain
IRM
$33.4B
| – | – |
-9,413
| Closed | -$235K |
|
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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.