QQQ holdings

Computed by this site from the fund's SEC Form N-PORT filing; what the measure does not tell you · every fund in one table · hold it with other funds? X-ray the mix. Pricing: 99.65% at a quoted market price (level 1), 6 issuer countries.

QQQ's largest investment is Nvidia Corp at 7.6% of net assets. Apple Inc and Micron Technology Inc follow; the three together are 19.9%. Ten companies are 45.03% of the fund; the other 93 share the rest. Among the 721 equity funds measured here, QQQ behaves like 34.1 holdings against a median of 42.4 — close to the median. Between the 2026-03-31 and 2026-06-30 filings 11 positions were added and 9 dropped; 17.6% of the weight moved.

Each sentence is read from the fund's own SEC filing; the class median is computed across the comparable equity funds on this site. Nothing here is a view on the fund.

Measured against every other fund on this site, from the same filings. Combined effective holdings is how the pair behaves held in equal size.

The 15 largest of 103 positions in QQQ's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Every position, every quarter: QQQ.csv.gz.

Share of QQQ's own investments by the issuer country the filer reported (incorporation, not revenue). Each country links to every fund that holds it.

Monthly total returns from Item B.5 of QQQ's own filings, 9 months on record. Not computed here and not from a price feed.

Cross-checked against a series computed separately from prices: median difference — percentage points over 9 months, which is roughly the distributions. Every month with the filing it came from: QQQ.json · all funds.

The fund lends its holdings, and Item B.4.a of the filing names every firm holding them. At 2026-06-30, $1.6bn was out to 16 borrowers, 0.33% of net assets. The largest, BofA Securities, Inc., held 28.6% of it.

Cash collateral reported against the loan: 0.35% of net assets, 106.2% of the amount lent. That is a floor on the collateral, not the whole of it — collateral the fund does not hold as a position is not in this filing, so a figure under 100% is not evidence of under-collateralisation. How that figure behaves across all funds. Every quarter QQQ has filed, with each borrower: QQQ.json · all funds.

101 positions became 103: 11 added (3.9% of the fund at the later date), 9 dropped (2.0% at the earlier date). Half the sum of all weight changes, a turnover proxy: 17.6%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of QQQ compared this way, as a feed: changes.xml · all funds: filings received.

New: Sandisk Corp. (1.46%), Astera Labs, Inc. (0.36%), Teradyne, Inc. (0.33%), Honeywell International Inc. (0.31%), Honeywell Aerospace Inc. (0.30%), Lumentum Holdings Inc. (0.29%). Gone: Honeywell International Inc. (0.81%), Thomson Reuters Corp. (0.23%), Insmed Inc. (0.20%), Cognizant Technology Solutions Corp. (0.17%), Charter Communications, Inc. (0.15%), Verisk Analytics, Inc. (0.15%).

99.65% equity, 0.35% short-term investment as filed; 99.7% carried at a quoted market price (fair-value level 1). Categories and levels are the filer's; what a low level-1 share does and does not mean is in the measure's page.

A position count cannot describe a fund that uses derivatives, because a swap is filed at its unrealised gain, not its exposure. These are the notionals the fund itself reported, against net assets of $490.10B. Notional of an interest-rate or currency swap is not equity exposure.

Full detail for every fund that files derivatives: leverage.json (CC BY 4.0).

Every measured equity fund lined up by how many holdings it behaves like; these sit either side of QQQ (34.1). Same filings, same arithmetic. Position in this list says nothing about which fund is better.

• 024 Expense ratio
• 022 Maximum drawdown
• 014 Duration
• 012 Total return
• 011 Standard deviation
• 011 Beta
• 010 Factor exposure
• 009 Variance drag

The same filings read aloud in under a minute. Links open YouTube; nothing from it loads on this page.

• ITOT vs QQQ: owning both is less diversified than ITOT alone (48% overlap) 2026-10-10
• QQQ vs VTV: owning both is less diversified than VTV alone (20% overlap) 2026-09-29
• QQQ vs VTI: owning both is less diversified than VTI alone (48% overlap) 2026-09-27
• IVV vs QQQ: owning both is less diversified than IVV alone (54% overlap) 2026-09-26
• QQQ vs VOO: owning both is less diversified than VOO alone (54% overlap) 2026-09-23
• Is QQQ + XLK more diversified than QQQ alone? No — 57% overlap 2026-09-22
• QQQ + VUG: owning both makes you less diversified 2026-09-14

• SCHD Holdings: 99 Stocks, the Top 10 at 44%, and What It Actually Adds to a VOO Portfolio

  What the Schwab U.S. Dividend Equity ETF held on 31 May 2026 from its SEC Form N-PORT filing: all 99 stocks with weights, Qualcomm 6.7%, Texas Instruments 5.9%, UnitedHealth 5.1%; the top ten are 43.6% and the fund behaves like 32 equal holdings. Then the question people are really asking — 92% of SCHD's money sits in companies VOO already owns, so what does holding both change? The overlap arithmetic answers it.

