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 | |
|---|---|---|---|---|---|---|
151
Air Products & Chemicals
APD
$64.8B
| $10.6M | 0.16% |
64,800
+1,100
| +2% | +$180K |
|
152
Steel Dynamics
STLD
$19.1B
| $10.6M | 0.16% |
+246,000
| New | +$10.6M |
|
153
Eli Lilly
LLY
$661B
| $10.5M | 0.16% |
124,800
+1,200
| +1% | +$101K |
|
154
PACCAR
PCAR
$50.5B
| $10.4M | 0.15% |
146,900
-120,000
| -45% | -$8.53M |
|
155
PNC Financial Services
PNC
$80.7B
| $10.4M | 0.15% |
72,200
-112,500
| -61% | -$16.2M |
|
156
JB Hunt Transport Services
JBHT
$14.1B
| $10.2M | 0.15% |
88,400
+5,900
| +7% | +$678K |
|
|
DNKN
157
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $9.97M | 0.15% |
+154,700
| New | +$9.97M |
|
158
D.R. Horton
DHI
$51.3B
| $9.86M | 0.15% |
193,100
-395,200
| -67% | -$20.2M |
|
159
Suncor Energy
SU
$49.3B
| $9.86M | 0.15% |
268,500
-136,800
| -34% | -$5.02M |
|
|
WP
160
DELISTED
Worldpay, Inc.
WP
| $9.69M | 0.14% |
131,800
-96,000
| -42% | -$7.06M |
|
161
iShares MSCI Australia ETF
EWA
$1.51B
| $9.66M | 0.14% |
416,800
-406,000
| -49% | -$9.41M |
|
162
Parker-Hannifin
PH
$94.8B
| $9.52M | 0.14% |
47,700
-141,700
| -75% | -$28.3M |
|
|
VMW
163
DELISTED
VMware, Inc
VMW
| $9.34M | 0.14% |
74,500
-275,300
| -79% | -$34.5M |
|
164
Bank of New York Mellon
BK
$73.8B
| $9.33M | 0.14% |
173,300
-313,800
| -64% | -$16.9M |
|
165
Deutsche Bank
DB
$67B
| $9.2M | 0.14% |
+483,700
| New | +$9.2M |
|
166
Autoliv
ALV
$9.56B
| $9.12M | 0.13% |
71,800
+13,700
| +24% | +$1.74M |
|
|
WRK
167
DELISTED
WestRock Company
WRK
| $9.08M | 0.13% |
143,700
+120,800
| +528% | +$7.64M |
|
168
PTC
PTC
$25.4B
| $9.01M | 0.13% |
148,300
+95,500
| +181% | +$5.8M |
|
169
Toll Brothers
TOL
$13.6B
| $8.97M | 0.13% |
186,900
-35,100
| -16% | -$1.69M |
|
170
Visa
V
$681B
| $8.97M | 0.13% |
78,700
-290,600
| -79% | -$33.1M |
|
171
Eversource Energy
ES
$23.5B
| $8.95M | 0.13% |
141,600
-800
| -0.6% | -$50.5K |
|
|
BLUE
172
DELISTED
bluebird bio
BLUE
| $8.92M | 0.13% |
50,100
-56,200
| -53% | -$10M |
|
173
Ameriprise Financial
AMP
$47.8B
| $8.88M | 0.13% |
52,400
-61,000
| -54% | -$10.3M |
|
|
GAP
174
The Gap, Inc.
GAP
$8.38B
| $8.83M | 0.13% |
259,300
-757,100
| -74% | -$25.8M |
|
175
Affiliated Managers Group
AMG
$6.55B
| $8.78M | 0.13% |
42,800
-44,200
| -51% | -$9.07M |
|