Quantitative Investment Management, LLC

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$1.04 Billion is the total value of Quantitative Investment Management, LLC's 547 reported holdings in Q4 2013. The portfolio turnover from Q3 2013 to Q4 2013 was 67.0% .

All

			Value		Shares		↓ Weighting
EEM	Sell	ISHARES MSCI EMERG MKTS IDX FD	$60,263,000	-57.8%	1,441,700	-58.8%	5.81%	-54.3%
EFA	Sell	ISHARES MSCI EAFE IDX FD	$33,925,000	-38.0%	505,600	-41.0%	3.27%	-32.9%
VWO	Sell	Vngrd Ftse Em Mk	$17,196,000	-61.7%	418,000	-62.7%	1.66%	-58.6%
EWJ	Sell	iShares MSCI Japan Index	$9,573,000	-40.0%	788,600	-41.1%	0.92%	-35.1%
GS	Sell	Goldman Sachs Group Inc	$8,366,000	-35.0%	47,200	-41.9%	0.81%	-29.6%
SLB	Sell	Schlumberger Ltd	$6,767,000	-1.1%	75,100	-3.0%	0.65%	+7.1%
QCOM	Sell	Qualcomm Inc	$6,771,000	-37.3%	91,200	-43.1%	0.65%	-32.2%
XLF	Sell	Financial Select Sector SPDR Fund	$6,057,000	-66.7%	277,100	-69.7%	0.58%	-64.0%
UTX	Sell	United Technologies	$5,985,000	-27.8%	52,600	-31.6%	0.58%	-21.8%
CVX	Sell	Chevron	$5,733,000	-29.0%	45,900	-31.0%	0.55%	-23.2%
XHB	Sell	SPDR S&P HM BLDR	$5,417,000	-3.5%	162,700	-11.3%	0.52%	+4.4%
DIS	Sell	Disney (Walt) Productions	$4,645,000	-66.0%	60,800	-71.3%	0.45%	-63.2%
HYG	Sell	iShares iBoxx $ High Yld Crprt Bnd Fd	$4,356,000	-31.2%	46,900	-32.1%	0.42%	-25.5%
XLB	Sell	Materials Select Sector SPDR Fund	$4,159,000	-54.0%	90,000	-58.2%	0.40%	-50.2%
MO	Sell	Altria Group	$3,727,000	-15.7%	97,100	-24.6%	0.36%	-8.9%
EWW	Sell	iShars MSCI Mxc Cpd Invstbl Mkt Indx Fd	$3,699,000	-27.6%	54,400	-32.0%	0.36%	-21.8%
RSX	Sell	Market Vectors Russia ETF Trust	$3,421,000	-28.9%	118,500	-30.6%	0.33%	-22.9%
HON	Sell	Honeywell International Inc	$2,978,000	-34.8%	32,600	-40.7%	0.29%	-29.5%
V	Sell	VISA Inc	$2,939,000	-82.3%	13,200	-84.8%	0.28%	-80.9%
A309PS	Sell	Directv	$2,244,000	-48.0%	32,500	-55.0%	0.22%	-43.8%
EMR	Sell	Emerson Electric Co	$2,196,000	-6.8%	31,300	-14.0%	0.21%	+1.0%
OIH	Sell	Mkt Vect Oil Ser	$2,167,000	-6.0%	45,100	-8.0%	0.21%	+2.0%
XLNX	Sell	Xilinx Inc	$2,112,000	-11.6%	46,000	-9.8%	0.20%	-4.7%
XLP	Sell	Consumer Staples Select Sector SPDR Fund	$1,869,000	-85.0%	43,500	-86.1%	0.18%	-83.8%
PX	Sell	Praxair Inc	$1,859,000	+1.8%	14,300	-5.9%	0.18%	+9.8%
WHR	Sell	Whirlpool	$1,803,000	-24.0%	11,500	-29.0%	0.17%	-17.5%
MCD	Sell	McDonalds Corp	$1,804,000	-44.7%	18,600	-45.1%	0.17%	-40.0%
FAS	Sell	Direxion Shs ETF Trust Fincl Bll 3x Shs	$1,715,000	-82.3%	19,000	-86.5%	0.16%	-80.8%
BEN	Sell	Franklin Resources Inc	$1,685,000	-50.9%	29,200	-57.0%	0.16%	-47.1%
JNK	Sell	SPDR Barclays High Yield Bond	$1,549,000	-26.9%	38,200	-28.2%	0.15%	-21.2%
EWT	Sell	WEBS Taiwan	$1,538,000	-4.1%	106,700	-7.5%	0.15%	+3.5%
TEL	Sell	Te Connectivity	$1,487,000	-3.3%	27,000	-9.1%	0.14%	+4.4%
KMB	Sell	Kimberly Clark	$1,441,000	-14.5%	13,800	-22.9%	0.14%	-7.3%
ALL	Sell	Allstate Insurance	$1,418,000	-60.0%	26,000	-62.9%	0.14%	-56.6%
DFS	Sell	Discovery Financial Services	$1,409,000	-64.5%	25,200	-67.9%	0.14%	-61.5%
EWH	Sell	WEBS Hong Kong	$1,384,000	-35.8%	67,200	-37.5%	0.13%	-30.7%
CCE	Sell	Coca Cola Ent	$1,363,000	-42.7%	30,900	-47.8%	0.13%	-38.2%
SMH	Sell	Market Vectors Semiconductor ETF	$1,362,000	-33.0%	32,100	-37.1%	0.13%	-27.6%
MCO	Sell	MOODYS CP	$1,333,000	+3.6%	17,000	-7.1%	0.13%	+11.3%
FLR	Sell	FLUOR CP	$1,284,000	-36.3%	16,000	-43.7%	0.12%	-30.7%
IBM	Sell	Intl Business Machines	$1,256,000	-46.2%	6,700	-46.8%	0.12%	-41.8%
MAS	Sell	Masco	$1,231,000	-49.9%	54,100	-53.1%	0.12%	-45.7%
A	Sell	Agilent Technologies Inc	$1,200,000	-38.7%	21,000	-45.0%	0.12%	-33.3%
UAL	Sell	United Cont Hld	$1,176,000	-56.2%	31,100	-64.4%	0.11%	-52.7%
MON	Sell	MONSANTO CO	$1,130,000	-77.1%	9,700	-79.4%	0.11%	-75.2%
LLY	Sell	Lilly (Eli) & Co	$1,091,000	-30.3%	21,400	-31.2%	0.10%	-24.5%
