Quantitative Investment Management, LLC

Add to watchlist

$2.85 Billion is the total value of Quantitative Investment Management, LLC's 611 reported holdings in Q3 2018. The portfolio turnover from Q2 2018 to Q3 2018 was - .

All

			Value		Shares		↓ Weighting
EFA	New	ISHARES MSCI EAFE ETF	$209,565,000	–	3,082,300	+100.0%	7.36%	–
NVDA	New	Nvidia Corp	$87,369,000	–	310,900	+100.0%	3.07%	–
XLI	New	SPDR S&P Industrial ETF	$76,832,000	–	980,000	+100.0%	2.70%	–
EWJ	New	ISHARES MSCI JAPAN INDEX FUND	$71,812,000	–	1,192,300	+100.0%	2.52%	–
VEA	New	Vanguard FTSE Developed Markets ETF	$59,998,000	–	1,386,600	+100.0%	2.11%	–
IEFA	New	iShares Core MSCI EAFE ETF	$46,291,000	–	722,400	+100.0%	1.63%	–
XLF	New	SPDR S&P Financial ETF	$36,036,000	–	1,306,600	+100.0%	1.27%	–
VNQ	New	Vanguard Real Estate ETF	$28,165,000	–	349,100	+100.0%	0.99%	–
DXJ	New	WisdomTree Japan Hedged Equity Fund	$24,095,000	–	415,800	+100.0%	0.85%	–
ACWI	New	iShares MSCI ACWI Index Fund	$20,250,000	–	272,700	+100.0%	0.71%	–
VGK	New	Vanguard FTSEEuropean ETF	$20,154,000	–	358,500	+100.0%	0.71%	–
SMH	New	VanEck Vect Semiconductor ETF	$19,416,000	–	182,400	+100.0%	0.68%	–
CSCO	New	Cisco Systems Inc	$18,117,000	–	372,400	+100.0%	0.64%	–
NXPI	New	NXP Semiconductors N.V.	$16,963,000	–	198,400	+100.0%	0.60%	–
UNP	New	UNION PACIFIC CORP	$15,908,000	–	97,700	+100.0%	0.56%	–
BA	New	BOEING CO (THE)	$15,731,000	–	42,300	+100.0%	0.55%	–
ORCL	New	Oracle Corp	$14,462,000	–	280,500	+100.0%	0.51%	–
FOXA	New	TWENTY-FIRST CENTURY FOX INC - A	$13,834,000	–	298,600	+100.0%	0.49%	–
MCD	New	MCDONALD'S CORP	$13,717,000	–	82,000	+100.0%	0.48%	–
VEU	New	Vanguard FTSE All World Ex US ETF	$12,210,000	–	234,600	+100.0%	0.43%	–
EZU	New	iShares MSCI Eurozone ETF	$10,789,000	–	263,100	+100.0%	0.38%	–
ABT	New	Abbott Laboratories	$9,903,000	–	135,000	+100.0%	0.35%	–
DAL	New	Delta Air Lines Inc	$9,634,000	–	166,600	+100.0%	0.34%	–
CI	New	CIGNA CORP	$8,996,000	–	43,200	+100.0%	0.32%	–
XLB	New	MATERIALS SELECT SECTOR SPDR	$9,002,000	–	155,400	+100.0%	0.32%	–
CAT	New	Caterpillar Inc	$8,036,000	–	52,700	+100.0%	0.28%	–
JPM	New	J P MORGAN CHASE & CO	$7,537,000	–	66,800	+100.0%	0.26%	–
DHR	New	Danaher Corp	$7,486,000	–	68,900	+100.0%	0.26%	–
MO	New	Altria Group	$7,406,000	–	122,800	+100.0%	0.26%	–
INTC	New	Intel Corp	$7,055,000	–	149,200	+100.0%	0.25%	–
PSA	New	PUBLIC STORAGE COM	$6,754,000	–	33,500	+100.0%	0.24%	–
UTX	New	UNITED TECHNOLOGIES CORP	$6,724,000	–	48,100	+100.0%	0.24%	–
EWH	New	ISHARES MSCI HONG KONG INDEX FUND	$6,561,000	–	274,300	+100.0%	0.23%	–
WMB	New	WILLIAMS COMPANIES INC (THE)	$6,479,000	–	238,300	+100.0%	0.23%	–
LUV	New	SOUTHWEST AIRLINES CO	$6,476,000	–	103,700	+100.0%	0.23%	–
