Quantitative Investment Management, LLC

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$2.15 Billion is the total value of Quantitative Investment Management, LLC's 716 reported holdings in Q2 2016. The portfolio turnover from Q1 2016 to Q2 2016 was 66.3% .

All

			Value		Shares		↓ Weighting
GLD	Sell	SPDR Gold Trust	$33,223,000	-65.9%	262,700	-68.3%	1.55%	-67.1%
VRX	Sell	Valeant Pharmaceuticals Internationl Inc	$16,186,000	-37.3%	803,700	-18.1%	0.76%	-39.5%
KO	Sell	COCA-COLA CO (THE)	$12,502,000	-39.1%	275,800	-37.6%	0.58%	-41.2%
IAU	Sell	iShares Gold Trust	$10,418,000	-30.1%	816,500	-34.9%	0.49%	-32.5%
ADBE	Sell	Adobe Systems Inc	$9,262,000	-42.9%	96,700	-44.1%	0.43%	-44.9%
UNH	Sell	UNITEDHEALTH GROUP INC	$7,497,000	-52.9%	53,100	-57.0%	0.35%	-54.5%
BRKB	Sell	Berkshire Hathaway Inc Cl B	$6,848,000	-16.8%	47,300	-18.4%	0.32%	-19.8%
MDLZ	Sell	MONDELEZ INTERNATIONAL INC	$6,466,000	-75.1%	142,100	-78.0%	0.30%	-76.0%
HUM	Sell	Humana Inc	$6,421,000	-12.0%	35,700	-10.5%	0.30%	-15.3%
ACN	Sell	Accenture Plc	$6,355,000	-4.2%	56,100	-2.4%	0.30%	-7.8%
MSFT	Sell	Microsoft Corp	$6,191,000	-70.1%	121,000	-67.7%	0.29%	-71.1%
EA	Sell	ELECTRONIC ARTS INC	$6,038,000	-17.6%	79,700	-28.1%	0.28%	-20.6%
VNQ	Sell	Vanguard REIT ETF - DNQ	$5,364,000	-67.0%	60,500	-68.8%	0.25%	-68.2%
MYL	Sell	MYLAN N.V.	$5,245,000	-38.9%	121,300	-34.5%	0.24%	-41.0%
ISRG	Sell	INTUITIVE SURGICAL INC	$5,158,000	-61.5%	7,800	-65.0%	0.24%	-63.0%
TMUS	Sell	T-Mobile US Inc	$4,941,000	-22.2%	114,200	-31.1%	0.23%	-25.1%
SYK	Sell	Stryker Corp	$4,757,000	-28.1%	39,700	-35.7%	0.22%	-30.6%
ULTA	Sell	Ulta Salon Cosmetics & Fragrance Inc	$4,702,000	-43.7%	19,300	-55.2%	0.22%	-45.8%
MCD	Sell	MCDONALD'S CORP	$4,296,000	-76.9%	35,700	-75.8%	0.20%	-77.7%
EL	Sell	ESTEE LAUDER COMPANIES INC (THE)	$4,050,000	-5.8%	44,500	-2.4%	0.19%	-9.1%
WLL	Sell	Whiting Petroleum Corp	$4,058,000	+0.1%	438,300	-13.7%	0.19%	-3.6%
NTES	Sell	NetEase Inc	$3,980,000	-1.7%	20,600	-27.0%	0.19%	-5.1%
TWX	Sell	Time Warner Inc	$3,971,000	-67.5%	54,000	-67.9%	0.18%	-68.6%
CAG	Sell	ConAgra Foods Inc	$3,886,000	-54.5%	81,300	-57.5%	0.18%	-56.1%
CTXS	Sell	CITRIX SYSTEMS INC	$3,724,000	-16.6%	46,500	-18.1%	0.17%	-19.4%
HOLX	Sell	Hologic Inc	$3,681,000	-18.2%	106,400	-18.4%	0.17%	-20.7%
STLD	Sell	STEEL DYNAMICS INC	$3,589,000	-1.4%	146,500	-9.4%	0.17%	-5.1%
HAS	Sell	HASBRO INC	$3,384,000	-49.2%	40,300	-51.6%	0.16%	-50.9%
SCTY	Sell	SolarCity Corp	$3,390,000	-26.6%	141,700	-24.6%	0.16%	-29.1%
STZ	Sell	Constellation Brands Inc	$3,374,000	-66.9%	20,400	-69.7%	0.16%	-68.1%
HCP	Sell	HCP Inc	$3,233,000	-42.2%	91,400	-46.8%	0.15%	-44.1%
CME	Sell	CME Group Inc	$3,155,000	-36.3%	32,400	-37.2%	0.15%	-38.5%
NLSN	Sell	Nielsen N.V.	$2,951,000	-20.5%	56,800	-19.4%	0.14%	-22.9%
ROST	Sell	ROSS STORES INC	$2,851,000	-58.5%	50,300	-57.6%	0.13%	-59.9%
BDX	Sell	BECTON DICKINSON AND CO	$2,832,000	-16.0%	16,700	-24.8%	0.13%	-19.0%
ORLY	Sell	O'reilly Automotive Inc	$2,765,000	-67.2%	10,200	-66.9%	0.13%	-68.3%
TAP	Sell	MOLSON COORS BREWING CO	$2,740,000	+1.7%	27,100	-3.2%	0.13%	-1.5%
MAC	Sell	MACERICH CO (THE)	$2,732,000	-12.3%	32,000	-18.6%	0.13%	-15.3%
NOC	Sell	Northrop Grumman Corp	$2,578,000	-39.1%	11,600	-45.8%	0.12%	-41.5%
LNG	Sell	CHENIERE ENERGY INC	$2,399,000	+1.6%	63,900	-8.5%	0.11%	-1.8%
V	Sell	VISA Inc	$2,358,000	-67.5%	31,800	-66.5%	0.11%	-68.7%
MANH	Sell	MANHATTAN ASSOCIATES INC	$2,238,000	-4.7%	34,900	-15.5%	0.10%	-8.0%
KR	Sell	Kroger Co (The)	$2,203,000	-45.1%	59,900	-42.9%	0.10%	-46.9%
XRAY	Sell	DENTSPLY SIRONA INC	$2,208,000	-8.3%	35,600	-9.0%	0.10%	-11.2%
ABMD	Sell	Abiomed Inc	$2,174,000	-54.4%	19,900	-60.4%	0.10%	-56.1%
LKQ	Sell	LKQ Corp	$2,054,000	-45.6%	64,800	-45.2%	0.10%	-47.5%
DXCM	Sell	DexCom Inc	$2,046,000	-26.0%	25,800	-36.6%	0.10%	-29.1%
XRX	Sell	Xerox Corp	$2,046,000	-18.9%	215,700	-4.6%	0.10%	-22.1%
ILMN	Sell	ILLUMINA INC	$1,993,000	-34.9%	14,200	-24.9%	0.09%	-37.2%
CYH	Sell	COMMUNITY HEALTH SYSTEMS INC	$1,983,000	-42.2%	164,600	-11.2%	0.09%	-44.6%
MET	Sell	METLIFE INC	$1,963,000	-64.4%	49,300	-60.7%	0.09%	-65.4%
HSBC	Sell	HSBC HOLDINGS PLC	$1,938,000	-50.5%	61,900	-50.8%	0.09%	-52.4%
PGR	Sell	PROGRESSIVE CORP (THE)	$1,865,000	-57.8%	55,700	-55.8%	0.09%	-59.3%
NKE	Sell	NIKE INC	$1,860,000	-90.9%	33,700	-89.8%	0.09%	-91.2%
SPLK	Sell	Splunk Inc	$1,809,000	-16.1%	33,400	-24.3%	0.08%	-19.2%
ALGN	Sell	ALIGN TECHNOLOGY INC	$1,780,000	-42.1%	22,100	-47.8%	0.08%	-44.3%
