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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 | |
|---|---|---|---|---|---|---|
151
Coca-Cola Europacific Partners
CCEP
$49.1B
| $1.36M | 0.13% |
30,900
-28,300
| -48% | -$1.18M |
|
152
VanEck Semiconductor ETF
SMH
$60.8B
| $1.36M | 0.13% |
64,200
-37,800
| -37% | -$774K |
|
153
Moody's
MCO
$83.7B
| $1.33M | 0.13% |
17,000
-1,300
| -7% | -$95.2K |
|
|
GPOR
154
DELISTED
Gulfport Energy Corp.
GPOR
| $1.32M | 0.13% |
20,900
+11,300
| +118% | +$684K |
|
155
Zions Bancorporation
ZION
$10.1B
| $1.31M | 0.13% |
+43,900
| New | +$1.26M |
|
|
RYL
156
DELISTED
RYLAND GROUP INC
RYL
| $1.31M | 0.13% |
+30,300
| New | +$1.2M |
|
157
NetEase
NTES
$83B
| $1.31M | 0.13% |
83,500
+49,000
| +142% | +$687K |
|
158
Genuine Parts
GPC
$17.9B
| $1.31M | 0.13% |
15,700
+7,400
| +89% | +$599K |
|
159
Coca-Cola
KO
$383B
| $1.3M | 0.13% |
+31,500
| New | +$1.24M |
|
160
O'Reilly Automotive
ORLY
$75.1B
| $1.3M | 0.13% |
+151,500
| New | +$1.28M |
|
161
Fluor
FLR
$6.54B
| $1.28M | 0.12% |
16,000
-12,400
| -44% | -$947K |
|
|
YOKU
162
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
| $1.28M | 0.12% |
42,400
+14,500
| +52% | +$416K |
|
|
SNI
163
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $1.27M | 0.12% |
+14,700
| New | +$1.15M |
|
164
IBM
IBM
$213B
| $1.26M | 0.12% |
7,008
-6,172
| -47% | -$1.06M |
|
165
CF Industries
CF
$19.6B
| $1.24M | 0.12% |
+26,500
| New | +$1.16M |
|
166
Vornado Realty Trust
VNO
$7.65B
| $1.23M | 0.12% |
18,999
+7,791
| +70% | +$504K |
|
167
Masco
MAS
$14.3B
| $1.23M | 0.12% |
61,566
-69,759
| -53% | -$1.3M |
|
|
INVN
168
DELISTED
Invensense Inc
INVN
| $1.23M | 0.12% |
+59,100
| New | +$1.06M |
|
|
GRA
169
DELISTED
W.R. Grace & Co.
GRA
| $1.22M | 0.12% |
12,300
+1,000
| +9% | +$93.1K |
|
170
Patterson-UTI
PTEN
$3.54B
| $1.22M | 0.12% |
48,000
+2,500
| +5% | +$59.8K |
|
|
BTU
171
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $1.21M | 0.12% |
+4,120
| New | +$1.16M |
|
172
Charter Communications
CHTR
$17.3B
| $1.2M | 0.12% |
+8,800
| New | +$1.17M |
|
173
Agilent Technologies
A
$39.6B
| $1.2M | 0.12% |
29,358
-24,046
| -45% | -$914K |
|
|
XL
174
DELISTED
XL Group Ltd.
XL
| $1.19M | 0.12% |
+37,500
| New | +$1.17M |
|
175
Affiliated Managers Group
AMG
$9.51B
| $1.19M | 0.11% |
5,500
+4,400
| +400% | +$878K |
|
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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.