RCL	Sell	Royal Carribean Cruise Ltd	$1,090,000	-8.7%	23,000	-26.3%	0.10%	-0.9%
KLAC	Sell	KLA - Tencor Corp	$1,076,000	-52.2%	16,700	-54.9%	0.10%	-48.0%
TRV	Sell	The Travelers Co	$1,041,000	-76.9%	11,500	-78.4%	0.10%	-75.1%
MAR	Sell	Marriott Int'l Inc Cl A	$1,021,000	-55.4%	20,700	-61.9%	0.10%	-52.0%
AMD	Sell	Advanced Micro Devices	$912,000	-14.3%	235,700	-15.7%	0.09%	-7.4%
ATI	Sell	Allegheny Technologies Inc	$908,000	-14.5%	25,500	-26.7%	0.09%	-8.4%
LVS	Sell	LAS VEGAS SANDS CP	$883,000	-84.0%	11,200	-86.5%	0.08%	-82.7%
CL	Sell	Colgate-Palmolive Co	$886,000	-43.4%	13,600	-48.5%	0.08%	-38.8%
LAMR	Sell	Lamar Advertising	$872,000	-4.4%	16,700	-13.9%	0.08%	+3.7%
SYK	Sell	Stryker Corp	$864,000	-15.3%	11,500	-23.8%	0.08%	-8.8%
ITW	Sell	Illinois Tool Works	$840,000	-5.8%	10,000	-14.5%	0.08%	+2.5%
Z	Sell	Zillow Inc	$817,000	-47.0%	10,000	-45.4%	0.08%	-42.3%
DEO	Sell	Diageo Plc ADR	$807,000	-26.1%	6,100	-29.1%	0.08%	-19.6%
TV	Sell	Grupo Televisa Sa Gdr	$795,000	-0.9%	26,300	-8.4%	0.08%	+8.5%
NOK	Sell	Nokia Corp ADR Cl A	$791,000	-86.9%	97,600	-89.5%	0.08%	-85.8%
AFL	Sell	AFLAC Inc	$774,000	-55.5%	11,600	-58.7%	0.08%	-51.6%
CFN	Sell	Carefusion Cp	$764,000	-8.0%	19,200	-14.7%	0.07%	0.0%
ROP	Sell	Roper Industries Inc	$735,000	-19.8%	5,300	-23.2%	0.07%	-13.4%
TEX	Sell	Terex Cp	$722,000	-44.5%	17,200	-55.6%	0.07%	-39.7%
AKAM	Sell	AKAMAI TECHNOLOGIES INC	$731,000	-37.9%	15,500	-32.0%	0.07%	-33.3%
USG	Sell	USG Cp	$692,000	-16.1%	24,400	-15.6%	0.07%	-8.2%
EL	Sell	Estee Lauder Cos Cl A	$692,000	-76.7%	9,200	-78.4%	0.07%	-74.6%
CIEN	Sell	Ciena Corp	$650,000	-64.0%	27,200	-62.3%	0.06%	-60.9%
PRE	Sell	Partner Re Holdings Ltd	$653,000	+3.5%	6,200	-10.1%	0.06%	+12.5%
LPX	Sell	Louisiana-Pacific	$645,000	-33.0%	34,900	-36.2%	0.06%	-27.9%
BDX	Sell	Becton Dickinson Co	$629,000	-38.3%	5,700	-44.1%	0.06%	-33.0%
CBRE	Sell	Cbre Group Inc A	$623,000	-35.7%	23,700	-43.4%	0.06%	-30.2%
DKS	Sell	DICK'S SPORTING GOODS INC	$615,000	-64.9%	10,600	-67.7%	0.06%	-62.2%
WLL	Sell	WHITING PETROLEUM CP	$606,000	-12.7%	9,800	-15.5%	0.06%	-6.5%
RS	Sell	Reliance Steel & Aluminum	$606,000	-15.6%	8,000	-18.4%	0.06%	-9.4%
NOV	Sell	National Oilwell Var	$588,000	-76.4%	7,400	-76.8%	0.06%	-74.3%
RHI	Sell	Robert Half Intl Inc	$579,000	+3.8%	13,800	-3.5%	0.06%	+12.0%
IR	Sell	Ingersoll-Rand Co	$579,000	-52.5%	9,400	-50.0%	0.06%	-48.6%
FAST	Sell	Fastenal Co	$570,000	-71.2%	12,000	-69.5%	0.06%	-68.8%
PKG	Sell	PACKAGING CP OF AMERICA	$544,000	-50.9%	8,600	-55.7%	0.05%	-47.5%
XLY	Sell	Consumer Discretionary Select Sector SPD	$534,000	-93.2%	8,000	-93.8%	0.05%	-92.7%
BEAM	Sell	Beam Inc	$530,000	-49.7%	7,800	-52.1%	0.05%	-45.7%
ARMH	Sell	Arm Holdings	$514,000	-60.7%	9,400	-65.4%	0.05%	-56.9%
NUE	Sell	Nucor Corp	$507,000	-80.9%	9,500	-82.4%	0.05%	-79.2%
STLD	Sell	Steel Dynamics	$486,000	-38.9%	24,900	-47.7%	0.05%	-33.8%
HIG	Sell	Hartford Financial Services Group Inc	$481,000	-12.1%	13,300	-24.4%	0.05%	-6.1%
6107SC	Sell	URS Cp	$466,000	-41.4%	8,800	-40.5%	0.04%	-36.6%
DB	Sell	Deutsche Bank Ag ADR	$467,000	-55.1%	9,700	-57.3%	0.04%	-51.6%
ABB	Sell	ABB LTD ADS	$456,000	-40.7%	17,200	-47.2%	0.04%	-35.3%
SIEGY	Sell	Siemens A G ADR New	$457,000	-39.8%	3,300	-47.6%	0.04%	-35.3%
EXP	Sell	Eagle Materials	$449,000	-4.7%	5,800	-10.8%	0.04%	+2.4%
BIIB	Sell	Biogen Idec Inc	$447,000	-90.9%	1,600	-92.2%	0.04%	-90.2%
NKE	Sell	Nike Inc Class B	$440,000	-89.9%	5,600	-90.6%	0.04%	-89.1%
MUR	Sell	Murphy Oil Corp	$415,000	-69.4%	6,400	-71.6%	0.04%	-66.9%
KRE	Sell	SPDR S&P RGL BK	$418,000	-48.1%	10,300	-54.4%	0.04%	-44.4%
WSH	Sell	WILLIS HOLDINGS LTD	$403,000	-41.8%	9,000	-43.8%	0.04%	-37.1%
EXPD	Sell	Expeditors Intl Wash	$393,000	-68.6%	8,900	-68.7%	0.04%	-65.8%
OCN	Sell	Ocwen Financial Corp	$388,000	-41.5%	7,000	-41.2%	0.04%	-37.3%