SO	New	SOUTHERN CO (THE)	$6,108,000	–	140,100	+100.0%	0.21%	–
SOXX	New	iShares PHLX Semiconductor	$6,032,000	–	32,600	+100.0%	0.21%	–
FEZ	New	SPDR DJ EURO STOXX 50 ETF	$6,039,000	–	157,800	+100.0%	0.21%	–
CMG	New	CHIPOTLE MEXICAN GRILL INC	$5,999,000	–	13,200	+100.0%	0.21%	–
WHR	New	WHIRLPOOL CORP	$5,830,000	–	49,100	+100.0%	0.20%	–
C	New	CITIGROUP INC COM NEW	$5,667,000	–	79,000	+100.0%	0.20%	–
TMUS	New	T-Mobile US Inc	$5,502,000	–	78,400	+100.0%	0.19%	–
CXO	New	Concho Resources Inc	$5,361,000	–	35,100	+100.0%	0.19%	–
T	New	AT&T Inc	$5,090,000	–	151,600	+100.0%	0.18%	–
ADBE	New	Adobe Inc	$4,940,000	–	18,300	+100.0%	0.17%	–
AON	New	Aon Plc	$4,874,000	–	31,700	+100.0%	0.17%	–
AIG	New	AMERICAN INTL GROUP INC COM NEW	$4,834,000	–	90,800	+100.0%	0.17%	–
BAC	New	BANK AMER CORP COM	$4,748,000	–	161,200	+100.0%	0.17%	–
SHPG	New	SHIRE PLC-ADR	$4,187,000	–	23,100	+100.0%	0.15%	–
AMAT	New	Applied Materials Inc	$4,158,000	–	107,600	+100.0%	0.15%	–
M	New	MACY'S INC	$4,049,000	–	116,600	+100.0%	0.14%	–
EXPE	New	Expedia Group Inc	$3,966,000	–	30,400	+100.0%	0.14%	–
SYY	New	Sysco Corp	$3,926,000	–	53,600	+100.0%	0.14%	–
DLR	New	DIGITAL RLTY TR INC COM	$3,846,000	–	34,200	+100.0%	0.14%	–
DWDP	New	Dowdupont Inc	$3,633,000	–	56,500	+100.0%	0.13%	–
DE	New	Deere & Co	$3,607,000	–	24,000	+100.0%	0.13%	–
GPN	New	Global Payments Inc	$3,579,000	–	28,100	+100.0%	0.13%	–
ROK	New	Rockwell Automation Inc	$3,487,000	–	18,600	+100.0%	0.12%	–
FOX	New	TWENTY-FIRST CENTURY FOX INC - B	$3,431,000	–	74,900	+100.0%	0.12%	–
EWG	New	ISHARES MSCI GERMANY INDEX FUND	$3,429,000	–	115,300	+100.0%	0.12%	–
RRC	New	Range Resources Corp	$3,398,000	–	200,000	+100.0%	0.12%	–
OLED	New	Universal Display Corp	$3,395,000	–	28,800	+100.0%	0.12%	–
WEC	New	WEC ENERGY GROUP INC	$3,324,000	–	49,800	+100.0%	0.12%	–
DTE	New	DTE ENERGY COMPANY	$3,306,000	–	30,300	+100.0%	0.12%	–
MET	New	METLIFE INC	$3,275,000	–	70,100	+100.0%	0.12%	–
URI	New	United Rentals Inc	$3,239,000	–	19,800	+100.0%	0.11%	–
AEP	New	AMERICAN ELECTRIC POWER CO INC	$3,189,000	–	45,000	+100.0%	0.11%	–
ETN	New	EATON CORP PLC	$3,122,000	–	36,000	+100.0%	0.11%	–
YUM	New	YUM! BRANDS INC	$3,090,000	–	34,000	+100.0%	0.11%	–
EFX	New	EQUIFAX INC	$3,081,000	–	23,600	+100.0%	0.11%	–
SYK	New	Stryker Corp	$3,038,000	–	17,100	+100.0%	0.11%	–
ALL	New	Allstate Corp (The)	$2,862,000	–	29,000	+100.0%	0.10%	–
JNPR	New	Juniper Networks Inc	$2,853,000	–	95,200	+100.0%	0.10%	–
CCL	New	Carnival Corp	$2,805,000	–	44,000	+100.0%	0.10%	–
D	New	Dominion Energy Inc	$2,804,000	–	39,900	+100.0%	0.10%	–
ALK	New	ALASKA AIR GROUP INC	$2,726,000	–	39,600	+100.0%	0.10%	–
NRG	New	NRG Energy Inc	$2,595,000	–	69,400	+100.0%	0.09%	–
