$3.03 Billion is the total value of Quantitative Investment Management, LLC's 649 reported holdings in Q3 2016. The portfolio turnover from Q2 2016 to Q3 2016 was 154.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TLT | New | iShares 20+ Year Treasury Bond ETF | $108,880,000 | – | 791,800 | +100.0% | 3.59% | – |
| GDX | New | VanEck Vect Gold Miners ETF | $70,602,000 | – | 2,671,300 | +100.0% | 2.33% | – |
| IYR | Buy | ISHARES U.S. REAL ESTATE ETF | $59,213,000 | +261.0% | 734,300 | +268.8% | 1.96% | +155.6% |
| BAC | Buy | BANK AMER CORP COM | $58,202,000 | +921.1% | 3,719,000 | +765.7% | 1.92% | +622.2% |
| T | Buy | AT&T Inc | $55,087,000 | +786.6% | 1,356,500 | +843.3% | 1.82% | +527.2% |
| XLF | Buy | SPDR SELECT SECTOR FUND - FINANCIAL | $52,291,000 | +224.5% | 2,709,400 | +284.3% | 1.73% | +129.8% |
| AAPL | Buy | Apple Inc | $47,605,000 | +320.6% | 421,100 | +255.7% | 1.57% | +197.7% |
| VNQ | Buy | Vanguard REIT ETF - DNQ | $47,559,000 | +786.6% | 548,300 | +806.3% | 1.57% | +528.0% |
| PFE | Buy | Pfizer Inc | $46,547,000 | +9.2% | 1,374,300 | +13.5% | 1.54% | -22.6% |
| QQQ | New | POWERSHARES QQQ TRUST SERIES 1 | $45,944,000 | – | 387,000 | +100.0% | 1.52% | – |
| JNJ | New | Johnson & Johnson | $38,179,000 | – | 323,200 | +100.0% | 1.26% | – |
| DIA | New | SPDR DOW JONES INDUSTRIAL AVERAGE ETF | $37,798,000 | – | 206,800 | +100.0% | 1.25% | – |
| TWTR | Buy | Twitter Inc | $37,209,000 | +66.6% | 1,614,300 | +22.2% | 1.23% | +18.0% |
| XLU | New | SPDR SELECT SECTOR FUND - UTILITIES | $33,068,000 | – | 675,000 | +100.0% | 1.09% | – |
| XLP | Buy | SPDR Select Sector Fund Consumer Staples | $31,792,000 | +7.1% | 597,500 | +11.0% | 1.05% | -24.1% |
| FB | Buy | Facebook Inc | $29,822,000 | +7586.1% | 232,500 | +6738.2% | 0.98% | +5372.2% |
| IWM | New | ISHARES RUSSELL 2000 ETF | $29,102,000 | – | 234,300 | +100.0% | 0.96% | – |
| GDXJ | New | VanEck Vect Junior Gold Miners ETF | $26,605,000 | – | 600,700 | +100.0% | 0.88% | – |
| C | New | CITIGROUP INC COM NEW | $25,636,000 | – | 542,800 | +100.0% | 0.85% | – |
| DG | New | Dollar General Corp | $23,061,000 | – | 329,500 | +100.0% | 0.76% | – |
| WYNN | New | WYNN RESORTS LTD | $22,601,000 | – | 232,000 | +100.0% | 0.75% | – |
| FDX | New | FedEx Corp | $22,114,000 | – | 126,600 | +100.0% | 0.73% | – |
| GS | New | GOLDMAN SACHS GROUP INC (THE) | $20,674,000 | – | 128,200 | +100.0% | 0.68% | – |
| MDT | Buy | Medtronic Plc | $20,494,000 | +64.6% | 237,200 | +65.3% | 0.68% | +16.7% |
| CVX | New | CHEVRON CORP | $19,348,000 | – | 188,000 | +100.0% | 0.64% | – |
| PNC | New | PNC Financial Services Group | $19,117,000 | – | 212,200 | +100.0% | 0.63% | – |
| EWZ | Buy | iShares MSCI Brazil Capped Index Fund | $19,000,000 | +400.9% | 563,300 | +348.1% | 0.63% | +254.2% |
| MDY | New | SPDR MIDCAP TRUST SERIES I | $18,432,000 | – | 65,300 | +100.0% | 0.61% | – |
| XLB | New | MATERIALS SELECT SECTOR SPDR | $17,992,000 | – | 376,800 | +100.0% | 0.59% | – |
| GIS | New | GENERAL MILLS INC | $17,439,000 | – | 273,000 | +100.0% | 0.58% | – |
| DLR | New | DIGITAL RLTY TR INC COM | $17,054,000 | – | 175,600 | +100.0% | 0.56% | – |
| ATVI | Buy | Activision Blizzard Inc | $16,497,000 | +149.6% | 372,400 | +123.3% | 0.54% | +76.9% |
| HSY | Buy | HERSHEY CO (THE) | $16,443,000 | +82.3% | 172,000 | +116.4% | 0.54% | +29.0% |
| JPM | Buy | J P MORGAN CHASE & CO | $16,407,000 | +5092.1% | 246,400 | +4731.4% | 0.54% | +3513.3% |
| XLI | New | SPDR SELECT SECTOR FUND - INDUSTRIAL | $16,165,000 | – | 276,900 | +100.0% | 0.53% | – |
| SJM | Buy | J.M. SMUCKER CO (THE) | $15,532,000 | +27.4% | 114,600 | +43.2% | 0.51% | -9.7% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $15,308,000 | +236.0% | 294,500 | +260.9% | 0.50% | +138.2% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $15,064,000 | +100.9% | 107,600 | +102.6% | 0.50% | +42.0% |
| TGT | New | TARGET CORP | $14,999,000 | – | 218,400 | +100.0% | 0.50% | – |
| BIDU | New | Baidu Inc | $14,929,000 | – | 82,000 | +100.0% | 0.49% | – |
| XME | Buy | SPDR S&P Metals & Mining ETF | $14,413,000 | +556.3% | 543,500 | +503.9% | 0.48% | +366.7% |
| USB | New | U.S. BANCORP | $14,363,000 | – | 334,900 | +100.0% | 0.47% | – |
| SYK | Buy | Stryker Corp | $14,190,000 | +198.3% | 121,900 | +207.1% | 0.47% | +110.8% |
| RHT | New | Red Hat Inc | $13,991,000 | – | 173,100 | +100.0% | 0.46% | – |
| ADBE | Buy | Adobe Systems Inc | $13,979,000 | +50.9% | 128,800 | +33.2% | 0.46% | +6.7% |
| KRE | Buy | SPDR S&P Regional Banking ETF | $13,936,000 | +77.0% | 329,700 | +60.8% | 0.46% | +25.3% |
| XOM | New | Exxon Mobil Corp | $13,711,000 | – | 157,100 | +100.0% | 0.45% | – |
| AMGN | New | AMGEN INC | $13,544,000 | – | 81,200 | +100.0% | 0.45% | – |
| DLTR | Buy | Dollar Tree Inc | $13,536,000 | +88.3% | 171,500 | +124.8% | 0.45% | +33.4% |
| DUK | Buy | Duke Energy Corp | $13,070,000 | +30.7% | 163,300 | +40.1% | 0.43% | -7.5% |
| UPS | Buy | UNITED PARCEL SERVICE INC | $12,893,000 | +394.7% | 117,900 | +387.2% | 0.43% | +252.1% |
| SRCL | New | Stericycle Inc | $12,870,000 | – | 160,600 | +100.0% | 0.42% | – |
| TMO | Buy | THERMO FISHER SCIENTIFIC INC | $12,597,000 | +52.5% | 79,200 | +41.7% | 0.42% | +8.1% |
| KBE | Buy | SPDR S&P Bank ETF | $12,494,000 | +353.0% | 374,300 | +313.6% | 0.41% | +219.4% |
| KO | Buy | COCA-COLA CO (THE) | $12,454,000 | -0.4% | 294,300 | +6.7% | 0.41% | -29.5% |
| KR | Buy | Kroger Co (The) | $12,281,000 | +457.5% | 413,800 | +590.8% | 0.40% | +293.2% |
| NOC | Buy | Northrop Grumman Corp | $12,195,000 | +373.0% | 57,000 | +391.4% | 0.40% | +235.8% |