MAT	Sell	Mattel Co	$361,000	-43.9%	7,600	-50.6%	0.04%	-38.6%
L	Sell	Loews Corp	$361,000	-58.9%	7,500	-60.1%	0.04%	-55.1%
IGT	Sell	Int'l Game Technology	$352,000	-75.4%	19,400	-74.4%	0.03%	-73.4%
WBC	Sell	Wabco Holdings Inc	$354,000	-20.6%	3,800	-28.3%	0.03%	-15.0%
SWK	Sell	Stanley Blk&Dckr	$330,000	-43.9%	4,100	-36.9%	0.03%	-38.5%
OIS	Sell	OIL STATES INTL INC	$325,000	-69.8%	3,200	-69.2%	0.03%	-67.7%
DPZ	Sell	DOMINO'S PIZZA INC	$320,000	-1.8%	4,600	-4.2%	0.03%	+6.9%
TTM	Sell	TATA MOTORS LTD ADS	$308,000	-42.6%	10,000	-50.5%	0.03%	-37.5%
CMCSK	Sell	Comcast Cp Spl Class A	$299,000	-63.3%	6,000	-68.1%	0.03%	-59.7%
HP	Sell	Helmerich & Payne Inc	$302,000	-82.6%	3,600	-85.7%	0.03%	-81.3%
NDSN	Sell	Nordson Cp	$297,000	-10.3%	4,000	-11.1%	0.03%	0.0%
KEX	Sell	Kirby Cp	$287,000	-18.9%	2,900	-29.3%	0.03%	-12.5%
CE	Sell	CELANESE CORPORATION	$293,000	-13.1%	5,300	-17.2%	0.03%	-6.7%
PKI	Sell	PerkinElmer Inc	$280,000	-44.2%	6,800	-48.9%	0.03%	-40.0%
SOHU	Sell	Sohu.com Inc	$277,000	-69.7%	3,800	-67.2%	0.03%	-66.7%
VAR	Sell	Varian Medical Systems Inc	$271,000	-72.9%	3,500	-73.9%	0.03%	-70.8%
CS	Sell	Credit Suisse Group	$273,000	-27.2%	8,800	-28.5%	0.03%	-21.2%
ALK	Sell	Alaska Airlines Inc	$256,000	-58.6%	3,500	-64.6%	0.02%	-54.5%
SYY	Sell	Sysco Corp	$256,000	-72.0%	7,100	-75.3%	0.02%	-69.1%
IYF	Sell	ISHARES TR DJ US FINCL SECT	$248,000	-36.1%	3,100	-41.5%	0.02%	-31.4%
CSX	Sell	CSX Corp	$250,000	-90.0%	8,700	-91.0%	0.02%	-89.2%
HCA	Sell	HCA Holdings	$252,000	-82.0%	5,300	-83.8%	0.02%	-80.8%
QRTEA	Sell	LIBERTY MED INT A	$231,000	-41.4%	7,900	-53.0%	0.02%	-37.1%
TIVO	Sell	TIVO INC	$213,000	-41.6%	16,300	-44.6%	0.02%	-36.4%
PSEC	Sell	Prospect Cptl Cp	$222,000	-55.8%	19,800	-56.0%	0.02%	-53.3%
ADBE	Sell	Adobe Systems Inc	$221,000	-95.4%	3,700	-96.0%	0.02%	-95.1%
DG	Sell	Dollar General Corp	$223,000	-76.5%	3,700	-78.0%	0.02%	-75.0%
MDCO	Sell	MEDICINES CO (THE)	$223,000	-16.8%	5,800	-27.5%	0.02%	-12.5%
CNI	Sell	Canadian National Railway	$205,000	-75.9%	3,600	-57.1%	0.02%	-73.7%
SUNEQ	Sell	SunEdison Inc	$204,000	-20.3%	15,700	-51.2%	0.02%	-13.0%
SAP	Sell	Sap Ag	$209,000	-54.4%	2,400	-61.3%	0.02%	-51.2%
VMI	Sell	Valmont Ind Inc	$208,000	-54.6%	1,400	-57.6%	0.02%	-51.2%
VRSK	Sell	Verisk Analytics	$210,000	-79.0%	3,200	-79.2%	0.02%	-77.5%
PAYX	Sell	Paychex Inc	$200,000	-79.5%	4,400	-81.7%	0.02%	-78.2%
TSCO	Sell	Tractor Supply Co	$201,000	-61.6%	2,600	-66.7%	0.02%	-59.6%
ACAS	Sell	American Cap Ltd	$190,000	-16.7%	12,200	-26.5%	0.02%	-10.0%
SAN	Sell	Banco Santndr Sa	$153,000	-48.1%	16,900	-53.3%	0.02%	-42.3%
JBLU	Sell	JETBLUE AIRWAYS CP	$111,000	-63.2%	13,000	-71.3%	0.01%	-59.3%
RENN	Exit	Renren Inc	$0	–	-12,600	-100.0%	-0.00%	–
EXEL	Exit	EXELIXIS INC	$0	–	-11,100	-100.0%	-0.01%	–
GFI	Exit	Gold Field Ltd ADR	$0	–	-17,400	-100.0%	-0.01%	–
NKTR	Exit	Nektar Therapeut	$0	–	-10,000	-100.0%	-0.01%	–
ARR	Exit	Armour Resd Reit	$0	–	-24,100	-100.0%	-0.01%	–
AINV	Exit	APOLLO INVT CORP	$0	–	-15,700	-100.0%	-0.01%	–
PVAHQ	Exit	Penn Virginia Cp	$0	–	-19,200	-100.0%	-0.01%	–
AFFX	Exit	Affymetrix Inc	$0	–	-20,300	-100.0%	-0.01%	–
CY	Exit	Cypress Semiconductor Corp	$0	–	-13,900	-100.0%	-0.01%	–
LSI	Exit	LSI Corp	$0	–	-17,700	-100.0%	-0.01%	–
KOG	Exit	KODIAK OIL & GAS CP	$0	–	-12,100	-100.0%	-0.01%	–
KERX	Exit	Keryx Biopharma	$0	–	-18,200	-100.0%	-0.02%	–
IAG	Exit	IAMGOLD CP	$0	–	-39,900	-100.0%	-0.02%	–
ADTN	Exit	Adtran Inc	$0	–	-7,700	-100.0%	-0.02%	–
FWLT	Exit	Foster Wheelr Ag	$0	–	-8,200	-100.0%	-0.02%	–
BYD	Exit	Boyd Gaming Inc	$0	–	-15,300	-100.0%	-0.02%	–
WCC	Exit	Wesco Intl inc	$0	–	-2,800	-100.0%	-0.02%	–
BRE	Exit	BRE Properties Inc	$0	–	-4,300	-100.0%	-0.02%	–
CAVM	Exit	Cavium Inc	$0	–	-5,500	-100.0%	-0.02%	–
