QIM

Quantitative Investment Management Portfolio holdings

AUM $746M
1-Year Return 21.48%
This Quarter Return
+9.41%
1 Year Return
+21.48%
3 Year Return
+38.9%
5 Year Return
+85.72%
10 Year Return
+175.44%
AUM
$4.84B
AUM Growth
-$923M
Cap. Flow
-$1.1B
Cap. Flow %
-22.7%
Top 10 Hldgs %
28.8%
Holding
1,028
New
313
Increased
147
Reduced
241
Closed
326

Top Buys

1
IWM icon
iShares Russell 2000 ETF
IWM
$340M
2
XLE icon
Energy Select Sector SPDR Fund
XLE
$221M
3
XLU icon
Utilities Select Sector SPDR Fund
XLU
$181M
4
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$103M
5
XOP icon
SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$98.6M

Top Sells

1
XLI icon
Industrial Select Sector SPDR Fund
XLI
$210M
2
NFLX icon
Netflix
NFLX
$171M
3
MU icon
Micron Technology
MU
$140M
4
DIA icon
SPDR Dow Jones Industrial Average ETF Trust
DIA
$105M
5
EFA icon
iShares MSCI EAFE ETF
EFA
$101M

Sector Composition

1 Consumer Discretionary 12.3%
2 Technology 8.92%
3 Healthcare 8.5%
4 Communication Services 7.44%
5 Energy 7.03%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
INFI
701
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$49K ﹤0.01%
25,900
-2,700
-9% -$5.11K
ADXS
702
DELISTED
Advaxis, Inc.
ADXS
$38K ﹤0.01%
+1,780
New +$38K
THC icon
703
Tenet Healthcare
THC
$17.3B
– –
-52,400
Closed -$1.27M
TIMB icon
704
TIM SA
TIMB
$10.3B
– –
-48,200
Closed -$1.04M
TLPH icon
705
Talphera
TLPH
$11.3M
– –
-2,015
Closed -$84K
TMO icon
706
Thermo Fisher Scientific
TMO
$186B
– –
-42,900
Closed -$8.86M
TPH icon
707
Tri Pointe Homes
TPH
$3.25B
– –
-20,000
Closed -$328K
TSN icon
708
Tyson Foods
TSN
$20B
– –
-161,200
Closed -$11.8M
TWI icon
709
Titan International
TWI
$562M
– –
-11,900
Closed -$150K
UAA icon
710
Under Armour
UAA
$2.2B
– –
-61,900
Closed -$1.01M
UHS icon
711
Universal Health Services
UHS
$12.1B
– –
-32,900
Closed -$3.9M
UNFI icon
712
United Natural Foods
UNFI
$1.75B
– –
-8,500
Closed -$364K
VEA icon
713
Vanguard FTSE Developed Markets ETF
VEA
$171B
– –
-1,723,500
Closed -$76.3M
VEU icon
714
Vanguard FTSE All-World ex-US ETF
VEU
$48.8B
– –
-181,400
Closed -$9.86M
VGK icon
715
Vanguard FTSE Europe ETF
VGK
$26.9B
– –
-859,500
Closed -$50M
VIV icon
716
Telefônica Brasil
VIV
$20.1B
– –
-144,200
Closed -$2.21M
X
717
DELISTED
US Steel
X
– –
-596,200
Closed -$21M
XHB icon
718
SPDR S&P Homebuilders ETF
XHB
$2.01B
– –
-671,800
Closed -$27.4M
XLB icon
719
Materials Select Sector SPDR Fund
XLB
$5.52B
– –
-744,600
Closed -$42.4M
XLI icon
720
Industrial Select Sector SPDR Fund
XLI
$23.1B
– –
-2,820,800
Closed -$210M
YELP icon
721
Yelp
YELP
$2.02B
– –
-108,200
Closed -$4.52M
YPF icon
722
YPF
YPF
$12.1B
– –
-117,500
Closed -$2.54M
ZBH icon
723
Zimmer Biomet
ZBH
$20.9B
– –
-59,534
Closed -$6.3M
ZBRA icon
724
Zebra Technologies
ZBRA
$16B
– –
-31,300
Closed -$4.36M
BECN
725
DELISTED
Beacon Roofing Supply, Inc.
BECN
– –
-56,800
Closed -$3.01M
27 28
29
30 31