Quantitative Investment Management, LLC

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$1.94 Billion is the total value of Quantitative Investment Management, LLC's 536 reported holdings in Q4 2018. The portfolio turnover from Q3 2018 to Q4 2018 was 80.1% .

All

			Value		Shares		↓ Weighting
IWM	Sell	ISHARES RUSSELL 2000 ETF	$110,159,000	-46.1%	822,700	-32.1%	5.68%	-20.8%
XLE	Sell	SPDR Energy Select Sector Fund	$87,831,000	-59.7%	1,531,500	-46.8%	4.53%	-40.8%
XOP	Sell	SPDR S&P Oil & Gas Explor & Product	$63,112,000	-43.0%	2,378,900	-6.9%	3.26%	-16.2%
XLI	Sell	SPDR S&P Industrial ETF	$46,568,000	-39.4%	723,000	-26.2%	2.40%	-11.0%
EFA	Sell	ISHARES MSCI EAFE ETF	$24,675,000	-88.2%	419,800	-86.4%	1.27%	-82.7%
VZ	Sell	VERIZON COMMUNICATIONS INC	$22,454,000	-4.6%	399,400	-9.4%	1.16%	+40.0%
VEA	Sell	Vanguard FTSE Developed Markets ETF	$15,511,000	-74.1%	418,100	-69.8%	0.80%	-62.0%
XRT	Sell	SPDR S&P Retail ETF	$9,345,000	-62.8%	228,000	-53.7%	0.48%	-45.4%
EZU	Sell	iShares MSCI Eurozone ETF	$9,143,000	-15.3%	260,800	-0.9%	0.47%	+24.5%
IEFA	Sell	iShares Core MSCI EAFE ETF	$8,107,000	-82.5%	147,400	-79.6%	0.42%	-74.3%
VGK	Sell	Vanguard FTSEEuropean ETF	$7,570,000	-62.4%	155,700	-56.6%	0.39%	-44.9%
NXPI	Sell	NXP Semiconductors N.V.	$6,602,000	-61.1%	90,100	-54.6%	0.34%	-42.8%
IWO	Sell	ISHARES RUSSELL 2000 GROWTH ETF	$5,560,000	-50.5%	33,100	-36.6%	0.29%	-27.2%
WMT	Sell	Walmart Inc	$5,179,000	-78.7%	55,600	-78.6%	0.27%	-68.8%
COP	Sell	CONOCOPHILLIPS	$5,168,000	-60.4%	82,900	-50.9%	0.27%	-41.8%
PXD	Sell	Pioneer Natural Resources Co	$3,722,000	-35.6%	28,300	-14.8%	0.19%	-5.4%
MCHP	Sell	MICROCHIP TECHNOLOGY INC	$3,617,000	-36.9%	50,300	-30.7%	0.19%	-7.0%
FEZ	Sell	SPDR DJ EURO STOXX 50 ETF	$3,237,000	-46.4%	97,300	-38.3%	0.17%	-21.2%
ERX	Sell	Direxion Energy Bull 3X Shares	$2,983,000	-65.6%	196,900	-15.3%	0.15%	-49.5%
AZO	Sell	AUTOZONE INC	$2,850,000	-71.3%	3,400	-73.4%	0.15%	-57.9%
BP	Sell	BP P.L.C.	$2,715,000	-73.5%	71,600	-67.7%	0.14%	-61.0%
CME	Sell	CME Group Inc	$2,671,000	-39.6%	14,200	-45.4%	0.14%	-11.0%
HD	Sell	HOME DEPOT INC (THE)	$2,628,000	-86.9%	15,300	-84.2%	0.14%	-80.7%
SHPG	Sell	Shire plc	$2,349,000	-43.9%	13,500	-41.6%	0.12%	-17.7%
EXC	Sell	EXELON CORP	$2,110,000	-62.7%	46,800	-63.9%	0.11%	-45.2%
MMM	Sell	3M CO	$2,057,000	-60.9%	10,800	-56.8%	0.11%	-42.7%
XRAY	Sell	DENTSPLY SIRONA INC	$1,994,000	-54.4%	53,600	-53.7%	0.10%	-32.7%
DUK	Sell	Duke Energy Corp	$1,864,000	-26.7%	21,600	-32.1%	0.10%	+7.9%