OASPQ	Exit	Oasis Petroleum Inc	$0	–	-4,600	-100.0%	-0.02%	–
FBR	Exit	Fibria Celse ADR	$0	–	-19,200	-100.0%	-0.02%	–
KMT	Exit	Kennametal Inc	$0	–	-4,900	-100.0%	-0.02%	–
DDS	Exit	Dillard Inc	$0	–	-2,800	-100.0%	-0.02%	–
IRM	Exit	Iron Mountain Inc	$0	–	-8,700	-100.0%	-0.02%	–
JASO	Exit	Ja Solar Hol Drc	$0	–	-23,400	-100.0%	-0.02%	–
YUM	Exit	YUM! Brands	$0	–	-3,300	-100.0%	-0.02%	–
LRN	Exit	K12 Inc	$0	–	-7,800	-100.0%	-0.02%	–
ACM	Exit	Aecom Technology Corp	$0	–	-7,800	-100.0%	-0.02%	–
CLH	Exit	Clean Harbors Inc	$0	–	-4,200	-100.0%	-0.02%	–
WYND	Exit	Wyndham Worldwide	$0	–	-4,200	-100.0%	-0.02%	–
DFT	Exit	Dupont Fabros Technology Inc	$0	–	-10,000	-100.0%	-0.02%	–
FNFG	Exit	First Niagara Financial Grp inc	$0	–	-25,400	-100.0%	-0.02%	–
ASB	Exit	Associated Banc	$0	–	-16,700	-100.0%	-0.02%	–
FDS	Exit	Factset Research Systems	$0	–	-2,400	-100.0%	-0.02%	–
RGLD	Exit	Royal Gold Inc	$0	–	-5,400	-100.0%	-0.02%	–
HSC	Exit	Harsco Corp	$0	–	-10,400	-100.0%	-0.02%	–
ASML	Exit	Asml Holding Drc	$0	–	-2,700	-100.0%	-0.02%	–
BBY	Exit	Best Buy Co. Inc	$0	–	-7,100	-100.0%	-0.02%	–
AKS	Exit	AK Steel Holding Corp	$0	–	-70,500	-100.0%	-0.02%	–
IPI	Exit	Intrepid Potash Inc	$0	–	-17,400	-100.0%	-0.02%	–
RSHCQ	Exit	Radioshack Corp	$0	–	-79,200	-100.0%	-0.02%	–
CTAS	Exit	Cintas Cp	$0	–	-5,300	-100.0%	-0.02%	–
SIAL	Exit	Sigma Aldrich Cp	$0	–	-3,200	-100.0%	-0.02%	–
HNT	Exit	Health Net Inc	$0	–	-8,400	-100.0%	-0.02%	–
RDC	Exit	Rowan Co Plc	$0	–	-7,600	-100.0%	-0.02%	–
KKR	Exit	Kohlberg Kravis Roberts & Co	$0	–	-13,600	-100.0%	-0.02%	–
CMC	Exit	Cielo Waste Solution	$0	–	-16,500	-100.0%	-0.02%	–
VIV	Exit	Telefon Bras Adr	$0	–	-12,600	-100.0%	-0.02%	–
EGO	Exit	ELDORADO GOLD CP	$0	–	-41,800	-100.0%	-0.02%	–
CXW	Exit	Correction Cp of Amer	$0	–	-8,400	-100.0%	-0.03%	–
CLB	Exit	Core Laboratories NV	$0	–	-1,700	-100.0%	-0.03%	–
BVN	Exit	Minas Buenaventura	$0	–	-25,100	-100.0%	-0.03%	–
WYNN	Exit	WYNN RESORTS LTD	$0	–	-1,900	-100.0%	-0.03%	–
GPN	Exit	Global Payments Inc	$0	–	-6,000	-100.0%	-0.03%	–
PNR	Exit	Pentair Inc	$0	–	-4,600	-100.0%	-0.03%	–
PLD	Exit	Prologis	$0	–	-8,200	-100.0%	-0.03%	–
CPT	Exit	Camden Property Trust Sbi	$0	–	-5,000	-100.0%	-0.03%	–
PEP	Exit	Pepsico Inc	$0	–	-3,800	-100.0%	-0.03%	–
IT	Exit	Gartner Inc	$0	–	-5,300	-100.0%	-0.03%	–
4107PS	Exit	Meadwestvaco Corp	$0	–	-8,100	-100.0%	-0.03%	–
TDW	Exit	Tidewater Inc	$0	–	-5,400	-100.0%	-0.03%	–
MR	Exit	MINDRAY MEDICAL INTERNATIONAL	$0	–	-8,400	-100.0%	-0.03%	–
DISH	Exit	Dish Network A	$0	–	-7,200	-100.0%	-0.03%	–
DRE	Exit	Duke Realty Corp	$0	–	-20,800	-100.0%	-0.03%	–
ROSE	Exit	ROSETTA RESOURCES	$0	–	-5,900	-100.0%	-0.03%	–
BC	Exit	Brunswick Corp	$0	–	-8,100	-100.0%	-0.03%	–
DDD	Exit	3D Systems Corp	$0	–	-6,000	-100.0%	-0.03%	–
HUM	Exit	Humana Inc	$0	–	-3,500	-100.0%	-0.03%	–
MRVL	Exit	Marvell Technology Grp Ltd	$0	–	-29,400	-100.0%	-0.03%	–
SM	Exit	Sm Energy Co	$0	–	-4,400	-100.0%	-0.03%	–
LXK	Exit	Lexmark Intl Inc	$0	–	-10,300	-100.0%	-0.03%	–
ROST	Exit	Ross Stores	$0	–	-4,700	-100.0%	-0.03%	–
MTD	Exit	Mettler Toledo Intl Inc	$0	–	-1,400	-100.0%	-0.03%	–
FLEX	Exit	Flextronics Intl Inc	$0	–	-38,400	-100.0%	-0.03%	–
IBN	Exit	ICICI BANK LTD ADS	$0	–	-11,300	-100.0%	-0.03%	–
TJX	Exit	TJX Companies Inc	$0	–	-6,200	-100.0%	-0.03%	–
NAV	Exit	Navistar	$0	–	-9,700	-100.0%	-0.03%	–
GNW	Exit	GENWORTH FINCL INC	$0	–	-27,100	-100.0%	-0.03%	–
GDXJ	Exit	Market Vectors Junior Gold Miners ETF	$0	–	-8,700	-100.0%	-0.03%	–
OMX	Exit	OfficeMax Inc	$0	–	-29,300	-100.0%	-0.03%	–
CMA	Exit	Comerica Inc	$0	–	-9,400	-100.0%	-0.03%	–
PCL	Exit	Plum Creek Timber Co	$0	–	-8,300	-100.0%	-0.04%	–
BIG	Exit	Big Lots Inc	$0	–	-10,600	-100.0%	-0.04%	–
CP	Exit	Canadian Pacific Railway Ltd	$0	–	-3,200	-100.0%	-0.04%	–
SDOCQ	Exit	Sandridge Energy Inc	$0	–	-67,900	-100.0%	-0.04%	–
