QIM
Quantitative Investment Management Portfolio holdings
AUM
$746M
This Quarter Return
+8.11%
1 Year Return
+21.48%
3 Year Return
+38.9%
5 Year Return
+85.72%
10 Year Return
+175.44%
AUM
$8.76B
AUM Growth
+$8.76B
(+32%)
Cap. Flow
+$1.74B
Cap. Flow
% of AUM
19.9%
Top 10 Holdings %
Top 10 Hldgs %
24.03%
Holding
949
New
284
Increased
181
Reduced
192
Closed
292
Top Buys
| 1 |
Financial Select Sector SPDR Fund
XLF
|
$312M |
| 2 |
iShares Russell 2000 ETF
IWM
|
$302M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
$178M |
| 4 |
Industrial Select Sector SPDR Fund
XLI
|
$165M |
| 5 |
Utilities Select Sector SPDR Fund
XLU
|
$124M |
Top Sells
| 1 |
NVIDIA
NVDA
|
$98.1M |
| 2 |
Consumers Staples Select Sector SPDR Fund
XLP
|
$96.4M |
| 3 |
Health Care Select Sector SPDR Fund
XLV
|
$90.8M |
| 4 |
FTR
Frontier Communications Corp.
FTR
|
$88.6M |
| 5 |
iShares Biotechnology ETF
IBB
|
$71.6M |
Sector Composition
| 1 | Financials | 12.42% |
| 2 | Healthcare | 8.68% |
| 3 | Technology | 8.51% |
| 4 | Industrials | 8.2% |
| 5 | Consumer Discretionary | 8.18% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
iShares Russell 2000 ETF
IWM
$67B
| $596M | 6.8% | 4,022,500 +2,039,000 | +103% | +$302M |
|
|
2
Financial Select Sector SPDR Fund
XLF
$54.1B
| $534M | 6.09% | 20,638,000 +12,048,100 | +140% | +$312M |
|
|
3
Industrial Select Sector SPDR Fund
XLI
$23.3B
| $189M | 2.15% | 2,657,200 +2,317,300 | +682% | +$165M |
|
|
4
iShares MSCI Brazil ETF
EWZ
$5.45B
| $178M | 2.03% | +4,260,200 | New | +$178M |
|
|
5
Health Care Select Sector SPDR Fund
XLV
$33.9B
| $129M | 1.47% | 1,579,700 -1,110,700 | -41% | -$90.8M |
|
|
6
Utilities Select Sector SPDR Fund
XLU
$20.9B
| $124M | 1.42% | +2,339,400 | New | +$124M |
|
7
Bank of America
BAC
$376B
| $105M | 1.2% | 4,133,500 -342,400 | -8% | -$8.68M |
|
8
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
| $93.9M | 1.07% | +1,057,800 | New | +$93.9M |
|
9
Cisco
CSCO
$274B
| $80.7M | 0.92% | +2,399,200 | New | +$80.7M |
|
10
Goldman Sachs
GS
$226B
| $76.9M | 0.88% | 324,100 +151,200 | +87% | +$35.9M |
|
11
JPMorgan Chase
JPM
$829B
| $75.7M | 0.86% | 792,900 -462,300 | -37% | -$44.2M |
|
12
Merck
MRK
$210B
| $67.9M | 0.77% | 1,060,400 +459,200 | +76% | +$29.4M |
|
13
Materials Select Sector SPDR Fund
XLB
$5.53B
| $67.3M | 0.77% | +1,185,000 | New | +$67.3M |
|
14
General Motors
GM
$55.8B
| $66.5M | 0.76% | 1,646,700 +602,500 | +58% | +$24.3M |
|
15
SPDR S&P Regional Banking ETF
KRE
$3.99B
| $64.7M | 0.74% | 1,139,800 +941,100 | +474% | +$53.4M |
|
16
WisdomTree Japan Hedged Equity Fund
DXJ
$3.7B
| $61.9M | 0.71% | 1,131,200 +858,200 | +314% | +$46.9M |
|
17
SPDR S&P MidCap 400 ETF Trust
MDY
$23.7B
| $61.4M | 0.7% | +188,100 | New | +$61.4M |
|
18
SPDR S&P Biotech ETF
XBI
$5.07B
| $59.3M | 0.68% | 684,700 -767,298 | -53% | -$66.4M |
|
19
Home Depot
HD
$405B
| $59M | 0.67% | 360,900 +240,900 | +201% | +$39.4M |
|
|
RSX
20
DELISTED
VanEck Russia ETF
RSX
| $58M | 0.66% | +2,602,900 | New | +$58M |
|
21
Intel
INTC
$107B
| $58M | 0.66% | +1,523,100 | New | +$58M |
|
22
Netflix
NFLX
$513B
| $55.9M | 0.64% | +308,400 | New | +$55.9M |
|
23
iShares MSCI EAFE ETF
EFA
$66B
| $55.7M | 0.64% | 812,800 +5,300 | +0.7% | +$363K |
|
24
Micron Technology
MU
$133B
| $53.4M | 0.61% | +1,357,700 | New | +$53.4M |
|
25
iShares US Home Construction ETF
ITB
$3.18B
| $53.2M | 0.61% | 1,454,800 +1,199,300 | +469% | +$43.8M |
|