UHS	Sell	UNIVERSAL HEALTH SERVICES INC	$1,770,000	-41.1%	13,200	-45.2%	0.08%	-42.8%
HST	Sell	HOST HOTELS & RESORTS INC	$1,752,000	-49.0%	108,100	-47.4%	0.08%	-50.6%
RSG	Sell	REPUBLIC SERVICES INC	$1,765,000	-17.1%	34,400	-23.0%	0.08%	-20.4%
RE	Sell	Everest Re Group Ltd	$1,698,000	-57.8%	9,300	-54.4%	0.08%	-59.5%
CNC	Sell	Centene Corp	$1,670,000	-73.2%	23,400	-76.9%	0.08%	-74.1%
INTU	Sell	Intuit Inc	$1,562,000	-47.5%	14,000	-51.0%	0.07%	-49.3%
JOY	Sell	Joy Global Inc	$1,538,000	+3.9%	72,800	-21.0%	0.07%	0.0%
EXAS	Sell	EXACT Sciences Corp	$1,555,000	+69.0%	127,000	-7.0%	0.07%	+63.6%
EDU	Sell	New Oriental Education & Tech Group Inc	$1,361,000	-30.9%	32,500	-43.0%	0.06%	-33.7%
PPL	Sell	PPL CORP	$1,332,000	-73.3%	35,300	-73.1%	0.06%	-74.3%
MAT	Sell	MATTEL INC	$1,336,000	-70.8%	42,700	-68.7%	0.06%	-71.9%
DGX	Sell	Quest Diagnostics Inc	$1,318,000	-38.7%	16,200	-46.2%	0.06%	-41.3%
CRUS	Sell	Cirrus Logic Inc	$1,283,000	-19.9%	33,100	-24.8%	0.06%	-22.1%
PDCE	Sell	PDC ENERGY INC	$1,278,000	-34.4%	22,200	-32.3%	0.06%	-36.2%
RL	Sell	Ralph Lauren Corp	$1,272,000	-63.9%	14,200	-61.2%	0.06%	-65.3%
ORI	Sell	OLD REPUBLIC INTERNATIONAL CORP	$1,246,000	-11.2%	64,600	-15.9%	0.06%	-14.7%
GPORQ	Sell	Gulfport Energy Corp	$1,209,000	-55.5%	38,700	-59.6%	0.06%	-57.3%
ABEV	Sell	Ambev S.A.	$1,154,000	+9.7%	195,300	-3.8%	0.05%	+5.9%
ANF	Sell	ABERCROMBIE & FITCH CO	$1,130,000	-65.3%	63,500	-38.5%	0.05%	-66.2%
CCI	Sell	Crown Castle International Corp	$1,095,000	-76.9%	10,800	-80.3%	0.05%	-77.7%
PSA	Sell	PUBLIC STORAGE	$1,099,000	-82.7%	4,300	-81.4%	0.05%	-83.4%
DDR	Sell	Ddr Corp	$1,081,000	-27.4%	59,600	-28.9%	0.05%	-30.6%
PTEN	Sell	Patterson-UTI Energy Inc	$1,006,000	-69.1%	47,200	-74.5%	0.05%	-70.1%
FLO	Sell	FLOWERS FOODS INC	$982,000	-13.6%	52,400	-14.9%	0.05%	-16.4%
SYMC	Sell	SYMANTEC CORP	$983,000	-92.4%	47,900	-93.2%	0.05%	-92.6%
FIVE	Sell	Five Below Inc	$974,000	-72.5%	21,000	-75.5%	0.04%	-73.7%
NGD	Sell	New Gold	$939,000	-7.6%	214,500	-21.3%	0.04%	-10.2%
PRAA	Sell	Pra Group Inc	$926,000	-24.6%	38,400	-8.1%	0.04%	-27.1%
IPG	Sell	Interpublic Group of Companies Inc (The)	$898,000	-61.6%	38,900	-61.9%	0.04%	-62.8%
GFI	Sell	GOLD FIELDS LTD	$906,000	-50.5%	184,900	-60.2%	0.04%	-52.3%
EWY	Sell	iShares MSCI South Korea Capped Index Fd	$895,000	-5.3%	17,200	-3.9%	0.04%	-8.7%
VER	Sell	VEREIT Inc	$879,000	-56.3%	86,700	-61.8%	0.04%	-57.7%
WBMD	Sell	WebMD Health Corp	$871,000	-57.8%	15,000	-54.5%	0.04%	-59.0%
ELLI	Sell	Ellie Mae Inc	$861,000	-73.2%	9,400	-73.5%	0.04%	-74.2%
ITUB	Sell	ITAU UNIBANCO BANCO HOLDING SA	$861,000	-80.2%	91,300	-82.0%	0.04%	-81.0%
ALLE	Sell	ALLEGION PLC	$826,000	-1.0%	11,900	-9.2%	0.04%	-2.5%
KSS	Sell	KOHL'S CORP	$830,000	-90.6%	21,900	-88.4%	0.04%	-90.8%
SC	Sell	Santander Consumer USA Holdings Inc	$839,000	-47.3%	81,300	-46.4%	0.04%	-49.4%
LL	Sell	Lumber Liquidators Holdings Inc	$821,000	-7.5%	53,300	-21.3%	0.04%	-11.6%
BKD	Sell	BROOKDALE SENIOR LIVING INC	$822,000	-65.5%	53,300	-64.4%	0.04%	-67.0%
SIX	Sell	Six Flags Entertainment Corp New	$747,000	-45.5%	12,900	-47.8%	0.04%	-47.0%
HIMX	Sell	Himax Technologies Inc	$711,000	-77.9%	86,100	-69.9%	0.03%	-78.7%
SEAS	Sell	SEAWORLD ENTERTAINMENT INC	$717,000	-59.0%	50,100	-39.7%	0.03%	-61.2%
TTWO	Sell	Take-Two Interactive Software Inc	$690,000	-47.0%	18,200	-47.4%	0.03%	-49.2%
INO	Sell	INOVIO PHARMACEUTICALS INC	$662,000	-3.1%	71,700	-8.7%	0.03%	-6.1%
MEG	Sell	MEDIA GENERAL INC	$668,000	-20.3%	38,900	-24.3%	0.03%	-22.5%
CLB	Sell	CORE LABORATORIES N.V.	$644,000	-41.5%	5,200	-46.9%	0.03%	-43.4%
SINA	Sell	Sina Corp	$627,000	-29.2%	12,100	-35.3%	0.03%	-32.6%
ARIA	Sell	ARIAD PHARMACEUTICALS INC	$629,000	-1.1%	85,200	-14.5%	0.03%	-6.5%
FNV	Sell	Franco-Nevada Corp	$623,000	-4.2%	8,200	-22.6%	0.03%	-6.5%
KEY	Sell	KEYCORP	$591,000	-32.3%	53,500	-32.4%	0.03%	-33.3%
PPC	Sell	Pilgrim's Pride Corp	$598,000	-68.4%	23,500	-68.5%	0.03%	-69.6%
HRC	Sell	HILL-ROM HOLDINGS INC	$600,000	-11.6%	11,900	-11.9%	0.03%	-15.2%
TRN	Sell	Trinity Industries Inc	$599,000	-70.4%	32,300	-70.8%	0.03%	-71.4%
TSCO	Sell	Tractor Supply Co	$583,000	-75.2%	6,400	-75.4%	0.03%	-76.3%
RS	Sell	RELIANCE STEEL & ALUMINUM CO.	$584,000	-74.0%	7,600	-76.6%	0.03%	-75.2%
ALK	Sell	ALASKA AIR GROUP INC	$565,000	-49.7%	9,700	-29.2%	0.03%	-51.9%
TFX	Sell	Teleflex Inc	$549,000	-87.9%	3,100	-89.3%	0.03%	-88.2%
TRCO	Sell	Tribune Media Co	$552,000	-69.8%	14,100	-70.4%	0.03%	-70.5%
CA	Sell	CA Inc	$512,000	-71.2%	15,600	-73.0%	0.02%	-72.1%