  18 Sept 2026 6 min ETF Analysis

• QQQ Holdings: All 105 Positions, the Top 10 at 45%, and Why It Behaves Like 34 Stocks

  What the Invesco QQQ Trust actually held on 30 June 2026, from its SEC Form N-PORT filing: 102 stocks plus three cash and futures lines, the fifty largest with weights, and the arithmetic that turns "105 holdings" into an effective count of 34. Nvidia 7.6%, Apple 6.7%, Micron 5.6%; the top ten are 45.0% and the top fifty 87.5%. Overlap with VOO, VGT, XLK and QQQM, and how the concentration has moved since 2020.

  17 Sept 2026 5 min ETF Analysis

• How Long Will Your Money Last? The 4% Rule Tested on 25 Years of Real Fund Returns

  A retirement withdrawal test that uses the actual monthly returns of VTI, QQQ, IWM, AGG and TLT since 1999-2003 — including 2000-02 and 2008 — instead of an assumed return distribution. Eight portfolios, four withdrawal rates, 2,000 resampled 30-year paths each. The 4% rule survives almost everywhere in nominal terms; the interesting numbers are at 5%, 6% and 7%, and in what a bad decade does to a bond-only or Nasdaq-only retiree.

  16 Sept 2026 5 min Investment Framework

• Berkshire Hathaway Holdings, Q2 2026: 29 Stocks That Behave Like 8.6

  The document behind every search for "Warren Buffett's portfolio" is Berkshire Hathaway's Form 13F. The one for 30 June 2026, filed 14 August, lists 29 US-listed positions worth $299.3 billion. Weighted by value they behave like 8.6 equal holdings; the top ten are 88.5%. What changed against the March filing, share by share, and what a 13F cannot tell you.

  15 Sept 2026 5 min ETF Analysis

• How Concentrated Is Your Index, Really? Measuring the Effective Number of Holdings

  A fund's holding count is a headline number; the effective number of holdings — the count an equal-weighted portfolio would need to match the same...

  28 Aug 2026 9 min ETF Analysis

• ARKK vs QQQ: Disruptive Innovation vs the Nasdaq-100 — What a Full Cycle Revealed

  Over the trailing five years QQQ compounded at 15.6% annually while ARKK compounded at −8.1% — the two funds did not just diverge in degree, they diverged...

  03 Aug 2026 10 min ETF Analysis

• The Hidden Chip Bet in Your Index Fund: How Much Semiconductor Exposure QQQ, VOO, and VTI Really Carry

  Cap-weighting quietly routes the same handful of mega-cap AI and semiconductor names into QQQ, VOO, and VTI — so "broad" and "concentrated" have become a...

  23 Jul 2026 10 min Long-Term Strategy

• How Much ETF Overlap Is Too Much? Measuring Redundancy in a Long-Term Core

  Holding VOO, QQQ, and VGT together does not add diversification — it stacks three different wrappers around the same mega-cap names, so the second and third...

  07 Jul 2026 9 min Investment Framework

• SCHG vs VUG: Large-Cap Growth Twins — Where the Index Construction Diverges

  On the realized record, SCHG and VUG are statistically indistinguishable: a 1 basis-point fee gap, near-identical five-year volatility, and drawdowns within...

  17 Jun 2026 9 min ETF Analysis

• VGT vs QQQ: Tech Sector vs Nasdaq-100 — How Different Are They Really?

  VGT is a pure GICS Information Technology sector fund; QQQ is the Nasdaq-100, a multi-sector index that excludes some of the names most people assume are...

  11 Jun 2026 9 min ETF Analysis

• QQQ vs QQQM: Same Index, Different Wrapper — When the Cheaper Twin Actually Wins

  QQQ and QQQM track the identical index (the Nasdaq-100), so their return difference over five years is a rounding error — 17.2% vs 17.3% CAGR. The real...

  10 Jun 2026 9 min ETF Analysis

• Why I Track Drawdown Recovery Time, Not Just Max Drawdown

  Maximum drawdown tells you how deep the hole was; recovery time tells you how long you spent in it. They are not interchangeable. Recovery math is convex: a...

  04 Jun 2026 9 min Investment Framework

• IGV vs WCLD vs QQQ: Breaking Down the 'Tech Beta' Stack

  IGV, WCLD, and QQQ are sold as "tech ETFs" but they are not interchangeable. QQQ is a diversified large-cap growth index, IGV is a concentrated software...

