QIM
Quantitative Investment Management Portfolio holdings
AUM
$746M
This Quarter Return
+5.91%
1 Year Return
+21.48%
3 Year Return
+38.9%
5 Year Return
+85.72%
10 Year Return
+175.44%
AUM
$1.04B
AUM Growth
+$1.04B
(+61%)
Cap. Flow
+$384M
Cap. Flow
% of AUM
36.9%
Top 10 Holdings %
Top 10 Hldgs %
30.94%
Holding
842
New
377
Increased
129
Reduced
93
Closed
242
Top Buys
| 1 |
Apple
AAPL
|
$51.8M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
$42.2M |
| 3 |
iShares US Real Estate ETF
IYR
|
$31.6M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
$31.2M |
| 5 |
iShares MSCI Japan ETF
EWJ
|
$27.7M |
Top Sells
| 1 |
Financial Select Sector SPDR Fund
XLF
|
$18.7M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
$16.5M |
| 3 |
Bank of America
BAC
|
$12.7M |
| 4 |
Oracle
ORCL
|
$10.8M |
| 5 |
Alibaba
BABA
|
$8.41M |
Sector Composition
| 1 | Technology | 10.89% |
| 2 | Consumer Discretionary | 10.11% |
| 3 | Healthcare | 10.05% |
| 4 | Financials | 8.88% |
| 5 | Communication Services | 6.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
701
Live Nation Entertainment
LYV
$38.6B
| – | – |
-7,700
| Closed | -$201K |
|
702
Macy's
M
$3.59B
| – | – |
-19,500
| Closed | -$1.28M |
|
703
Middleby
MIDD
$6.94B
| – | – |
-2,200
| Closed | -$218K |
|
704
Teradata
TDC
$1.98B
| – | – |
-7,200
| Closed | -$314K |
|
705
Teradyne
TER
$18.8B
| – | – |
-14,100
| Closed | -$279K |
|
706
Treehouse Foods
THS
$926M
| – | – |
-7,700
| Closed | -$658K |
|
|
CELG
707
DELISTED
Celgene Corp
CELG
| – | – |
-33,200
| Closed | -$3.71M |
|
|
TSS
708
DELISTED
Total System Services, Inc.
TSS
| – | – |
-7,700
| Closed | -$261K |
|
|
SHPG
709
DELISTED
Shire pic
SHPG
| – | – |
-5,400
| Closed | -$1.15M |
|
|
AGN
710
DELISTED
Allergan plc
AGN
| – | – |
-17,600
| Closed | -$4.53M |
|
|
GDP
711
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| – | – |
-23,800
| Closed | -$105K |
|
712
Abbott
ABT
$231B
| – | – |
-40,000
| Closed | -$1.8M |
|
713
Acadia Pharmaceuticals
ACAD
$4.38B
| – | – |
-9,100
| Closed | -$288K |
|
714
Adobe
ADBE
$151B
| – | – |
-21,200
| Closed | -$1.54M |
|
715
Autodesk
ADSK
$67.3B
| – | – |
-8,800
| Closed | -$528K |
|
716
AES
AES
$9.64B
| – | – |
-20,900
| Closed | -$287K |
|
717
AGCO
AGCO
$8.07B
| – | – |
-10,300
| Closed | -$465K |
|
718
Assurant
AIZ
$10.9B
| – | – |
-4,100
| Closed | -$280K |
|
719
Albemarle
ALB
$9.99B
| – | – |
-5,500
| Closed | -$330K |
|
720
Alnylam Pharmaceuticals
ALNY
$58.5B
| – | – |
-3,300
| Closed | -$320K |
|
721
Applied Materials
AMAT
$128B
| – | – |
-13,100
| Closed | -$326K |
|
722
Ametek
AME
$42.7B
| – | – |
-21,300
| Closed | -$1.12M |
|
723
Amgen
AMGN
$155B
| – | – |
-21,800
| Closed | -$3.47M |
|
724
Affiliated Managers Group
AMG
$6.39B
| – | – |
-7,600
| Closed | -$1.61M |
|
725
Ameriprise Financial
AMP
$48.5B
| – | – |
-8,000
| Closed | -$1.06M |
|