BP	Exit	BP Plc	$0	–	-9,500	-100.0%	-0.04%	–
FIS	Exit	Fidelity Natl In	$0	–	-8,700	-100.0%	-0.04%	–
CHL	Exit	China Mobile Ltd	$0	–	-7,200	-100.0%	-0.04%	–
DRQ	Exit	Dril-Quip Inc	$0	–	-3,600	-100.0%	-0.04%	–
USB	Exit	US Bancorp	$0	–	-11,300	-100.0%	-0.04%	–
FMX	Exit	Fomento Economico Mexicano Ads	$0	–	-4,400	-100.0%	-0.04%	–
MELI	Exit	MercadoLibre Inc	$0	–	-3,200	-100.0%	-0.04%	–
CRRTQ	Exit	Carbo Ceramics Inc	$0	–	-4,300	-100.0%	-0.04%	–
GDPMQ	Exit	Goodrich Petroleum Corp	$0	–	-18,100	-100.0%	-0.04%	–
MCPIQ	Exit	Molycorp Inc	$0	–	-67,600	-100.0%	-0.04%	–
CNP	Exit	Centerpoint Energy	$0	–	-18,700	-100.0%	-0.04%	–
TXT	Exit	Textron Inc	$0	–	-16,100	-100.0%	-0.04%	–
TUP	Exit	Tupperware Brands	$0	–	-5,400	-100.0%	-0.04%	–
BAM	Exit	Brookfield Asset	$0	–	-12,400	-100.0%	-0.04%	–
BEAV	Exit	BE Aerospace Inc	$0	–	-6,300	-100.0%	-0.04%	–
ZNGA	Exit	Zynga Inc	$0	–	-127,000	-100.0%	-0.04%	–
RGR	Exit	Sturm Ruger & Co Inc	$0	–	-7,300	-100.0%	-0.04%	–
LAZ	Exit	LAZARD LTD	$0	–	-12,700	-100.0%	-0.04%	–
TIBX	Exit	TIBCO Software Inc	$0	–	-17,900	-100.0%	-0.04%	–
LH	Exit	Laboratory Corp Of Amer	$0	–	-4,700	-100.0%	-0.04%	–
TSM	Exit	Taiwan Semiconductor Mnf Ltd	$0	–	-27,600	-100.0%	-0.04%	–
TS	Exit	TENARIS SA ADS	$0	–	-10,200	-100.0%	-0.04%	–
WM	Exit	Waste Managemnt	$0	–	-11,700	-100.0%	-0.04%	–
ADP	Exit	Automatic Data Process	$0	–	-6,700	-100.0%	-0.04%	–
GNTX	Exit	Gentex Cp	$0	–	-19,500	-100.0%	-0.04%	–
RFMD	Exit	RF Micro Devices Inc	$0	–	-86,900	-100.0%	-0.04%	–
INCY	Exit	Incyte Corp	$0	–	-13,000	-100.0%	-0.04%	–
WMT	Exit	Wal-Mart Stores Inc	$0	–	-6,700	-100.0%	-0.04%	–
WAT	Exit	Waters Corp	$0	–	-4,800	-100.0%	-0.04%	–
UHS	Exit	Universal Hlth Serv Inc Class B	$0	–	-6,800	-100.0%	-0.04%	–
RSG	Exit	Republic Service Inc	$0	–	-15,300	-100.0%	-0.04%	–
GILD	Exit	Gilead Science	$0	–	-8,100	-100.0%	-0.04%	–
R	Exit	Ryder System Inc	$0	–	-8,700	-100.0%	-0.05%	–
RAX	Exit	Rackspace Hosting Inc	$0	–	-9,800	-100.0%	-0.05%	–
BPOP	Exit	Popular Inc	$0	–	-19,600	-100.0%	-0.05%	–
SQM	Exit	Sociedad Quimica y Minera De Chile	$0	–	-16,900	-100.0%	-0.05%	–
NWL	Exit	Newell Rubbermaid Inc	$0	–	-18,600	-100.0%	-0.05%	–
RAI	Exit	Reynolds Amercan	$0	–	-10,500	-100.0%	-0.05%	–
1338PS	Exit	UBS Ag Ord	$0	–	-25,000	-100.0%	-0.05%	–
SPXC	Exit	SPX Cp	$0	–	-6,200	-100.0%	-0.05%	–
TPX	Exit	Tempur Sealy Int	$0	–	-11,900	-100.0%	-0.05%	–
APOL	Exit	Apollo Group Inc cl A	$0	–	-26,600	-100.0%	-0.05%	–
FNF	Exit	FIDELITY NATIONAL FINANCIAL	$0	–	-20,700	-100.0%	-0.05%	–
SGEN	Exit	SEATTLE GENETICS INC	$0	–	-12,500	-100.0%	-0.05%	–
HSBC	Exit	HSBC Holdings plc ADS	$0	–	-10,200	-100.0%	-0.05%	–
EOG	Exit	EOG Resourses	$0	–	-3,400	-100.0%	-0.05%	–
PHH	Exit	Phh Cor	$0	–	-24,100	-100.0%	-0.05%	–
LLTC	Exit	Linear Technology Cp	$0	–	-14,400	-100.0%	-0.05%	–
STI	Exit	SunTrust Bank Inc	$0	–	-17,700	-100.0%	-0.05%	–
LL	Exit	Lumber Liquidators Inc	$0	–	-5,400	-100.0%	-0.05%	–
ACN	Exit	Accenture Plc	$0	–	-7,800	-100.0%	-0.05%	–
SHPG	Exit	Shire Plc Ads	$0	–	-4,900	-100.0%	-0.05%	–
GD	Exit	General Dynamics	$0	–	-6,700	-100.0%	-0.05%	–
APC	Exit	Anadarko Petroleum Corp	$0	–	-6,300	-100.0%	-0.05%	–
AME	Exit	Ametek Inc	$0	–	-12,900	-100.0%	-0.05%	–
AVP	Exit	Avon Products Inc	$0	–	-29,200	-100.0%	-0.05%	–
BCR	Exit	Bard (C.R.) Inc	$0	–	-5,400	-100.0%	-0.06%	–
PENN	Exit	Penn Natl Gaming Co	$0	–	-11,100	-100.0%	-0.06%	–
EQR	Exit	Equity Residential Common Share	$0	–	-11,700	-100.0%	-0.06%	–
STZ	Exit	Constellation Brands Inc	$0	–	-11,200	-100.0%	-0.06%	–
RRD	Exit	Donnelley (RR) & Sons	$0	–	-41,300	-100.0%	-0.06%	–
UFS	Exit	Domtar Corp	$0	–	-8,200	-100.0%	-0.06%	–
AVGO	Exit	Avago Technologies Limited	$0	–	-15,100	-100.0%	-0.06%	–
ILF	Exit	ISHARES TR S&P LAT AMER 40 IDX	$0	–	-17,100	-100.0%	-0.06%	–