| CAT | New | Caterpillar Inc | $12,214,000 | – | 137,600 | +100.0% | 0.40% | – |
| BUD | New | Anheuser-Busch Inbev SA | $11,761,000 | – | 89,500 | +100.0% | 0.39% | – |
| HON | New | Honeywell International Inc | $11,437,000 | – | 98,100 | +100.0% | 0.38% | – |
| BMY | Buy | BRISTOL-MYERS SQUIBB CO | $11,307,000 | +63.0% | 209,700 | +122.4% | 0.37% | +15.5% |
| GOLD | New | Barrick Gold Corp | $11,273,000 | – | 636,200 | +100.0% | 0.37% | – |
| WM | New | WASTE MANAGEMENT INC | $10,883,000 | – | 170,700 | +100.0% | 0.36% | – |
| VTR | New | Ventas Inc | $10,601,000 | – | 150,100 | +100.0% | 0.35% | – |
| ACN | Buy | Accenture Plc | $10,531,000 | +65.7% | 86,200 | +53.7% | 0.35% | +17.6% |
| NEE | Buy | NEXTERA ENERGY INC COM | $10,299,000 | +36.9% | 84,200 | +45.9% | 0.34% | -3.1% |
| MCD | Buy | MCDONALD'S CORP | $10,163,000 | +136.6% | 88,100 | +146.8% | 0.34% | +68.0% |
| ULTA | Buy | Ulta Salon Cosmetics & Fragrance Inc | $10,042,000 | +113.6% | 42,200 | +118.7% | 0.33% | +51.6% |
| TXN | Buy | TEXAS INSTRUMENTS INC | $9,411,000 | +27.8% | 134,100 | +14.1% | 0.31% | -9.3% |
| D | Buy | DOMINION RESOURCES INC/VA | $9,402,000 | -2.2% | 126,600 | +2.6% | 0.31% | -30.8% |
| NEM | New | NEWMONT MINING CORP | $9,241,000 | – | 235,200 | +100.0% | 0.30% | – |
| ISRG | Buy | INTUITIVE SURGICAL INC | $9,205,000 | +78.5% | 12,700 | +62.8% | 0.30% | +26.7% |
| BCR | Buy | Bard (C.R.) Inc | $8,903,000 | +1705.9% | 39,700 | +1790.5% | 0.29% | +1178.3% |
| DGX | Buy | Quest Diagnostics Inc | $8,623,000 | +554.2% | 101,900 | +529.0% | 0.28% | +367.2% |
| SPG | Buy | SIMON PROPERTY GROUP INC | $8,632,000 | +22.1% | 41,700 | +27.9% | 0.28% | -13.6% |
| LULU | Buy | Lululemon Athletica inc. | $8,604,000 | +28.6% | 141,100 | +55.7% | 0.28% | -9.0% |
| ALB | New | Albemarle Corp | $8,574,000 | – | 100,300 | +100.0% | 0.28% | – |
| SRE | Buy | Sempra Energy | $8,350,000 | +63.9% | 77,900 | +74.3% | 0.28% | +16.0% |
| SHPG | New | SHIRE PLC-ADR | $8,335,000 | – | 43,000 | +100.0% | 0.28% | – |
| AMT | New | AMERICAN TOWER CORP (REIT) | $8,250,000 | – | 72,800 | +100.0% | 0.27% | – |
| CPB | New | CAMPBELL SOUP CO | $8,057,000 | – | 147,300 | +100.0% | 0.27% | – |
| GPS | New | GAP INC (THE) | $7,957,000 | – | 357,800 | +100.0% | 0.26% | – |
| DTE | Buy | DTE ENERGY COMPANY | $7,905,000 | +70.8% | 84,400 | +80.7% | 0.26% | +20.8% |
| DVN | New | DEVON ENERGY CORP | $7,886,000 | – | 178,800 | +100.0% | 0.26% | – |
| ADI | Buy | Analog Devices Inc | $7,830,000 | +476.2% | 121,500 | +406.2% | 0.26% | +309.5% |
| LVS | New | Las Vegas Sands Corp | $7,543,000 | – | 131,100 | +100.0% | 0.25% | – |
| WMT | New | Wal-Mart Stores Inc | $7,327,000 | – | 101,600 | +100.0% | 0.24% | – |
| TPX | New | Tempur Sealy International Inc | $7,319,000 | – | 129,000 | +100.0% | 0.24% | – |
| ABC | New | AmerisourceBergen Corp (Holding Co) | $7,318,000 | – | 90,600 | +100.0% | 0.24% | – |
| TAP | Buy | MOLSON COORS BREWING CO | $7,279,000 | +165.7% | 66,300 | +144.6% | 0.24% | +87.5% |
| XBI | New | SPDR Series Trust SPDR S&P Biotech ETF | $7,126,000 | – | 107,500 | +100.0% | 0.24% | – |
| IBM | New | International Business Machines Corp | $7,100,000 | – | 44,700 | +100.0% | 0.23% | – |
| GM | New | General Motors Co | $7,084,000 | – | 223,000 | +100.0% | 0.23% | – |
| HAIN | New | THE HAIN CELESTIAL GROUP INC | $6,955,000 | – | 195,500 | +100.0% | 0.23% | – |
| MS | New | MORGAN STANLEY COM NEW | $6,982,000 | – | 217,800 | +100.0% | 0.23% | – |
| BDX | Buy | BECTON DICKINSON AND CO | $6,919,000 | +144.3% | 38,500 | +130.5% | 0.23% | +72.7% |
| LRCX | New | LAM RESEARCH CORP | $6,828,000 | – | 72,100 | +100.0% | 0.22% | – |
| VXX | New | iPath S&P 500 VIX ST Futures ETN | $6,773,000 | – | 198,800 | +100.0% | 0.22% | – |
| TMUS | Buy | T-Mobile US Inc | $6,769,000 | +37.0% | 144,900 | +26.9% | 0.22% | -3.0% |
| EWJ | New | ISHARES MSCI JAPAN INDEX FUND | $6,754,000 | – | 538,600 | +100.0% | 0.22% | – |
| PF | New | Pinnacle Foods Inc | $6,722,000 | – | 134,000 | +100.0% | 0.22% | – |
| MPW | New | Medical Properties Trust Inc | $6,662,000 | – | 451,100 | +100.0% | 0.22% | – |
| NUE | Buy | Nucor Corp | $6,403,000 | +172.4% | 129,500 | +172.1% | 0.21% | +91.8% |
| MET | Buy | METLIFE INC | $6,349,000 | +223.4% | 142,900 | +189.9% | 0.21% | +128.3% |
| INTU | Buy | Intuit Inc | $6,358,000 | +307.0% | 57,800 | +312.9% | 0.21% | +187.7% |
| AG | New | FIRST MAJESTIC SILVER CORP COM | $6,322,000 | – | 613,800 | +100.0% | 0.21% | – |
| IVZ | New | INVESCO PLC | $6,329,000 | – | 202,400 | +100.0% | 0.21% | – |
| AVGO | Buy | Broadcom Ltd | $6,227,000 | +289.2% | 36,100 | +250.5% | 0.21% | +174.7% |
| XLNX | Buy | Xilinx Inc | $6,167,000 | +28.3% | 113,500 | +8.9% | 0.20% | -8.9% |
| STLD | Buy | STEEL DYNAMICS INC | $6,097,000 | +69.9% | 244,000 | +66.6% | 0.20% | +20.4% |
| ANF | Buy | ABERCROMBIE & FITCH CO | $6,044,000 | +434.9% | 380,400 | +499.1% | 0.20% | +277.4% |
| XEL | Buy | XCEL ENERGY INC COM | $6,068,000 | +10.4% | 147,500 | +20.2% | 0.20% | -21.9% |
| GGP | New | GENERAL GROWTH PROPERTIES | $6,019,000 | – | 218,100 | +100.0% | 0.20% | – |
| APD | Buy | AIR PRODUCTS AND CHEMICALS INC | $5,998,000 | +310.0% | 39,900 | +287.4% | 0.20% | +191.2% |
| ALLY | New | Ally Financial Inc | $5,981,000 | – | 307,200 | +100.0% | 0.20% | – |
| CASY | New | CASEYS GENERAL STORES INC | $5,923,000 | – | 49,300 | +100.0% | 0.20% | – |
| CDE | New | COEUR MINING INC | $5,839,000 | – | 493,600 | +100.0% | 0.19% | – |
| CERN | New | CERNER CORP | $5,792,000 | – | 93,800 | +100.0% | 0.19% | – |
