QIM
Quantitative Investment Management Portfolio holdings
AUM
$746M
This Quarter Return
-9.24%
1 Year Return
+21.48%
3 Year Return
+38.9%
5 Year Return
+85.72%
10 Year Return
+175.44%
AUM
$650M
AUM Growth
+$650M
(-38%)
Cap. Flow
-$398M
Cap. Flow
% of AUM
-61.24%
Top 10 Holdings %
Top 10 Hldgs %
40.25%
Holding
368
New
104
Increased
32
Reduced
26
Closed
206
Top Buys
| 1 |
SPDR S&P 500 ETF Trust
SPY
|
$75.4M |
| 2 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$34.5M |
| 3 |
Industrial Select Sector SPDR Fund
XLI
|
$22.6M |
| 4 |
Delta Air Lines
DAL
|
$22.6M |
| 5 |
Johnson & Johnson
JNJ
|
$21.1M |
Top Sells
| 1 |
SPDR Gold Trust
GLD
|
$50.4M |
| 2 |
iShares MSCI Brazil ETF
EWZ
|
$43.7M |
| 3 |
Financial Select Sector SPDR Fund
XLF
|
$36.8M |
| 4 |
VanEck Gold Miners ETF
GDX
|
$31.2M |
| 5 |
Vanguard FTSE Emerging Markets ETF
VWO
|
$30.8M |
Sector Composition
| 1 | Industrials | 18.2% |
| 2 | Consumer Staples | 11.03% |
| 3 | Technology | 10.12% |
| 4 | Consumer Discretionary | 9.72% |
| 5 | Healthcare | 8.21% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
126
STMicroelectronics
STM
$23.2B
| $675K | 0.1% |
+15,647
| New | +$675K |
|
127
Rockwell Automation
ROK
$37.8B
| $656K | 0.1% |
+2,298
| New | +$656K |
|
128
Carlisle Companies
CSL
$16.2B
| $634K | 0.1% |
+2,446
| New | +$634K |
|
129
MSCI
MSCI
$42.8B
| $627K | 0.1% |
+1,223
| New | +$627K |
|
130
Advanced Drainage Systems
WMS
$11B
| $623K | 0.1% |
+5,480
| New | +$623K |
|
131
SPDR S&P Regional Banking ETF
KRE
$3.94B
| $596K | 0.09% |
14,292
-403,324
| -97% | -$16.8M |
|
132
Micron Technology
MU
$131B
| $588K | 0.09% |
8,647
-88,116
| -91% | -$5.99M |
|
133
Iron Mountain
IRM
$26.4B
| $571K | 0.09% |
+9,620
| New | +$571K |
|
134
Williams Companies
WMB
$69.7B
| $569K | 0.09% |
16,916
+5,770
| +52% | +$194K |
|
135
NXP Semiconductors
NXPI
$57.5B
| $516K | 0.08% |
2,586
-5,472
| -68% | -$1.09M |
|
136
SPDR S&P Bank ETF
KBE
$1.59B
| $484K | 0.07% |
13,156
-65,175
| -83% | -$2.4M |
|
137
Trex
TREX
$6.46B
| $456K | 0.07% |
+7,407
| New | +$456K |
|
138
Deckers Outdoor
DECK
$18.2B
| $453K | 0.07% |
+882
| New | +$453K |
|
139
Ameriprise Financial
AMP
$48B
| $425K | 0.07% |
+1,291
| New | +$425K |
|
140
Equifax
EFX
$29.3B
| $423K | 0.07% |
+2,310
| New | +$423K |
|
141
Sociedad Química y Minera de Chile
SQM
$12.4B
| $423K | 0.07% |
+7,096
| New | +$423K |
|
142
Allstate
ALL
$53.3B
| $377K | 0.06% |
3,391
-21,847
| -87% | -$2.43M |
|
143
Cognizant
CTSH
$35.1B
| $360K | 0.06% |
5,315
-32,202
| -86% | -$2.18M |
|
144
PPG Industries
PPG
$24.6B
| $359K | 0.06% |
+2,772
| New | +$359K |
|
145
Wabtec
WAB
$32.7B
| $357K | 0.05% |
3,364
+499
| +17% | +$53K |
|
|
FLG
146
Flagstar Financial, Inc.
FLG
$5.29B
| $351K | 0.05% |
+30,986
| New | +$351K |
|
147
United Rentals
URI
$61.3B
| $343K | 0.05% |
+772
| New | +$343K |
|
148
Celanese
CE
$4.97B
| $340K | 0.05% |
+2,713
| New | +$340K |
|
149
Capital One
COF
$142B
| $333K | 0.05% |
3,435
-33,116
| -91% | -$3.21M |
|
150
LyondellBasell Industries
LYB
$17.8B
| $324K | 0.05% |
3,423
-4,548
| -57% | -$430K |
|