  03 Jun 2026 13 min ETF Analysis

• The Honest Math of Daily-Reset Leverage: What QLD, SSO, and TQQQ Actually Cost in a 4% Rate Regime

  A 2x daily-reset ETF such as QLD does not deliver 2x the annual return of the Nasdaq-100. It delivers roughly 2x of each daily return, compounded — a...

  04 Apr 2026 11 min ETF Analysis

• The Final-Decade Asymmetry: How Long-Horizon ETF Compounding Actually Distributes

  The arithmetic of a 30-year, $500/month plan at a 9% nominal CAGR has roughly 80% of the terminal balance coming from compounded returns, not from...

  31 Mar 2026 9 min Long-Term Strategy

• Why Capital Preservation Is the Secret to Winning with Leveraged Assets

  The case for capital preservation in a leveraged portfolio is not a temperament argument — it is an arithmetic one. Drawdown recovery is non-linear: a 50%...

  29 Mar 2026 9 min Long-Term Strategy

• What Rising Interest Rates Mean for Leveraged ETF Borrowing Costs

  Leveraged ETFs do not borrow on margin. They obtain exposure through total return swaps whose financing leg is reset daily at short-term rates (Fed Funds or...

  28 Mar 2026 12 min Macro & Markets

• TQQQ Analysis: Is a 3x Nasdaq-100 Strategy Viable for a 30-Year Horizon?

  TQQQ's 10-year 44.9% CAGR was earned in a specific regime — near-zero financing costs, persistent Nasdaq-100 leadership, manageable realized volatility. The...

  27 Mar 2026 12 min ETF Analysis

• Leveraged ETFs vs Index ETFs: What Daily Reset Actually Costs a Long-Term Holder

  Leveraged ETFs are engineered to deliver a multiple of the index's daily return, then reset every evening. Their multi-year payoff is path-dependent, not...

  27 Mar 2026 10 min ETF Analysis

• The Math of Leveraged ETF Decay: Myth vs. Reality in Trending Markets

  Daily-reset leverage produces a return that, over any non-trivial horizon, is not L times the index — it is L times the daily return, compounded, then taxed...

  25 Mar 2026 9 min Long-Term Strategy

• Leveraged ETF Satellites in a Long-Term Core: The Drawdown Math Most Plans Skip

  Over the last five years, TQQQ (3x QQQ) realized a 27.0% CAGR — roughly 1.5x QQQM's 17.6%, not 3x — while drawing down 81.7% peak-to-trough. QLD (2x QQQ)...

  25 Mar 2026 8 min Long-Term Strategy

• The Honest Math of Leveraged ETFs: What Long-Horizon Investors Need to Understand Before Holding 2x or 3x

  Over the trailing five years, TQQQ compounded at 27.0% while QQQ compounded at 17.6%. A 3x daily-reset product captured roughly 1.5x of the underlying — not...

  24 Mar 2026 11 min ETF Analysis

• QLD vs SSO: What 2x Leveraged ETFs Actually Cost a Long-Term Holder

  Over the last five years QLD compounded at 24.9% versus QQQ's 17.6% — meaningful, but well short of the naive "2x" expectation of roughly 35% once...

  24 Mar 2026 9 min ETF Analysis

• TQQQ vs QQQM: What Live Returns Reveal About 3x Leverage Over a Full Cycle

  Over the trailing five years, TQQQ realized only ~1.53× the CAGR of QQQM (27.0% vs 17.6%), not 3×. Daily resets, financing costs, and the 2022 drawdown...

  23 Mar 2026 10 min ETF Analysis

• VOO vs QQQM vs TQQQ: What 5-Year Volatility and Drawdown Tell Us About Leverage in a Long-Term Core

  Over the trailing five years, TQQQ delivered ~27.0% annualized but with 66.6% realized volatility and an 81.7% peak-to-trough drawdown — a hole that...

  23 Mar 2026 9 min ETF Analysis

• The Honest Math of Leveraged ETFs: A 5-Year Data Read on TQQQ, SSO, and UPRO

  Over the trailing five years, TQQQ delivered roughly 1.5x the realized CAGR of QQQM — not 3x — while taking on roughly 3x the drawdown and 3x the...

  22 Mar 2026 9 min Investment Framework

• The Yield-vs-Growth Question in 2026: Reading SCHD Against VOO, QQQM, AVUV, and ROE

  With the 10-year Treasury at 4.5% and CPI still running near 3.9% YoY, the opportunity cost of holding a US dividend tilt is no longer zero — but the...

  13 Mar 2026 10 min Macro & Markets

• If the Nasdaq 100 Corrects 20%, Will Long-Term Investors Lose Money? (10+ Year Analysis)

  A 20% Nasdaq-100 drawdown is the index's textbook resting state, not its tail event — the real long-term risk lives in the 50% and 80% drawdowns sitting in...

  28 Feb 2026 9 min Macro & Markets