SKX	New	SKECHERS U.S.A. INC	$2,558,000	–	91,600	+100.0%	0.09%	–
DUK	New	Duke Energy Corp	$2,544,000	–	31,800	+100.0%	0.09%	–
NFX	New	Newfield Exploration Co	$2,439,000	–	84,600	+100.0%	0.09%	–
APD	New	AIR PRODUCTS AND CHEMICALS INC	$2,455,000	–	14,700	+100.0%	0.09%	–
ES	New	EVERSOURCE ENERGY	$2,445,000	–	39,800	+100.0%	0.09%	–
WELL	New	Welltower Inc	$2,431,000	–	37,800	+100.0%	0.08%	–
CPB	New	CAMPBELL SOUP CO	$2,344,000	–	64,000	+100.0%	0.08%	–
O	New	Realty Income Corp	$2,309,000	–	40,600	+100.0%	0.08%	–
AXP	New	AMERICAN EXPRESS CO	$2,193,000	–	20,600	+100.0%	0.08%	–
SNPS	New	Synopsys Inc	$2,189,000	–	22,200	+100.0%	0.08%	–
EMR	New	Emerson Electric Co	$2,167,000	–	28,300	+100.0%	0.08%	–
XEL	New	Xcel Energy Inc	$2,171,000	–	46,000	+100.0%	0.08%	–
AVB	New	AVALONBAY COMMUNITIES INC	$2,173,000	–	12,000	+100.0%	0.08%	–
JCI	New	Johnson Controls Inc	$2,145,000	–	61,300	+100.0%	0.08%	–
PH	New	PARKER-HANNIFIN CORP	$2,115,000	–	11,500	+100.0%	0.07%	–
MNST	New	MONSTER BEVERAGE CORP	$2,080,000	–	35,700	+100.0%	0.07%	–
A	New	Agilent Technologies Inc	$2,045,000	–	29,000	+100.0%	0.07%	–
VNO	New	VORNADO RLTY TR SH BEN INT	$2,051,000	–	28,100	+100.0%	0.07%	–
FTI	New	TechnipFMC plc Ordinary Share	$2,009,000	–	64,300	+100.0%	0.07%	–
ACAD	New	ACADIA PHARMACEUTICALS INC	$2,024,000	–	97,500	+100.0%	0.07%	–
COO	New	COOPER COMPANIES INC (THE)	$1,995,000	–	7,200	+100.0%	0.07%	–
KR	New	Kroger Co (The)	$1,932,000	–	66,400	+100.0%	0.07%	–
HSY	New	HERSHEY CO (THE)	$1,948,000	–	19,100	+100.0%	0.07%	–
FAST	New	Fastenal Co	$1,908,000	–	32,900	+100.0%	0.07%	–
FCX	New	FREEPORT-MCMORAN INC	$1,909,000	–	137,200	+100.0%	0.07%	–
TSN	New	TYSON FOODS INC	$1,887,000	–	31,700	+100.0%	0.07%	–
AGNC	New	AGNC Investment Corp	$1,881,000	–	101,000	+100.0%	0.07%	–
LII	New	LENNOX INTERNATIONAL INC	$1,790,000	–	8,200	+100.0%	0.06%	–
CTXS	New	CITRIX SYSTEMS INC	$1,745,000	–	15,700	+100.0%	0.06%	–
HCP	New	HCP Inc	$1,729,000	–	65,700	+100.0%	0.06%	–
SAVE	New	Spirit Airlines Inc	$1,695,000	–	36,100	+100.0%	0.06%	–
REG	New	Regency Centers Corp	$1,687,000	–	26,100	+100.0%	0.06%	–
IFF	New	INTERNATIONAL FLAVORS & FRAGRANCES INC	$1,655,000	–	11,900	+100.0%	0.06%	–
TAP	New	MOLSON COORS BREWING CO	$1,629,000	–	26,500	+100.0%	0.06%	–
ZBH	New	ZIMMER BIOMET HOLDINGS INC	$1,590,000	–	12,100	+100.0%	0.06%	–
SJM	New	J.M. SMUCKER CO (THE)	$1,590,000	–	15,500	+100.0%	0.06%	–
PODD	New	Insulet Corp	$1,589,000	–	15,000	+100.0%	0.06%	–
AMRN	New	AMARIN CORP PLC	$1,539,000	–	94,600	+100.0%	0.05%	–
LLL	New	L3 Technologies Inc	$1,509,000	–	7,100	+100.0%	0.05%	–
AKS	New	AK Steel Holding Corp	$1,518,000	–	309,800	+100.0%	0.05%	–
NDSN	New	NORDSON CORP	$1,472,000	–	10,600	+100.0%	0.05%	–