| CBS | Buy | CBS CORP NEW CL B | $5,720,000 | +8.1% | 104,500 | +7.5% | 0.19% | -23.5% |
| LYB | New | LyondellBasell Industries NV | $5,662,000 | – | 70,200 | +100.0% | 0.19% | – |
| GSK | New | GLAXOSMITHKLINE PLC-SPON ADR | $5,624,000 | – | 130,400 | +100.0% | 0.19% | – |
| THS | Buy | TREEHOUSE FOODS INC | $5,597,000 | +316.4% | 64,200 | +390.1% | 0.18% | +193.7% |
| INTC | Buy | Intel Corp | $5,587,000 | +233.4% | 148,000 | +189.6% | 0.18% | +135.9% |
| PDCE | Buy | PDC ENERGY INC | $5,572,000 | +336.0% | 83,100 | +274.3% | 0.18% | +206.7% |
| CXW | New | CORRECTIONS CORP OF AMERICA | $5,586,000 | – | 402,800 | +100.0% | 0.18% | – |
| EIX | Buy | EDISON INTERNATIONAL | $5,498,000 | +21.0% | 76,100 | +30.1% | 0.18% | -14.2% |
| RCL | New | Royal Caribbean Cruises Ltd | $5,516,000 | – | 73,600 | +100.0% | 0.18% | – |
| MMC | Buy | MARSH & MCLENNAN COMPANIES INC | $5,487,000 | +72.0% | 81,600 | +75.1% | 0.18% | +21.5% |
| NFLX | New | NETFLIX INC | $5,390,000 | – | 54,700 | +100.0% | 0.18% | – |
| FCX | Buy | FREEPORT-MCMORAN INC | $5,377,000 | +279.5% | 495,200 | +289.3% | 0.18% | +169.7% |
| URBN | New | Urban Outfitters Inc | $5,343,000 | – | 154,800 | +100.0% | 0.18% | – |
| NI | New | NiSource Inc | $5,333,000 | – | 221,200 | +100.0% | 0.18% | – |
| BAX | Buy | BAXTER INTERNATIONAL INC | $5,202,000 | +87.7% | 109,300 | +78.3% | 0.17% | +33.3% |
| WELL | New | Welltower Inc | $5,129,000 | – | 68,600 | +100.0% | 0.17% | – |
| AWK | New | American Water Works | $5,096,000 | – | 68,100 | +100.0% | 0.17% | – |
| ROST | Buy | ROSS STORES INC | $5,047,000 | +77.0% | 78,500 | +56.1% | 0.17% | +25.6% |
| VALE | New | Vale S A ADR | $4,950,000 | – | 900,100 | +100.0% | 0.16% | – |
| ENB | New | Enbridge Inc | $4,714,000 | – | 106,600 | +100.0% | 0.16% | – |
| RMD | Buy | Resmed Inc | $4,677,000 | +39.9% | 72,200 | +36.5% | 0.15% | -1.3% |
| CCL | New | Carnival Corp | $4,603,000 | – | 94,300 | +100.0% | 0.15% | – |
| HSIC | New | HENRY SCHEIN INC | $4,579,000 | – | 28,100 | +100.0% | 0.15% | – |
| IRM | New | Iron Mountain Inc | $4,499,000 | – | 119,900 | +100.0% | 0.15% | – |
| NLSN | Buy | Nielsen N.V. | $4,521,000 | +53.2% | 84,400 | +48.6% | 0.15% | +8.0% |
| WEC | Buy | WEC ENERGY GROUP INC | $4,473,000 | +5.1% | 74,700 | +14.6% | 0.15% | -25.3% |
| AEO | New | American Eagle Outfitters Inc | $4,498,000 | – | 251,900 | +100.0% | 0.15% | – |
| LH | Buy | Laboratory Corp of America Holdings | $4,454,000 | +826.0% | 32,400 | +775.7% | 0.15% | +568.2% |
| CDW | New | Cdw Corp | $4,431,000 | – | 96,900 | +100.0% | 0.15% | – |
| MJN | New | Mead Johnson Nutrition Co | $4,416,000 | – | 55,900 | +100.0% | 0.15% | – |
| DISH | Buy | DISH NETWORK CORP | $4,365,000 | +46.9% | 79,700 | +40.6% | 0.14% | +3.6% |
| CP | New | Canadian Pacific Railway Ltd | $4,367,000 | – | 28,600 | +100.0% | 0.14% | – |
| SLG | Buy | SL Green Realty Corp | $4,324,000 | +219.8% | 40,000 | +215.0% | 0.14% | +127.0% |
| APH | Buy | AMPHENOL CORP | $4,278,000 | +646.6% | 65,900 | +559.0% | 0.14% | +422.2% |
| EDU | Buy | New Oriental Education & Tech Group Inc | $4,200,000 | +208.6% | 90,600 | +178.8% | 0.14% | +120.6% |
| INCY | New | Incyte Corp | $4,195,000 | – | 44,500 | +100.0% | 0.14% | – |
| CA | Buy | CA Inc | $4,148,000 | +710.2% | 125,400 | +703.8% | 0.14% | +470.8% |
| EWA | New | ISHARES MSCI AUSTRALIA INDEX FUND | $4,163,000 | – | 199,200 | +100.0% | 0.14% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $4,117,000 | – | 76,000 | +100.0% | 0.14% | – |
| RIO | Buy | RIO TINTO PLC | $4,084,000 | +813.6% | 122,300 | +755.2% | 0.14% | +542.9% |
| PE | Buy | Parsley Energy Inc | $4,068,000 | +144.5% | 121,400 | +97.4% | 0.13% | +71.8% |
| CNP | New | CENTERPOINT ENERGY INC | $4,004,000 | – | 172,400 | +100.0% | 0.13% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $3,982,000 | – | 52,300 | +100.0% | 0.13% | – |
| FDS | New | FACTSET RESEARCH SYSTEMS INC | $3,939,000 | – | 24,300 | +100.0% | 0.13% | – |
| CMI | New | CUMMINS INC | $3,947,000 | – | 30,800 | +100.0% | 0.13% | – |
| RAD | New | Rite Aid Corp | $3,877,000 | – | 504,200 | +100.0% | 0.13% | – |
| CCEP | Buy | COCA-COLA ENTERPRISES INC | $3,858,000 | +22.4% | 96,700 | +9.5% | 0.13% | -13.6% |
| ALL | Buy | Allstate Corp (The) | $3,853,000 | -0.4% | 55,700 | +0.7% | 0.13% | -29.4% |
| NFX | New | Newfield Exploration Co | $3,807,000 | – | 87,600 | +100.0% | 0.13% | – |
| RSG | Buy | REPUBLIC SERVICES INC | $3,803,000 | +115.5% | 75,400 | +119.2% | 0.13% | +53.7% |
| MTD | Buy | METTLER-TOLEDO INTERNATIONAL INC | $3,778,000 | +152.5% | 9,000 | +119.5% | 0.12% | +78.6% |
| KLAC | Buy | KLA-TENCOR CORP | $3,736,000 | +629.7% | 53,600 | +665.7% | 0.12% | +412.5% |
| PX | Buy | Praxair Inc | $3,709,000 | +217.6% | 30,700 | +195.2% | 0.12% | +125.9% |
| BBD | New | BANCO BRADESCO-ADR | $3,709,000 | – | 409,000 | +100.0% | 0.12% | – |
| AEE | Buy | Ameren Corp | $3,703,000 | +686.2% | 75,300 | +755.7% | 0.12% | +454.5% |
| MAC | Buy | MACERICH CO (THE) | $3,703,000 | +35.5% | 45,800 | +43.1% | 0.12% | -3.9% |
| CCI | Buy | Crown Castle International Corp | $3,674,000 | +235.5% | 39,000 | +261.1% | 0.12% | +137.3% |
| V | Buy | VISA Inc | $3,622,000 | +53.6% | 43,800 | +37.7% | 0.12% | +9.1% |
| ICF | Buy | ISHARES COHEN & STEERS REIT ETF | $3,629,000 | +719.2% | 34,600 | +743.9% | 0.12% | +471.4% |
| MNKKQ | New | Mallinckrodt PLC | $3,621,000 | – | 51,900 | +100.0% | 0.12% | – |
| F | New | Ford Motor Co | $3,552,000 | – | 294,300 | +100.0% | 0.12% | – |
| EFA | New | ISHARES MSCI EAFE ETF | $3,553,000 | – | 60,100 | +100.0% | 0.12% | – |
| IMPV | New | IMPERVA INC | $3,523,000 | – | 65,600 | +100.0% | 0.12% | – |
