$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 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WTI | Exit | W&T OFFSHORE INC | $0 | – | -15,000 | -100.0% | -0.00% | – |
| BAS | Exit | BASIC ENERGY SERVICES INC | $0 | – | -31,000 | -100.0% | -0.00% | – |
| VIP | Exit | VIMPELCOM LTD | $0 | – | -11,900 | -100.0% | -0.00% | – |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -34,500 | -100.0% | -0.00% | – |
| ACTG | Exit | Acacia Research Corp | $0 | – | -13,100 | -100.0% | -0.00% | – |
| NWBO | Exit | Northwest Biotherapeutics Inc | $0 | – | -116,900 | -100.0% | -0.00% | – |
| IPI | Exit | Intrepid Potash Inc | $0 | – | -38,700 | -100.0% | -0.00% | – |
| NOG | Exit | Northern Oil and Gas Inc | $0 | – | -17,500 | -100.0% | -0.00% | – |
| SXC | Exit | Suncoke Energy Inc | $0 | – | -15,200 | -100.0% | -0.00% | – |
| PEIX | Exit | PACIFIC ETHANOL INC | $0 | – | -19,800 | -100.0% | -0.01% | – |
| MWW | Exit | Monster Worldwide Inc | $0 | – | -48,700 | -100.0% | -0.01% | – |
| ESPR | Exit | ESPERION THERAPEUTICS INC | $0 | – | -11,300 | -100.0% | -0.01% | – |
| MFA | Exit | MFA FINANCIAL INC | $0 | – | -15,300 | -100.0% | -0.01% | – |
| PDLI | Exit | PDL BIOPHARMA INC | $0 | – | -35,200 | -100.0% | -0.01% | – |
| BZH | Exit | Beazer Homes USA Inc | $0 | – | -17,000 | -100.0% | -0.01% | – |
| CMRX | Exit | Chimerix Inc | $0 | – | -35,100 | -100.0% | -0.01% | – |
| SSINQ | Exit | STAGE STORES INC | $0 | – | -28,200 | -100.0% | -0.01% | – |
| PENN | Exit | PENN NATIONAL GAMING INC | $0 | – | -10,600 | -100.0% | -0.01% | – |
| CVE | Exit | Cenovus Energy Inc | $0 | – | -11,000 | -100.0% | -0.01% | – |
| SVU | Exit | Supervalu Inc | $0 | – | -38,600 | -100.0% | -0.01% | – |
| CVI | Exit | CVR Energy Inc | $0 | – | -11,400 | -100.0% | -0.01% | – |
| FRAN | Exit | Francesca's Holdings Corp | $0 | – | -15,900 | -100.0% | -0.01% | – |
| AROC | Exit | Archrock Inc | $0 | – | -17,500 | -100.0% | -0.01% | – |
| BGC | Exit | General Cable Corp | $0 | – | -12,800 | -100.0% | -0.01% | – |
| SWIR | Exit | SIERRA WIRELESS INC | $0 | – | -11,400 | -100.0% | -0.01% | – |
| ARCB | Exit | ArcBest Corp | $0 | – | -12,100 | -100.0% | -0.01% | – |
| BKS | Exit | Barnes & Noble Inc | $0 | – | -17,100 | -100.0% | -0.01% | – |
| CAKE | Exit | THE CHEESECAKE FACTORY INC | $0 | – | -4,200 | -100.0% | -0.01% | – |
| TDW | Exit | Tidewater Inc | $0 | – | -45,100 | -100.0% | -0.01% | – |
| CONN | Exit | CONN'S INC | $0 | – | -27,100 | -100.0% | -0.01% | – |
| HOSSQ | Exit | HORNBECK OFFSHORE SERVICES | $0 | – | -24,700 | -100.0% | -0.01% | – |
| FCN | Exit | FTI Consulting Inc | $0 | – | -5,400 | -100.0% | -0.01% | – |
| RDY | Exit | DR. REDDY'S LABORATORIES LTD | $0 | – | -4,100 | -100.0% | -0.01% | – |
| MDC | Exit | M.D.C. HOLDINGS INC | $0 | – | -9,100 | -100.0% | -0.01% | – |
| NAV | Exit | NAVISTAR INTERNATIONAL CORP | $0 | – | -19,100 | -100.0% | -0.01% | – |
| CHE | Exit | CHEMED CORP | $0 | – | -1,600 | -100.0% | -0.01% | – |
| BERY | Exit | BPC Acquisition Corp | $0 | – | -5,500 | -100.0% | -0.01% | – |
| KND | Exit | Kindred Healthcare Inc | $0 | – | -18,700 | -100.0% | -0.01% | – |
| LOPE | Exit | Grand Canyon Education Inc | $0 | – | -5,700 | -100.0% | -0.01% | – |
| CLDX | Exit | CELLDEX THERAPEUTICS INC | $0 | – | -54,300 | -100.0% | -0.01% | – |
| ALJ | Exit | ALON USA ENERGY INC | $0 | – | -37,700 | -100.0% | -0.01% | – |
| SNECQ | Exit | Sanchez Energy Corp | $0 | – | -33,200 | -100.0% | -0.01% | – |
| MEI | Exit | Methode Electronics Inc | $0 | – | -7,200 | -100.0% | -0.01% | – |
| IP | Exit | INTERNATIONAL PAPER CO | $0 | – | -5,700 | -100.0% | -0.01% | – |
| KN | Exit | KNOWLES CORP | $0 | – | -19,000 | -100.0% | -0.01% | – |
