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 | |
|---|---|---|---|---|---|---|
76
Humana
HUM
$37.5B
| $18.9M | 0.28% |
+78,500
| New | +$18.9M |
|
77
State Street
STT
$32.1B
| $18.9M | 0.28% |
+210,400
| New | +$18.9M |
|
78
International Paper
IP
$25.4B
| $18.8M | 0.28% |
+332,600
| New | +$18.8M |
|
79
Home Depot
HD
$406B
| $18.4M | 0.28% |
120,000
-79,400
| -40% | -$12.2M |
|
|
TIF
80
DELISTED
Tiffany & Co.
TIF
| $18.3M | 0.27% |
+194,500
| New | +$18.3M |
|
81
Franklin Resources
BEN
$13.3B
| $17.7M | 0.27% |
+394,400
| New | +$17.7M |
|
82
iShares US Financials ETF
IYF
$4.03B
| $17.6M | 0.27% |
164,100
+158,900
| +3,056% | +$17.1M |
|
83
AB InBev
BUD
$116B
| $17.6M | 0.26% |
+159,500
| New | +$17.6M |
|
84
Thermo Fisher Scientific
TMO
$183B
| $17.6M | 0.26% |
100,600
+58,200
| +137% | +$10.2M |
|
85
Vanguard Real Estate ETF
VNQ
$34.1B
| $17.3M | 0.26% |
+207,300
| New | +$17.3M |
|
86
Vanguard Financials ETF
VFH
$12.9B
| $17.2M | 0.26% |
+274,400
| New | +$17.2M |
|
87
Ashland
ASH
$2.48B
| $17.1M | 0.26% |
259,800
+133,400
| +106% | +$94.8K |
|
|
AET
88
DELISTED
Aetna Inc
AET
| $17M | 0.26% |
+112,200
| New | +$17M |
|
89
Stanley Black & Decker
SWK
$11.3B
| $16.8M | 0.25% |
119,400
+13,200
| +12% | +$1.86M |
|
90
iShares MSCI Pacific ex Japan ETF
EPP
$1.81B
| $16.6M | 0.25% |
374,300
-480,200
| -56% | -$21.4M |
|
91
TransDigm Group
TDG
$72B
| $16.3M | 0.25% |
+60,700
| New | +$16.3M |
|
92
Invesco
IVZ
$9.68B
| $16.2M | 0.24% |
+459,800
| New | +$16.2M |
|
93
Equity Residential
EQR
$24.7B
| $15.9M | 0.24% |
+241,000
| New | +$15.9M |
|
94
Coca-Cola
KO
$297B
| $15.8M | 0.24% |
351,400
-262,200
| -43% | -$11.8M |
|
95
Phillips 66
PSX
$52.8B
| $15.7M | 0.24% |
+190,000
| New | +$15.7M |
|
96
iShares MSCI Hong Kong ETF
EWH
$710M
| $15.6M | 0.24% |
667,600
+352,100
| +112% | +$8.25M |
|
97
Amdocs
DOX
$9.31B
| $15.5M | 0.23% |
240,700
+160,600
| +200% | +$10.4M |
|
98
Marvell Technology
MRVL
$53.7B
| $15.4M | 0.23% |
+929,800
| New | +$15.4M |
|
99
SPDR S&P Homebuilders ETF
XHB
$1.91B
| $15.2M | 0.23% |
395,500
+294,900
| +293% | +$11.4M |
|
100
Revvity
RVTY
$9.68B
| $15.2M | 0.23% |
222,500
+57,200
| +35% | +$3.9M |
|