QIM
Quantitative Investment Management Portfolio holdings
AUM
$746M
This Quarter Return
+9.23%
1 Year Return
+21.48%
3 Year Return
+38.9%
5 Year Return
+85.72%
10 Year Return
+175.44%
AUM
$6.58B
AUM Growth
+$6.58B
(+66%)
Cap. Flow
+$2.46B
Cap. Flow
% of AUM
37.41%
Top 10 Holdings %
Top 10 Hldgs %
22.66%
Holding
1,046
New
286
Increased
217
Reduced
163
Closed
379
Top Buys
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
$406M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
$191M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
$117M |
| 4 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$97.4M |
| 5 |
Health Care Select Sector SPDR Fund
XLV
|
$97.2M |
Top Sells
| 1 |
VanEck Gold Miners ETF
GDX
|
$124M |
| 2 |
VanEck Junior Gold Miners ETF
GDXJ
|
$48.9M |
| 3 |
Alibaba
BABA
|
$28.1M |
| 4 |
Allstate
ALL
|
$24.4M |
| 5 |
Energy Select Sector SPDR Fund
XLE
|
$23.6M |
Sector Composition
| 1 | Technology | 12.34% |
| 2 | Consumer Discretionary | 9.82% |
| 3 | Healthcare | 9.16% |
| 4 | Financials | 8.88% |
| 5 | Industrials | 7.5% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
iShares MSCI Emerging Markets ETF
EEM
$19B
| $406M | 6.17% | +10,318,000 | New | +$406M |
|
|
2
iShares 20+ Year Treasury Bond ETF
TLT
$47.8B
| $191M | 2.9% | +1,580,600 | New | +$191M |
|
3
Invesco QQQ Trust
QQQ
$364B
| $155M | 2.36% | 1,173,500 +700,400 | +148% | +$92.7M |
|
4
iShares Russell 2000 ETF
IWM
$67B
| $124M | 1.89% | 904,700 +646,300 | +250% | +$88.9M |
|
|
5
iShares MSCI EAFE ETF
EFA
$66B
| $117M | 1.78% | +1,886,100 | New | +$117M |
|
6
Amazon
AMZN
$2.44T
| $117M | 1.77% | 131,600 +107,100 | +437% | +$94.9M |
|
|
7
Consumers Staples Select Sector SPDR Fund
XLP
$15.8B
| $106M | 1.61% | 1,947,500 +1,785,200 | +1,100% | +$97.4M |
|
|
8
Health Care Select Sector SPDR Fund
XLV
$33.9B
| $97.2M | 1.48% | +1,306,800 | New | +$97.2M |
|
9
iShares China Large-Cap ETF
FXI
$6.65B
| $92.8M | 1.41% | +2,412,000 | New | +$92.8M |
|
10
Vanguard FTSE Emerging Markets ETF
VWO
$96.4B
| $84.1M | 1.28% | 2,116,200 +1,553,300 | +276% | +$61.7M |
|
11
iShares Core MSCI Emerging Markets ETF
IEMG
$102B
| $68.4M | 1.04% | +1,431,600 | New | +$68.4M |
|
12
SPDR Dow Jones Industrial Average ETF Trust
DIA
$39.9B
| $65.7M | 1% | 318,500 -8,100 | -2% | -$1.67M |
|
13
Johnson & Johnson
JNJ
$427B
| $56.6M | 0.86% | 454,700 +358,400 | +372% | +$44.6M |
|
14
Financial Select Sector SPDR Fund
XLF
$54.1B
| $55.1M | 0.84% | 2,324,000 -105,600 | -4% | -$2.51M |
|
15
SPDR Gold Trust
GLD
$107B
| $51M | 0.78% | +429,800 | New | +$51M |
|
16
iShares MSCI South Korea ETF
EWY
$5.13B
| $50.1M | 0.76% | +809,300 | New | +$50.1M |
|
17
Altria Group
MO
$113B
| $47.5M | 0.72% | 665,400 +381,000 | +134% | +$27.2M |
|
18
Oracle
ORCL
$635B
| $45.7M | 0.7% | +1,025,500 | New | +$45.7M |
|
19
Cisco
CSCO
$274B
| $43.8M | 0.66% | 1,294,834 +806,534 | +165% | +$27.3M |
|
20
Industrial Select Sector SPDR Fund
XLI
$23.3B
| $42.8M | 0.65% | 658,300 +53,500 | +9% | +$3.48M |
|
21
Visa
V
$683B
| $41.4M | 0.63% | +465,700 | New | +$41.4M |
|
22
Amgen
AMGN
$155B
| $38.7M | 0.59% | +235,900 | New | +$38.7M |
|
23
iShares MSCI Pacific ex Japan ETF
EPP
$1.84B
| $38.2M | 0.58% | +854,500 | New | +$38.2M |
|
24
iShares MSCI Brazil ETF
EWZ
$5.45B
| $37.9M | 0.58% | 1,011,100 -626,400 | -38% | -$23.5M |
|
25
Honeywell
HON
$139B
| $37.3M | 0.57% | 298,600 +86,100 | +41% | +$10.8M |
|