QIM

Quantitative Investment Management Portfolio holdings

AUM $746M
This Quarter Return
+9.41%
1 Year Return
+21.48%
3 Year Return
+38.9%
5 Year Return
+85.72%
10 Year Return
+175.44%
AUM
$4.84B
AUM Growth
+$4.84B
Cap. Flow
-$1.1B
Cap. Flow %
-22.73%
Top 10 Hldgs %
28.8%
Holding
1,028
New
313
Increased
147
Reduced
241
Closed
326

Top Buys

1
IWM icon
iShares Russell 2000 ETF
IWM
$340M
2
XLE icon
Energy Select Sector SPDR Fund
XLE
$221M
3
XLU icon
Utilities Select Sector SPDR Fund
XLU
$181M
4
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$103M
5
XOP icon
SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$98.6M

Top Sells

1
XLI icon
Industrial Select Sector SPDR Fund
XLI
$210M
2
NFLX icon
Netflix
NFLX
$171M
3
MU icon
Micron Technology
MU
$140M
4
DIA icon
SPDR Dow Jones Industrial Average ETF Trust
DIA
$105M
5
EFA icon
iShares MSCI EAFE ETF
EFA
$101M

Sector Composition

1 Consumer Discretionary 12.3%
2 Technology 8.92%
3 Healthcare 8.5%
4 Communication Services 7.44%
5 Energy 7.03%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
ADI icon
51
Analog Devices
ADI
$120B
$18M 0.37%
188,100
+116,200
+162% +$11.1M
VLO icon
52
Valero Energy
VLO
$48.3B
$18M 0.37%
+162,400
New +$18M
PSX icon
53
Phillips 66
PSX
$52.8B
$17M 0.35%
+151,600
New +$17M
ALGN icon
54
Align Technology
ALGN
$9.59B
$16.5M 0.34%
+48,100
New +$16.5M
STZ icon
55
Constellation Brands
STZ
$25.8B
$16.4M 0.34%
74,900
+30,700
+69% +$6.72M
PFE icon
56
Pfizer
PFE
$141B
$16.3M 0.34%
473,562
+148,930
+46% +$5.13M
NEE icon
57
NextEra Energy, Inc.
NEE
$148B
$16.2M 0.34%
388,800
-119,600
-24% -$4.99M
LMT icon
58
Lockheed Martin
LMT
$105B
$16.2M 0.34%
54,900
+33,700
+159% +$9.96M
ROST icon
59
Ross Stores
ROST
$49.3B
$16.2M 0.33%
191,200
-4,800
-2% -$407K
MCHP icon
60
Microchip Technology
MCHP
$34.2B
$16M 0.33%
351,000
+77,400
+28% +$3.52M
DIS icon
61
Walt Disney
DIS
$211B
$15.8M 0.33%
+150,900
New +$15.8M
EOG icon
62
EOG Resources
EOG
$65.8B
$15.5M 0.32%
124,500
+49,500
+66% +$6.16M
FE icon
63
FirstEnergy
FE
$25.1B
$15.2M 0.31%
424,300
+191,400
+82% +$6.87M
ACN icon
64
Accenture
ACN
$158B
$15.1M 0.31%
+92,500
New +$15.1M
LLY icon
65
Eli Lilly
LLY
$661B
$15M 0.31%
+176,300
New +$15M
EXC icon
66
Exelon
EXC
$43.8B
$14.8M 0.31%
+486,915
New +$14.8M
COST icon
67
Costco
COST
$421B
$14.6M 0.3%
70,100
-63,000
-47% -$13.2M
HPQ icon
68
HP
HPQ
$26.8B
$14.6M 0.3%
643,100
+139,500
+28% +$3.17M
TXN icon
69
Texas Instruments
TXN
$178B
$14.4M 0.3%
130,700
+67,000
+105% +$7.39M
CBOE icon
70
Cboe Global Markets
CBOE
$24.6B
$14.3M 0.3%
+137,400
New +$14.3M
PXD
71
DELISTED
Pioneer Natural Resource Co.
PXD
$14.3M 0.29%
75,400
+29,500
+64% +$5.58M
OIH icon
72
VanEck Oil Services ETF
OIH
$862M
$14M 0.29%
+26,675
New +$14M
AVGO icon
73
Broadcom
AVGO
$1.42T
$13.9M 0.29%
+574,000
New +$13.9M
ERX icon
74
Direxion Daily Energy Bull 2X Shares
ERX
$224M
$13.9M 0.29%
36,430
+24,530
+206% +$9.36M
GOOG icon
75
Alphabet (Google) Class C
GOOG
$2.79T
$13.5M 0.28%
+242,000
New +$13.5M
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