CMS	New	CMS ENERGY CORP	$1,474,000	–	30,100	+100.0%	0.05%	–
AEE	New	Ameren Corp	$1,454,000	–	23,000	+100.0%	0.05%	–
TAL	New	TAL Education Group American Depositary	$1,452,000	–	56,500	+100.0%	0.05%	–
RE	New	Everest Re Group Ltd	$1,462,000	–	6,400	+100.0%	0.05%	–
KSU	New	KANSAS CITY SOUTHERN	$1,404,000	–	12,400	+100.0%	0.05%	–
MT	New	ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH	$1,404,000	–	45,500	+100.0%	0.05%	–
TRV	New	THE TRAVELERS COMPANIES INC	$1,336,000	–	10,300	+100.0%	0.05%	–
ITW	New	ILLINOIS TOOL WORKS INC	$1,340,000	–	9,500	+100.0%	0.05%	–
IBN	New	ICICI BANK LTD	$1,322,000	–	155,800	+100.0%	0.05%	–
SWN	New	SOUTHWESTERN ENERGY CO	$1,324,000	–	259,200	+100.0%	0.05%	–
CERN	New	CERNER CORP	$1,313,000	–	20,400	+100.0%	0.05%	–
LUMN	New	Centurylink Inc	$1,278,000	–	60,300	+100.0%	0.04%	–
KSS	New	KOHL'S CORP	$1,289,000	–	17,300	+100.0%	0.04%	–
PCAR	New	PACCAR Inc	$1,241,000	–	18,200	+100.0%	0.04%	–
HON	New	Honeywell International Inc	$1,248,000	–	7,500	+100.0%	0.04%	–
ALXN	New	ALEXION PHARMACEUTICALS INC	$1,251,000	–	9,000	+100.0%	0.04%	–
ESS	New	ESSEX PROPERTY TRUST INC	$1,258,000	–	5,100	+100.0%	0.04%	–
BMS	New	Bemis Co Inc	$1,249,000	–	25,700	+100.0%	0.04%	–
AAL	New	American Airlines Group Inc	$1,210,000	–	29,300	+100.0%	0.04%	–
CHL	New	CHINA MOBILE (HONG KONG) LTD	$1,193,000	–	24,400	+100.0%	0.04%	–
HP	New	Helmerich & Payne Inc	$1,169,000	–	17,000	+100.0%	0.04%	–
RCL	New	Royal Caribbean Cruises Ltd	$1,156,000	–	8,900	+100.0%	0.04%	–
ACGL	New	Arch Capital Group Ltd	$1,144,000	–	38,400	+100.0%	0.04%	–
UHS	New	UNIVERSAL HEALTH SERVICES INC	$1,137,000	–	8,900	+100.0%	0.04%	–
VIAB	New	VIACOM INC-CLASS B	$1,124,000	–	33,300	+100.0%	0.04%	–
RF	New	REGIONS FINANCIAL CORP	$1,112,000	–	60,600	+100.0%	0.04%	–
BXP	New	Boston Properties Inc	$1,070,000	–	8,700	+100.0%	0.04%	–
RMD	New	Resmed Inc	$1,095,000	–	9,500	+100.0%	0.04%	–
LDOS	New	Leidos Holdings Inc	$1,051,000	–	15,200	+100.0%	0.04%	–
BAM	New	BROOKFIELD ASSET MANAGEMENT INC	$1,042,000	–	23,400	+100.0%	0.04%	–
ICF	New	ISHARES COHEN & STEERS REIT ETF	$1,020,000	–	10,200	+100.0%	0.04%	–
MAA	New	MID-AMERICA APARTMENT COMMUNITIES INC	$1,021,000	–	10,200	+100.0%	0.04%	–
CCEP	New	COCA-COLA ENTERPRISES INC	$1,013,000	–	22,300	+100.0%	0.04%	–
TSS	New	TOTAL SYSTEM SERVICES INC	$1,026,000	–	10,400	+100.0%	0.04%	–
SFLY	New	SHUTTERFLY INC	$1,001,000	–	15,200	+100.0%	0.04%	–
REGN	New	REGENERON PHARMACEUTICALS INC	$1,010,000	–	2,500	+100.0%	0.04%	–
HBAN	New	HUNTINGTON BANCSHARES INC	$996,000	–	66,800	+100.0%	0.04%	–
NI	New	NiSource Inc	$966,000	–	38,800	+100.0%	0.03%	–
TSM	New	Taiwan Semiconductor Manufacturing CoLtd	$967,000	–	21,900	+100.0%	0.03%	–
OGE	New	OGE Energy Corp	$951,000	–	26,200	+100.0%	0.03%	–
