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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 | |
|---|---|---|---|---|---|---|
|
1
Meta Platforms (Facebook)
META
$1.49T
| $128M | 12.32% |
+2,340,500
| New | +$118M |
|
|
2
iShares MSCI Emerging Markets ETF
EEM
$27.5B
| $60.3M | 5.81% |
1,441,700
-2,061,600
| -59% | -$86.3M |
|
|
3
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $39.1M | 3.77% |
884,600
+835,000
| +1,683% | +$36M |
|
|
4
iShares MSCI EAFE ETF
EFA
$76.4B
| $33.9M | 3.27% |
505,600
-352,000
| -41% | -$23M |
|
|
5
Apple
AAPL
$4.97T
| $22.2M | 2.14% |
1,106,000
+795,200
| +256% | +$15M |
|
|
6
Vanguard FTSE Emerging Markets ETF
VWO
$117B
| $17.2M | 1.66% |
418,000
-701,300
| -63% | -$28.9M |
|
|
7
JPMorgan Chase
JPM
$916B
| $12.4M | 1.2% |
212,400
+176,900
| +498% | +$9.69M |
|
8
Micron Technology
MU
$835B
| $11.8M | 1.13% |
540,700
+15,200
| +3% | +$295K |
|
9
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
| $10.9M | 1.05% |
39,825
+32,300
| +429% | +$8.83M |
|
10
Berkshire Hathaway Class B
BRK.B
$1.1T
| $9.96M | 0.96% |
84,000
+80,900
| +2,610% | +$9.35M |
|
|
11
Home Depot
HD
$337B
| $9.95M | 0.96% |
+120,900
| New | +$9.42M |
|
12
Caterpillar
CAT
$361B
| $9.94M | 0.96% |
+109,500
| New | +$9.35M |
|
13
iShares MSCI Japan ETF
EWJ
$21.2B
| $9.57M | 0.92% |
197,150
-137,550
| -41% | -$6.55M |
|
14
American International
AIG
$42.5B
| $9.46M | 0.91% |
185,300
+109,900
| +146% | +$5.48M |
|
15
Intel
INTC
$413B
| $9.34M | 0.9% |
359,900
+239,600
| +199% | +$5.8M |
|
16
eBay
EBAY
$51.2B
| $9.05M | 0.87% |
392,040
+112,147
| +40% | +$2.48M |
|
17
Goldman Sachs
GS
$289B
| $8.37M | 0.81% |
47,200
-34,100
| -42% | -$5.62M |
|
18
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
| $8.31M | 0.8% |
+197,500
| New | +$7.74M |
|
19
Oracle
ORCL
$339B
| $8.05M | 0.78% |
210,300
+26,900
| +15% | +$925K |
|
20
T-Mobile US
TMUS
$195B
| $7.77M | 0.75% |
+230,900
| New | +$6.33M |
|
|
TFCFA
21
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $7.65M | 0.74% |
+217,600
| New | +$7.34M |
|
22
Pfizer
PFE
$143B
| $7.63M | 0.74% |
262,657
+221,129
| +532% | +$6.44M |
|
23
iShares MSCI South Korea ETF
EWY
$20.1B
| $7.33M | 0.71% |
113,400
+38,400
| +51% | +$2.44M |
|
24
Amgen
AMGN
$209B
| $7.15M | 0.69% |
62,700
+28,400
| +83% | +$3.23M |
|
25
Qualcomm
QCOM
$164B
| $6.77M | 0.65% |
91,200
-69,100
| -43% | -$4.87M |
|
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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.