| CEMP | Exit | Cempra Inc | $0 | – | -16,300 | -100.0% | -0.01% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -4,700 | -100.0% | -0.01% | – |
| UFS | Exit | Domtar Corp | $0 | – | -8,200 | -100.0% | -0.01% | – |
| SFLY | Exit | SHUTTERFLY INC | $0 | – | -6,000 | -100.0% | -0.01% | – |
| SEM | Exit | Select Medical Holdings Corp | $0 | – | -25,700 | -100.0% | -0.01% | – |
| STRZA | Exit | Starz Series A | $0 | – | -9,400 | -100.0% | -0.01% | – |
| OCN | Exit | Ocwen Financial Corp | $0 | – | -163,000 | -100.0% | -0.01% | – |
| GIL | Exit | Gildan Activewear Inc | $0 | – | -9,700 | -100.0% | -0.01% | – |
| OTEX | Exit | Open Text Corp | $0 | – | -4,600 | -100.0% | -0.01% | – |
| WDR | Exit | WADDELL & REED FINANCIAL INC | $0 | – | -15,900 | -100.0% | -0.01% | – |
| SHLDQ | Exit | Sears Holdings Corp | $0 | – | -20,700 | -100.0% | -0.01% | – |
| IBKR | Exit | Interactive Brokers Group Inc | $0 | – | -7,900 | -100.0% | -0.01% | – |
| DGI | Exit | Digitalglobe Inc | $0 | – | -13,200 | -100.0% | -0.01% | – |
| VNDA | Exit | Vanda Pharmaceuticals Inc | $0 | – | -24,400 | -100.0% | -0.01% | – |
| SODA | Exit | SodaStream International Ltd | $0 | – | -13,100 | -100.0% | -0.01% | – |
| DCT | Exit | DCT Industrial Trust Inc | $0 | – | -6,000 | -100.0% | -0.01% | – |
| TREX | Exit | TREX CO INC | $0 | – | -6,600 | -100.0% | -0.01% | – |
| FTR | Exit | FRONTIER COMMUNICATIONS CORP | $0 | – | -62,700 | -100.0% | -0.01% | – |
| QIWI | Exit | QIWI Plc | $0 | – | -23,600 | -100.0% | -0.01% | – |
| MDCO | Exit | The Medicines Co | $0 | – | -8,900 | -100.0% | -0.01% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -38,000 | -100.0% | -0.01% | – |
| CAA | Exit | CALATLANTIC GROUP INC | $0 | – | -8,300 | -100.0% | -0.01% | – |
| PFPT | Exit | Proofpoint Inc | $0 | – | -4,700 | -100.0% | -0.01% | – |
| SPPI | Exit | SPECTRUM PHARMACEUTICALS INC | $0 | – | -49,700 | -100.0% | -0.02% | – |
| CLI | Exit | MACK-CALI REALTY CORP | $0 | – | -11,600 | -100.0% | -0.02% | – |
| CIT | Exit | CIT Group Inc (DEL) | $0 | – | -10,800 | -100.0% | -0.02% | – |
| MINI | Exit | Mobile Mini Inc | $0 | – | -10,100 | -100.0% | -0.02% | – |
| THC | Exit | Tenet Healthcare Corp | $0 | – | -12,500 | -100.0% | -0.02% | – |
| NMBL | Exit | Nimble Storage Inc | $0 | – | -44,000 | -100.0% | -0.02% | – |
| PRTA | Exit | Prothena Corp PLC | $0 | – | -10,100 | -100.0% | -0.02% | – |
| SMTC | Exit | SEMTECH CORP | $0 | – | -14,600 | -100.0% | -0.02% | – |
| KS | Exit | Kapstone P&P Crp | $0 | – | -26,200 | -100.0% | -0.02% | – |
| OPHT | Exit | Ophthotech Corp | $0 | – | -6,700 | -100.0% | -0.02% | – |
| PSMT | Exit | Pricesmart Inc | $0 | – | -4,000 | -100.0% | -0.02% | – |
| INT | Exit | WORLD FUEL SERVICES CORP | $0 | – | -7,900 | -100.0% | -0.02% | – |
| PIR | Exit | PIER 1 IMPORTS INC | $0 | – | -71,200 | -100.0% | -0.02% | – |
| CAB | Exit | Cabela's Inc | $0 | – | -7,500 | -100.0% | -0.02% | – |
| CVA | Exit | COVANTA HOLDING CORP | $0 | – | -22,100 | -100.0% | -0.02% | – |
| ANDE | Exit | THE ANDERSONS INC | $0 | – | -10,300 | -100.0% | -0.02% | – |
| NTGR | Exit | NETGEAR INC | $0 | – | -7,900 | -100.0% | -0.02% | – |
| BSMX | Exit | Grupo Financiero Santander Mexico SAB | $0 | – | -42,000 | -100.0% | -0.02% | – |
| YY | Exit | YY Inc | $0 | – | -11,300 | -100.0% | -0.02% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -3,100 | -100.0% | -0.02% | – |
| ASNA | Exit | Ascena Retail Group Inc | $0 | – | -55,500 | -100.0% | -0.02% | – |
| CST | Exit | CST Brands Inc | $0 | – | -9,400 | -100.0% | -0.02% | – |
| SPXC | Exit | SPX Corp | $0 | – | -27,800 | -100.0% | -0.02% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -5,400 | -100.0% | -0.02% | – |