| FLEX | New | Flex Ltd | $3,470,000 | – | 254,800 | +100.0% | 0.12% | – |
| FIVE | Buy | Five Below Inc | $3,481,000 | +257.4% | 86,400 | +311.4% | 0.12% | +155.6% |
| QEP | Buy | QEP Resources Inc | $3,495,000 | +69.7% | 179,000 | +53.3% | 0.12% | +19.8% |
| VNO | Buy | VORNADO RLTY TR SH BEN INT | $3,451,000 | +278.8% | 34,100 | +274.7% | 0.11% | +171.4% |
| IBB | New | ISHARES NASDAQ BIOTECHNOLOGY INDEX FUND | $3,386,000 | – | 11,700 | +100.0% | 0.11% | – |
| CNQ | New | CANADIAN NATURAL RESOURCES LTD | $3,364,000 | – | 105,000 | +100.0% | 0.11% | – |
| LNT | Buy | Alliant Energy Corp | $3,359,000 | +77.1% | 87,700 | +83.5% | 0.11% | +26.1% |
| AUY | New | YAMANA GOLD INC COM | $3,352,000 | – | 777,900 | +100.0% | 0.11% | – |
| MLCO | New | Melco Crown Entertainment Ltd | $3,299,000 | – | 204,800 | +100.0% | 0.11% | – |
| CHK | Buy | Chesapeake Energy Corp | $3,267,000 | +1201.6% | 521,200 | +787.9% | 0.11% | +800.0% |
| BBT | Buy | BB&T CORP COM | $3,209,000 | +572.7% | 85,100 | +535.1% | 0.11% | +381.8% |
| ADSK | Buy | Autodesk Inc | $3,225,000 | +328.9% | 44,600 | +220.9% | 0.11% | +202.9% |
| GRPN | Buy | Groupon Inc | $3,143,000 | +580.3% | 610,400 | +329.0% | 0.10% | +372.7% |
| ICPT | New | Intercept Pharmaceuticals Inc | $3,160,000 | – | 19,200 | +100.0% | 0.10% | – |
| BLUE | New | Bluebird Bio Inc | $3,165,000 | – | 46,700 | +100.0% | 0.10% | – |
| LNC | Buy | LINCOLN NATL CORP IND COM | $3,142,000 | +96.3% | 66,900 | +62.0% | 0.10% | +38.7% |
| LEA | New | LEAR CORP COM NEW | $3,091,000 | – | 25,500 | +100.0% | 0.10% | – |
| AU | New | ANGLOGOLD ASHANTI-SPON ADR | $3,090,000 | – | 194,100 | +100.0% | 0.10% | – |
| PBCT | New | PEOPLE'S UNITED FINANCIAL INC | $3,048,000 | – | 192,700 | +100.0% | 0.10% | – |
| SIRI | New | SIRIUS XM HOLDINGS INC | $3,032,000 | – | 727,200 | +100.0% | 0.10% | – |
| ITUB | Buy | ITAU UNIBANCO BANCO HOLDING SA | $3,001,000 | +248.5% | 274,400 | +200.5% | 0.10% | +147.5% |
| NWL | Buy | NEWELL BRANDS INC | $2,980,000 | +21.3% | 56,600 | +11.9% | 0.10% | -14.8% |
| ETR | Buy | Entergy Corp | $2,954,000 | +8.4% | 38,500 | +14.9% | 0.10% | -22.8% |
| KMX | New | CarMax Inc | $2,886,000 | – | 54,100 | +100.0% | 0.10% | – |
| ADP | Buy | AUTOMATIC DATA PROCESSING INC | $2,866,000 | +388.2% | 32,500 | +407.8% | 0.10% | +251.9% |
| EPP | New | ISHARES MSCI PAC EX-JAP IDX FD | $2,870,000 | – | 67,900 | +100.0% | 0.10% | – |
| EBAY | New | eBay Inc | $2,845,000 | – | 86,500 | +100.0% | 0.09% | – |
| AMP | Buy | AMERIPRISE FINANCIAL INC | $2,813,000 | +116.1% | 28,200 | +94.5% | 0.09% | +52.5% |
| OLN | New | Olin Corp | $2,772,000 | – | 135,100 | +100.0% | 0.09% | – |
| TEL | New | TE Connectivity Ltd | $2,768,000 | – | 43,000 | +100.0% | 0.09% | – |
| BC | New | Brunswick Corp | $2,712,000 | – | 55,600 | +100.0% | 0.09% | – |
| ELLI | Buy | Ellie Mae Inc | $2,737,000 | +217.9% | 26,000 | +176.6% | 0.09% | +125.0% |
| AVB | New | AVALONBAY COMMUNITIES INC | $2,720,000 | – | 15,300 | +100.0% | 0.09% | – |
| LUMN | New | Centurylink Inc | $2,712,000 | – | 98,900 | +100.0% | 0.09% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $2,697,000 | – | 50,900 | +100.0% | 0.09% | – |
| HPT | Buy | Hospitality Properties Trust | $2,701,000 | +493.6% | 90,900 | +475.3% | 0.09% | +323.8% |
| WAT | Buy | Waters Corp | $2,630,000 | +46.1% | 16,600 | +29.7% | 0.09% | +3.6% |
| AER | Buy | Aercap Holdings N.V. | $2,625,000 | +1051.3% | 68,200 | +902.9% | 0.09% | +690.9% |
| TRMB | Buy | Trimble Inc | $2,538,000 | +236.2% | 88,900 | +186.8% | 0.08% | +140.0% |
| AZN | New | Astrazeneca PLC | $2,549,000 | – | 77,600 | +100.0% | 0.08% | – |
| DEO | New | DIAGEO PLC | $2,506,000 | – | 21,600 | +100.0% | 0.08% | – |
| CLF | Buy | CLIFFS NATURAL RESOURCES INC | $2,514,000 | +37.3% | 429,900 | +33.1% | 0.08% | -2.4% |
| IDTI | New | INTEGRATED DEVICE TECHNOLOGY INC | $2,485,000 | – | 107,600 | +100.0% | 0.08% | – |
| MKC | New | MCCORMICK & CO INC | $2,458,000 | – | 24,600 | +100.0% | 0.08% | – |
| LEG | Buy | Leggett & Platt Inc | $2,443,000 | +491.5% | 53,600 | +561.7% | 0.08% | +326.3% |
| HL | New | HECLA MINING CO | $2,448,000 | – | 429,500 | +100.0% | 0.08% | – |
| YUM | New | YUM! BRANDS INC | $2,415,000 | – | 26,600 | +100.0% | 0.08% | – |
| MHK | Buy | Mohawk Industries Inc | $2,404,000 | +143.8% | 12,000 | +130.8% | 0.08% | +71.7% |
| SBH | Buy | Sally Beauty Holdings Inc | $2,393,000 | +178.9% | 93,200 | +219.2% | 0.08% | +97.5% |
| FMC | Buy | FMC CORP | $2,397,000 | +173.9% | 49,600 | +162.4% | 0.08% | +92.7% |
| RS | Buy | RELIANCE STEEL & ALUMINUM CO. | $2,398,000 | +310.6% | 33,300 | +338.2% | 0.08% | +192.6% |
| ETFC | New | E*TRADE FINANCIAL CORP | $2,373,000 | – | 81,500 | +100.0% | 0.08% | – |
| UNFI | Buy | United Natural Foods Inc | $2,338,000 | +395.3% | 58,400 | +478.2% | 0.08% | +250.0% |
| SPLS | Buy | Staples Inc | $2,332,000 | +5.2% | 272,800 | +6.1% | 0.08% | -25.2% |
| FNSR | New | Finisar Corp | $2,291,000 | – | 76,900 | +100.0% | 0.08% | – |
| SNV | Buy | SYNOVUS FINANCIAL CORP | $2,277,000 | +357.2% | 70,000 | +307.0% | 0.08% | +226.1% |
| HDS | New | HD Supply Holdings Inc | $2,248,000 | – | 70,300 | +100.0% | 0.07% | – |
| CRUS | Buy | Cirrus Logic Inc | $2,205,000 | +71.9% | 41,500 | +25.4% | 0.07% | +21.7% |
| AGIO | New | Agios Pharmaceuticals Inc | $2,181,000 | – | 41,300 | +100.0% | 0.07% | – |
| TECD | New | TECH DATA CORP | $2,193,000 | – | 25,900 | +100.0% | 0.07% | – |
| SAFM | New | Sanderson Farms Inc | $2,157,000 | – | 22,400 | +100.0% | 0.07% | – |