IONS	New	IONIS PHARMACEUTICALS INC	$938,000	–	18,200	+100.0%	0.03%	–
STWD	New	Starwood Property Trust Inc	$927,000	–	43,100	+100.0%	0.03%	–
FRT	New	FEDERAL REALTY INVESTMENT TRUST	$910,000	–	7,200	+100.0%	0.03%	–
WAT	New	Waters Corp	$895,000	–	4,600	+100.0%	0.03%	–
WCN	New	Waste Connections Inc	$869,000	–	10,900	+100.0%	0.03%	–
MDRX	New	Allscripts Healthcare Solutions Inc	$846,000	–	59,400	+100.0%	0.03%	–
TTM	New	Tata Motors Ltd	$854,000	–	55,600	+100.0%	0.03%	–
FDX	New	FedEx Corp	$842,000	–	3,500	+100.0%	0.03%	–
INCY	New	Incyte Corp	$822,000	–	11,900	+100.0%	0.03%	–
TMK	New	Torchmark Corp	$832,000	–	9,600	+100.0%	0.03%	–
HLF	New	Herbalife Nutrition Ltd	$829,000	–	15,200	+100.0%	0.03%	–
PRU	New	PRUDENTIAL FINANCIAL INC	$840,000	–	8,300	+100.0%	0.03%	–
KMB	New	KIMBERLY-CLARK CORP	$818,000	–	7,200	+100.0%	0.03%	–
UNFI	New	United Natural Foods Inc	$817,000	–	27,300	+100.0%	0.03%	–
MLCO	New	Melco Resorts & Entertainment Limited AD	$829,000	–	39,200	+100.0%	0.03%	–
PCG	New	PACIFIC GAS & ELECTRIC CO.	$828,000	–	18,000	+100.0%	0.03%	–
AWK	New	American Water Works	$791,000	–	9,000	+100.0%	0.03%	–
BUD	New	Anheuser-Busch Inbev SA	$805,000	–	9,200	+100.0%	0.03%	–
ENB	New	Enbridge Inc	$758,000	–	23,500	+100.0%	0.03%	–
TRGP	New	Targa Resources Inc	$777,000	–	13,800	+100.0%	0.03%	–
RSG	New	REPUBLIC SERVICES INC	$741,000	–	10,200	+100.0%	0.03%	–
SPNV	New	SUPERIOR ENERGY SERVICES INC	$701,000	–	72,000	+100.0%	0.02%	–
EPR	New	EPR PROPERTIES	$704,000	–	10,300	+100.0%	0.02%	–
PNW	New	Pinnacle West Capital Corp	$720,000	–	9,100	+100.0%	0.02%	–
NUVA	New	NUVASIVE INC	$723,000	–	10,200	+100.0%	0.02%	–
NLY	New	Annaly Capital Management Inc	$708,000	–	69,300	+100.0%	0.02%	–
NNN	New	NATIONAL RETAIL PROPERTIES	$699,000	–	15,600	+100.0%	0.02%	–
AJRD	New	AEROJET ROCKETDYNE HOLDINGS INC	$703,000	–	20,700	+100.0%	0.02%	–
MMC	New	MARSH & MCLENNAN COMPANIES INC	$670,000	–	8,100	+100.0%	0.02%	–
RDN	New	Radian Group Inc	$690,000	–	33,400	+100.0%	0.02%	–
DVA	New	DaVita Inc	$680,000	–	9,500	+100.0%	0.02%	–
SBRA	New	SABRA HEALTH CARE REIT INC	$679,000	–	29,400	+100.0%	0.02%	–
GGG	New	Graco Inc	$671,000	–	14,500	+100.0%	0.02%	–
IBKC	New	Iberiabank Corp	$642,000	–	7,900	+100.0%	0.02%	–
HOG	New	HARLEY-DAVIDSON INC	$665,000	–	14,700	+100.0%	0.02%	–
VIAV	New	VIAVI SOLUTIONS INC	$657,000	–	58,000	+100.0%	0.02%	–
LEG	New	Leggett & Platt Inc	$639,000	–	14,600	+100.0%	0.02%	–
UAA	New	UNDER ARMOUR INC	$619,000	–	29,200	+100.0%	0.02%	–
SGMO	New	Sangamo Therptcs	$630,000	–	37,200	+100.0%	0.02%	–
AKAM	New	AKAMAI TECHNOLOGIES INC	$621,000	–	8,500	+100.0%	0.02%	–
KEY	New	KEYCORP	$614,000	–	30,900	+100.0%	0.02%	–
UBSI	New	United Bankshares Inc	$603,000	–	16,600	+100.0%	0.02%	–
