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 | |
|---|---|---|---|---|---|---|
|
ABB
126
DELISTED
ABB Ltd.
ABB
| $12.7M | 0.19% |
543,200
+315,500
| +139% | +$7.38M |
|
127
Las Vegas Sands
LVS
$39.6B
| $12.7M | 0.19% |
221,900
+184,100
| +487% | +$10.5M |
|
|
AMTD
128
DELISTED
TD Ameritrade Holding Corp
AMTD
| $12.7M | 0.19% |
+325,600
| New | +$12.7M |
|
129
Equifax
EFX
$30.3B
| $12.5M | 0.19% |
91,600
+84,000
| +1,105% | +$11.5M |
|
130
Dycom Industries
DY
$7.31B
| $12.3M | 0.19% |
+132,300
| New | +$12.3M |
|
131
Sempra
SRE
$53.9B
| $12.2M | 0.19% |
+110,300
| New | +$12.2M |
|
132
MarketAxess Holdings
MKTX
$6.87B
| $12.2M | 0.19% |
65,000
+27,400
| +73% | +$5.14M |
|
133
Pultegroup
PHM
$26B
| $12.2M | 0.18% |
+516,700
| New | +$12.2M |
|
134
Annaly Capital Management
NLY
$13.6B
| $12.1M | 0.18% |
1,089,700
+633,900
| +139% | +$7.04M |
|
135
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$2.34B
| $12.1M | 0.18% |
481,500
+398,100
| +477% | +$10M |
|
|
ANSS
136
DELISTED
Ansys
ANSS
| $12.1M | 0.18% |
+112,800
| New | +$12.1M |
|
137
Direxion Daily Financial Bull 3x Shares
FAS
$2.74B
| $12M | 0.18% |
270,500
+151,800
| +128% | +$6.74M |
|
|
BEAV
138
DELISTED
B/E Aerospace Inc
BEAV
| $11.9M | 0.18% |
186,200
+113,100
| +155% | +$7.25M |
|
139
American International
AIG
$45.1B
| $11.9M | 0.18% |
+191,200
| New | +$11.9M |
|
140
Equinix
EQIX
$76.9B
| $11.9M | 0.18% |
29,800
+12,600
| +73% | +$5.04M |
|
141
DTE Energy
DTE
$28.4B
| $11.9M | 0.18% |
116,400
+14,200
| +14% | +$1.45M |
|
142
Alliant Energy
LNT
$16.7B
| $11.8M | 0.18% |
+299,000
| New | +$11.8M |
|
143
Pinnacle West Capital
PNW
$10.7B
| $11.7M | 0.18% |
+140,900
| New | +$11.7M |
|
144
Howmet Aerospace
HWM
$70.2B
| $11.6M | 0.18% |
441,800
+78,700
| +22% | +$2.07M |
|
145
Moody's
MCO
$91.4B
| $11.6M | 0.18% |
+103,300
| New | +$11.6M |
|
146
J.M. Smucker
SJM
$11.8B
| $11.6M | 0.18% |
88,200
+46,900
| +114% | +$6.15M |
|
147
HCA Healthcare
HCA
$94.5B
| $11.5M | 0.18% |
+129,700
| New | +$11.5M |
|
148
D.R. Horton
DHI
$50.5B
| $11.5M | 0.17% |
+343,900
| New | +$11.5M |
|
|
WP
149
DELISTED
Worldpay, Inc.
WP
| $11.3M | 0.17% |
176,200
+31,300
| +22% | +$2.01M |
|
150
Ametek
AME
$42.7B
| $11.3M | 0.17% |
+208,800
| New | +$11.3M |
|