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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 | |
|---|---|---|---|---|---|---|
676
Netflix
NFLX
$305B
| – | – |
-476,000
| Closed | -$2.1M |
|
677
Nektar Therapeutics
NKTR
$2.41B
| – | – |
-667
| Closed | -$104K |
|
678
Norfolk Southern
NSC
$75B
| – | – |
-26,800
| Closed | -$2.07M |
|
679
Enviri
NVRI
$624M
| – | – |
-10,400
| Closed | -$258K |
|
680
Newell Brands
NWL
$2.18B
| – | – |
-18,600
| Closed | -$511K |
|
|
ODP
681
DELISTED
ODP
ODP
| – | – |
-14,100
| Closed | -$681K |
|
682
Occidental Petroleum
OXY
$55.6B
| – | – |
-13,465
| Closed | -$1.21M |
|
683
Public Service Enterprise Group
PEG
$38.6B
| – | – |
-22,000
| Closed | -$724K |
|
684
PENN Entertainment
PENN
$2.75B
| – | – |
-49,095
| Closed | -$614K |
|
685
PepsiCo
PEP
$191B
| – | – |
-3,800
| Closed | -$302K |
|
686
Progressive
PGR
$124B
| – | – |
-47,700
| Closed | -$1.3M |
|
687
Parker-Hannifin
PH
$121B
| – | – |
-6,100
| Closed | -$663K |
|
688
Prologis
PLD
$136B
| – | – |
-8,200
| Closed | -$308K |
|
689
Philip Morris
PM
$299B
| – | – |
-54,400
| Closed | -$4.71M |
|
690
Pentair
PNR
$10.6B
| – | – |
-6,849
| Closed | -$298K |
|
691
Public Storage
PSA
$59.3B
| – | – |
-8,300
| Closed | -$1.33M |
|
692
Ryder
R
$9.9B
| – | – |
-8,700
| Closed | -$519K |
|
693
Regeneron Pharmaceuticals
REGN
$77.4B
| – | – |
-9,200
| Closed | -$2.88M |
|
694
Royal Gold
RGLD
$17.2B
| – | – |
-5,400
| Closed | -$262K |
|
695
Sturm, Ruger & Co
RGR
$623M
| – | – |
-7,300
| Closed | -$457K |
|
696
ResMed
RMD
$30.3B
| – | – |
-23,700
| Closed | -$1.25M |
|
697
Ross Stores
ROST
$81B
| – | – |
-9,400
| Closed | -$342K |
|
698
Republic Services
RSG
$65B
| – | – |
-15,300
| Closed | -$510K |
|
699
Starbucks
SBUX
$121B
| – | – |
-32,800
| Closed | -$1.26M |
|
700
SiriusXM
SIRI
$10.4B
| – | – |
-25,990
| Closed | -$1.01M |
|
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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.