QIM
Quantitative Investment Management Portfolio holdings
AUM
$746M
This Quarter Return
+5.91%
1 Year Return
+21.48%
3 Year Return
+38.9%
5 Year Return
+85.72%
10 Year Return
+175.44%
AUM
$1.04B
AUM Growth
+$1.04B
(+61%)
Cap. Flow
+$384M
Cap. Flow
% of AUM
36.9%
Top 10 Holdings %
Top 10 Hldgs %
30.94%
Holding
842
New
377
Increased
129
Reduced
93
Closed
242
Top Buys
| 1 |
Apple
AAPL
|
$51.8M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
$42.2M |
| 3 |
iShares US Real Estate ETF
IYR
|
$31.6M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
$31.2M |
| 5 |
iShares MSCI Japan ETF
EWJ
|
$27.7M |
Top Sells
| 1 |
Financial Select Sector SPDR Fund
XLF
|
$18.7M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
$16.5M |
| 3 |
Bank of America
BAC
|
$12.7M |
| 4 |
Oracle
ORCL
|
$10.8M |
| 5 |
Alibaba
BABA
|
$8.41M |
Sector Composition
| 1 | Technology | 10.89% |
| 2 | Consumer Discretionary | 10.11% |
| 3 | Healthcare | 10.05% |
| 4 | Financials | 8.88% |
| 5 | Communication Services | 6.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
WNR
176
DELISTED
Western Refining Inc
WNR
| $1.15M | 0.11% |
+23,200
| New | +$1.15M |
|
177
Humana
HUM
$37.3B
| $1.14M | 0.11% |
6,400
-100
| -2% | -$17.8K |
|
178
Zimmer Biomet
ZBH
$20.8B
| $1.14M | 0.11% |
9,700
+1,100
| +13% | +$129K |
|
179
Valero Energy
VLO
$47.9B
| $1.14M | 0.11% |
17,900
+10,400
| +139% | +$661K |
|
|
FRC
180
DELISTED
First Republic Bank
FRC
| $1.13M | 0.11% |
19,800
+15,700
| +383% | +$896K |
|
|
BLUE
181
DELISTED
bluebird bio
BLUE
| $1.12M | 0.11% |
+9,300
| New | +$1.12M |
|
182
Kimberly-Clark
KMB
$42.7B
| $1.11M | 0.11% |
+10,400
| New | +$1.11M |
|
183
NiSource
NI
$19.8B
| $1.11M | 0.11% |
25,200
+4,200
| +20% | +$185K |
|
184
Constellation Brands
STZ
$26.7B
| $1.1M | 0.11% |
9,500
-6,200
| -39% | -$720K |
|
|
DNKN
185
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.09M | 0.11% |
+23,000
| New | +$1.09M |
|
|
SUNE
186
DELISTED
SUNEDISON, INC COM
SUNE
| $1.09M | 0.1% |
+45,500
| New | +$1.09M |
|
187
Petrobras
PBR
$80B
| $1.08M | 0.1% |
+180,500
| New | +$1.08M |
|
188
PPG Industries
PPG
$24.7B
| $1.08M | 0.1% |
+4,800
| New | +$1.08M |
|
189
Signet Jewelers
SIG
$3.72B
| $1.07M | 0.1% |
+7,700
| New | +$1.07M |
|
190
Boston Properties
BXP
$11.5B
| $1.07M | 0.1% |
+7,600
| New | +$1.07M |
|
191
Biogen
BIIB
$20.5B
| $1.06M | 0.1% |
2,500
-17,200
| -87% | -$7.26M |
|
|
RCPT
192
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
| $1.06M | 0.1% |
+6,400
| New | +$1.06M |
|
|
ARMH
193
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $1.04M | 0.1% |
+21,100
| New | +$1.04M |
|
194
Illinois Tool Works
ITW
$76.4B
| $1.03M | 0.1% |
+10,600
| New | +$1.03M |
|
195
Intercontinental Exchange
ICE
$100B
| $1.03M | 0.1% |
4,400
+2,000
| +83% | +$466K |
|
|
LO
196
DELISTED
LORILLARD INC COM STK
LO
| $1.01M | 0.1% |
+15,500
| New | +$1.01M |
|
197
Crown Castle
CCI
$42.7B
| $1.01M | 0.1% |
+12,200
| New | +$1.01M |
|
|
ETFC
198
DELISTED
E*Trade Financial Corporation
ETFC
| $988K | 0.09% |
34,600
+5,200
| +18% | +$148K |
|
199
Hartford Financial Services
HIG
$37.1B
| $986K | 0.09% |
23,600
+3,600
| +18% | +$150K |
|
200
Macerich
MAC
$4.58B
| $986K | 0.09% |
+11,700
| New | +$986K |
|