| BLMN | Exit | Bloomin' Brands Inc | $0 | – | -22,400 | -100.0% | -0.02% | – |
| MDSO | Exit | MEDIDATA SOLUTIONS INC | $0 | – | -8,900 | -100.0% | -0.02% | – |
| TXMD | Exit | TherapeuticsMD Inc | $0 | – | -51,600 | -100.0% | -0.02% | – |
| RBC | Exit | REGAL BELOIT CORP | $0 | – | -7,700 | -100.0% | -0.02% | – |
| NXST | Exit | Nexstar Broadcasting Group Inc | $0 | – | -9,200 | -100.0% | -0.02% | – |
| CROX | Exit | CROCS INC | $0 | – | -37,300 | -100.0% | -0.02% | – |
| PBYI | Exit | Puma Biotechnology Inc | $0 | – | -14,300 | -100.0% | -0.02% | – |
| LPLA | Exit | LPL Financial Holdings Inc | $0 | – | -18,900 | -100.0% | -0.02% | – |
| INVN | Exit | InvenSense Inc | $0 | – | -74,900 | -100.0% | -0.02% | – |
| CIB | Exit | BANCOLOMBIA S.A. | $0 | – | -13,100 | -100.0% | -0.02% | – |
| DNKN | Exit | Dunkin' Brands Group Inc | $0 | – | -10,500 | -100.0% | -0.02% | – |
| AEL | Exit | AMER EQUITY INV LIFE HLDG CO | $0 | – | -32,000 | -100.0% | -0.02% | – |
| FLIR | Exit | FLIR Systems Inc | $0 | – | -14,900 | -100.0% | -0.02% | – |
| VSI | Exit | Vitamin Shoppe Inc | $0 | – | -15,700 | -100.0% | -0.02% | – |
| HZNP | Exit | Horizon Pharma plc | $0 | – | -30,500 | -100.0% | -0.02% | – |
| TK | Exit | TEEKAY CORP | $0 | – | -68,300 | -100.0% | -0.02% | – |
| FNF | Exit | Fidelity National Financial Inc | $0 | – | -13,200 | -100.0% | -0.02% | – |
| RRD | Exit | R.R. DONNELLEY & SONS CO | $0 | – | -29,600 | -100.0% | -0.02% | – |
| CNX | Exit | CONSOL Energy Inc | $0 | – | -31,300 | -100.0% | -0.02% | – |
| GNW | Exit | Genworth Financial Inc | $0 | – | -203,100 | -100.0% | -0.02% | – |
| AEIS | Exit | ADVANCED ENERGY INDUSTRIES INC | $0 | – | -13,800 | -100.0% | -0.02% | – |
| LSTR | Exit | LANDSTAR SYSTEM INC | $0 | – | -7,600 | -100.0% | -0.02% | – |
| ARR | Exit | ARMOUR Residential REIT Inc | $0 | – | -25,900 | -100.0% | -0.02% | – |
| TFX | Exit | Teleflex Inc | $0 | – | -3,100 | -100.0% | -0.03% | – |
| GME | Exit | GAMESTOP CORP | $0 | – | -20,600 | -100.0% | -0.03% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -9,700 | -100.0% | -0.03% | – |
| TRCO | Exit | Tribune Media Co | $0 | – | -14,100 | -100.0% | -0.03% | – |
| TSCO | Exit | Tractor Supply Co | $0 | – | -6,400 | -100.0% | -0.03% | – |
| WWW | Exit | WOLVERINE WORLD WIDE INC | $0 | – | -28,400 | -100.0% | -0.03% | – |
| OMI | Exit | Owens & Minor Inc | $0 | – | -15,400 | -100.0% | -0.03% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODUCTS INC | $0 | – | -16,500 | -100.0% | -0.03% | – |
| CPHD | Exit | CEPHEID INC | $0 | – | -19,400 | -100.0% | -0.03% | – |
| TRN | Exit | Trinity Industries Inc | $0 | – | -32,300 | -100.0% | -0.03% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROSPONSORE | $0 | – | -104,500 | -100.0% | -0.03% | – |
| PPC | Exit | Pilgrim's Pride Corp | $0 | – | -23,500 | -100.0% | -0.03% | – |
| GPRE | Exit | Green Plains Inc | $0 | – | -31,100 | -100.0% | -0.03% | – |
| ARIA | Exit | ARIAD PHARMACEUTICALS INC | $0 | – | -85,200 | -100.0% | -0.03% | – |
| SINA | Exit | Sina Corp | $0 | – | -12,100 | -100.0% | -0.03% | – |
| FNV | Exit | Franco-Nevada Corp | $0 | – | -8,200 | -100.0% | -0.03% | – |
| GEO | Exit | GEO GROUP INC (THE) | $0 | – | -18,800 | -100.0% | -0.03% | – |
| CLB | Exit | CORE LABORATORIES N.V. | $0 | – | -5,200 | -100.0% | -0.03% | – |
| FSLR | Exit | First Solar Inc | $0 | – | -13,400 | -100.0% | -0.03% | – |
| MEG | Exit | MEDIA GENERAL INC | $0 | – | -38,900 | -100.0% | -0.03% | – |
| CNO | Exit | CNO Financial Group Inc | $0 | – | -38,100 | -100.0% | -0.03% | – |
| HOT | Exit | Starwood Hotels & Resorts Worldwide Inc | $0 | – | -9,300 | -100.0% | -0.03% | – |