SAVE	Sell	Spirit Airlines Inc	$1,836,000	+8.3%	31,700	-12.2%	0.10%	+58.3%
EMR	Sell	Emerson Electric Co	$1,559,000	-28.1%	26,100	-7.8%	0.08%	+5.3%
URI	Sell	United Rentals Inc	$1,271,000	-60.8%	12,400	-37.4%	0.07%	-42.1%
DLTR	Sell	Dollar Tree Inc	$1,237,000	-64.6%	13,700	-68.1%	0.06%	-48.0%
JCI	Sell	Johnson Controls Inc	$1,200,000	-44.1%	40,500	-33.9%	0.06%	-17.3%
YUM	Sell	YUM! BRANDS INC	$1,149,000	-62.8%	12,500	-63.2%	0.06%	-45.9%
CIEN	Sell	Ciena Corp	$1,122,000	-52.0%	33,100	-55.8%	0.06%	-29.3%
CLR	Sell	Continental Resources Inc	$1,008,000	-75.5%	25,100	-58.4%	0.05%	-64.1%
CCL	Sell	Carnival Corp	$976,000	-65.2%	19,800	-55.0%	0.05%	-49.5%
AVB	Sell	AVALONBAY COMMUNITIES INC	$974,000	-55.2%	5,600	-53.3%	0.05%	-34.2%
WELL	Sell	Welltower Inc	$832,000	-65.8%	12,000	-68.3%	0.04%	-49.4%
EOG	Sell	EOG RESOURCES INC	$811,000	-90.9%	9,300	-86.6%	0.04%	-86.5%
PSA	Sell	PUBLIC STORAGE COM	$789,000	-88.3%	3,900	-88.4%	0.04%	-82.7%
RDSA	Sell	ROYAL DUTCH SHELL A	$751,000	-87.1%	12,900	-84.9%	0.04%	-80.9%
CHL	Sell	CHINA MOBILE (HONG KONG) LTD	$763,000	-36.0%	15,900	-34.8%	0.04%	-7.1%
RDSB	Sell	Royal Dutch Shell B	$743,000	-65.8%	12,400	-59.5%	0.04%	-50.0%
IFF	Sell	INTERNATIONAL FLAVORS & FRAGRANCES INC	$698,000	-57.8%	5,200	-56.3%	0.04%	-37.9%
DG	Sell	Dollar General Corp	$670,000	-82.9%	6,200	-82.7%	0.04%	-74.6%
ES	Sell	EVERSOURCE ENERGY	$669,000	-72.6%	10,300	-74.1%	0.04%	-59.3%
O	Sell	Realty Income Corp	$661,000	-71.4%	10,500	-74.1%	0.03%	-58.0%
ODFL	Sell	OLD DOMINION FREIGHT LINE INC	$654,000	-27.6%	5,300	-5.4%	0.03%	+6.2%
TOL	Sell	Toll Brothers Inc	$615,000	-50.1%	18,700	-49.9%	0.03%	-25.6%
RHI	Sell	ROBERT HALF INTERNATIONAL INC	$612,000	-64.2%	10,700	-56.0%	0.03%	-46.7%
ITW	Sell	ILLINOIS TOOL WORKS INC	$595,000	-55.6%	4,700	-50.5%	0.03%	-34.0%
ENB	Sell	Enbridge Inc	$565,000	-25.5%	18,200	-22.6%	0.03%	+7.4%
ACGL	Sell	Arch Capital Group Ltd	$534,000	-53.3%	20,000	-47.9%	0.03%	-30.0%
LUV	Sell	SOUTHWEST AIRLINES CO	$497,000	-92.3%	10,700	-89.7%	0.03%	-88.5%
DTE	Sell	DTE ENERGY COMPANY	$496,000	-85.0%	4,500	-85.1%	0.03%	-77.6%
TDG	Sell	Transdigm Group Inc	$510,000	-77.5%	1,500	-75.4%	0.03%	-67.5%
TXRH	Sell	TEXAS ROADHOUSE INC	$483,000	-20.7%	8,100	-8.0%	0.02%	+19.0%
IBN	Sell	ICICI BANK LTD	$463,000	-65.0%	45,000	-71.1%	0.02%	-47.8%
HZNP	Sell	Horizon Pharma plc	$425,000	-47.8%	21,800	-47.6%	0.02%	-24.1%
KAR	Sell	KAR Auction Services Inc	$424,000	-65.3%	8,900	-56.6%	0.02%	-48.8%
