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
JWN
176
DELISTED
Nordstrom
JWN
$5.64M 0.12%
109,000
-94,600
-46% -$4.9M
DNKN
177
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$5.63M 0.12%
81,500
-30,400
-27% -$2.1M
FL icon
178
Foot Locker
FL
$2.29B
$5.62M 0.12%
106,800
+43,600
+69% +$2.3M
VIPS icon
179
Vipshop
VIPS
$8.45B
$5.59M 0.12%
515,500
+82,700
+19% +$897K
LULU icon
180
lululemon athletica
LULU
$20.1B
$5.56M 0.11%
44,500
-62,400
-58% -$7.79M
DATA
181
DELISTED
Tableau Software, Inc.
DATA
$5.52M 0.11%
56,500
-17,400
-24% -$1.7M
NOV icon
182
NOV
NOV
$4.95B
$5.51M 0.11%
126,900
+75,000
+145% +$3.25M
TSRO
183
DELISTED
TESARO, Inc.
TSRO
$5.51M 0.11%
123,800
+92,300
+293% +$4.1M
TCOM icon
184
Trip.com Group
TCOM
$47.6B
$5.5M 0.11%
+115,400
New +$5.5M
FDN icon
185
First Trust Dow Jones Internet Index Fund ETF
FDN
$7.31B
$5.4M 0.11%
+39,200
New +$5.4M
OC icon
186
Owens Corning
OC
$13B
$5.39M 0.11%
85,100
+62,200
+272% +$3.94M
NBL
187
DELISTED
Noble Energy, Inc.
NBL
$5.37M 0.11%
+152,300
New +$5.37M
CHRW icon
188
C.H. Robinson
CHRW
$14.9B
$5.35M 0.11%
+64,000
New +$5.35M
JBHT icon
189
JB Hunt Transport Services
JBHT
$13.9B
$5.3M 0.11%
43,600
+39,200
+891% +$4.76M
APA icon
190
APA Corp
APA
$8.14B
$5.29M 0.11%
+113,200
New +$5.29M
FIVE icon
191
Five Below
FIVE
$8.46B
$5.28M 0.11%
+54,000
New +$5.28M
NTAP icon
192
NetApp
NTAP
$23.7B
$5.25M 0.11%
66,900
+35,600
+114% +$2.8M
ADM icon
193
Archer Daniels Midland
ADM
$30.2B
$5.22M 0.11%
114,000
-8,100
-7% -$371K
SPG icon
194
Simon Property Group
SPG
$59.5B
$5.22M 0.11%
+30,700
New +$5.22M
SPGI icon
195
S&P Global
SPGI
$164B
$5.16M 0.11%
+25,300
New +$5.16M
HDB icon
196
HDFC Bank
HDB
$181B
$5.16M 0.11%
98,200
+47,600
+94% +$2.5M
WU icon
197
Western Union
WU
$2.86B
$5.1M 0.11%
250,800
-23,600
-9% -$480K
TXT icon
198
Textron
TXT
$14.5B
$5.06M 0.1%
76,800
-21,400
-22% -$1.41M
DGX icon
199
Quest Diagnostics
DGX
$20.5B
$5.04M 0.1%
+45,800
New +$5.04M
DISCK
200
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$5.01M 0.1%
+196,600
New +$5.01M
6 7
8
9 10