| TDS | Exit | TELEPHONE AND DATA SYSTEMS INC | $0 | – | -22,900 | -100.0% | -0.03% | – |
| SEAS | Exit | SEAWORLD ENTERTAINMENT INC | $0 | – | -50,100 | -100.0% | -0.03% | – |
| CPE | Exit | Callon Petroleum Co | $0 | – | -63,800 | -100.0% | -0.03% | – |
| ERIC | Exit | ERICSSON | $0 | – | -94,400 | -100.0% | -0.03% | – |
| CBOE | Exit | CBOE Holdings Inc | $0 | – | -11,300 | -100.0% | -0.04% | – |
| SIX | Exit | Six Flags Entertainment Corp New | $0 | – | -12,900 | -100.0% | -0.04% | – |
| NBIX | Exit | Neurocrine Biosciences Inc | $0 | – | -16,600 | -100.0% | -0.04% | – |
| NCR | Exit | NCR CORP | $0 | – | -26,900 | -100.0% | -0.04% | – |
| NAVI | Exit | Navient Corp | $0 | – | -63,400 | -100.0% | -0.04% | – |
| ACHN | Exit | Achillion Pharmaceuticals Inc | $0 | – | -97,900 | -100.0% | -0.04% | – |
| VNET | Exit | 21Vianet Group Inc | $0 | – | -77,400 | -100.0% | -0.04% | – |
| UAA | Exit | UNDER ARMOUR INC | $0 | – | -19,600 | -100.0% | -0.04% | – |
| MELI | Exit | MercadoLibre Inc | $0 | – | -5,600 | -100.0% | -0.04% | – |
| RPM | Exit | RPM INTERNATIONAL INC | $0 | – | -16,500 | -100.0% | -0.04% | – |
| ROVI | Exit | Rovi Corp | $0 | – | -51,900 | -100.0% | -0.04% | – |
| BKD | Exit | BROOKDALE SENIOR LIVING INC | $0 | – | -53,300 | -100.0% | -0.04% | – |
| CCK | Exit | CROWN HOLDINGS INC | $0 | – | -16,500 | -100.0% | -0.04% | – |
| SC | Exit | Santander Consumer USA Holdings Inc | $0 | – | -81,300 | -100.0% | -0.04% | – |
| KSS | Exit | KOHL'S CORP | $0 | – | -21,900 | -100.0% | -0.04% | – |
| IHS | Exit | IHS Inc | $0 | – | -7,500 | -100.0% | -0.04% | – |
| NAT | Exit | NORDIC AMERICAN TANKERS LTD | $0 | – | -63,500 | -100.0% | -0.04% | – |
| WBMD | Exit | WebMD Health Corp | $0 | – | -15,000 | -100.0% | -0.04% | – |
| FLT | Exit | FleetCor Technologies Inc | $0 | – | -6,200 | -100.0% | -0.04% | – |
| IPG | Exit | Interpublic Group of Companies Inc (The) | $0 | – | -38,900 | -100.0% | -0.04% | – |
| EWY | Exit | iShares MSCI South Korea Capped Index Fd | $0 | – | -17,200 | -100.0% | -0.04% | – |
| DEI | Exit | Douglas Emmett Inc | $0 | – | -25,600 | -100.0% | -0.04% | – |
| PRU | Exit | PRUDENTIAL FINANCIAL INC | $0 | – | -12,800 | -100.0% | -0.04% | – |
| DDD | Exit | 3D Systems Corp | $0 | – | -67,500 | -100.0% | -0.04% | – |
| PRAA | Exit | Pra Group Inc | $0 | – | -38,400 | -100.0% | -0.04% | – |
| KRC | Exit | Kilroy Realty Corp | $0 | – | -13,900 | -100.0% | -0.04% | – |
| TIF | Exit | Tiffany & Co. | $0 | – | -15,400 | -100.0% | -0.04% | – |
| BLOX | Exit | INFOBLOX INC | $0 | – | -48,700 | -100.0% | -0.04% | – |
| CSOD | Exit | Cornerstone OnDemand Inc | $0 | – | -25,000 | -100.0% | -0.04% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -11,900 | -100.0% | -0.04% | – |
| AKS | Exit | AK Steel Holding Corp | $0 | – | -202,700 | -100.0% | -0.04% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -52,400 | -100.0% | -0.05% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -47,900 | -100.0% | -0.05% | – |
| PBI | Exit | Pitney Bowes Inc | $0 | – | -55,000 | -100.0% | -0.05% | – |
| KITE | Exit | Kite Pharma Inc | $0 | – | -20,200 | -100.0% | -0.05% | – |
| GLNG | Exit | GOLAR LNG LTD | $0 | – | -65,100 | -100.0% | -0.05% | – |
| CSL | Exit | CARLISLE COMPANIES INC | $0 | – | -9,900 | -100.0% | -0.05% | – |
| DST | Exit | DST Systems Inc | $0 | – | -9,300 | -100.0% | -0.05% | – |
| NG | Exit | NOVAGOLD RESOURCES INC | $0 | – | -175,200 | -100.0% | -0.05% | – |
| VIPS | Exit | Vipshop Holdings Ltd | $0 | – | -97,200 | -100.0% | -0.05% | – |
| PSA | Exit | PUBLIC STORAGE | $0 | – | -4,300 | -100.0% | -0.05% | – |
| S | Exit | Sprint Corp | $0 | – | -249,300 | -100.0% | -0.05% | – |