BCS	Exit	Barclay Banks	$0	–	-39,000	-100.0%	-0.06%	–
PH	Exit	Parker Hannifin Corp	$0	–	-6,100	-100.0%	-0.06%	–
RAD	Exit	Rite Aid Corp	$0	–	-142,800	-100.0%	-0.06%	–
DGX	Exit	Quest Diagnostics Inc	$0	–	-11,100	-100.0%	-0.06%	–
ODP	Exit	Office Depot Inc	$0	–	-141,000	-100.0%	-0.06%	–
HAS	Exit	Hasbro	$0	–	-14,900	-100.0%	-0.06%	–
ECL	Exit	Ecolab Inc	$0	–	-7,300	-100.0%	-0.06%	–
PEG	Exit	Public Service Electric & Gas	$0	–	-22,000	-100.0%	-0.06%	–
VPHM	Exit	Viropharma Inc	$0	–	-18,300	-100.0%	-0.06%	–
JCPNQ	Exit	Penney (JC) Co Inc	$0	–	-83,900	-100.0%	-0.07%	–
HOG	Exit	Harley Davidson Inc	$0	–	-11,700	-100.0%	-0.07%	–
PRGO	Exit	Perrigo Co	$0	–	-6,100	-100.0%	-0.07%	–
FIO	Exit	Fusion-io Inc	$0	–	-58,000	-100.0%	-0.07%	–
SRPT	Exit	Sarepta Therapeutics	$0	–	-16,700	-100.0%	-0.07%	–
ETFC	Exit	E*Trade Fincl Cp	$0	–	-49,900	-100.0%	-0.07%	–
AU	Exit	Anglogold Ashanti Ltd ADS	$0	–	-63,300	-100.0%	-0.08%	–
DNRCQ	Exit	Denbury Resources Inc	$0	–	-47,300	-100.0%	-0.08%	–
AMP	Exit	AMERIPRISE FINANCIAL INC	$0	–	-9,700	-100.0%	-0.08%	–
PLL	Exit	Pall Cp	$0	–	-11,500	-100.0%	-0.08%	–
LUK	Exit	Leucadia Natl Corp	$0	–	-32,600	-100.0%	-0.08%	–
LVLT	Exit	Level 3 Communications Inc	$0	–	-34,200	-100.0%	-0.08%	–
XRAY	Exit	Dentsply Intl Inc	$0	–	-21,100	-100.0%	-0.08%	–
SHLDQ	Exit	Sears Holding	$0	–	-15,400	-100.0%	-0.08%	–
MXIM	Exit	Maxim Integrated Prod Inc	$0	–	-32,300	-100.0%	-0.09%	–
BMY	Exit	Bristol Myers Squibb Co	$0	–	-21,700	-100.0%	-0.09%	–
MLCO	Exit	Melco Crown Adr	$0	–	-31,400	-100.0%	-0.09%	–
SIRI	Exit	Sirius XM Radio	$0	–	-259,900	-100.0%	-0.09%	–
HAL	Exit	Halliburton Co	$0	–	-21,300	-100.0%	-0.09%	–
DLTR	Exit	Dollar Tree Inc	$0	–	-18,500	-100.0%	-0.09%	–
ARIA	Exit	Ariad Pharmaceuticals	$0	–	-57,100	-100.0%	-0.09%	–
CERN	Exit	Cerner Cp	$0	–	-20,400	-100.0%	-0.10%	–
TKR	Exit	Timken Co	$0	–	-17,700	-100.0%	-0.10%	–
MAN	Exit	Manpower Group	$0	–	-14,800	-100.0%	-0.10%	–
AZN	Exit	AstraZeneca	$0	–	-21,000	-100.0%	-0.10%	–
ULTA	Exit	Ulta Salon Cosmetics & Fragrance Inc	$0	–	-9,300	-100.0%	-0.10%	–
QCOR	Exit	Questcor Pharm	$0	–	-19,400	-100.0%	-0.10%	–
ERIC	Exit	Ericsson Adr	$0	–	-84,300	-100.0%	-0.10%	–
ADSK	Exit	Autodesk Inc	$0	–	-27,400	-100.0%	-0.10%	–
CBI	Exit	Chicago Bridge & Iron Co	$0	–	-16,700	-100.0%	-0.10%	–
JAH	Exit	Jarden Corp	$0	–	-23,600	-100.0%	-0.10%	–
VZ	Exit	Verizon Comm	$0	–	-25,400	-100.0%	-0.11%	–
OXY	Exit	Occidental Petrole	$0	–	-12,900	-100.0%	-0.11%	–
IBB	Exit	iShares Nasdaq Biotechnology	$0	–	-5,800	-100.0%	-0.11%	–
RMD	Exit	Resmed Inc	$0	–	-23,700	-100.0%	-0.11%	–
SBUX	Exit	Starbucks Corp	$0	–	-16,400	-100.0%	-0.11%	–
ABEV	Exit	Ambev SA	$0	–	-33,500	-100.0%	-0.11%	–
PGR	Exit	Progressive Corp (Ohio)	$0	–	-47,700	-100.0%	-0.12%	–
LO	Exit	Lorillard Inc	$0	–	-29,700	-100.0%	-0.12%	–
PSA	Exit	Public Storage Inc	$0	–	-8,300	-100.0%	-0.12%	–
KR	Exit	Kroger Co (The)	$0	–	-34,300	-100.0%	-0.12%	–
NBL	Exit	Noble Energy Inc	$0	–	-21,000	-100.0%	-0.12%	–
MMC	Exit	Marsh & McLennan Co's	$0	–	-33,400	-100.0%	-0.13%	–
EWA	Exit	WEBS Australia	$0	–	-59,300	-100.0%	-0.13%	–
IYT	Exit	ISHARES DJIT INDEX FD	$0	–	-12,700	-100.0%	-0.13%	–
CAH	Exit	Cardinal Health Inc	$0	–	-29,000	-100.0%	-0.14%	–
CHRW	Exit	CH Robinsom Worldwide Inc	$0	–	-25,700	-100.0%	-0.14%	–
SWY	Exit	Safeway Inc	$0	–	-48,300	-100.0%	-0.14%	–
JDSU	Exit	JDS Uniphase Cp	$0	–	-105,500	-100.0%	-0.14%	–
HUN	Exit	HUNTSMAN CORPORATION	$0	–	-75,900	-100.0%	-0.14%	–
AN	Exit	AutoNation Inc	$0	–	-30,600	-100.0%	-0.14%	–
X	Exit	US Steel Corp	$0	–	-77,800	-100.0%	-0.14%	–
BHI	Exit	Baker Hughes	$0	–	-32,800	-100.0%	-0.14%	–
GWW	Exit	Grainger (WW)	$0	–	-6,200	-100.0%	-0.14%	–
WFM	Exit	Whole Foods Mkt	$0	–	-27,700	-100.0%	-0.14%	–
NLSN	Exit	Nielsen Holdings	$0	–	-44,800	-100.0%	-0.14%	–
VFC	Exit	VF Cp	$0	–	-8,300	-100.0%	-0.15%	–