HALO	Sell	HALOZYME THERAPEUTICS INC	$506,000	-10.0%	58,700	-1.2%	0.02%	-11.1%
AEIS	Sell	ADVANCED ENERGY INDUSTRIES INC	$523,000	-6.6%	13,800	-14.3%	0.02%	-11.1%
KLAC	Sell	KLA-TENCOR CORP	$512,000	-4.8%	7,000	-5.4%	0.02%	-7.7%
CMC	Sell	COMMERCIAL METALS CO	$517,000	-45.8%	30,600	-45.6%	0.02%	-47.8%
HZNP	Sell	Horizon Pharma plc	$502,000	-17.6%	30,500	-17.1%	0.02%	-20.7%
CNX	Sell	CONSOL Energy Inc	$503,000	-82.2%	31,300	-87.5%	0.02%	-83.2%
BCR	Sell	Bard (C.R.) Inc	$493,000	-88.4%	2,100	-90.0%	0.02%	-88.8%
EQIX	Sell	EQUINIX INC	$504,000	-96.8%	1,300	-97.2%	0.02%	-96.9%
FNF	Sell	Fidelity National Financial Inc	$495,000	+2.3%	13,200	-7.7%	0.02%	0.0%
GRPN	Sell	Groupon Inc	$462,000	-81.8%	142,300	-77.6%	0.02%	-82.1%
UNFI	Sell	United Natural Foods Inc	$472,000	-70.6%	10,100	-74.6%	0.02%	-71.4%
VSI	Sell	Vitamin Shoppe Inc	$479,000	-38.6%	15,700	-37.7%	0.02%	-42.1%
DNKN	Sell	Dunkin' Brands Group Inc	$458,000	-82.7%	10,500	-81.3%	0.02%	-83.6%
ICF	Sell	ISHARES COHEN & STEERS REIT ETF	$443,000	-81.4%	4,100	-82.3%	0.02%	-81.7%
CW	Sell	CURTISS-WRIGHT CORP	$404,000	-17.7%	4,800	-26.2%	0.02%	-20.8%
AVY	Sell	AVERY DENNISON CORP	$403,000	-73.9%	5,400	-74.8%	0.02%	-74.7%
BLMN	Sell	Bloomin' Brands Inc	$400,000	-58.4%	22,400	-60.7%	0.02%	-58.7%
FB	Sell	Facebook Inc	$388,000	-97.6%	3,400	-97.6%	0.02%	-97.7%
CAB	Sell	Cabela's Inc	$375,000	-59.0%	7,500	-60.1%	0.02%	-61.4%
URE	Sell	ProShares Ultra Real Estate	$371,000	+9.1%	2,900	-3.3%	0.02%	+6.2%
NMBL	Sell	Nimble Storage Inc	$350,000	-10.5%	44,000	-11.8%	0.02%	-15.8%
THC	Sell	Tenet Healthcare Corp	$345,000	-55.7%	12,500	-53.5%	0.02%	-57.9%
CIT	Sell	CIT Group Inc (DEL)	$344,000	-71.0%	10,800	-71.7%	0.02%	-71.9%
CS	Sell	Credit Suisse Group	$327,000	-88.0%	30,600	-84.1%	0.02%	-88.5%
CRAY	Sell	Cray Inc	$323,000	-60.3%	10,800	-44.3%	0.02%	-61.5%
EXEL	Sell	EXELIXIS INC	$296,000	-64.5%	38,000	-81.8%	0.01%	-65.0%
FTR	Sell	FRONTIER COMMUNICATIONS CORP	$309,000	-86.5%	62,700	-84.7%	0.01%	-87.4%
FINL	Sell	THE FINISH LINE INC	$308,000	-59.5%	15,300	-57.6%	0.01%	-62.2%
DCT	Sell	DCT Industrial Trust Inc	$288,000	-78.5%	6,000	-82.4%	0.01%	-80.0%
STRZA	Sell	Starz Series A	$281,000	-60.9%	9,400	-65.6%	0.01%	-62.9%
OTEX	Sell	Open Text Corp	$272,000	-10.8%	4,600	-22.0%	0.01%	-13.3%
WDR	Sell	WADDELL & REED FINANCIAL INC	$273,000	-88.9%	15,900	-84.8%	0.01%	-89.1%
CHK	Sell	Chesapeake Energy Corp	$251,000	-94.0%	58,700	-94.2%	0.01%	-94.1%
CBLAQ	Sell	CBL & ASSOCIATES PROPERTIES INC	$255,000	-70.6%	27,400	-62.4%	0.01%	-71.4%
DNOW	Sell	NOW INC	$252,000	-31.5%	13,900	-33.2%	0.01%	-33.3%
CLDX	Sell	CELLDEX THERAPEUTICS INC	$238,000	-75.2%	54,300	-78.6%	0.01%	-76.1%
LOPE	Sell	Grand Canyon Education Inc	$227,000	-14.0%	5,700	-8.1%	0.01%	-15.4%
RDY	Sell	DR. REDDY'S LABORATORIES LTD	$210,000	-22.5%	4,100	-31.7%	0.01%	-23.1%
RES	Sell	RPC Inc	$209,000	-71.8%	13,500	-74.1%	0.01%	-72.2%
TUP	Sell	TUPPERWARE BRANDS CORP	$225,000	-76.2%	4,000	-75.5%	0.01%	-78.3%
ITRI	Sell	Itron Inc	$219,000	-64.5%	5,100	-65.5%	0.01%	-66.7%
CONN	Sell	CONN'S INC	$203,000	-53.2%	27,100	-22.3%	0.01%	-57.1%
CAKE	Sell	THE CHEESECAKE FACTORY INC	$202,000	-61.5%	4,200	-57.6%	0.01%	-64.0%
SWIR	Sell	SIERRA WIRELESS INC	$193,000	-42.7%	11,400	-50.9%	0.01%	-43.8%
MBI	Sell	MBIA Inc	$172,000	-87.7%	25,300	-83.9%	0.01%	-88.1%
FRAN	Sell	Francesca's Holdings Corp	$175,000	-87.9%	15,900	-78.9%	0.01%	-88.6%
HSC	Sell	Harsco Corp	$150,000	-61.4%	22,700	-68.2%	0.01%	-63.2%
KGC	Sell	Kinross Gold Corp	$156,000	-80.7%	32,100	-86.5%	0.01%	-82.1%
ARNA	Sell	ARENA PHARMACEUTICALS INC	$118,000	-67.6%	69,400	-62.5%	0.01%	-66.7%
CMRX	Sell	Chimerix Inc	$137,000	-85.9%	35,100	-81.5%	0.01%	-87.2%
WIN	Sell	Windstream Holdings Inc	$108,000	-85.7%	11,700	-88.1%	0.01%	-86.5%
MWW	Sell	Monster Worldwide Inc	$116,000	-35.9%	48,700	-12.4%	0.01%	-44.4%
PDLI	Sell	PDL BIOPHARMA INC	$110,000	-67.6%	35,200	-65.6%	0.01%	-68.8%
PEIX	Sell	PACIFIC ETHANOL INC	$107,000	-31.4%	19,800	-40.7%	0.01%	-37.5%
MFA	Sell	MFA FINANCIAL INC	$111,000	-76.2%	15,300	-77.6%	0.01%	-78.3%
SONS	Sell	Sonus Networks Inc	$87,000	-56.1%	10,100	-61.6%	0.00%	-60.0%
NOG	Sell	Northern Oil and Gas Inc	$80,000	-17.5%	17,500	-28.3%	0.00%	-20.0%
IPI	Sell	Intrepid Potash Inc	$55,000	-74.5%	38,700	-80.2%	0.00%	-70.0%
ONVO	Sell	Organovo Holdings Inc	$63,000	+37.0%	17,200	-19.6%	0.00%	+50.0%
ACTG	Sell	Acacia Research Corp	$57,000	-67.1%	13,100	-71.4%	0.00%	-62.5%