| ARMK | Exit | Aramark | $0 | – | -34,000 | -100.0% | -0.05% | – |
| ZLTQ | Exit | ZELTIQ Aesthetics Inc | $0 | – | -41,500 | -100.0% | -0.05% | – |
| ABEV | Exit | Ambev S.A. | $0 | – | -195,300 | -100.0% | -0.05% | – |
| UBNT | Exit | Ubiquiti Networks Inc | $0 | – | -30,500 | -100.0% | -0.06% | – |
| LUV | Exit | SOUTHWEST AIRLINES CO | $0 | – | -30,800 | -100.0% | -0.06% | – |
| SEE | Exit | Sealed Air Corp | $0 | – | -26,300 | -100.0% | -0.06% | – |
| GPORQ | Exit | Gulfport Energy Corp | $0 | – | -38,700 | -100.0% | -0.06% | – |
| IONS | Exit | IONIS PHARMACEUTICALS INC | $0 | – | -51,400 | -100.0% | -0.06% | – |
| ORI | Exit | OLD REPUBLIC INTERNATIONAL CORP | $0 | – | -64,600 | -100.0% | -0.06% | – |
| AKRXQ | Exit | AKORN INC | $0 | – | -43,400 | -100.0% | -0.06% | – |
| ISIL | Exit | Intersil Corp | $0 | – | -96,300 | -100.0% | -0.06% | – |
| JBHT | Exit | J.B. HUNT TRANSPORT SERVICES INC | $0 | – | -16,300 | -100.0% | -0.06% | – |
| NTRS | Exit | NORTHERN TRUST CORP | $0 | – | -20,000 | -100.0% | -0.06% | – |
| ARMH | Exit | ARM HOLDINGS PLC | $0 | – | -29,700 | -100.0% | -0.06% | – |
| LDOS | Exit | Leidos Holdings Inc | $0 | – | -28,300 | -100.0% | -0.06% | – |
| SU | Exit | SUNCOR ENERGY INC | $0 | – | -48,800 | -100.0% | -0.06% | – |
| PPS | Exit | Post Properties Inc | $0 | – | -22,300 | -100.0% | -0.06% | – |
| BABA | Exit | Alibaba Group Holding Ltd | $0 | – | -17,000 | -100.0% | -0.06% | – |
| STWD | Exit | Starwood Property Trust Inc | $0 | – | -66,600 | -100.0% | -0.06% | – |
| ANET | Exit | Arista Networks Inc | $0 | – | -21,400 | -100.0% | -0.06% | – |
| ATHN | Exit | athenahealth Inc | $0 | – | -10,300 | -100.0% | -0.07% | – |
| ARCC | Exit | Ares Capital Corp | $0 | – | -100,200 | -100.0% | -0.07% | – |
| AES | Exit | THE AES CORP | $0 | – | -115,100 | -100.0% | -0.07% | – |
| HDB | Exit | HDFC Bank Ltd | $0 | – | -22,100 | -100.0% | -0.07% | – |
| WAB | Exit | Westinghouse Air Brake Technologies Corp | $0 | – | -21,100 | -100.0% | -0.07% | – |
| DHI | Exit | D.R. HORTON INC | $0 | – | -47,200 | -100.0% | -0.07% | – |
| X | Exit | UNITED STATES STEEL CORP | $0 | – | -91,700 | -100.0% | -0.07% | – |
| EXAS | Exit | EXACT Sciences Corp | $0 | – | -127,000 | -100.0% | -0.07% | – |
| JOY | Exit | Joy Global Inc | $0 | – | -72,800 | -100.0% | -0.07% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -175,000 | -100.0% | -0.07% | – |
| SM | Exit | Sm Energy Co | $0 | – | -58,000 | -100.0% | -0.07% | – |
| CPRT | Exit | Copart Inc | $0 | – | -33,000 | -100.0% | -0.08% | – |
| FAST | Exit | Fastenal Co | $0 | – | -36,400 | -100.0% | -0.08% | – |
| PBF | Exit | PBF Energy Inc | $0 | – | -68,300 | -100.0% | -0.08% | – |
| RLYP | Exit | Relypsa Inc | $0 | – | -90,400 | -100.0% | -0.08% | – |
| PAYX | Exit | Paychex Inc | $0 | – | -28,300 | -100.0% | -0.08% | – |
| RE | Exit | Everest Re Group Ltd | $0 | – | -9,300 | -100.0% | -0.08% | – |
| HRI | Exit | Herc Holdings Inc | $0 | – | -155,800 | -100.0% | -0.08% | – |
| RGC | Exit | REGAL ENTERTAINMENT GROUP | $0 | – | -79,000 | -100.0% | -0.08% | – |
| SBAC | Exit | SBA Communications Corp | $0 | – | -16,300 | -100.0% | -0.08% | – |
| HST | Exit | HOST HOTELS & RESORTS INC | $0 | – | -108,100 | -100.0% | -0.08% | – |
| FNFG | Exit | FIRST NIAGARA FINANCIAL GROUP INC | $0 | – | -181,000 | -100.0% | -0.08% | – |
| UHS | Exit | UNIVERSAL HEALTH SERVICES INC | $0 | – | -13,200 | -100.0% | -0.08% | – |
| DKS | Exit | DICK'S SPORTING GOODS INC | $0 | – | -39,600 | -100.0% | -0.08% | – |
| LPI | Exit | Laredo Petroleum Inc | $0 | – | -173,100 | -100.0% | -0.08% | – |
| CBRL | Exit | CRACKER BARREL OLD COUNTRY STORE INC | $0 | – | -10,600 | -100.0% | -0.08% | – |
