QIM
Quantitative Investment Management Portfolio holdings
AUM
$746M
1-Year Return
21.48%
This Quarter Return
+6.58%
1 Year Return
+21.48%
3 Year Return
+38.9%
5 Year Return
+85.72%
10 Year Return
+175.44%
AUM
$6.65B
AUM Growth
+$64.4M
(+0.98%)
Cap. Flow
-$120M
Cap. Flow
% of AUM
-1.8%
Top 10 Holdings %
Top 10 Hldgs %
21.08%
Holding
995
New
328
Increased
173
Reduced
164
Closed
330
Top Buys
| 1 |
Financial Select Sector SPDR Fund
XLF
|
$155M |
| 2 |
iShares Russell 2000 ETF
IWM
|
$152M |
| 3 |
Health Care Select Sector SPDR Fund
XLV
|
$110M |
| 4 |
Bank of America
BAC
|
$109M |
| 5 |
iShares Biotechnology ETF
IBB
|
$104M |
Top Sells
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
$383M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
$191M |
| 3 |
Invesco QQQ Trust
QQQ
|
$155M |
| 4 |
Amazon
AMZN
|
$117M |
| 5 |
iShares China Large-Cap ETF
FXI
|
$92.8M |
Sector Composition
| 1 | Financials | 19.06% |
| 2 | Technology | 11.62% |
| 3 | Healthcare | 10.14% |
| 4 | Consumer Discretionary | 8.97% |
| 5 | Industrials | 8.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
201
iShares US Home Construction ETF
ITB
$3.35B
| $8.67M | 0.13% |
255,500
-15,200
| -6% | -$516K |
|
202
First Solar
FSLR
$22B
| $8.66M | 0.13% |
+217,100
| New | +$8.66M |
|
203
Camden Property Trust
CPT
$11.9B
| $8.65M | 0.13% |
+101,100
| New | +$8.65M |
|
204
Healthpeak Properties
DOC
$12.8B
| $8.64M | 0.13% |
+270,200
| New | +$8.64M |
|
|
IMPV
205
DELISTED
Imperva, Inc.
IMPV
| $8.55M | 0.13% |
+178,600
| New | +$8.55M |
|
|
WMGI
206
DELISTED
Wright Medical Group Inc
WMGI
| $8.46M | 0.13% |
+307,900
| New | +$8.46M |
|
207
Motorola Solutions
MSI
$79.8B
| $8.34M | 0.13% |
+96,100
| New | +$8.34M |
|
|
FRC
208
DELISTED
First Republic Bank
FRC
| $8.32M | 0.13% |
+83,100
| New | +$8.32M |
|
209
Allstate
ALL
$53.1B
| $8.3M | 0.12% |
93,900
+39,400
| +72% | +$3.48M |
|
210
Starwood Property Trust
STWD
$7.56B
| $8.3M | 0.12% |
370,500
-81,500
| -18% | -$1.82M |
|
211
Roper Technologies
ROP
$55.8B
| $8.29M | 0.12% |
35,800
-92,300
| -72% | -$21.4M |
|
212
Constellation Brands
STZ
$26.2B
| $8.16M | 0.12% |
42,100
-139,000
| -77% | -$26.9M |
|
213
Thor Industries
THO
$5.94B
| $8.11M | 0.12% |
+77,600
| New | +$8.11M |
|
|
DD
214
DELISTED
Du Pont De Nemours E I
DD
| $8.1M | 0.12% |
100,400
+82,800
| +470% | +$6.68M |
|
215
Northern Trust
NTRS
$24.3B
| $8.02M | 0.12% |
+82,500
| New | +$8.02M |
|
216
Expedia Group
EXPE
$26.6B
| $7.98M | 0.12% |
53,600
-177,100
| -77% | -$26.4M |
|
217
MACOM Technology Solutions
MTSI
$9.67B
| $7.98M | 0.12% |
+143,000
| New | +$7.98M |
|
218
Live Nation Entertainment
LYV
$37.9B
| $7.96M | 0.12% |
228,400
+142,700
| +167% | +$4.97M |
|
|
SAFM
219
DELISTED
Sanderson Farms Inc
SAFM
| $7.96M | 0.12% |
68,800
+28,300
| +70% | +$3.27M |
|
220
Unum
UNM
$12.6B
| $7.89M | 0.12% |
+169,200
| New | +$7.89M |
|
|
LL
221
DELISTED
LL Flooring Holdings, Inc.
LL
| $7.8M | 0.12% |
311,400
+241,000
| +342% | +$6.04M |
|
222
Cintas
CTAS
$82.4B
| $7.79M | 0.12% |
247,200
-54,400
| -18% | -$1.71M |
|
223
Prudential Financial
PRU
$37.2B
| $7.79M | 0.12% |
72,000
+60,400
| +521% | +$6.53M |
|
224
O-I Glass
OI
$1.97B
| $7.79M | 0.12% |
325,500
+158,800
| +95% | +$3.8M |
|
225
Raymond James Financial
RJF
$33B
| $7.76M | 0.12% |
145,050
+119,250
| +462% | +$6.38M |
|