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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 | |
|---|---|---|---|---|---|---|
701
iShares Silver Trust
SLV
$31B
| – | – |
-112,100
| Closed | -$2.34M |
|
702
SM Energy
SM
$9.82B
| – | – |
-4,400
| Closed | -$339K |
|
703
SPX Corp
SPXC
$8.93B
| – | – |
-24,620
| Closed | -$524K |
|
704
Sociedad Química y Minera de Chile
SQM
$19.8B
| – | – |
-17,356
| Closed | -$516K |
|
705
Sarepta Therapeutics
SRPT
$2.19B
| – | – |
-16,700
| Closed | -$788K |
|
706
Constellation Brands
STZ
$21.1B
| – | – |
-11,200
| Closed | -$642K |
|
707
Tidewater
TDW
$4.57B
| – | – |
-167
| Closed | -$320K |
|
708
TJX Companies
TJX
$137B
| – | – |
-12,400
| Closed | -$349K |
|
709
Timken Company
TKR
$8.08B
| – | – |
-24,727
| Closed | -$1.07M |
|
710
Travel + Leisure Co
TNL
$4.01B
| – | – |
-9,303
| Closed | -$256K |
|
711
Tenaris
TS
$28.6B
| – | – |
-10,200
| Closed | -$477K |
|
712
TSMC
TSM
$2.15T
| – | – |
-27,600
| Closed | -$468K |
|
713
Textron
TXT
$13.9B
| – | – |
-16,100
| Closed | -$444K |
|
714
Universal Health Services
UHS
$10.4B
| – | – |
-6,800
| Closed | -$509K |
|
715
Ulta Beauty
ULTA
$23.3B
| – | – |
-9,300
| Closed | -$1.11M |
|
716
United Parcel Service
UPS
$87.1B
| – | – |
-73,600
| Closed | -$6.72M |
|
717
US Bancorp
USB
$96.9B
| – | – |
-11,300
| Closed | -$413K |
|
718
United States Oil Fund
USO
$2.35B
| – | – |
-6,963
| Closed | -$2.05M |
|
719
VF Corp
VFC
$5B
| – | – |
-35,258
| Closed | -$1.65M |
|
720
Viavi Solutions
VIAV
$8.33B
| – | – |
-185,469
| Closed | -$1.55M |
|
721
Telefônica Brasil
VIV
$19B
| – | – |
-12,600
| Closed | -$282K |
|
722
Vanguard Real Estate ETF
VNQ
$37.2B
| – | – |
-28,100
| Closed | -$1.86M |
|
723
Viatris
VTRS
$19.1B
| – | – |
-56,000
| Closed | -$2.14M |
|
724
Verizon
VZ
$214B
| – | – |
-25,400
| Closed | -$1.19M |
|
725
Waters Corp
WAT
$41B
| – | – |
-4,800
| Closed | -$509K |
|
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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.