MFA	New	MFA FINANCIAL INC	$584,000	–	79,500	+100.0%	0.02%	–
CPT	New	Camden Property Trust	$589,000	–	6,300	+100.0%	0.02%	–
CDNS	New	CADENCE DESIGN SYSTEMS INC	$602,000	–	13,300	+100.0%	0.02%	–
RES	New	RPC Inc	$589,000	–	38,100	+100.0%	0.02%	–
RBA	New	RITCHIE BROS. AUCTIONEERS INC	$599,000	–	16,600	+100.0%	0.02%	–
SWKS	New	SKYWORKS SOLUTIONS INC	$607,000	–	6,700	+100.0%	0.02%	–
FNSR	New	Finisar Corp	$567,000	–	29,800	+100.0%	0.02%	–
SRCL	New	Stericycle Inc	$575,000	–	9,800	+100.0%	0.02%	–
MIC	New	Macquarie Infrastructure Co	$558,000	–	12,100	+100.0%	0.02%	–
REN	New	Resolute Energy Corp	$563,000	–	14,900	+100.0%	0.02%	–
ALKS	New	Alkermes PLC	$551,000	–	13,000	+100.0%	0.02%	–
MTG	New	MGIC INVESTMENT CORP	$537,000	–	40,400	+100.0%	0.02%	–
SNBR	New	Sleep Number Corp	$551,000	–	15,000	+100.0%	0.02%	–
THC	New	Tenet Healthcare Corp	$529,000	–	18,600	+100.0%	0.02%	–
GGB	New	GERDAU S.A.	$543,000	–	129,000	+100.0%	0.02%	–
HRB	New	H&R BLOCK INC	$548,000	–	21,300	+100.0%	0.02%	–
AL	New	Air Lease Corp	$500,000	–	10,900	+100.0%	0.02%	–
CAKE	New	THE CHEESECAKE FACTORY INC	$503,000	–	9,400	+100.0%	0.02%	–
SBH	New	Sally Beauty Holdings Inc	$520,000	–	28,300	+100.0%	0.02%	–
ED	New	Consolidated Edison Inc	$525,000	–	6,900	+100.0%	0.02%	–
LBTYK	New	Liberty Global plc	$478,000	–	17,000	+100.0%	0.02%	–
IIVI	New	II-VI Inc	$487,000	–	10,300	+100.0%	0.02%	–
LNC	New	LINCOLN NATL CORP IND COM	$480,000	–	7,100	+100.0%	0.02%	–
ALGT	New	Allegiant Travel Co	$481,000	–	3,800	+100.0%	0.02%	–
PBI	New	Pitney Bowes Inc	$477,000	–	67,500	+100.0%	0.02%	–
DLB	New	Dolby Laboratories	$454,000	–	6,500	+100.0%	0.02%	–
HIW	New	HIGHWOODS PROPERTIES INC	$467,000	–	9,900	+100.0%	0.02%	–
Y	New	Alleghany Corp	$456,000	–	700	+100.0%	0.02%	–
AIV	New	Apartment Investment and Management Co	$454,000	–	10,300	+100.0%	0.02%	–
LSI	New	Life Storage Inc	$456,000	–	4,800	+100.0%	0.02%	–
ALB	New	Albemarle Corp	$439,000	–	4,400	+100.0%	0.02%	–
OFC	New	CORPORATE OFFICE PROPERTIES TRUST	$423,000	–	14,200	+100.0%	0.02%	–
FCN	New	FTI Consulting Inc	$417,000	–	5,700	+100.0%	0.02%	–
BNS	New	BANK OF NOVA SCOTIA (THE)	$441,000	–	7,400	+100.0%	0.02%	–
OZK	New	Bank OZK	$440,000	–	11,600	+100.0%	0.02%	–
BECN	New	BEACON ROOFING SUPPLY INC	$423,000	–	11,700	+100.0%	0.02%	–
OMER	New	Omeros Corp	$393,000	–	16,100	+100.0%	0.01%	–
BRKR	New	Bruker Corp	$411,000	–	12,300	+100.0%	0.01%	–
DEI	New	Douglas Emmett Inc	$392,000	–	10,400	+100.0%	0.01%	–
H	New	Hyatt Hotels Corp	$405,000	–	5,100	+100.0%	0.01%	–
SNH	New	SENIOR HOUSING PROP TRUST	$395,000	–	22,500	+100.0%	0.01%	–
AGO	New	ASSURED GUARANTY LTD	$401,000	–	9,500	+100.0%	0.01%	–
CIM	New	Chimera Investment Corp	$358,000	–	19,800	+100.0%	0.01%	–