| BIIB | New | Biogen Inc | $2,128,000 | – | 6,800 | +100.0% | 0.07% | – |
| ROP | New | Roper Technologies Inc | $2,098,000 | – | 11,500 | +100.0% | 0.07% | – |
| TRIP | New | Tripadvisor Inc | $2,091,000 | – | 33,100 | +100.0% | 0.07% | – |
| ERJ | New | Embraer-Empresa Brasileira de Aeronautca | $2,097,000 | – | 121,500 | +100.0% | 0.07% | – |
| EAT | Buy | Brinker International Inc | $2,047,000 | +192.0% | 40,600 | +163.6% | 0.07% | +106.1% |
| SCG | Buy | Scana Corp | $2,048,000 | +45.6% | 28,300 | +52.2% | 0.07% | +3.0% |
| VER | Buy | VEREIT Inc | $2,054,000 | +133.7% | 198,100 | +128.5% | 0.07% | +65.9% |
| FTI | New | FMC TECHNOLOGIES INC | $2,023,000 | – | 68,200 | +100.0% | 0.07% | – |
| MT | Buy | ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH | $2,012,000 | +66.0% | 333,200 | +28.1% | 0.07% | +15.8% |
| LAMR | Buy | LAMAR ADVERTISING CO | $1,991,000 | +16.0% | 30,500 | +17.8% | 0.07% | -17.5% |
| GFI | Buy | GOLD FIELDS LTD | $1,979,000 | +118.4% | 408,200 | +120.8% | 0.06% | +54.8% |
| SWHC | New | Smith & Wesson Holding Corp | $1,983,000 | – | 74,600 | +100.0% | 0.06% | – |
| ODFL | Buy | OLD DOMINION FREIGHT LINE INC | $1,934,000 | +211.4% | 28,200 | +173.8% | 0.06% | +120.7% |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $1,948,000 | – | 15,900 | +100.0% | 0.06% | – |
| INFN | Buy | Infinera Corp | $1,928,000 | +76.4% | 213,600 | +120.4% | 0.06% | +25.5% |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $1,927,000 | – | 22,100 | +100.0% | 0.06% | – |
| KEY | Buy | KEYCORP | $1,876,000 | +217.4% | 154,200 | +188.2% | 0.06% | +121.4% |
| UGI | New | UGI Corp | $1,886,000 | – | 41,700 | +100.0% | 0.06% | – |
| CNI | Buy | CANADIAN NATIONAL RAILWAY CO | $1,857,000 | +111.3% | 28,400 | +90.6% | 0.06% | +48.8% |
| BB | New | BlackBerry Ltd | $1,837,000 | – | 230,300 | +100.0% | 0.06% | – |
| HIMX | Buy | Himax Technologies Inc | $1,839,000 | +158.6% | 214,100 | +148.7% | 0.06% | +84.8% |
| SEIC | Buy | SEI INVESTMENTS CO | $1,860,000 | +75.0% | 40,800 | +84.6% | 0.06% | +22.0% |
| PTEN | Buy | Patterson-UTI Energy Inc | $1,823,000 | +81.2% | 81,500 | +72.7% | 0.06% | +27.7% |
| VALEP | New | VALE S.A. | $1,819,000 | – | 386,200 | +100.0% | 0.06% | – |
| L | Buy | Loews Corp | $1,827,000 | +2.9% | 44,400 | +2.8% | 0.06% | -27.7% |
| ON | New | ON Semiconductor Corp | $1,825,000 | – | 148,200 | +100.0% | 0.06% | – |
| WLK | New | Westlake Chemical Corp | $1,808,000 | – | 33,800 | +100.0% | 0.06% | – |
| ALLE | Buy | ALLEGION PLC | $1,791,000 | +116.8% | 26,000 | +118.5% | 0.06% | +51.3% |
| BID | New | SOTHEBY'S | $1,775,000 | – | 46,700 | +100.0% | 0.06% | – |
| KGC | Buy | KINROSS GOLD CORP COM NO PAR | $1,779,000 | +1040.4% | 422,700 | +1216.8% | 0.06% | +742.9% |
| URI | New | United Rentals Inc | $1,789,000 | – | 22,800 | +100.0% | 0.06% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $1,780,000 | – | 8,300 | +100.0% | 0.06% | – |
| TM | New | TOYOTA MOTOR CORP LTD ORD | $1,787,000 | – | 15,400 | +100.0% | 0.06% | – |
| TER | New | Teradyne Inc | $1,752,000 | – | 81,200 | +100.0% | 0.06% | – |
| EQIX | Buy | EQUINIX INC | $1,765,000 | +250.2% | 4,900 | +276.9% | 0.06% | +152.2% |
| LOCK | Buy | LifeLock Inc | $1,712,000 | +16.0% | 101,200 | +8.4% | 0.06% | -17.4% |
| ADM | Buy | ARCHER-DANIELS-MIDLAND CO | $1,733,000 | +43.8% | 41,100 | +46.3% | 0.06% | +1.8% |
| CF | New | CF INDUSTRIES HOLDINGS INC | $1,726,000 | – | 70,900 | +100.0% | 0.06% | – |
| RL | Buy | Ralph Lauren Corp | $1,739,000 | +36.7% | 17,200 | +21.1% | 0.06% | -3.4% |
| AMTD | New | TD AMERITRADE HOLDING CORP | $1,702,000 | – | 48,300 | +100.0% | 0.06% | – |
| CSGP | New | CoStar Group Inc | $1,710,000 | – | 7,900 | +100.0% | 0.06% | – |
| CBLAQ | Buy | CBL & ASSOCIATES PROPERTIES | $1,664,000 | +552.5% | 137,100 | +400.4% | 0.06% | +358.3% |
| ZG | New | ZILLOW GROUP INC - A | $1,657,000 | – | 48,100 | +100.0% | 0.06% | – |
| LHO | Buy | Lasalle Hotel Properties | $1,675,000 | +127.9% | 70,200 | +125.0% | 0.06% | +61.8% |
| YNDX | New | Yandex N.V. | $1,677,000 | – | 79,700 | +100.0% | 0.06% | – |
| STT | New | State Street Corp | $1,622,000 | – | 23,300 | +100.0% | 0.05% | – |
| ACC | New | American Campus Communities Inc | $1,643,000 | – | 32,300 | +100.0% | 0.05% | – |
| ETN | New | EATON CORP PLC | $1,642,000 | – | 25,000 | +100.0% | 0.05% | – |
| TAL | New | TAL Education Group | $1,650,000 | – | 23,300 | +100.0% | 0.05% | – |
| OGE | New | OGE Energy Corp | $1,612,000 | – | 51,000 | +100.0% | 0.05% | – |
| AIV | Buy | Apartment Investment and Management Co | $1,602,000 | +6.1% | 34,900 | +2.0% | 0.05% | -24.3% |
| DOV | Buy | DOVER CORP | $1,605,000 | +21.9% | 21,800 | +14.7% | 0.05% | -13.1% |
| NRG | New | NRG Energy Inc | $1,569,000 | – | 140,000 | +100.0% | 0.05% | – |
| CNC | Buy | Centene Corp | $1,580,000 | -5.4% | 23,600 | +0.9% | 0.05% | -33.3% |
| DDR | Buy | Ddr Corp | $1,558,000 | +44.1% | 89,400 | +50.0% | 0.05% | +2.0% |
| BITA | New | Bitauto Holdings Ltd | $1,541,000 | – | 53,000 | +100.0% | 0.05% | – |
| DNB | New | DUN & BRADSTREET CORP (THE) | $1,543,000 | – | 11,300 | +100.0% | 0.05% | – |
| PH | New | PARKER-HANNIFIN CORP | $1,506,000 | – | 12,000 | +100.0% | 0.05% | – |
| DRE | New | DUKE REALTY CORP COM NEW | $1,514,000 | – | 55,400 | +100.0% | 0.05% | – |
| PVH | Buy | PVH Corp | $1,513,000 | +71.0% | 13,700 | +45.7% | 0.05% | +22.0% |
| AGNC | New | AGNC Investment Corp | $1,500,000 | – | 76,800 | +100.0% | 0.05% | – |
| RRD | New | RR Donnelley & Sons Co | $1,457,000 | – | 92,700 | +100.0% | 0.05% | – |
| GPK | New | GRAPHIC PACKAGING HOLDING CO | $1,445,000 | – | 103,300 | +100.0% | 0.05% | – |