| BR | Exit | Broadridge Financial Solutions Inc | $0 | – | -28,200 | -100.0% | -0.09% | – |
| NNN | Exit | NATIONAL RETAIL PROPERTIES | $0 | – | -35,700 | -100.0% | -0.09% | – |
| NKE | Exit | NIKE INC | $0 | – | -33,700 | -100.0% | -0.09% | – |
| PGR | Exit | PROGRESSIVE CORP (THE) | $0 | – | -55,700 | -100.0% | -0.09% | – |
| ITB | Exit | iShares U.S. Home Construction ETF | $0 | – | -67,200 | -100.0% | -0.09% | – |
| IDXX | Exit | IDEXX LABORATORIES INC | $0 | – | -20,600 | -100.0% | -0.09% | – |
| IYF | Exit | ISHARES U.S. FINANCIAL ETF | $0 | – | -22,300 | -100.0% | -0.09% | – |
| HES | Exit | Hess Corp | $0 | – | -32,000 | -100.0% | -0.09% | – |
| HSBC | Exit | HSBC HOLDINGS PLC | $0 | – | -61,900 | -100.0% | -0.09% | – |
| EWW | Exit | iShares MSCI Mexico Capped ETF | $0 | – | -38,300 | -100.0% | -0.09% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -198,000 | -100.0% | -0.09% | – |
| DXCM | Exit | DexCom Inc | $0 | – | -25,800 | -100.0% | -0.10% | – |
| CRL | Exit | Charles River Laboratories International | $0 | – | -24,900 | -100.0% | -0.10% | – |
| HA | Exit | HAWAIIAN HOLDINGS INC | $0 | – | -54,500 | -100.0% | -0.10% | – |
| NWSA | Exit | NEWS CORP A | $0 | – | -184,100 | -100.0% | -0.10% | – |
| WSM | Exit | WILLIAMS-SONOMA INC | $0 | – | -41,200 | -100.0% | -0.10% | – |
| SNA | Exit | Snap-On Inc | $0 | – | -13,800 | -100.0% | -0.10% | – |
| VIAB | Exit | Viacom Inc | $0 | – | -52,600 | -100.0% | -0.10% | – |
| XRAY | Exit | DENTSPLY SIRONA INC | $0 | – | -35,600 | -100.0% | -0.10% | – |
| AMBA | Exit | Ambarella Inc | $0 | – | -43,600 | -100.0% | -0.10% | – |
| MAA | Exit | MID-AMERICA APARTMENT COMMUNITIES INC | $0 | – | -20,700 | -100.0% | -0.10% | – |
| PII | Exit | POLARIS INDUSTRIES INC | $0 | – | -27,300 | -100.0% | -0.10% | – |
| MANH | Exit | MANHATTAN ASSOCIATES INC | $0 | – | -34,900 | -100.0% | -0.10% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORP | $0 | – | -45,100 | -100.0% | -0.10% | – |
| LGND | Exit | LIGAND PHARMACEUTICALS INC | $0 | – | -18,800 | -100.0% | -0.10% | – |
| FAS | Exit | Direxion Financial Bull 3X Shares | $0 | – | -89,800 | -100.0% | -0.11% | – |
| CDNS | Exit | CADENCE DESIGN SYSTEMS INC | $0 | – | -98,300 | -100.0% | -0.11% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -63,900 | -100.0% | -0.11% | – |
| MSM | Exit | MSC INDUSTRIAL DIRECT CO INC | $0 | – | -35,900 | -100.0% | -0.12% | – |
| FANG | Exit | Diamondback Energy Inc | $0 | – | -27,900 | -100.0% | -0.12% | – |
| DVA | Exit | DAVITA HEALTHCARE PARTNERS INC | $0 | – | -33,000 | -100.0% | -0.12% | – |
| GPC | Exit | Genuine Parts Co | $0 | – | -25,300 | -100.0% | -0.12% | – |
| VEEV | Exit | Veeva Systems Inc | $0 | – | -75,500 | -100.0% | -0.12% | – |
| BP | Exit | BP P.L.C. | $0 | – | -72,900 | -100.0% | -0.12% | – |
| HRL | Exit | HORMEL FOODS CORP | $0 | – | -71,900 | -100.0% | -0.12% | – |
| TRGP | Exit | Targa Resources Inc | $0 | – | -63,000 | -100.0% | -0.12% | – |
| FEYE | Exit | FireEye Inc | $0 | – | -164,400 | -100.0% | -0.13% | – |
| VC | Exit | VISTEON CORP | $0 | – | -42,100 | -100.0% | -0.13% | – |
| JAZZ | Exit | Jazz Pharmaceuticals plc | $0 | – | -20,100 | -100.0% | -0.13% | – |
| EMR | Exit | Emerson Electric Co | $0 | – | -54,200 | -100.0% | -0.13% | – |
| USG | Exit | USG CORP | $0 | – | -109,400 | -100.0% | -0.14% | – |
| CIEN | Exit | Ciena Corp | $0 | – | -158,300 | -100.0% | -0.14% | – |
| ACAD | Exit | ACADIA PHARMACEUTICALS INC | $0 | – | -91,200 | -100.0% | -0.14% | – |
| WPX | Exit | WPX Energy Inc | $0 | – | -322,000 | -100.0% | -0.14% | – |
| NVDA | Exit | Nvidia Corp | $0 | – | -64,200 | -100.0% | -0.14% | – |
