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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 | |
|---|---|---|---|---|---|---|
651
Gartner
IT
$10.2B
| – | – |
-5,300
| Closed | -$318K |
|
652
Itaú Unibanco
ITUB
$93B
| – | – |
-384,139
| Closed | -$1.98M |
|
653
iShares US Transportation ETF
IYT
$2.26B
| – | – |
-50,800
| Closed | -$1.49M |
|
654
Jefferies Financial Group
JEF
$12.7B
| – | – |
-36,418
| Closed | -$888K |
|
|
JNPR
655
DELISTED
Juniper Networks
JNPR
| – | – |
-85,300
| Closed | -$1.69M |
|
656
KKR & Co
KKR
$90.7B
| – | – |
-13,600
| Closed | -$279K |
|
657
Kennametal
KMT
$2.54B
| – | – |
-4,900
| Closed | -$223K |
|
658
Kroger
KR
$35.4B
| – | – |
-68,600
| Closed | -$1.38M |
|
659
Lazard
LAZ
$4.09B
| – | – |
-12,700
| Closed | -$457K |
|
660
Labcorp
LH
$25.9B
| – | – |
-5,471
| Closed | -$465K |
|
661
Cheniere Energy
LNG
$54.1B
| – | – |
-50,400
| Closed | -$1.72M |
|
662
Stride
LRN
$3.53B
| – | – |
-7,800
| Closed | -$240K |
|
663
Southwest Airlines
LUV
$22.3B
| – | – |
-166,500
| Closed | -$2.42M |
|
664
Mastercard
MA
$510B
| – | – |
-127,000
| Closed | -$8.54M |
|
665
ManpowerGroup
MAN
$2.41B
| – | – |
-14,800
| Closed | -$1.08M |
|
666
McKesson
MCK
$101B
| – | – |
-22,200
| Closed | -$2.85M |
|
667
Mercado Libre
MELI
$95.6B
| – | – |
-3,200
| Closed | -$431K |
|
668
MidCap Financial Investment
MFIC
$796M
| – | – |
-5,233
| Closed | -$127K |
|
669
Melco Resorts & Entertainment
MLCO
$2.24B
| – | – |
-31,400
| Closed | -$999K |
|
|
MRSH
670
Marsh
MRSH
$91.4B
| – | – |
-33,400
| Closed | -$1.45M |
|
671
3M
MMM
$90.8B
| – | – |
-65,780
| Closed | -$6.57M |
|
672
Marvell Technology
MRVL
$165B
| – | – |
-29,400
| Closed | -$338K |
|
673
Morgan Stanley
MS
$330B
| – | – |
-291,800
| Closed | -$7.86M |
|
674
Motorola Solutions
MSI
$71.5B
| – | – |
-34,000
| Closed | -$2.02M |
|
675
Mettler-Toledo International
MTD
$27.9B
| – | – |
-1,400
| Closed | -$336K |
|
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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.