BCEI	Sell	BONANZA CREEK ENERGY INC	$69,000	-77.5%	34,500	-82.2%	0.00%	-80.0%
CRK	Sell	Comstock Resources Inc	$45,000	-2.2%	54,200	-11.0%	0.00%	0.0%
WTI	Sell	W&T OFFSHORE INC	$34,000	-86.3%	15,000	-86.8%	0.00%	-83.3%
BAS	Sell	BASIC ENERGY SERVICES INC	$52,000	-62.6%	31,000	-38.6%	0.00%	-71.4%
ERF	Exit	Enerplus Corp	$0	–	-10,100	-100.0%	-0.00%	–
ARRY	Exit	ARRAY BIOPHARMA INC	$0	–	-16,000	-100.0%	-0.00%	–
DNRCQ	Exit	Denbury Resources Inc	$0	–	-30,700	-100.0%	-0.00%	–
PLUG	Exit	PLUG POWER INC	$0	–	-35,900	-100.0%	-0.00%	–
NOK	Exit	NOKIA CORP	$0	–	-14,900	-100.0%	-0.00%	–
MTOR	Exit	Meritor Inc	$0	–	-11,100	-100.0%	-0.00%	–
PTCT	Exit	PTC Therapeutics Inc	$0	–	-13,800	-100.0%	-0.00%	–
TUESQ	Exit	Tuesday Morning Corp	$0	–	-13,200	-100.0%	-0.01%	–
SGY	Exit	Stone Energy Corp	$0	–	-160,700	-100.0%	-0.01%	–
OVAS	Exit	OVASCIENCE INC	$0	–	-13,700	-100.0%	-0.01%	–
RMTI	Exit	ROCKWELL MEDICAL INC	$0	–	-17,600	-100.0%	-0.01%	–
AFOP	Exit	Alliance Fiber Optic Products Inc	$0	–	-10,100	-100.0%	-0.01%	–
INFI	Exit	Infinity Pharmaceuticals Inc	$0	–	-30,100	-100.0%	-0.01%	–
TTPH	Exit	Tetraphase Pharmaceuticals Inc	$0	–	-41,400	-100.0%	-0.01%	–
RICE	Exit	Rice Energy Inc	$0	–	-13,000	-100.0%	-0.01%	–
BPT	Exit	BP PRUDHOE BAY ROYALTY TRUST	$0	–	-12,700	-100.0%	-0.01%	–
JMEI	Exit	Jumei International Holding Ltd	$0	–	-30,200	-100.0%	-0.01%	–
VSH	Exit	VISHAY INTERTECHNOLOGY INC	$0	–	-17,000	-100.0%	-0.01%	–
RTRX	Exit	Retrophin Inc	$0	–	-15,200	-100.0%	-0.01%	–
NYCB	Exit	NEW YORK COMMUNITY BANCORP INC	$0	–	-12,500	-100.0%	-0.01%	–
AEGR	Exit	Aegerion Pharmaceuticals Inc	$0	–	-56,900	-100.0%	-0.01%	–
ANGI	Exit	Angie's List Inc	$0	–	-26,000	-100.0%	-0.01%	–
BBVA	Exit	BANCO BILBAO VISCAYA ARGENTARIA S.A.	$0	–	-31,200	-100.0%	-0.01%	–
XONE	Exit	The ExOne Co	$0	–	-15,200	-100.0%	-0.01%	–
ATW	Exit	Atwood Oceanics Inc	$0	–	-22,900	-100.0%	-0.01%	–
ECA	Exit	ENCANA CORP	$0	–	-35,100	-100.0%	-0.01%	–
DNB	Exit	DUN & BRADSTREET CORP (THE)	$0	–	-2,100	-100.0%	-0.01%	–
HLX	Exit	HELIX ENERGY SOLUTIONS GROUP INC	$0	–	-35,500	-100.0%	-0.01%	–
HUN	Exit	Huntsman Corp	$0	–	-17,000	-100.0%	-0.01%	–
RGEN	Exit	REPLIGEN CORP	$0	–	-8,600	-100.0%	-0.01%	–
CSII	Exit	Cardiovascular Systems Inc	$0	–	-22,800	-100.0%	-0.01%	–
JACK	Exit	Jack In The Box Inc	$0	–	-3,500	-100.0%	-0.01%	–
WRLD	Exit	World Acceptance Corp	$0	–	-6,000	-100.0%	-0.01%	–
ABC	Exit	AmerisourceBergen Corp (Holding Co)	$0	–	-2,700	-100.0%	-0.01%	–
TASR	Exit	TASER International Inc	$0	–	-13,000	-100.0%	-0.01%	–
REX	Exit	REX AMERICAN RESOURCES CORP	$0	–	-4,300	-100.0%	-0.01%	–
BTEGF	Exit	Baytex Energy Corp	$0	–	-63,400	-100.0%	-0.01%	–
PAAS	Exit	PAN AMERICAN SILVER CORP	$0	–	-23,300	-100.0%	-0.01%	–
UTEK	Exit	ULTRATECH INC	$0	–	-10,900	-100.0%	-0.01%	–
DV	Exit	DEVRY EDUCATION GROUP INC	$0	–	-15,200	-100.0%	-0.01%	–
QSII	Exit	Quality Systems Inc	$0	–	-17,800	-100.0%	-0.01%	–
GCO	Exit	Genesco Inc	$0	–	-3,700	-100.0%	-0.01%	–
RDC	Exit	ROWAN COMPANIES PLC	$0	–	-16,100	-100.0%	-0.01%	–
EPAC	Exit	Actuant Corp	$0	–	-11,100	-100.0%	-0.01%	–
INVA	Exit	Innoviva Inc	$0	–	-23,800	-100.0%	-0.01%	–
YPF	Exit	YPF Sociedad Anonima ADR	$0	–	-16,000	-100.0%	-0.01%	–
OMER	Exit	Omeros Corp	$0	–	-18,700	-100.0%	-0.01%	–
GLOG	Exit	GasLog LP.	$0	–	-30,200	-100.0%	-0.01%	–
VRTX	Exit	VERTEX PHARMACEUTICALS INC	$0	–	-3,600	-100.0%	-0.01%	–
TCO	Exit	Taubman Centers Inc	$0	–	-4,200	-100.0%	-0.01%	–
KKD	Exit	Krispy Kreme Doughnuts Inc	$0	–	-19,300	-100.0%	-0.01%	–
BCRX	Exit	BIOCRYST PHARMACEUTICALS INC	$0	–	-103,800	-100.0%	-0.01%	–
BCOR	Exit	Blucora Inc	$0	–	-57,800	-100.0%	-0.01%	–
OFC	Exit	CORPORATE OFFICE PROPERTIES TRUST	$0	–	-11,500	-100.0%	-0.02%	–
ENLC	Exit	EnLink Midstream LLC	$0	–	-27,800	-100.0%	-0.02%	–
BDN	Exit	Brandywine Realty Trust	$0	–	-22,600	-100.0%	-0.02%	–
UL	Exit	UNILEVER PLC	$0	–	-7,300	-100.0%	-0.02%	–
SEMG	Exit	Semgroup Corp	$0	–	-15,000	-100.0%	-0.02%	–
SLB	Exit	SCHLUMBERGER N.V.	$0	–	-4,400	-100.0%	-0.02%	–
IOC	Exit	InterOil Corp	$0	–	-10,400	-100.0%	-0.02%	–
LYG	Exit	LLOYDS BANKING GROUP PLC	$0	–	-85,400	-100.0%	-0.02%	–
BSBR	Exit	Banco Santander Brasil SA	$0	–	-70,500	-100.0%	-0.02%	–
COO	Exit	COOPER COMPANIES INC (THE)	$0	–	-2,200	-100.0%	-0.02%	–
VECO	Exit	VEECO INSTRUMENTS INC	$0	–	-17,800	-100.0%	-0.02%	–
KERX	Exit	Keryx Biopharmaceuticals Inc	$0	–	-74,500	-100.0%	-0.02%	–
SSRI	Exit	Silver Standard Resources Inc	$0	–	-62,700	-100.0%	-0.02%	–
REG	Exit	Regency Centers Corp	$0	–	-4,600	-100.0%	-0.02%	–