| PPL | Buy | PPL CORP | $1,465,000 | +10.0% | 42,400 | +20.1% | 0.05% | -22.6% |
| UDR | New | UNITED DOMINION REALTY TRUST INC | $1,446,000 | – | 40,200 | +100.0% | 0.05% | – |
| 3106PS | New | Delphi Automotive plc | $1,447,000 | – | 20,300 | +100.0% | 0.05% | – |
| SIG | Buy | Signet Jewelers Ltd | $1,430,000 | +24.0% | 19,200 | +37.1% | 0.05% | -13.0% |
| TSRA | New | TESSERA TECHNOLOGIES INC | $1,426,000 | – | 37,100 | +100.0% | 0.05% | – |
| ICLR | New | ICON PLC | $1,384,000 | – | 17,900 | +100.0% | 0.05% | – |
| ROK | New | Rockwell Automation Inc | $1,394,000 | – | 11,400 | +100.0% | 0.05% | – |
| ANSS | Buy | Ansys Inc | $1,407,000 | +30.4% | 15,200 | +27.7% | 0.05% | -8.0% |
| TSO | New | Tesoro Corp | $1,408,000 | – | 17,700 | +100.0% | 0.05% | – |
| STE | New | STERIS PLC | $1,359,000 | – | 18,600 | +100.0% | 0.04% | – |
| FOSL | New | Fossil Group Inc | $1,366,000 | – | 49,200 | +100.0% | 0.04% | – |
| GNTX | Buy | GENTEX CORP | $1,348,000 | +125.0% | 76,800 | +97.9% | 0.04% | +60.7% |
| TASR | New | TASER International Inc | $1,367,000 | – | 47,800 | +100.0% | 0.04% | – |
| ULTI | Buy | THE ULTIMATE SOFTWARE GROUP INC | $1,369,000 | +0.2% | 6,700 | +3.1% | 0.04% | -29.7% |
| PNR | New | PENTAIR PLC. | $1,374,000 | – | 21,400 | +100.0% | 0.04% | – |
| AVT | New | Avnet Inc | $1,326,000 | – | 32,300 | +100.0% | 0.04% | – |
| PRXL | New | PAREXEL INTERNATIONAL CORP | $1,340,000 | – | 19,300 | +100.0% | 0.04% | – |
| TXT | New | Textron Inc | $1,315,000 | – | 33,100 | +100.0% | 0.04% | – |
| Buy | Cardtronics Plc | $1,315,000 | +83.7% | 29,500 | +63.9% | 0.04% | +30.3% | |
| TEN | New | Tenneco Inc | $1,293,000 | – | 22,200 | +100.0% | 0.04% | – |
| RGLD | New | Royal Gold Inc | $1,316,000 | – | 17,000 | +100.0% | 0.04% | – |
| KBH | New | KB Home | $1,267,000 | – | 78,600 | +100.0% | 0.04% | – |
| HAR | New | Harman International Industries Inc | $1,258,000 | – | 14,900 | +100.0% | 0.04% | – |
| MDU | New | MDU RESOURCES GROUP INC | $1,277,000 | – | 50,200 | +100.0% | 0.04% | – |
| ASML | New | ASML HOLDING N.V. | $1,282,000 | – | 11,700 | +100.0% | 0.04% | – |
| TTWO | Buy | Take-Two Interactive Software Inc | $1,230,000 | +78.3% | 27,300 | +50.0% | 0.04% | +28.1% |
| ALSN | New | Allison Transmission Holdings Inc | $1,238,000 | – | 43,200 | +100.0% | 0.04% | – |
| NVS | New | NOVARTIS AG | $1,231,000 | – | 15,600 | +100.0% | 0.04% | – |
| JBL | New | Jabil Circuit Inc | $1,245,000 | – | 57,100 | +100.0% | 0.04% | – |
| CRAY | Buy | Cray Inc | $1,257,000 | +289.2% | 53,400 | +394.4% | 0.04% | +173.3% |
| MTG | New | MGIC INVESTMENT CORP | $1,196,000 | – | 149,600 | +100.0% | 0.04% | – |
| WUBA | New | 58.COM INC | $1,181,000 | – | 24,800 | +100.0% | 0.04% | – |
| NKTR | Buy | NEKTAR THERAPEUTICS | $1,187,000 | +42.8% | 69,100 | +18.3% | 0.04% | 0.0% |
| COO | New | COOPER COMPANIES INC (THE) | $1,147,000 | – | 6,400 | +100.0% | 0.04% | – |
| NVAX | Buy | Novavax Inc | $1,160,000 | -42.7% | 557,700 | +100.4% | 0.04% | -59.6% |
| HII | Buy | Huntington Ingalls Industries Inc | $1,150,000 | +173.8% | 7,500 | +200.0% | 0.04% | +90.0% |
| KATE | Buy | KATE SPADE & CO | $1,120,000 | -1.5% | 65,400 | +18.5% | 0.04% | -30.2% |
| J | Buy | JACOBS ENGINEERING GROUP INC | $1,132,000 | +63.6% | 21,900 | +57.6% | 0.04% | +15.6% |
| IRBT | Buy | iRobot Corp | $1,117,000 | +46.2% | 25,400 | +16.5% | 0.04% | +2.8% |
| LL | Buy | Lumber Liquidators Holdings Inc | $1,134,000 | +38.1% | 57,700 | +8.3% | 0.04% | -2.6% |
| IAG | New | Iamgold Corp | $1,114,000 | – | 275,200 | +100.0% | 0.04% | – |
| TCO | New | Taubman Centers Inc | $1,086,000 | – | 14,600 | +100.0% | 0.04% | – |
| CMC | Buy | COMMERCIAL METALS CO | $1,065,000 | +106.0% | 65,800 | +115.0% | 0.04% | +45.8% |
| DLB | New | Dolby Laboratories | $1,047,000 | – | 19,300 | +100.0% | 0.04% | – |
| IBN | Buy | ICICI BANK LTD | $1,048,000 | +917.5% | 140,300 | +874.3% | 0.04% | +600.0% |
| SPWR | New | Sunpower Corp | $1,036,000 | – | 116,200 | +100.0% | 0.03% | – |
| DFT | New | DUPONT FABROS TECHNOLOGY INC COM | $1,043,000 | – | 25,300 | +100.0% | 0.03% | – |
| ARRS | New | ARRIS International Plc | $1,019,000 | – | 36,000 | +100.0% | 0.03% | – |
| RDSB | New | Royal Dutch Shell B | $1,024,000 | – | 19,400 | +100.0% | 0.03% | – |
| WAGE | Buy | WageWorks Inc | $1,005,000 | +12.8% | 16,500 | +10.7% | 0.03% | -21.4% |
| VIAV | New | VIAVI SOLUTIONS INC | $962,000 | – | 130,300 | +100.0% | 0.03% | – |
| GNCIQ | Buy | GNC Holdings Inc | $969,000 | +67.1% | 47,500 | +98.7% | 0.03% | +18.5% |
| DAR | Buy | Darling Ingredients Inc | $960,000 | +238.0% | 71,100 | +272.3% | 0.03% | +146.2% |
| DOW | New | DOW CHEMICAL CO (THE) | $932,000 | – | 18,000 | +100.0% | 0.03% | – |
| OFC | New | CORPORATE OFFICE PROPERTIES TRUST | $938,000 | – | 33,100 | +100.0% | 0.03% | – |
| VMI | New | VALMONT INDUSTRIES INC | $928,000 | – | 6,900 | +100.0% | 0.03% | – |
| PWR | New | Quanta Services Inc | $943,000 | – | 33,700 | +100.0% | 0.03% | – |
| ASB | New | ASSOCIATED BANC-CORP | $924,000 | – | 47,200 | +100.0% | 0.03% | – |
| WBS | New | WEBSTER FINANCIAL CORP | $900,000 | – | 23,700 | +100.0% | 0.03% | – |
| OA | New | Orbital ATK Inc | $922,000 | – | 12,100 | +100.0% | 0.03% | – |
| WEN | Buy | WENDY'S CO (THE) | $892,000 | +21.0% | 82,600 | +7.7% | 0.03% | -14.7% |
| CMPR | Buy | Cimpress N.V | $880,000 | +37.9% | 8,700 | +26.1% | 0.03% | -3.3% |
| FHI | Buy | FEDERATED INVESTORS INC | $844,000 | +25.4% | 28,500 | +21.8% | 0.03% | -9.7% |
| SKX | New | SKECHERS U.S.A. INC | $847,000 | – | 37,000 | +100.0% | 0.03% | – |