| GRUB | Exit | GRUBHUB INC | $0 | – | -98,200 | -100.0% | -0.14% | – |
| CMA | Exit | Comerica Inc | $0 | – | -74,800 | -100.0% | -0.14% | – |
| CHRW | Exit | C.H. Robinson Worldwide Inc | $0 | – | -41,600 | -100.0% | -0.14% | – |
| PDCO | Exit | PATTERSON COMPANIES INC | $0 | – | -65,500 | -100.0% | -0.15% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -19,500 | -100.0% | -0.15% | – |
| SRPT | Exit | SAREPTA THERAPEUTICS INC | $0 | – | -167,800 | -100.0% | -0.15% | – |
| AGNC | Exit | American Capital Agency Corp | $0 | – | -161,200 | -100.0% | -0.15% | – |
| GPRO | Exit | GoPro Inc | $0 | – | -297,100 | -100.0% | -0.15% | – |
| COH | Exit | COACH INC | $0 | – | -80,800 | -100.0% | -0.15% | – |
| EMN | Exit | Eastman Chemical Co | $0 | – | -48,300 | -100.0% | -0.15% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -76,300 | -100.0% | -0.15% | – |
| STZ | Exit | Constellation Brands Inc | $0 | – | -20,400 | -100.0% | -0.16% | – |
| AMSG | Exit | Amsurg Corp | $0 | – | -43,700 | -100.0% | -0.16% | – |
| SCTY | Exit | SolarCity Corp | $0 | – | -141,700 | -100.0% | -0.16% | – |
| HAS | Exit | HASBRO INC | $0 | – | -40,300 | -100.0% | -0.16% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -141,100 | -100.0% | -0.16% | – |
| ITW | Exit | ILLINOIS TOOL WORKS INC | $0 | – | -33,300 | -100.0% | -0.16% | – |
| GWW | Exit | W.W. GRAINGER INC | $0 | – | -15,300 | -100.0% | -0.16% | – |
| JCI | Exit | JOHNSON CONTROLS INC | $0 | – | -80,000 | -100.0% | -0.16% | – |
| MIDD | Exit | THE MIDDLEBY CORP | $0 | – | -31,800 | -100.0% | -0.17% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -73,800 | -100.0% | -0.18% | – |
| HFC | Exit | Hollyfrontier Corp | $0 | – | -158,100 | -100.0% | -0.18% | – |
| KSU | Exit | KANSAS CITY SOUTHERN | $0 | – | -42,000 | -100.0% | -0.18% | – |
| CAG | Exit | ConAgra Foods Inc | $0 | – | -81,300 | -100.0% | -0.18% | – |
| DE | Exit | Deere & Co | $0 | – | -48,900 | -100.0% | -0.18% | – |
| NLY | Exit | Annaly Capital Management Inc | $0 | – | -358,000 | -100.0% | -0.18% | – |
| NTES | Exit | NetEase Inc | $0 | – | -20,600 | -100.0% | -0.19% | – |
| EL | Exit | ESTEE LAUDER COMPANIES INC (THE) | $0 | – | -44,500 | -100.0% | -0.19% | – |
| WLL | Exit | Whiting Petroleum Corp | $0 | – | -438,300 | -100.0% | -0.19% | – |
| CY | Exit | Cypress Semiconductor Corp | $0 | – | -388,800 | -100.0% | -0.19% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -299,900 | -100.0% | -0.19% | – |
| NCLH | Exit | Norwegian Cruise Line Holdings Ltd | $0 | – | -104,200 | -100.0% | -0.19% | – |
| FOX | Exit | TWENTY-FIRST CENTURY FOX INC | $0 | – | -155,800 | -100.0% | -0.20% | – |
| MKTX | Exit | MarketAxess Holdings Inc | $0 | – | -29,300 | -100.0% | -0.20% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -68,400 | -100.0% | -0.20% | – |
| TYC | Exit | TYCO INTERNATIONAL PLC | $0 | – | -104,200 | -100.0% | -0.21% | – |
| XL | Exit | Xl Group Plc | $0 | – | -138,200 | -100.0% | -0.22% | – |
| MPC | Exit | Marathon Petroleum Corp | $0 | – | -123,100 | -100.0% | -0.22% | – |
| JWN | Exit | Nordstrom Inc | $0 | – | -125,300 | -100.0% | -0.22% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -79,700 | -100.0% | -0.22% | – |
| FE | Exit | FirstEnergy Corp | $0 | – | -138,100 | -100.0% | -0.22% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -26,300 | -100.0% | -0.23% | – |
| BURL | Exit | Burlington Stores Inc | $0 | – | -75,000 | -100.0% | -0.23% | – |
| CLX | Exit | CLOROX CO (THE) | $0 | – | -36,100 | -100.0% | -0.23% | – |
| RH | Exit | Restoration Hardware Holdings Inc | $0 | – | -174,900 | -100.0% | -0.23% | – |
| MYL | Exit | MYLAN N.V. | $0 | – | -121,300 | -100.0% | -0.24% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -53,600 | -100.0% | -0.24% | – |