EBIX	Exit	Ebix Inc	$0	–	-9,100	-100.0%	-0.02%	–
HMSY	Exit	HMS HOLDINGS CORP	$0	–	-25,900	-100.0%	-0.02%	–
CLGX	Exit	CORELOGIC INC	$0	–	-10,700	-100.0%	-0.02%	–
DK	Exit	DELEK US HOLDINGS INC	$0	–	-24,000	-100.0%	-0.02%	–
WWAV	Exit	Whitewave Foods Co (The)	$0	–	-9,000	-100.0%	-0.02%	–
DSW	Exit	DSW INC	$0	–	-14,600	-100.0%	-0.02%	–
RPTP	Exit	Raptor Pharmaceutical Corp	$0	–	-84,900	-100.0%	-0.02%	–
TSLA	Exit	Tesla Motors Inc	$0	–	-1,700	-100.0%	-0.02%	–
SYNA	Exit	SYNAPTICS INC	$0	–	-4,900	-100.0%	-0.02%	–
MRC	Exit	MRC Global Inc	$0	–	-29,300	-100.0%	-0.02%	–
LUK	Exit	LEUCADIA NATIONAL CORP	$0	–	-26,100	-100.0%	-0.02%	–
SCCO	Exit	SOUTHERN COPPER CORP	$0	–	-14,800	-100.0%	-0.02%	–
CTB	Exit	COOPER TIRE & RUBBER CO	$0	–	-11,100	-100.0%	-0.02%	–
DISCA	Exit	Discovery Communications Inc	$0	–	-14,700	-100.0%	-0.02%	–
AGIO	Exit	Agios Pharmaceuticals Inc	$0	–	-10,200	-100.0%	-0.02%	–
BOBE	Exit	Bob Evans Farms Inc	$0	–	-9,400	-100.0%	-0.02%	–
MSTR	Exit	Microstrategy Inc	$0	–	-2,400	-100.0%	-0.02%	–
NSM	Exit	Nationstar Mortgage Holdings Inc	$0	–	-46,500	-100.0%	-0.02%	–
TSL	Exit	Trina Solar Ltd	$0	–	-45,300	-100.0%	-0.02%	–
ICLR	Exit	ICON PLC	$0	–	-6,400	-100.0%	-0.02%	–
FLTX	Exit	FLEETMATICS GROUP PLC	$0	–	-11,900	-100.0%	-0.02%	–
PSEC	Exit	Prospect Capital Corp	$0	–	-65,300	-100.0%	-0.02%	–
HRB	Exit	H&R BLOCK INC	$0	–	-17,800	-100.0%	-0.02%	–
TECD	Exit	TECH DATA CORP	$0	–	-6,300	-100.0%	-0.02%	–
LXK	Exit	LEXMARK INTERNATIONAL INC	$0	–	-14,800	-100.0%	-0.02%	–
SAVE	Exit	Spirit Airlines Inc	$0	–	-10,300	-100.0%	-0.02%	–
TCBI	Exit	TEXAS CAPITAL BANCSHARES INC	$0	–	-12,800	-100.0%	-0.02%	–
MTSI	Exit	M/A-COM Technology Solutions Holding Inc	$0	–	-11,400	-100.0%	-0.02%	–
AMAG	Exit	AMAG PHARMACEUTICALS INC	$0	–	-21,700	-100.0%	-0.02%	–
TDC	Exit	Teradata Corp	$0	–	-20,000	-100.0%	-0.02%	–
TGI	Exit	Triumph Group Inc	$0	–	-16,400	-100.0%	-0.02%	–
BTUUQ	Exit	PEABODY ENERGY CP	$0	–	-230,200	-100.0%	-0.03%	–
JKS	Exit	JinkoSolar Holding Co Ltd	$0	–	-25,700	-100.0%	-0.03%	–
CLVS	Exit	Clovis Oncology Inc	$0	–	-28,000	-100.0%	-0.03%	–
ARRS	Exit	ARRIS International Plc	$0	–	-23,300	-100.0%	-0.03%	–
CR	Exit	Crane Co	$0	–	-10,100	-100.0%	-0.03%	–
DLX	Exit	Deluxe Corp	$0	–	-8,700	-100.0%	-0.03%	–
DWA	Exit	DreamWorks Animation SKG Inc	$0	–	-22,100	-100.0%	-0.03%	–
MDRX	Exit	Allscripts Healthcare Solutions Inc	$0	–	-43,000	-100.0%	-0.03%	–
CSTE	Exit	Caesarstone Sdot-Yam Ltd	$0	–	-16,000	-100.0%	-0.03%	–
RMBS	Exit	Rambus Inc	$0	–	-42,600	-100.0%	-0.03%	–
PDS	Exit	Precision Drilling Corp	$0	–	-136,100	-100.0%	-0.03%	–
TWO	Exit	Two Harbors Investments Corp	$0	–	-72,000	-100.0%	-0.03%	–
STNG	Exit	Scorpio Tankers Inc	$0	–	-101,200	-100.0%	-0.03%	–
SRC	Exit	SPIRIT REALTY CAPITAL INC	$0	–	-51,700	-100.0%	-0.03%	–
AMCX	Exit	AMC Networks Inc	$0	–	-9,000	-100.0%	-0.03%	–
TGNA	Exit	Tegna Inc	$0	–	-25,200	-100.0%	-0.03%	–
RGLD	Exit	Royal Gold Inc	$0	–	-11,600	-100.0%	-0.03%	–
PHH	Exit	PHH Corp	$0	–	-49,800	-100.0%	-0.03%	–
HL	Exit	HECLA MINING CO	$0	–	-221,200	-100.0%	-0.03%	–
ICPT	Exit	Intercept Pharmaceuticals Inc	$0	–	-4,800	-100.0%	-0.03%	–
TAL	Exit	TAL Education Group	$0	–	-12,700	-100.0%	-0.03%	–
CVG	Exit	Convergys Corp	$0	–	-22,400	-100.0%	-0.03%	–
MMS	Exit	Maximus Inc	$0	–	-12,000	-100.0%	-0.03%	–
NEBLQ	Exit	NOBLE CORP	$0	–	-60,100	-100.0%	-0.03%	–
DECK	Exit	DECKERS OUTDOOR CORP	$0	–	-10,800	-100.0%	-0.03%	–
BWXT	Exit	BWX Technologies Inc	$0	–	-19,300	-100.0%	-0.03%	–
SBGI	Exit	SINCLAIR BROADCAST GROUP INC	$0	–	-20,900	-100.0%	-0.03%	–
PAH	Exit	Platform Specialty Products Corp	$0	–	-74,100	-100.0%	-0.03%	–
CNP	Exit	CENTERPOINT ENERGY INC	$0	–	-31,000	-100.0%	-0.03%	–
ICON	Exit	ICONIX BRAND GROUP INC	$0	–	-81,600	-100.0%	-0.03%	–
BYD	Exit	BOYD GAMING CORP	$0	–	-32,500	-100.0%	-0.03%	–
QRTEA	Exit	Liberty Interactive Corp	$0	–	-26,100	-100.0%	-0.03%	–
SCI	Exit	SERVICE CORP INTERNATIONAL	$0	–	-27,200	-100.0%	-0.03%	–
ENTA	Exit	Enanta Pharmaceuticals Inc	$0	–	-22,300	-100.0%	-0.03%	–
CPA	Exit	Copa Holdings S.A.	$0	–	-9,700	-100.0%	-0.03%	–
VSAT	Exit	Viasat Inc	$0	–	-9,200	-100.0%	-0.03%	–
BBD	Exit	BANCO BRADESCO SA	$0	–	-93,200	-100.0%	-0.03%	–
MRVL	Exit	Marvell Technology Group Ltd	$0	–	-67,700	-100.0%	-0.03%	–
AN	Exit	AutoNation Inc	$0	–	-14,900	-100.0%	-0.03%	–
PWR	Exit	Quanta Services Inc	$0	–	-30,900	-100.0%	-0.03%	–
SSTK	Exit	Shutterstock Inc	$0	–	-19,100	-100.0%	-0.03%	–
TSM	Exit	Taiwan Semiconductor Manufacturing CoLtd	$0	–	-27,800	-100.0%	-0.04%	–