| URE | Buy | ProShares Ultra Real Estate | $840,000 | +126.4% | 6,800 | +134.5% | 0.03% | +64.7% |
| DNOW | Buy | NOW INC | $863,000 | +242.5% | 40,300 | +189.9% | 0.03% | +133.3% |
| KORS | New | Michael Kors Holdings Ltd | $837,000 | – | 17,900 | +100.0% | 0.03% | – |
| BCS | New | BARCLAYS PLC-SPONS ADR | $807,000 | – | 92,900 | +100.0% | 0.03% | – |
| MUR | New | Murphy Oil Corp | $832,000 | – | 27,400 | +100.0% | 0.03% | – |
| MTW | Buy | MANITOWOC CO INC (THE) | $832,000 | -4.1% | 173,700 | +9.0% | 0.03% | -32.5% |
| CS | Buy | CREDIT SUISSE GROUP-SPON ADR | $775,000 | +137.0% | 59,000 | +92.8% | 0.03% | +73.3% |
| RHI | Buy | ROBERT HALF INTERNATIONAL INC | $791,000 | +291.6% | 20,900 | +294.3% | 0.03% | +188.9% |
| NSR | New | NEUSTAR INC | $779,000 | – | 29,300 | +100.0% | 0.03% | – |
| LSCC | New | LATTICE SEMICONDUCTOR CORP | $796,000 | – | 122,800 | +100.0% | 0.03% | – |
| AGO | New | ASSURED GUARANTY LTD | $793,000 | – | 28,600 | +100.0% | 0.03% | – |
| CTRP | New | Ctrip.com International Ltd | $801,000 | – | 17,200 | +100.0% | 0.03% | – |
| MCO | New | MOODY'S CORP | $801,000 | – | 7,400 | +100.0% | 0.03% | – |
| EME | Buy | Emcor Group Inc | $769,000 | +50.2% | 12,900 | +24.0% | 0.02% | +4.2% |
| CSIQ | New | Canadian Solar Inc | $750,000 | – | 54,600 | +100.0% | 0.02% | – |
| MSCC | New | MICROSEMI CORP | $751,000 | – | 17,900 | +100.0% | 0.02% | – |
| CW | Buy | CURTISS-WRIGHT CORP | $765,000 | +89.4% | 8,400 | +75.0% | 0.02% | +31.6% |
| TOL | New | Toll Brothers Inc | $746,000 | – | 25,000 | +100.0% | 0.02% | – |
| PCLN | New | Priceline Group Inc | $735,000 | – | 500 | +100.0% | 0.02% | – |
| HRB | New | H&R BLOCK INC | $722,000 | – | 31,200 | +100.0% | 0.02% | – |
| TIVO | New | Tivo Corporation | $724,000 | – | 37,200 | +100.0% | 0.02% | – |
| LM | New | Legg Mason Inc | $733,000 | – | 21,900 | +100.0% | 0.02% | – |
| TREE | New | LendingTree Inc | $717,000 | – | 7,400 | +100.0% | 0.02% | – |
| AMKR | New | Amkor Technology Inc | $728,000 | – | 74,900 | +100.0% | 0.02% | – |
| PODD | New | Insulet Corp | $687,000 | – | 16,800 | +100.0% | 0.02% | – |
| CXO | New | Concho Resources Inc | $686,000 | – | 5,000 | +100.0% | 0.02% | – |
| RES | Buy | RPC Inc | $685,000 | +227.8% | 40,800 | +202.2% | 0.02% | +130.0% |
| ING | New | ING GROEP N.V.-SPONSORED ADR | $702,000 | – | 56,900 | +100.0% | 0.02% | – |
| DPS | New | DR Pepper Snapple Group Inc | $657,000 | – | 7,200 | +100.0% | 0.02% | – |
| PTCT | New | PTC Therapeutics Inc | $664,000 | – | 47,400 | +100.0% | 0.02% | – |
| LPX | New | LOUISIANA-PACIFIC CORP | $647,000 | – | 34,400 | +100.0% | 0.02% | – |
| POWI | Buy | Power Integrations Inc | $636,000 | +55.1% | 10,100 | +23.2% | 0.02% | +10.5% |
| CFX | Buy | Colfax Corp | $609,000 | +119.9% | 19,400 | +84.8% | 0.02% | +53.8% |
| NTAP | New | NetApp Inc | $594,000 | – | 16,600 | +100.0% | 0.02% | – |
| SNI | New | Scripps Networks Interactive Inc | $596,000 | – | 9,400 | +100.0% | 0.02% | – |
| BEN | New | Franklin Resources Inc | $608,000 | – | 17,100 | +100.0% | 0.02% | – |
| BDN | New | Brandywine Realty Trust | $587,000 | – | 37,600 | +100.0% | 0.02% | – |
| WOR | Buy | WORTHINGTON INDUSTRIES INC | $566,000 | +16.5% | 11,800 | +2.6% | 0.02% | -17.4% |
| ALNY | New | ALNYLAM PHARMACEUTICALS INC | $582,000 | – | 8,600 | +100.0% | 0.02% | – |
| BWLD | New | BUFFALO WILD WINGS INC | $548,000 | – | 3,900 | +100.0% | 0.02% | – |
| EGHT | Buy | 8X8 Inc | $541,000 | +30.0% | 35,100 | +23.2% | 0.02% | -5.3% |
| TUP | Buy | TUPPERWARE BRANDS CORP | $549,000 | +144.0% | 8,400 | +110.0% | 0.02% | +80.0% |
| BAM | New | BROOKFIELD ASSET MANAGEMENT INC | $552,000 | – | 15,700 | +100.0% | 0.02% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $546,000 | – | 38,800 | +100.0% | 0.02% | – |
| CRS | New | CARPENTER TECHNOLOGY CORP | $548,000 | – | 13,300 | +100.0% | 0.02% | – |
| CBD | New | Companhia Brasileira De Distribuicao | $539,000 | – | 32,900 | +100.0% | 0.02% | – |
| TRUE | Buy | TRUECAR INC | $516,000 | +285.1% | 54,700 | +219.9% | 0.02% | +183.3% |
| DECK | New | DECKERS OUTDOOR CORP | $506,000 | – | 8,500 | +100.0% | 0.02% | – |
| DLX | New | Deluxe Corp | $501,000 | – | 7,500 | +100.0% | 0.02% | – |
| SWFT | New | Swift Transportation Co | $515,000 | – | 24,000 | +100.0% | 0.02% | – |
| SHO | New | SUNSTONE HOTEL INVESTORS INC | $507,000 | – | 39,700 | +100.0% | 0.02% | – |
| BG | New | BUNGE LTD | $473,000 | – | 8,000 | +100.0% | 0.02% | – |
| GG | New | GOLDCORP INC | $484,000 | – | 29,300 | +100.0% | 0.02% | – |
| CINF | Buy | CINCINNATI FINANCIAL CORP | $497,000 | +89.7% | 6,600 | +88.6% | 0.02% | +33.3% |
| CZR | Buy | Caesars Entertainment Corp | $494,000 | +32.1% | 66,400 | +36.3% | 0.02% | -5.9% |
| MWA | Buy | Mueller Water Products Inc | $476,000 | +12.0% | 38,000 | +1.9% | 0.02% | -20.0% |
| CBT | New | CABOT CORP | $492,000 | – | 9,400 | +100.0% | 0.02% | – |
| ENS | New | ENERSYS | $484,000 | – | 7,000 | +100.0% | 0.02% | – |
| TSU | Buy | TIM PARTICIPACOES S.A. | $472,000 | +63.9% | 38,600 | +41.4% | 0.02% | +23.1% |
| NSM | New | Nationstar Mortgage Holdings Inc | $441,000 | – | 29,800 | +100.0% | 0.02% | – |
| NDAQ | New | Nasdaq Inc | $466,000 | – | 6,900 | +100.0% | 0.02% | – |
| ITRI | Buy | Itron Inc | $446,000 | +103.7% | 8,000 | +56.9% | 0.02% | +50.0% |
| XON | New | Intrexon Corp | $451,000 | – | 16,100 | +100.0% | 0.02% | – |
| GVA | Buy | Granite Construction Inc | $457,000 | +34.0% | 9,200 | +22.7% | 0.02% | -6.2% |
| PLCE | New | CHILDREN'S PLACE INC (THE) | $455,000 | – | 5,700 | +100.0% | 0.02% | – |
