QIM
Quantitative Investment Management Portfolio holdings
AUM
$746M
This Quarter Return
+9.23%
1 Year Return
+21.48%
3 Year Return
+38.9%
5 Year Return
+85.72%
10 Year Return
+175.44%
AUM
$6.58B
AUM Growth
+$6.58B
(+66%)
Cap. Flow
+$2.46B
Cap. Flow
% of AUM
37.41%
Top 10 Holdings %
Top 10 Hldgs %
22.66%
Holding
1,046
New
286
Increased
217
Reduced
163
Closed
379
Top Buys
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
$406M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
$191M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
$117M |
| 4 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$97.4M |
| 5 |
Health Care Select Sector SPDR Fund
XLV
|
$97.2M |
Top Sells
| 1 |
VanEck Gold Miners ETF
GDX
|
$124M |
| 2 |
VanEck Junior Gold Miners ETF
GDXJ
|
$48.9M |
| 3 |
Alibaba
BABA
|
$28.1M |
| 4 |
Allstate
ALL
|
$24.4M |
| 5 |
Energy Select Sector SPDR Fund
XLE
|
$23.6M |
Sector Composition
| 1 | Technology | 12.34% |
| 2 | Consumer Discretionary | 9.82% |
| 3 | Healthcare | 9.16% |
| 4 | Financials | 8.88% |
| 5 | Industrials | 7.5% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
MON
51
DELISTED
Monsanto Co
MON
| $24M | 0.36% |
211,900
+147,400
| +229% | +$16.7M |
|
52
Boston Scientific
BSX
$156B
| $23.6M | 0.36% |
947,200
+641,700
| +210% | +$16M |
|
53
Chubb
CB
$110B
| $23M | 0.35% |
168,900
-38,200
| -18% | -$5.2M |
|
54
Utilities Select Sector SPDR Fund
XLU
$20.9B
| $23M | 0.35% |
447,500
+174,800
| +64% | +$8.97M |
|
55
Citigroup
C
$178B
| $22.7M | 0.34% |
+378,800
| New | +$22.7M |
|
56
Ally Financial
ALLY
$12.6B
| $21.6M | 0.33% |
1,061,400
+677,400
| +176% | +$13.8M |
|
57
Hologic
HOLX
$14.9B
| $21.5M | 0.33% |
504,800
+288,800
| +134% | +$12.3M |
|
58
Wynn Resorts
WYNN
$13.2B
| $21.5M | 0.33% |
+187,400
| New | +$21.5M |
|
59
Lowe's Companies
LOW
$145B
| $21.4M | 0.33% |
+260,500
| New | +$21.4M |
|
60
Best Buy
BBY
$15.6B
| $21.3M | 0.32% |
432,800
+358,900
| +486% | +$17.6M |
|
61
JD.com
JD
$44.1B
| $21.2M | 0.32% |
+681,700
| New | +$21.2M |
|
|
VAR
62
DELISTED
Varian Medical Systems, Inc.
VAR
| $20.8M | 0.32% |
227,800
+214,200
| +1,575% | +$19.5M |
|
63
Automatic Data Processing
ADP
$123B
| $20.5M | 0.31% |
199,800
+195,600
| +4,657% | +$20M |
|
64
American Express
AXP
$231B
| $20.4M | 0.31% |
+257,800
| New | +$20.4M |
|
65
Paychex
PAYX
$50.2B
| $20.2M | 0.31% |
342,400
+241,600
| +240% | +$14.2M |
|
66
Dominion Energy
D
$51.1B
| $20.1M | 0.31% |
259,200
+32,100
| +14% | +$2.49M |
|
67
Walmart
WMT
$774B
| $19.8M | 0.3% |
+275,000
| New | +$19.8M |
|
68
American Water Works
AWK
$28B
| $19.1M | 0.29% |
+246,100
| New | +$19.1M |
|
69
Microsoft
MSFT
$3.77T
| $19M | 0.29% |
288,200
+112,200
| +64% | +$7.39M |
|
|
VXX
70
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $18.9M | 0.29% |
+1,196,500
| New | +$18.9M |
|
71
Booking.com
BKNG
$181B
| $18.5M | 0.28% |
+10,400
| New | +$18.5M |
|
72
Salesforce
CRM
$245B
| $18.1M | 0.28% |
+219,900
| New | +$18.1M |
|
73
Fortinet
FTNT
$60.4B
| $18.1M | 0.27% |
+470,700
| New | +$18.1M |
|
74
United Airlines
UAL
$34B
| $17.8M | 0.27% |
+252,500
| New | +$17.8M |
|
75
American Tower
AMT
$95.5B
| $17.8M | 0.27% |
+146,400
| New | +$17.8M |
|