DYN	Exit	Dynegy Inc	$0	–	-51,000	-100.0%	-0.04%	–
CENX	Exit	Century Aluminum Co	$0	–	-103,300	-100.0%	-0.04%	–
NSR	Exit	NEUSTAR INC	$0	–	-30,500	-100.0%	-0.04%	–
AMD	Exit	ADVANCED MICRO DEVICES INC	$0	–	-261,600	-100.0%	-0.04%	–
ALLY	Exit	Ally Financial Inc	$0	–	-41,400	-100.0%	-0.04%	–
CELG	Exit	CELGENE CORP	$0	–	-7,700	-100.0%	-0.04%	–
SSYS	Exit	Stratasys Ltd	$0	–	-29,700	-100.0%	-0.04%	–
VOYA	Exit	Voya Financial Inc	$0	–	-25,800	-100.0%	-0.04%	–
SHO	Exit	SUNSTONE HOTEL INVESTORS INC	$0	–	-54,000	-100.0%	-0.04%	–
MOH	Exit	MOLINA HEALTHCARE INC	$0	–	-12,200	-100.0%	-0.04%	–
VAR	Exit	Varian Medical Systems Inc	$0	–	-9,800	-100.0%	-0.04%	–
DRE	Exit	Duke Realty Corp	$0	–	-34,600	-100.0%	-0.04%	–
SCSS	Exit	SELECT COMFORT CORP	$0	–	-41,900	-100.0%	-0.04%	–
OIS	Exit	OIL STATES INTERNATIONAL INC	$0	–	-25,400	-100.0%	-0.04%	–
PCRX	Exit	Pacira Pharmaceuticals Inc	$0	–	-15,400	-100.0%	-0.04%	–
UNTCQ	Exit	Unit Corp	$0	–	-90,900	-100.0%	-0.04%	–
SDRL	Exit	Seadrill Ltd	$0	–	-259,100	-100.0%	-0.04%	–
AVB	Exit	AVALONBAY COMMUNITIES INC	$0	–	-4,500	-100.0%	-0.04%	–
CREE	Exit	CREE INC	$0	–	-29,300	-100.0%	-0.04%	–
BEN	Exit	Franklin Resources Inc	$0	–	-22,400	-100.0%	-0.04%	–
NUS	Exit	NU SKIN ENTERPRISES INC	$0	–	-22,600	-100.0%	-0.04%	–
CCJ	Exit	CAMECO CORP	$0	–	-67,900	-100.0%	-0.04%	–
SNH	Exit	SENIOR HOUSING PROPERTIES TRUST	$0	–	-48,900	-100.0%	-0.04%	–
LPX	Exit	LOUISIANA-PACIFIC CORP	$0	–	-50,500	-100.0%	-0.04%	–
BAP	Exit	Credicorp Ltd	$0	–	-6,600	-100.0%	-0.04%	–
RY	Exit	Royal Bank of Canada	$0	–	-15,400	-100.0%	-0.04%	–
GOGO	Exit	Gogo Inc	$0	–	-81,800	-100.0%	-0.04%	–
UN	Exit	UNILEVER NV	$0	–	-19,900	-100.0%	-0.04%	–
TER	Exit	Teradyne Inc	$0	–	-42,300	-100.0%	-0.04%	–
VLO	Exit	Valero Energy Corp	$0	–	-14,300	-100.0%	-0.04%	–
SAN	Exit	BANCO SANTANDER S.A.	$0	–	-212,200	-100.0%	-0.04%	–
ALB	Exit	Albemarle Corp	$0	–	-14,600	-100.0%	-0.04%	–
XON	Exit	Intrexon Corp	$0	–	-27,300	-100.0%	-0.04%	–
LBTYK	Exit	Liberty Global plc	$0	–	-25,200	-100.0%	-0.05%	–
TV	Exit	GRUPO TELEVISA S.A.	$0	–	-34,400	-100.0%	-0.05%	–
AZN	Exit	Astrazeneca PLC	$0	–	-34,300	-100.0%	-0.05%	–
AVP	Exit	Avon Products Inc	$0	–	-202,800	-100.0%	-0.05%	–
MD	Exit	Mednax Inc	$0	–	-15,000	-100.0%	-0.05%	–
DWRE	Exit	DEMANDWARE INC	$0	–	-25,500	-100.0%	-0.05%	–
YELP	Exit	YELP INC	$0	–	-49,900	-100.0%	-0.05%	–
OA	Exit	Orbital ATK Inc	$0	–	-11,700	-100.0%	-0.05%	–
CLH	Exit	Clean Harbors Inc	$0	–	-20,900	-100.0%	-0.05%	–
DRQ	Exit	Dril-Quip Inc	$0	–	-17,100	-100.0%	-0.05%	–
EPEGQ	Exit	EP ENERGY CORP	$0	–	-232,400	-100.0%	-0.05%	–
GIII	Exit	G-III APPAREL GROUP LTD.	$0	–	-21,600	-100.0%	-0.05%	–
IAG	Exit	Iamgold Corp	$0	–	-484,500	-100.0%	-0.05%	–
MRD	Exit	Memorial Resource Development Corp	$0	–	-105,700	-100.0%	-0.05%	–
FOSL	Exit	Fossil Group Inc	$0	–	-24,600	-100.0%	-0.05%	–
GBX	Exit	GREENBRIER COMPANIES INC (THE)	$0	–	-39,900	-100.0%	-0.05%	–
BEAV	Exit	B/E AEROSPACE INC	$0	–	-24,300	-100.0%	-0.05%	–
HPY	Exit	Heartland Payment Systems Inc	$0	–	-11,500	-100.0%	-0.05%	–
AEM	Exit	AGNICO EAGLE MINES LTD	$0	–	-31,400	-100.0%	-0.06%	–
SLCA	Exit	U.S. SILICA HOLDINGS INC	$0	–	-49,700	-100.0%	-0.06%	–
DFODQ	Exit	DEAN FOODS CO	$0	–	-65,600	-100.0%	-0.06%	–
IAC	Exit	IAC/InterActiveCorp	$0	–	-24,500	-100.0%	-0.06%	–
BID	Exit	SOTHEBY'S	$0	–	-43,000	-100.0%	-0.06%	–
IDTI	Exit	INTEGRATED DEVICE TECHNOLOGY INC	$0	–	-57,700	-100.0%	-0.06%	–
GES	Exit	Guess? Inc	$0	–	-63,700	-100.0%	-0.06%	–
CSIQ	Exit	Canadian Solar Inc	$0	–	-63,700	-100.0%	-0.06%	–
CERN	Exit	CERNER CORP	$0	–	-23,300	-100.0%	-0.06%	–
REGN	Exit	REGENERON PHARMACEUTICALS INC	$0	–	-3,500	-100.0%	-0.06%	–
LYB	Exit	LyondellBasell Industries NV	$0	–	-14,700	-100.0%	-0.06%	–
LBTYA	Exit	Liberty Global plc cl A	$0	–	-33,300	-100.0%	-0.06%	–
EGO	Exit	Eldorado Gold Corp	$0	–	-405,400	-100.0%	-0.06%	–
HTZ	Exit	Hertz Global Holdings Inc	$0	–	-123,500	-100.0%	-0.06%	–
IVZ	Exit	INVESCO PLC	$0	–	-42,300	-100.0%	-0.06%	–
OXY	Exit	OCCIDENTAL PETROLEUM CORP	$0	–	-19,200	-100.0%	-0.06%	–
HBI	Exit	HANESBRANDS INC	$0	–	-45,700	-100.0%	-0.06%	–
RSX	Exit	Market Vectors TR Russia ETF	$0	–	-80,200	-100.0%	-0.06%	–
SMG	Exit	SCOTTS MIRACLE-GRO CO (THE)	$0	–	-18,300	-100.0%	-0.06%	–
EBAY	Exit	eBay Inc	$0	–	-55,300	-100.0%	-0.06%	–
KMX	Exit	CarMax Inc	$0	–	-25,900	-100.0%	-0.06%	–
TMH	Exit	Team Health Holdings Inc	$0	–	-32,500	-100.0%	-0.07%	–
DOFSQ	Exit	DIAMOND OFFSHORE DRILLING INC	$0	–	-63,400	-100.0%	-0.07%	–