EPP	Exit	ISHARES MSCI PAC EX-JAP IDX FD	$0	–	-34,900	-100.0%	-0.15%	–
FLS	Exit	Flowserve Corp	$0	–	-27,000	-100.0%	-0.15%	–
JNPR	Exit	Juniper Networks	$0	–	-85,300	-100.0%	-0.15%	–
LNG	Exit	CHENIERE ENERGY INC	$0	–	-50,400	-100.0%	-0.15%	–
COP	Exit	Conoco Philips	$0	–	-25,600	-100.0%	-0.16%	–
CSCO	Exit	Cisco Systems Inc	$0	–	-76,700	-100.0%	-0.16%	–
PCLN	Exit	Priceline.com nc	$0	–	-1,800	-100.0%	-0.16%	–
VNQ	Exit	VANGUARD SPEC FDS REIT ETF	$0	–	-28,100	-100.0%	-0.16%	–
SDRL	Exit	Seadrill	$0	–	-41,000	-100.0%	-0.16%	–
CELG	Exit	Celgene	$0	–	-12,000	-100.0%	-0.16%	–
BX	Exit	Blackstone Group LP	$0	–	-75,400	-100.0%	-0.17%	–
CB	Exit	Chubb Corp (The)	$0	–	-21,800	-100.0%	-0.17%	–
AA	Exit	Alcoa Inc	$0	–	-241,700	-100.0%	-0.18%	–
ITUB	Exit	Itau Unibnco Adr	$0	–	-140,000	-100.0%	-0.18%	–
MRO	Exit	Marathon Oil Co	$0	–	-57,100	-100.0%	-0.18%	–
MSI	Exit	Motorola Solutions Inc	$0	–	-34,000	-100.0%	-0.18%	–
USO	Exit	US OIL FUND ETF	$0	–	-55,700	-100.0%	-0.18%	–
NSC	Exit	Norfolk Southern	$0	–	-26,800	-100.0%	-0.18%	–
ABC	Exit	Amerisource Bergen Corp	$0	–	-34,000	-100.0%	-0.18%	–
LCC	Exit	US AIRWAYS GROUP INC	$0	–	-110,000	-100.0%	-0.19%	–
NFLX	Exit	NETFLIX INC	$0	–	-6,800	-100.0%	-0.19%	–
MYL	Exit	Mylan Inc	$0	–	-56,000	-100.0%	-0.19%	–
ACE	Exit	ACE Ltd	$0	–	-23,200	-100.0%	-0.19%	–
SLV	Exit	ISHARES SILVER TRUST	$0	–	-112,100	-100.0%	-0.21%	–
CTSH	Exit	Cognizant Technology Solutions Corp. Cl	$0	–	-28,700	-100.0%	-0.21%	–
XLK	Exit	Technology Select Sector SPDR Fund	$0	–	-74,600	-100.0%	-0.21%	–
AON	Exit	Aon Plc	$0	–	-32,300	-100.0%	-0.21%	–
LUV	Exit	Southwest Airlines	$0	–	-166,500	-100.0%	-0.22%	–
FDX	Exit	FedEx Corp	$0	–	-22,000	-100.0%	-0.22%	–
ALTR	Exit	Altera Corp	$0	–	-68,500	-100.0%	-0.23%	–
CAG	Exit	ConAgra Foods Inc	$0	–	-84,100	-100.0%	-0.23%	–
BMRN	Exit	Biomarin Pharma Inc	$0	–	-39,300	-100.0%	-0.25%	–
MCK	Exit	Mc Kesson Corp	$0	–	-22,200	-100.0%	-0.25%	–
REGN	Exit	Regeneron Pharmaceuticals Cp	$0	–	-9,200	-100.0%	-0.26%	–
XRT	Exit	SPDR S&P RETAIL	$0	–	-35,700	-100.0%	-0.26%	–
GOOGL	Exit	GOOGLE INC CL A	$0	–	-3,500	-100.0%	-0.27%	–
DHR	Exit	Danaher Corp	$0	–	-44,500	-100.0%	-0.28%	–
ABT	Exit	Abbott Laboratories	$0	–	-107,000	-100.0%	-0.32%	–
F	Exit	Ford Motor Co	$0	–	-229,700	-100.0%	-0.34%	–
CMCSA	Exit	Comcast Corp Class A	$0	–	-87,200	-100.0%	-0.35%	–
COST	Exit	Costco Wholesale	$0	–	-34,500	-100.0%	-0.35%	–
PCP	Exit	Precision Castparts Cp	$0	–	-17,500	-100.0%	-0.35%	–
AXP	Exit	Amer Express	$0	–	-54,400	-100.0%	-0.37%	–
D	Exit	Dominion Resources Inc	$0	–	-66,800	-100.0%	-0.37%	–
PM	Exit	Philip Morris International Inc	$0	–	-54,400	-100.0%	-0.42%	–
APA	Exit	Apache Corp	$0	–	-57,800	-100.0%	-0.44%	–
GM	Exit	General Motors Corporation	$0	–	-141,500	-100.0%	-0.45%	–
YHOO	Exit	Yahoo! Inc	$0	–	-166,200	-100.0%	-0.49%	–
P	Exit	PANDORA MEDIA INC	$0	–	-229,500	-100.0%	-0.51%	–
MMM	Exit	3M Company	$0	–	-55,000	-100.0%	-0.58%	–
UPS	Exit	United Parcel Service Inc Cl B	$0	–	-73,600	-100.0%	-0.60%	–
AMZN	Exit	Amazon.com Inc	$0	–	-22,000	-100.0%	-0.61%	–
BA	Exit	Boeing Co	$0	–	-62,600	-100.0%	-0.66%	–
WAG	Exit	Walgreen Co	$0	–	-144,400	-100.0%	-0.69%	–
MS	Exit	Morgan Stanley Dean Witter	$0	–	-291,800	-100.0%	-0.70%	–
HPQ	Exit	Hewlett-Packard Co	$0	–	-378,800	-100.0%	-0.71%	–
DAL	Exit	Delta Air Lines Inc	$0	–	-348,200	-100.0%	-0.73%	–
MA	Exit	MASTERCARD INCORPORATED	$0	–	-12,700	-100.0%	-0.76%	–
XLV	Exit	Health Care Select Sector SPDR Fund	$0	–	-180,900	-100.0%	-0.82%	–
GE	Exit	General Electric Co	$0	–	-388,100	-100.0%	-0.83%	–
EWZ	Exit	iShares MSCI Brazil Capped Index Fund	$0	–	-279,500	-100.0%	-1.19%	–
FXI	Exit	Ishr Ftse Chin25	$0	–	-554,500	-100.0%	-1.83%	–
XLI	Exit	Industrial Select Sector SPDR Fund	$0	–	-454,400	-100.0%	-1.88%	–