| VNTV | Exit | VANTIV INC | $0 | – | -93,200 | -100.0% | -0.25% | – |
| POST | Exit | Post Holdings Inc | $0 | – | -65,500 | -100.0% | -0.25% | – |
| LLTC | Exit | LINEAR TECHNOLOGY CORP | $0 | – | -116,700 | -100.0% | -0.25% | – |
| NXPI | Exit | NXP Semiconductors N.V. | $0 | – | -69,700 | -100.0% | -0.26% | – |
| ABT | Exit | Abbott Laboratories | $0 | – | -139,300 | -100.0% | -0.26% | – |
| GPN | Exit | Global Payments Inc | $0 | – | -78,700 | -100.0% | -0.26% | – |
| XOP | Exit | SPDR S&P Oil & Gas Explor & Product | $0 | – | -161,900 | -100.0% | -0.26% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -105,200 | -100.0% | -0.26% | – |
| OMC | Exit | Omnicom Group Inc | $0 | – | -70,000 | -100.0% | -0.27% | – |
| TDG | Exit | Transdigm Group Inc | $0 | – | -22,800 | -100.0% | -0.28% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -79,700 | -100.0% | -0.28% | – |
| SPGI | Exit | S&P GLOBAL INC | $0 | – | -56,400 | -100.0% | -0.28% | – |
| QIHU | Exit | Qihoo 360 Technology Co. Ltd | $0 | – | -82,800 | -100.0% | -0.28% | – |
| STI | Exit | SUNTRUST BANKS INC | $0 | – | -150,200 | -100.0% | -0.29% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -60,300 | -100.0% | -0.29% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -121,000 | -100.0% | -0.29% | – |
| TSS | Exit | TOTAL SYSTEM SERVICES INC | $0 | – | -120,500 | -100.0% | -0.30% | – |
| HUM | Exit | Humana Inc | $0 | – | -35,700 | -100.0% | -0.30% | – |
| MDLZ | Exit | MONDELEZ INTERNATIONAL INC | $0 | – | -142,100 | -100.0% | -0.30% | – |
| WFTIQ | Exit | WEATHERFORD INTERNATIONAL PLC | $0 | – | -1,210,700 | -100.0% | -0.31% | – |
| PXD | Exit | Pioneer Natural Resources Co | $0 | – | -45,500 | -100.0% | -0.32% | – |
| SHW | Exit | SHERWIN-WILLIAMS CO (THE) | $0 | – | -24,500 | -100.0% | -0.34% | – |
| TRV | Exit | THE TRAVELERS COMPANIES INC | $0 | – | -62,000 | -100.0% | -0.34% | – |
| EW | Exit | EDWARDS LIFESCIENCES CORP | $0 | – | -76,700 | -100.0% | -0.36% | – |
| AFL | Exit | AFLAC Inc | $0 | – | -117,900 | -100.0% | -0.40% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -154,400 | -100.0% | -0.42% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -222,800 | -100.0% | -0.42% | – |
| LLY | Exit | ELI LILLY AND CO | $0 | – | -125,500 | -100.0% | -0.46% | – |
| ENDP | Exit | Endo International plc | $0 | – | -654,800 | -100.0% | -0.48% | – |
| LB | Exit | L Brands Inc | $0 | – | -152,800 | -100.0% | -0.48% | – |
| PG | Exit | PROCTER & GAMBLE CO (THE) | $0 | – | -124,900 | -100.0% | -0.49% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -76,900 | -100.0% | -0.50% | – |
| FOXA | Exit | TWENTY-FIRST CENTURY FOX INC | $0 | – | -424,200 | -100.0% | -0.54% | – |
| CHTR | Exit | Charter Communications Inc | $0 | – | -50,700 | -100.0% | -0.54% | – |
| M | Exit | MACY'S INC | $0 | – | -349,900 | -100.0% | -0.55% | – |
| MDVN | Exit | Medivation Inc | $0 | – | -213,500 | -100.0% | -0.60% | – |
| HD | Exit | HOME DEPOT INC (THE) | $0 | – | -101,100 | -100.0% | -0.60% | – |
| AET | Exit | Aetna Inc | $0 | – | -120,200 | -100.0% | -0.68% | – |
| LOW | Exit | LOWE'S COMPANIES INC | $0 | – | -186,500 | -100.0% | -0.69% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -183,200 | -100.0% | -0.71% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE INC | $0 | – | -197,200 | -100.0% | -0.77% | – |
| CRM | Exit | SALESFORCE.COM INC | $0 | – | -217,100 | -100.0% | -0.80% | – |
| MON | Exit | MONSANTO CO | $0 | – | -177,700 | -100.0% | -0.86% | – |
| GLD | Exit | SPDR Gold Trust | $0 | – | -262,700 | -100.0% | -1.55% | – |
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.