PSX	Exit	Phillips 66	$0	–	-16,200	-100.0%	-0.07%	–
SBNY	Exit	SIGNATURE BANK	$0	–	-10,300	-100.0%	-0.07%	–
EXPE	Exit	Expedia Inc	$0	–	-13,000	-100.0%	-0.07%	–
SAFM	Exit	Sanderson Farms Inc	$0	–	-16,700	-100.0%	-0.07%	–
FRC	Exit	First Republic Bank	$0	–	-22,700	-100.0%	-0.07%	–
LUMN	Exit	Centurylink Inc	$0	–	-47,100	-100.0%	-0.07%	–
SKX	Exit	SKECHERS U.S.A. INC	$0	–	-50,300	-100.0%	-0.07%	–
HTWR	Exit	Heartware International Inc	$0	–	-49,000	-100.0%	-0.07%	–
HLS	Exit	Healthsouth Corp	$0	–	-40,800	-100.0%	-0.07%	–
WU	Exit	Western Union Co (The)	$0	–	-79,600	-100.0%	-0.07%	–
APC	Exit	Anadarko Petroleum Corp	$0	–	-33,200	-100.0%	-0.08%	–
CMG	Exit	CHIPOTLE MEXICAN GRILL INC	$0	–	-3,300	-100.0%	-0.08%	–
SLW	Exit	Silver Wheaton Corp	$0	–	-93,600	-100.0%	-0.08%	–
MLCO	Exit	Melco Crown Entertainment Ltd	$0	–	-103,000	-100.0%	-0.08%	–
BB	Exit	BlackBerry Ltd	$0	–	-210,800	-100.0%	-0.08%	–
CUBE	Exit	Cubesmart	$0	–	-51,000	-100.0%	-0.08%	–
ASHR	Exit	Ds X Csi Chn Etf	$0	–	-70,000	-100.0%	-0.08%	–
BIIB	Exit	Biogen Inc	$0	–	-6,600	-100.0%	-0.08%	–
SWHC	Exit	Smith & Wesson Holding Corp	$0	–	-64,800	-100.0%	-0.08%	–
WFM	Exit	WHOLE FOODS MARKET INC	$0	–	-55,600	-100.0%	-0.08%	–
INGR	Exit	INGREDION INC	$0	–	-16,200	-100.0%	-0.08%	–
LCI	Exit	Lannett Co Inc	$0	–	-96,700	-100.0%	-0.08%	–
MKC	Exit	MCCORMICK & CO INC	$0	–	-17,900	-100.0%	-0.09%	–
BCS	Exit	BARCLAYS PLC	$0	–	-208,600	-100.0%	-0.09%	–
DATA	Exit	Tableau Software Inc	$0	–	-39,500	-100.0%	-0.09%	–
VRNT	Exit	VERINT SYSTEMS INC	$0	–	-54,400	-100.0%	-0.09%	–
MOS	Exit	MOSAIC CO (THE)	$0	–	-68,000	-100.0%	-0.09%	–
CNQ	Exit	CANADIAN NATURAL RESOURCES LTD	$0	–	-68,800	-100.0%	-0.09%	–
FLR	Exit	FLUOR CORP	$0	–	-34,700	-100.0%	-0.09%	–
NEM	Exit	NEWMONT MINING CORP	$0	–	-71,600	-100.0%	-0.09%	–
INCY	Exit	Incyte Corp	$0	–	-26,500	-100.0%	-0.09%	–
CI	Exit	CIGNA CORP	$0	–	-14,200	-100.0%	-0.09%	–
RIG	Exit	Transocean Ltd	$0	–	-215,100	-100.0%	-0.10%	–
OGE	Exit	OGE Energy Corp	$0	–	-69,500	-100.0%	-0.10%	–
DOX	Exit	Amdocs Ltd	$0	–	-32,900	-100.0%	-0.10%	–
AU	Exit	ANGLOGOLD ASHANTI LTD	$0	–	-146,700	-100.0%	-0.10%	–
RAX	Exit	Rackspace Hosting Inc	$0	–	-93,200	-100.0%	-0.10%	–
ALKS	Exit	Alkermes PLC	$0	–	-58,700	-100.0%	-0.10%	–
AUY	Exit	YAMANA GOLD INC	$0	–	-671,800	-100.0%	-0.10%	–
RAD	Exit	Rite Aid Corp	$0	–	-253,600	-100.0%	-0.10%	–
MCO	Exit	MOODY'S CORP	$0	–	-21,400	-100.0%	-0.10%	–
CTSH	Exit	Cognizant Technology Solutions Corp	$0	–	-33,900	-100.0%	-0.10%	–
TYL	Exit	Tyler Technologies Inc	$0	–	-16,600	-100.0%	-0.10%	–
AGCO	Exit	AGCO Corp	$0	–	-43,400	-100.0%	-0.10%	–
UDR	Exit	UNITED DOMINION REALTY TRUST INC	$0	–	-56,000	-100.0%	-0.10%	–
NUAN	Exit	NUANCE COMMUNICATIONS INC	$0	–	-116,700	-100.0%	-0.10%	–
RGR	Exit	Sturm Ruger & Co Inc	$0	–	-32,200	-100.0%	-0.11%	–
ASML	Exit	ASML HOLDING N.V.	$0	–	-21,900	-100.0%	-0.11%	–
CPN	Exit	Calpine Corp	$0	–	-146,300	-100.0%	-0.11%	–
LVLT	Exit	Level 3 Communications Inc	$0	–	-42,400	-100.0%	-0.11%	–
DB	Exit	DEUTSCHE BANK AG	$0	–	-132,100	-100.0%	-0.11%	–
WR	Exit	WESTAR ENERGY INC	$0	–	-47,400	-100.0%	-0.11%	–
BMRN	Exit	BioMarin Pharmaceutical Inc	$0	–	-28,900	-100.0%	-0.12%	–
RRC	Exit	Range Resources Corp	$0	–	-74,600	-100.0%	-0.12%	–
HSIC	Exit	HENRY SCHEIN INC	$0	–	-14,100	-100.0%	-0.12%	–
OKE	Exit	ONEOK Inc	$0	–	-82,100	-100.0%	-0.12%	–
USB	Exit	U.S. BANCORP	$0	–	-60,500	-100.0%	-0.12%	–
EQR	Exit	Equity Residential	$0	–	-33,500	-100.0%	-0.12%	–
CCE	Exit	COCA-COLA ENTERPRISES INC	$0	–	-49,900	-100.0%	-0.12%	–
NRG	Exit	NRG Energy Inc	$0	–	-195,700	-100.0%	-0.12%	–
CAH	Exit	Cardinal Health Inc	$0	–	-31,000	-100.0%	-0.12%	–
GRMN	Exit	GARMIN LTD	$0	–	-64,400	-100.0%	-0.12%	–
EPP	Exit	ISHARES MSCI PAC EX-JAP IDX FD	$0	–	-65,300	-100.0%	-0.12%	–
GT	Exit	THE GOODYEAR TIRE & RUBBER CO	$0	–	-78,100	-100.0%	-0.12%	–
ANAC	Exit	Anacor Pharmaceuticals Inc	$0	–	-48,500	-100.0%	-0.12%	–
MS	Exit	MORGAN STANLEY	$0	–	-106,200	-100.0%	-0.13%	–
ESV	Exit	ENSCO PLC	$0	–	-255,300	-100.0%	-0.13%	–
WYNN	Exit	WYNN RESORTS LTD	$0	–	-28,800	-100.0%	-0.13%	–
BBY	Exit	Best Buy Co. Inc	$0	–	-83,600	-100.0%	-0.13%	–
VOD	Exit	VODAFONE GROUP PLC	$0	–	-85,500	-100.0%	-0.13%	–
CF	Exit	CF INDUSTRIES HOLDINGS INC	$0	–	-87,900	-100.0%	-0.13%	–
P	Exit	PANDORA MEDIA INC	$0	–	-308,800	-100.0%	-0.13%	–
NRF	Exit	Northstar Realty Finance Corp	$0	–	-210,600	-100.0%	-0.13%	–
DPS	Exit	DR Pepper Snapple Group Inc	$0	–	-32,300	-100.0%	-0.14%	–
SAP	Exit	Sap Ae Drc	$0	–	-36,700	-100.0%	-0.14%	–