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2014-02-12

Signatures

The EDGAR filing(s) were signed by:

Molly M. Dunnington — Chief Compliance Officer

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
J P MORGAN CHASE & CO	27	Q3 2023	2.3%
SPDR S&P RGL BK	27	Q3 2023	2.7%
TEXAS INSTRUMENTS INC	27	Q1 2023	0.9%
Boston Scientific Corp	27	Q3 2023	0.8%
iShares MSCI Brazil ETF	26	Q2 2023	8.8%
Consumer Discretionary Select Sector SPD	26	Q4 2022	3.7%
WALT DISNEY CO (THE)	26	Q2 2023	2.0%
HOME DEPOT INC (THE)	26	Q2 2023	2.3%
3M Company	26	Q2 2023	3.3%
ROSS STORES INC	26	Q2 2023	1.0%

View Quantitative Investment Management, LLC's complete holdings history.

Latest filings

Type	Filed
13F-HR	2024-05-15
13F-HR	2024-02-13
13F-HR	2023-11-14
13F-HR	2023-08-14
13F-HR	2023-05-15
13F-HR	2023-02-14
13F-HR	2022-11-14
13F-HR	2022-08-15
13F-HR	2022-05-16
13F-HR	2022-02-14

View Quantitative Investment Management, LLC's complete filings history.

All filings

View complete filings history.

Compare quarters

Issues

The following issues were detected while analyzing the report:

The reported total value is incorrect (1038144000.0 != 1037863000.0)

Export Quantitative Investment Management, LLC's holdings

Quantitative Investment Management, LLC - Q4 2013 holdings

Original filings

Signatures

Top long-term holdings

Latest filings

All filings