BR	New	Broadridge Financial Solutions Inc	$356,000	–	2,700	+100.0%	0.01%	–
MKL	New	MARKEL CORP	$356,000	–	300	+100.0%	0.01%	–
UTHR	New	United Therapeutics Corp	$358,000	–	2,800	+100.0%	0.01%	–
IMAX	New	IMAX Corp	$361,000	–	14,000	+100.0%	0.01%	–
EQR	New	Equity Residential	$364,000	–	5,500	+100.0%	0.01%	–
LPT	New	LIBERTY PROPERTY TRUST	$363,000	–	8,600	+100.0%	0.01%	–
PENN	New	PENN NATIONAL GAMING INC	$362,000	–	11,000	+100.0%	0.01%	–
RNR	New	Renaissancere Holdings Ltd	$333,000	–	2,500	+100.0%	0.01%	–
EBS	New	Emergent BioSolutions Inc	$342,000	–	5,200	+100.0%	0.01%	–
CORT	New	CORCEPT THERAPEUTICS INC	$350,000	–	25,000	+100.0%	0.01%	–
DRE	New	DUKE REALTY CORP COM NEW	$337,000	–	11,900	+100.0%	0.01%	–
EGHT	New	8X8 Inc	$352,000	–	16,600	+100.0%	0.01%	–
IPHI	New	Inphi Corp	$341,000	–	9,000	+100.0%	0.01%	–
HOLX	New	Hologic Inc	$344,000	–	8,400	+100.0%	0.01%	–
HEES	New	H&E Equipment Services Inc	$313,000	–	8,300	+100.0%	0.01%	–
WW	New	WEIGHT WATCHERS INTERNATIONAL INC	$309,000	–	4,300	+100.0%	0.01%	–
PVG	New	Pretium Resources Inc	$321,000	–	42,300	+100.0%	0.01%	–
TRMB	New	Trimble Inc	$308,000	–	7,100	+100.0%	0.01%	–
IMO	New	Imperial Oil Ltd	$307,000	–	9,500	+100.0%	0.01%	–
SHO	New	SUNSTONE HOTEL INVESTORS INC	$281,000	–	17,200	+100.0%	0.01%	–
RGEN	New	REPLIGEN CORP	$277,000	–	5,000	+100.0%	0.01%	–
AOBC	New	American Outdoor	$284,000	–	18,300	+100.0%	0.01%	–
EFII	New	Electronics For Imaging Inc	$286,000	–	8,400	+100.0%	0.01%	–
HRC	New	HILL-ROM HOLDINGS INC	$273,000	–	2,900	+100.0%	0.01%	–
GCO	New	Genesco Inc	$287,000	–	6,100	+100.0%	0.01%	–
PSEC	New	Prospect Capital Corp	$288,000	–	39,300	+100.0%	0.01%	–
IRM	New	Iron Mountain Inc	$286,000	–	8,300	+100.0%	0.01%	–
MDRIQ	New	MCDERMOTT INTERNATIONAL INC	$274,000	–	14,900	+100.0%	0.01%	–
ODP	New	Office Depot Inc	$279,000	–	87,200	+100.0%	0.01%	–
MANH	New	MANHATTAN ASSOCIATES INC	$245,000	–	4,500	+100.0%	0.01%	–
RRGB	New	RED ROBIN GOURMET BURGERS INC	$260,000	–	6,500	+100.0%	0.01%	–
SYNA	New	SYNAPTICS INC	$264,000	–	5,800	+100.0%	0.01%	–
PSMT	New	Pricesmart Inc	$250,000	–	3,100	+100.0%	0.01%	–
PTR	New	PETROCHINA CO LTD -ADR	$244,000	–	3,000	+100.0%	0.01%	–
TDS	New	TELEPHONE AND DATA SYSTEMS	$258,000	–	8,500	+100.0%	0.01%	–
UDR	New	UNITED DOMINION REALTY TRUST INC	$258,000	–	6,400	+100.0%	0.01%	–
LCI	New	Lannett Co Inc	$263,000	–	55,400	+100.0%	0.01%	–
ITRI	New	Itron Inc	$263,000	–	4,100	+100.0%	0.01%	–
IPGP	New	IPG PHOTONICS CORP	$249,000	–	1,600	+100.0%	0.01%	–
GPI	New	Group 1 Automotive Inc	$259,000	–	4,000	+100.0%	0.01%	–
CCK	New	CROWN HOLDINGS INC	$264,000	–	5,500	+100.0%	0.01%	–
CMP	New	Compass Minerals International Inc	$268,000	–	4,000	+100.0%	0.01%	–