LGF	Exit	LIONS GATE ENTERTAINMENT CORP	$0	–	-135,000	-100.0%	-0.14%	–
GSK	Exit	GLAXOSMITHKLINE PLC	$0	–	-75,400	-100.0%	-0.15%	–
FL	Exit	Foot Locker Inc	$0	–	-48,500	-100.0%	-0.15%	–
JAH	Exit	Jarden Corp	$0	–	-53,500	-100.0%	-0.15%	–
HLF	Exit	Herbalife LTD.	$0	–	-55,700	-100.0%	-0.17%	–
CCL	Exit	Carnival Corp	$0	–	-68,000	-100.0%	-0.17%	–
INFY	Exit	Infosys Ltd	$0	–	-190,500	-100.0%	-0.18%	–
GG	Exit	GOLDCORP INC	$0	–	-223,200	-100.0%	-0.18%	–
GPS	Exit	GAP INC (THE)	$0	–	-124,800	-100.0%	-0.18%	–
LVS	Exit	Las Vegas Sands Corp	$0	–	-71,100	-100.0%	-0.18%	–
C	Exit	Citigroup Inc	$0	–	-88,700	-100.0%	-0.18%	–
CHKP	Exit	CHECK POINT SOFTWARE TECHNOLOGIES LTD	$0	–	-42,700	-100.0%	-0.18%	–
VFC	Exit	V.F. CORP	$0	–	-58,900	-100.0%	-0.18%	–
SNI	Exit	Scripps Networks Interactive Inc	$0	–	-59,300	-100.0%	-0.19%	–
EXR	Exit	EXTRA SPACE STORAGE INC	$0	–	-42,300	-100.0%	-0.19%	–
SWN	Exit	SOUTHWESTERN ENERGY CO	$0	–	-494,700	-100.0%	-0.19%	–
KORS	Exit	Michael Kors Holdings Ltd	$0	–	-71,900	-100.0%	-0.20%	–
DG	Exit	Dollar General Corp	$0	–	-49,300	-100.0%	-0.20%	–
WELL	Exit	Welltower Inc	$0	–	-67,400	-100.0%	-0.23%	–
HP	Exit	Helmerich & Payne Inc	$0	–	-80,200	-100.0%	-0.23%	–
ESRX	Exit	EXPRESS SCRIPTS HOLDING CO	$0	–	-69,000	-100.0%	-0.23%	–
SHPG	Exit	SHIRE PLC	$0	–	-27,700	-100.0%	-0.23%	–
DLR	Exit	DIGITAL REALTY TRUST INC	$0	–	-55,500	-100.0%	-0.24%	–
EXPR	Exit	Express Inc	$0	–	-232,600	-100.0%	-0.24%	–
NVO	Exit	NOVO NORDISK A/S	$0	–	-92,900	-100.0%	-0.24%	–
GGP	Exit	General Growth Properties Inc	$0	–	-175,200	-100.0%	-0.25%	–
JCPNQ	Exit	Penney (JC) Co Inc	$0	–	-470,800	-100.0%	-0.25%	–
JD	Exit	JD.com Inc	$0	–	-212,700	-100.0%	-0.27%	–
OIH	Exit	MARKET VECTORS OIL SERVICES ETF	$0	–	-212,400	-100.0%	-0.27%	–
CRI	Exit	Carter's Inc	$0	–	-55,100	-100.0%	-0.28%	–
AEO	Exit	American Eagle Outfitters Inc	$0	–	-353,000	-100.0%	-0.28%	–
HAL	Exit	Halliburton Co	$0	–	-164,500	-100.0%	-0.28%	–
DAL	Exit	Delta Air Lines Inc	$0	–	-121,000	-100.0%	-0.28%	–
PNRA	Exit	PANERA BREAD CO	$0	–	-29,200	-100.0%	-0.29%	–
ANTM	Exit	Anthem Inc	$0	–	-43,200	-100.0%	-0.29%	–
NOV	Exit	NATIONAL OILWELL VARCO INC	$0	–	-212,100	-100.0%	-0.32%	–
PF	Exit	Pinnacle Foods Inc	$0	–	-150,300	-100.0%	-0.32%	–
VTR	Exit	Ventas Inc	$0	–	-110,200	-100.0%	-0.34%	–
AA	Exit	Alcoa Inc	$0	–	-726,300	-100.0%	-0.34%	–
DRI	Exit	DARDEN RESTAURANTS INC	$0	–	-113,300	-100.0%	-0.36%	–
AMGN	Exit	AMGEN INC	$0	–	-51,500	-100.0%	-0.37%	–
IBB	Exit	ISHARES NASDAQ BIOTECHNOLOGY INDEX FUND	$0	–	-30,600	-100.0%	-0.39%	–
PCLN	Exit	Priceline Group Inc	$0	–	-7,000	-100.0%	-0.44%	–
GIS	Exit	GENERAL MILLS INC	$0	–	-145,800	-100.0%	-0.45%	–
MRO	Exit	MARATHON OIL CORP	$0	–	-843,900	-100.0%	-0.45%	–
EWA	Exit	ISHARES MSCI AUSTRALIA INDEX FUND	$0	–	-491,000	-100.0%	-0.46%	–
AZO	Exit	AUTOZONE INC	$0	–	-12,300	-100.0%	-0.47%	–
CVS	Exit	Cvs Health Corp	$0	–	-95,400	-100.0%	-0.48%	–
DPZ	Exit	DOMINO'S PIZZA INC	$0	–	-78,400	-100.0%	-0.50%	–
TJX	Exit	TJX COMPANIES INC (THE)	$0	–	-145,100	-100.0%	-0.55%	–
PM	Exit	Philip Morris International Inc	$0	–	-119,000	-100.0%	-0.56%	–
JNK	Exit	SPDR Barclays High Yield Bond ETF	$0	–	-350,600	-100.0%	-0.58%	–
HON	Exit	Honeywell International Inc	$0	–	-109,100	-100.0%	-0.59%	–
LNKD	Exit	LinkedIn Corp	$0	–	-122,600	-100.0%	-0.68%	–
EFA	Exit	ISHARES MSCI EAFE ETF	$0	–	-246,500	-100.0%	-0.68%	–
GDXJ	Exit	Market Vectors Junior Gold Miners ETF	$0	–	-544,000	-100.0%	-0.73%	–
QCOM	Exit	Qualcomm Inc	$0	–	-325,300	-100.0%	-0.80%	–
XLV	Exit	SPDR SELECT SECTOR FUND - HEALTH CARE	$0	–	-248,700	-100.0%	-0.82%	–
TGT	Exit	TARGET CORP	$0	–	-217,600	-100.0%	-0.86%	–
SBUX	Exit	Starbucks Corp	$0	–	-302,900	-100.0%	-0.87%	–
GOOG	Exit	Alphabet Inc	$0	–	-25,300	-100.0%	-0.91%	–
TWC	Exit	Time Warner Cable Inc	$0	–	-103,000	-100.0%	-1.02%	–
GOOGL	Exit	Alphabet Inc A	$0	–	-33,100	-100.0%	-1.22%	–
HYG	Exit	iShares iBoxx $ High Yield Corp Bond ETF	$0	–	-669,900	-100.0%	-2.64%	–
GDX	Exit	Market Vectors Gold Miners ETF	$0	–	-3,524,100	-100.0%	-3.40%	–

Original filings

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

View 13F-HR filed 2016-08-02

Signatures

The EDGAR filing(s) were signed by:

Molly 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 (2145345000.0 != 2144989000.0)

Export Quantitative Investment Management, LLC's holdings

Quantitative Investment Management, LLC - Q2 2016 holdings

Original filings

Signatures

Top long-term holdings

Latest filings

All filings