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 | |
|---|---|---|---|---|---|---|
|
BMS
201
DELISTED
Bemis
BMS
| $986K | 0.09% |
21,300
+7,700
| +57% | +$356K |
|
202
Diamondback Energy
FANG
$43.4B
| $983K | 0.09% |
+12,800
| New | +$983K |
|
203
Ameren
AEE
$27B
| $979K | 0.09% |
+23,200
| New | +$979K |
|
204
CommScope
COMM
$3.53B
| $976K | 0.09% |
+34,200
| New | +$976K |
|
205
Cheniere Energy
LNG
$52.9B
| $975K | 0.09% |
12,600
-27,900
| -69% | -$2.16M |
|
206
Starwood Property Trust
STWD
$7.38B
| $969K | 0.09% |
+39,900
| New | +$969K |
|
207
News Corp Class A
NWSA
$16.3B
| $967K | 0.09% |
+60,400
| New | +$967K |
|
208
Cirrus Logic
CRUS
$5.81B
| $961K | 0.09% |
+28,900
| New | +$961K |
|
209
Intuitive Surgical
ISRG
$168B
| $959K | 0.09% |
1,900
-300
| -14% | -$151K |
|
|
CST
210
DELISTED
CST Brands, Inc.
CST
| $959K | 0.09% |
+21,900
| New | +$959K |
|
211
Nike
NKE
$110B
| $953K | 0.09% |
9,500
| – | – |
|
212
Essex Property Trust
ESS
$16.8B
| $942K | 0.09% |
+4,100
| New | +$942K |
|
213
Novavax
NVAX
$1.23B
| $941K | 0.09% |
113,800
+95,600
| +525% | +$791K |
|
|
ANDV
214
DELISTED
Andeavor
ANDV
| $940K | 0.09% |
+10,300
| New | +$940K |
|
215
Whirlpool
WHR
$5.06B
| $929K | 0.09% |
+4,600
| New | +$929K |
|
216
Tidewater
TDW
$2.91B
| $928K | 0.09% |
+48,500
| New | +$928K |
|
|
XL
217
DELISTED
XL Group Ltd.
XL
| $927K | 0.09% |
+25,200
| New | +$927K |
|
218
Akamai
AKAM
$11B
| $923K | 0.09% |
13,000
+3,600
| +38% | +$256K |
|
|
ONIT
219
Onity Group Inc.
ONIT
$335M
| $915K | 0.09% |
+111,000
| New | +$915K |
|
|
MWV
220
DELISTED
MEADWESTVACO CORP
MWV
| $912K | 0.09% |
+18,300
| New | +$912K |
|
221
SL Green Realty
SLG
$4.01B
| $911K | 0.09% |
7,100
+5,100
| +255% | +$654K |
|
222
Sealed Air
SEE
$4.71B
| $906K | 0.09% |
+19,900
| New | +$906K |
|
|
FSL
223
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $892K | 0.09% |
+21,900
| New | +$892K |
|
|
AMTD
224
DELISTED
TD Ameritrade Holding Corp
AMTD
| $886K | 0.09% |
23,800
+2,300
| +11% | +$85.6K |
|
225
Yum! Brands
YUM
$40.4B
| $873K | 0.08% |
+11,100
| New | +$873K |
|