QIM
Quantitative Investment Management Portfolio holdings
AUM
$746M
This Quarter Return
+8.02%
1 Year Return
+21.48%
3 Year Return
+38.9%
5 Year Return
+85.72%
10 Year Return
+175.44%
AUM
$6.79B
AUM Growth
+$6.79B
(-23%)
Cap. Flow
-$2.4B
Cap. Flow
% of AUM
-35.43%
Top 10 Holdings %
Top 10 Hldgs %
23.29%
Holding
957
New
300
Increased
128
Reduced
306
Closed
223
Top Buys
| 1 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$159M |
| 2 |
Consumer Discretionary Select Sector SPDR Fund
XLY
|
$142M |
| 3 |
Apple
AAPL
|
$108M |
| 4 |
Amazon
AMZN
|
$95.1M |
| 5 |
SPDR Gold Trust
GLD
|
$89.7M |
Top Sells
| 1 |
iShares Russell 2000 ETF
IWM
|
$360M |
| 2 |
Financial Select Sector SPDR Fund
XLF
|
$242M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
$161M |
| 4 |
Health Care Select Sector SPDR Fund
XLV
|
$129M |
| 5 |
Utilities Select Sector SPDR Fund
XLU
|
$124M |
Sector Composition
| 1 | Consumer Discretionary | 11.28% |
| 2 | Financials | 10.28% |
| 3 | Technology | 9.81% |
| 4 | Industrials | 8.47% |
| 5 | Healthcare | 4.49% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
51
Southern Company
SO
$101B
| $26.1M | 0.38% |
+542,300
| New | +$26.1M |
|
52
Delta Air Lines
DAL
$40B
| $25.4M | 0.37% |
+452,900
| New | +$25.4M |
|
53
Southwest Airlines
LUV
$17B
| $24.3M | 0.36% |
+371,400
| New | +$24.3M |
|
54
Exelon
EXC
$43.8B
| $24.1M | 0.35% |
610,900
+96,400
| +19% | +$3.8M |
|
55
Alphabet (Google) Class C
GOOG
$2.79T
| $24.1M | 0.35% |
23,000
+13,000
| +130% | +$13.6M |
|
56
Morgan Stanley
MS
$237B
| $24M | 0.35% |
457,700
-350,700
| -43% | -$18.4M |
|
57
Charles Schwab
SCHW
$175B
| $23.8M | 0.35% |
462,500
+153,900
| +50% | +$7.91M |
|
58
iShares Core MSCI EAFE ETF
IEFA
$149B
| $23.6M | 0.35% |
+357,200
| New | +$23.6M |
|
59
US Bancorp
USB
$75.5B
| $23.4M | 0.34% |
436,500
-54,900
| -11% | -$2.94M |
|
60
Sysco
SYY
$38.8B
| $22.9M | 0.34% |
+376,500
| New | +$22.9M |
|
61
Salesforce
CRM
$245B
| $22.7M | 0.34% |
+222,500
| New | +$22.7M |
|
62
Becton Dickinson
BDX
$54.3B
| $21.4M | 0.32% |
+100,000
| New | +$21.4M |
|
63
Travelers Companies
TRV
$62.3B
| $21.4M | 0.32% |
+157,600
| New | +$21.4M |
|
64
PG&E
PCG
$33.7B
| $20.8M | 0.31% |
463,100
+263,800
| +132% | +$11.8M |
|
65
SPDR S&P Bank ETF
KBE
$1.6B
| $20.6M | 0.3% |
434,300
-123,400
| -22% | -$5.84M |
|
66
Ford
F
$46.2B
| $20.5M | 0.3% |
1,643,200
-1,474,700
| -47% | -$18.4M |
|
67
Micron Technology
MU
$133B
| $20.1M | 0.3% |
488,100
-869,600
| -64% | -$35.8M |
|
68
iShares MSCI India ETF
INDA
$9.29B
| $19.6M | 0.29% |
542,900
+381,400
| +236% | +$13.8M |
|
69
iShares US Transportation ETF
IYT
$607M
| $19.5M | 0.29% |
101,600
+29,900
| +42% | +$5.73M |
|
70
Direxion Daily Financial Bull 3x Shares
FAS
$2.66B
| $19.3M | 0.28% |
282,700
-412,300
| -59% | -$28.2M |
|
71
Vale
VALE
$43.6B
| $19.2M | 0.28% |
1,569,000
+174,900
| +13% | +$2.14M |
|
72
iShares MSCI Canada ETF
EWC
$3.22B
| $19M | 0.28% |
+641,100
| New | +$19M |
|
73
Vanguard Financials ETF
VFH
$12.9B
| $18.5M | 0.27% |
264,400
+70,500
| +36% | +$4.94M |
|
74
Vertex Pharmaceuticals
VRTX
$102B
| $18.3M | 0.27% |
+122,300
| New | +$18.3M |
|
|
75
Alphabet (Google) Class A
GOOGL
$2.79T
| $17.8M | 0.26% |
16,900
+9,100
| +117% | +$9.59M |
|