QIM
Quantitative Investment Management Portfolio holdings
AUM
$746M
This Quarter Return
+6.58%
1 Year Return
+21.48%
3 Year Return
+38.9%
5 Year Return
+85.72%
10 Year Return
+175.44%
AUM
$6.65B
AUM Growth
+$6.65B
(+0.98%)
Cap. Flow
-$113M
Cap. Flow
% of AUM
-1.7%
Top 10 Holdings %
Top 10 Hldgs %
21.08%
Holding
995
New
328
Increased
172
Reduced
165
Closed
330
Top Buys
| 1 |
Financial Select Sector SPDR Fund
XLF
|
$155M |
| 2 |
iShares Russell 2000 ETF
IWM
|
$152M |
| 3 |
Health Care Select Sector SPDR Fund
XLV
|
$110M |
| 4 |
Bank of America
BAC
|
$109M |
| 5 |
iShares Biotechnology ETF
IBB
|
$104M |
Top Sells
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
$383M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
$191M |
| 3 |
Invesco QQQ Trust
QQQ
|
$155M |
| 4 |
Amazon
AMZN
|
$117M |
| 5 |
iShares China Large-Cap ETF
FXI
|
$92.8M |
Sector Composition
| 1 | Financials | 19.06% |
| 2 | Technology | 11.62% |
| 3 | Healthcare | 10.14% |
| 4 | Consumer Discretionary | 8.97% |
| 5 | Industrials | 8.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
26
Merck
MRK
$210B
| $38.5M | 0.58% |
+601,200
| New | +$38.5M |
|
27
CME Group
CME
$97.1B
| $38.4M | 0.58% |
+306,700
| New | +$38.4M |
|
28
Goldman Sachs
GS
$221B
| $38.4M | 0.58% |
172,900
+100,900
| +140% | +$22.4M |
|
29
United Parcel Service
UPS
$72.3B
| $38.1M | 0.57% |
+344,800
| New | +$38.1M |
|
30
NXP Semiconductors
NXPI
$57.5B
| $37.2M | 0.56% |
339,500
+54,100
| +19% | +$5.92M |
|
31
Boeing
BA
$176B
| $36.7M | 0.55% |
185,800
+170,500
| +1,114% | +$33.7M |
|
32
General Motors
GM
$55B
| $36.5M | 0.55% |
+1,044,200
| New | +$36.5M |
|
33
Advanced Micro Devices
AMD
$263B
| $36.2M | 0.54% |
+2,899,800
| New | +$36.2M |
|
34
3M
MMM
$81B
| $36M | 0.54% |
173,100
+4,800
| +3% | +$999K |
|
35
Intercontinental Exchange
ICE
$100B
| $36M | 0.54% |
545,700
+462,500
| +556% | +$30.5M |
|
36
Ball Corp
BALL
$13.6B
| $35.9M | 0.54% |
+850,500
| New | +$35.9M |
|
|
TWX
37
DELISTED
Time Warner Inc
TWX
| $34.8M | 0.52% |
346,100
+332,200
| +2,390% | +$33.4M |
|
38
Valero Energy
VLO
$48.3B
| $33.8M | 0.51% |
+501,300
| New | +$33.8M |
|
39
Walmart
WMT
$793B
| $33.6M | 0.51% |
444,200
+169,200
| +62% | +$12.8M |
|
40
Costco
COST
$421B
| $32.6M | 0.49% |
204,000
+106,900
| +110% | +$17.1M |
|
41
Bank of New York Mellon
BK
$73.8B
| $32.1M | 0.48% |
628,500
+572,200
| +1,016% | +$29.2M |
|
42
American Express
AXP
$225B
| $31M | 0.47% |
368,500
+110,700
| +43% | +$9.33M |
|
43
Vanguard FTSE Emerging Markets ETF
VWO
$96.5B
| $31M | 0.47% |
759,400
-1,356,800
| -64% | -$55.4M |
|
44
iShares US Real Estate ETF
IYR
$3.7B
| $30.2M | 0.45% |
+378,400
| New | +$30.2M |
|
45
Zoetis
ZTS
$67.6B
| $30.2M | 0.45% |
+483,600
| New | +$30.2M |
|
46
Hartford Financial Services
HIG
$37.4B
| $30.1M | 0.45% |
+572,200
| New | +$30.1M |
|
47
Cognizant
CTSH
$35.1B
| $28.4M | 0.43% |
+428,200
| New | +$28.4M |
|
48
Hershey
HSY
$37.4B
| $28.2M | 0.42% |
262,500
+199,800
| +319% | +$21.5M |
|
49
IQVIA
IQV
$31.4B
| $27.9M | 0.42% |
311,300
+262,600
| +539% | +$23.5M |
|
|
ANDV
50
DELISTED
Andeavor
ANDV
| $27.2M | 0.41% |
+290,700
| New | +$27.2M |
|