SITC	New	SITE Centers Corp	$262,000	–	19,600	+100.0%	0.01%	–
BGCP	New	BGC PARTNERS INC-CL A	$258,000	–	21,900	+100.0%	0.01%	–
AA	New	Alcoa Corp	$254,000	–	6,300	+100.0%	0.01%	–
EXEL	New	EXELIXIS INC	$221,000	–	12,500	+100.0%	0.01%	–
ESL	New	ESTERLINE TECHNOLOGIES CORP	$236,000	–	2,600	+100.0%	0.01%	–
HALO	New	HALOZYME THERAPEUTICS INC	$241,000	–	13,300	+100.0%	0.01%	–
EIX	New	EDISON INTERNATIONAL	$230,000	–	3,400	+100.0%	0.01%	–
HPT	New	Hospitality Properties Trust	$242,000	–	8,400	+100.0%	0.01%	–
CLI	New	MACK-CALI REALTY CORP	$235,000	–	11,100	+100.0%	0.01%	–
MSTR	New	Microstrategy Inc	$239,000	–	1,700	+100.0%	0.01%	–
TPX	New	Tempur Sealy International Inc	$227,000	–	4,300	+100.0%	0.01%	–
IVZ	New	INVESCO PLC	$217,000	–	9,500	+100.0%	0.01%	–
RYN	New	Rayonier Inc	$233,000	–	6,900	+100.0%	0.01%	–
ST	New	Sensata Technologies Holding	$227,000	–	4,600	+100.0%	0.01%	–
AX	New	Axos Financial Inc	$230,000	–	6,700	+100.0%	0.01%	–
SSYS	New	Stratasys Ltd	$226,000	–	9,800	+100.0%	0.01%	–
CPA	New	Copa Holdings S.A.	$231,000	–	2,900	+100.0%	0.01%	–
AJG	New	ARTHUR J. GALLAGHER & CO.	$223,000	–	3,000	+100.0%	0.01%	–
GEO	New	GEO GROUP INC (THE)	$239,000	–	9,500	+100.0%	0.01%	–
BKD	New	BROOKDALE SENIOR LIVING INC	$213,000	–	21,700	+100.0%	0.01%	–
LNT	New	Alliant Energy Corp	$212,000	–	5,000	+100.0%	0.01%	–
WDR	New	WADDELL & REED FINANCIAL INC	$211,000	–	10,000	+100.0%	0.01%	–
UHAL	New	Amerco	$213,000	–	600	+100.0%	0.01%	–
WRI	New	WEINGARTEN REALTY INVESTORS	$208,000	–	7,000	+100.0%	0.01%	–
SEM	New	Select Medical Holdings Corp	$202,000	–	11,000	+100.0%	0.01%	–
BLDP	New	BALLARD POWER SYSTEMS INC	$160,000	–	37,400	+100.0%	0.01%	–
NGD	New	New Gold	$181,000	–	228,800	+100.0%	0.01%	–
JKS	New	JinkoSolar Holding Co Ltd	$133,000	–	12,400	+100.0%	0.01%	–
VECO	New	VEECO INSTRUMENTS INC	$133,000	–	12,983	+100.0%	0.01%	–
TIVO	New	Tivo Corporation	$124,000	–	10,000	+100.0%	0.00%	–
VSI	New	Vitamin Shoppe Inc	$121,000	–	12,100	+100.0%	0.00%	–
INO	New	INOVIO PHARMACEUTICALS INC	$122,000	–	22,000	+100.0%	0.00%	–
PIR	New	PIER 1 IMPORTS INC	$94,000	–	63,300	+100.0%	0.00%	–
CHK	New	Chesapeake Energy Corp	$86,000	–	19,300	+100.0%	0.00%	–
HMY	New	HARMONY GOLD MINING CO LTD	$22,000	–	13,700	+100.0%	0.00%	–

Original filings

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

View 13F-HR filed 2018-11-14

Signatures

The EDGAR filing(s) were signed by:

Molly McCarty 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 (2847869000.0 != 2847568000.0)

Export Quantitative Investment Management, LLC's holdings

Quantitative Investment Management, LLC - Q3 2018 holdings

Original filings

Signatures

Top long-term holdings

Latest filings

All filings