| PAY | New | Verifone Systems Inc | $435,000 | – | 27,700 | +100.0% | 0.01% | – |
| ASPS | Buy | Altisource Portfolio Solutions S.A. | $430,000 | +34.4% | 13,300 | +15.7% | 0.01% | -6.7% |
| HSNI | New | HSN Inc | $429,000 | – | 10,800 | +100.0% | 0.01% | – |
| HP | New | Helmerich & Payne Inc | $430,000 | – | 6,400 | +100.0% | 0.01% | – |
| SONY | New | SONY CORP ORD | $405,000 | – | 12,200 | +100.0% | 0.01% | – |
| WIN | Buy | Windstream Holdings Inc | $386,000 | +257.4% | 38,500 | +229.1% | 0.01% | +160.0% |
| TTM | New | Tata Motors Ltd | $379,000 | – | 9,500 | +100.0% | 0.01% | – |
| GOOG | New | Alphabet Inc | $388,000 | – | 500 | +100.0% | 0.01% | – |
| HIBB | Buy | HIBBETT SPORTS INC | $379,000 | +25.5% | 9,500 | +9.2% | 0.01% | -7.1% |
| LYV | New | Live Nation Entertainment Inc | $390,000 | – | 14,200 | +100.0% | 0.01% | – |
| HSC | Buy | Harsco Corp | $372,000 | +148.0% | 37,500 | +65.2% | 0.01% | +71.4% |
| RJF | New | RAYMOND JAMES FINANCIAL INC | $349,000 | – | 6,000 | +100.0% | 0.01% | – |
| SAN | New | BANCO SANTANDER S.A. | $362,000 | – | 82,300 | +100.0% | 0.01% | – |
| REX | New | REX AMERICAN RESOURCES CORP | $372,000 | – | 4,400 | +100.0% | 0.01% | – |
| RTRX | New | Retrophin Inc | $353,000 | – | 15,800 | +100.0% | 0.01% | – |
| WBC | New | Wabco Holdings Inc | $374,000 | – | 3,300 | +100.0% | 0.01% | – |
| HOG | New | HARLEY-DAVIDSON INC | $341,000 | – | 6,500 | +100.0% | 0.01% | – |
| SCHN | New | SCHNITZER STEEL INDUSTRIES INC | $328,000 | – | 15,700 | +100.0% | 0.01% | – |
| CVG | New | Convergys Corp | $322,000 | – | 10,600 | +100.0% | 0.01% | – |
| AFSI | New | AMTRUST FINANCIAL SERVICES | $332,000 | – | 12,400 | +100.0% | 0.01% | – |
| SCSS | New | SELECT COMFORT CORP | $341,000 | – | 15,800 | +100.0% | 0.01% | – |
| TCF | New | TCF FINANCIAL CORP | $313,000 | – | 21,600 | +100.0% | 0.01% | – |
| SWC | New | STILLWATER MINING CO | $291,000 | – | 21,800 | +100.0% | 0.01% | – |
| CRI | New | Carter's Inc | $312,000 | – | 3,600 | +100.0% | 0.01% | – |
| PACB | New | Pacific Biosciences of California Inc | $310,000 | – | 34,600 | +100.0% | 0.01% | – |
| ARE | New | ALEXANDRIA REAL ESTATE EQUITIES INC | $293,000 | – | 2,700 | +100.0% | 0.01% | – |
| LPT | New | LIBERTY PROPERTY TRUST | $282,000 | – | 7,000 | +100.0% | 0.01% | – |
| AMAG | New | AMAG PHARMACEUTICALS INC | $262,000 | – | 10,700 | +100.0% | 0.01% | – |
| XONE | New | The ExOne Co | $280,000 | – | 18,400 | +100.0% | 0.01% | – |
| DSW | New | DSW INC | $268,000 | – | 13,100 | +100.0% | 0.01% | – |
| FNGN | New | Financial Engines Inc | $270,000 | – | 9,100 | +100.0% | 0.01% | – |
| MRC | New | MRC Global Inc | $287,000 | – | 17,500 | +100.0% | 0.01% | – |
| VAR | New | Varian Medical Systems Inc | $248,000 | – | 2,500 | +100.0% | 0.01% | – |
| GPI | New | Group 1 Automotive Inc | $255,000 | – | 4,000 | +100.0% | 0.01% | – |
| MTOR | New | Meritor Inc | $240,000 | – | 21,600 | +100.0% | 0.01% | – |
| BCOR | New | Blucora Inc | $232,000 | – | 20,800 | +100.0% | 0.01% | – |
| LYG | New | LLOYDS BANKING GROUP PLC-ADR | $217,000 | – | 75,900 | +100.0% | 0.01% | – |
| WRLD | New | World Acceptance Corp | $215,000 | – | 4,400 | +100.0% | 0.01% | – |
| KMT | New | Kennametal Inc | $200,000 | – | 6,900 | +100.0% | 0.01% | – |
| FOE | New | Ferro Corp | $211,000 | – | 15,300 | +100.0% | 0.01% | – |
| TSEM | New | TOWER SEMICONDUCTOR LTD | $220,000 | – | 14,500 | +100.0% | 0.01% | – |
| TRP | New | Transcanada Corp | $204,000 | – | 4,300 | +100.0% | 0.01% | – |
| SYRG | New | Synergy Resources Corp | $191,000 | – | 27,700 | +100.0% | 0.01% | – |
| STO | New | STATOIL ASA-SPON ADR | $186,000 | – | 11,100 | +100.0% | 0.01% | – |
| KBR | New | KBR Inc | $167,000 | – | 11,100 | +100.0% | 0.01% | – |
| CLNE | New | Clean Energy Fuels Corp | $159,000 | – | 35,700 | +100.0% | 0.01% | – |
| ONVO | Buy | Organovo Holdings Inc | $158,000 | +150.8% | 41,700 | +142.4% | 0.01% | +66.7% |
| EGO | New | Eldorado Gold Corp | $148,000 | – | 37,900 | +100.0% | 0.01% | – |
| UIS | New | Unisys Corp | $152,000 | – | 15,700 | +100.0% | 0.01% | – |
| NYT | New | NEW YORK TIMES CO (THE) | $145,000 | – | 12,200 | +100.0% | 0.01% | – |
| SONS | Buy | Sonus Networks Inc | $133,000 | +52.9% | 17,100 | +69.3% | 0.00% | 0.0% |
| ANGI | New | Angie's List Inc | $121,000 | – | 12,300 | +100.0% | 0.00% | – |
| OPK | New | OPKO HEALTH INC | $135,000 | – | 12,800 | +100.0% | 0.00% | – |
| OVAS | New | OVASCIENCE INC | $80,000 | – | 11,300 | +100.0% | 0.00% | – |
| INFI | New | Infinity Pharmaceuticals Inc | $81,000 | – | 52,100 | +100.0% | 0.00% | – |
| AVP | New | Avon Products Inc | $86,000 | – | 15,300 | +100.0% | 0.00% | – |
| ACRX | New | AcelRx Pharmaceuticals Inc | $81,000 | – | 21,000 | +100.0% | 0.00% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-11-01
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| J P MORGAN CHASE & CO | 29 | Q2 2024 | 2.3% |
| Consumer Discretionary Select Sector SPD | 28 | Q2 2024 | 5.1% |
| Pfizer Inc | 28 | Q2 2024 | 3.8% |
| WALT DISNEY CO (THE) | 28 | Q2 2024 | 2.0% |
| SPDR S&P RGL BK | 28 | Q1 2024 | 2.7% |
| TEXAS INSTRUMENTS INC | 28 | Q2 2024 | 0.9% |
| Boston Scientific Corp | 28 | Q4 2023 | 0.8% |
| ROSS STORES INC | 28 | Q2 2024 | 1.0% |
| Starbucks Corp | 27 | Q2 2024 | 1.4% |
| 3M Company | 27 | Q1 2024 | 3.3% |
View Quantitative Investment Management, LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| N-PX | 2024-08-19 |
| 13F-HR | 2024-08-14 |
| 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 |
View Quantitative Investment Management, LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.