MT	Sell	ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH	$394,000	-71.9%	19,100	-58.0%	0.02%	-59.2%
PNW	Sell	Pinnacle West Capital Corp	$391,000	-45.7%	4,600	-49.5%	0.02%	-20.0%
BECN	Sell	BEACON ROOFING SUPPLY INC	$358,000	-15.4%	11,300	-3.4%	0.02%	+20.0%
TTM	Sell	Tata Motors Ltd	$352,000	-58.8%	28,900	-48.0%	0.02%	-40.0%
KEY	Sell	KEYCORP	$356,000	-42.0%	24,100	-22.0%	0.02%	-18.2%
BC	Sell	Brunswick Corp	$334,000	-67.0%	7,200	-52.3%	0.02%	-52.8%
CREE	Sell	CREE INC	$329,000	+7.5%	7,700	-4.9%	0.02%	+54.5%
EXTR	Sell	Extreme Networks Inc	$332,000	-36.6%	54,500	-43.1%	0.02%	-5.6%
TCO	Sell	Taubman Centers Inc	$332,000	-52.6%	7,300	-37.6%	0.02%	-32.0%
AKS	Sell	AK Steel Holding Corp	$319,000	-79.0%	141,900	-54.2%	0.02%	-69.8%
DEO	Sell	DIAGEO PLC	$311,000	-46.4%	2,200	-46.3%	0.02%	-20.0%
INFY	Sell	Infosys Ltd	$314,000	-80.0%	33,000	-78.6%	0.02%	-70.9%
IONS	Sell	IONIS PHARMACEUTICALS INC	$318,000	-66.1%	5,900	-67.6%	0.02%	-51.5%
OHI	Sell	Omega Healthcare Investors Inc	$298,000	-76.2%	8,500	-77.7%	0.02%	-65.9%
AL	Sell	Air Lease Corp	$280,000	-44.0%	9,300	-14.7%	0.01%	-22.2%
NNN	Sell	NATIONAL RETAIL PROPERTIES	$271,000	-61.2%	5,600	-64.1%	0.01%	-44.0%
IBKC	Sell	Iberiabank Corp	$276,000	-57.0%	4,300	-45.6%	0.01%	-39.1%
LEG	Sell	Leggett & Platt Inc	$272,000	-57.4%	7,600	-47.9%	0.01%	-36.4%
Y	Sell	Alleghany Corp	$249,000	-45.4%	400	-42.9%	0.01%	-18.8%
VEU	Sell	Vanguard FTSE All World Ex US ETF	$246,000	-98.0%	5,400	-97.7%	0.01%	-97.0%
EQNR	Sell	Equinor ASA	$234,000	-82.0%	11,100	-75.9%	0.01%	-73.9%
TDS	Sell	TELEPHONE AND DATA SYSTEMS	$237,000	-8.1%	7,300	-14.1%	0.01%	+33.3%
SNPS	Sell	Synopsys Inc	$227,000	-89.6%	2,700	-87.8%	0.01%	-84.4%
SGMO	Sell	Sangamo Therptcs	$185,000	-70.6%	16,200	-56.5%	0.01%	-54.5%
RF	Sell	REGIONS FINANCIAL CORP	$187,000	-83.2%	14,000	-76.9%	0.01%	-74.4%
VG	Sell	VONAGE HOLDINGS CORP	$157,000	-38.7%	18,000	-0.6%	0.01%	-11.1%
VECO	Sell	VEECO INSTRUMENTS INC	$74,000	-44.4%	10,000	-23.0%	0.00%	-20.0%
BLDP	Sell	BALLARD POWER SYSTEMS INC	$41,000	-74.4%	17,400	-53.5%	0.00%	-66.7%
PIR	Sell	PIER 1 IMPORTS INC	$11,000	-88.3%	37,200	-41.2%	0.00%	-66.7%
NAT	Sell	NORDIC AMERICAN TANKERS LTD	$23,000	-36.1%	11,600	-34.1%	0.00%	0.0%
HMY	Exit	HARMONY GOLD MINING CO LTD	$0	–	-13,700	-100.0%	-0.00%	–
SHLDQ	Exit	Sears Holdings Corp	$0	–	-91,500	-100.0%	-0.00%	–
AG	Exit	FIRST MAJESTIC SILVER CORP COM	$0	–	-15,200	-100.0%	-0.00%	–
NVAX	Exit	Novavax Inc	$0	–	-50,800	-100.0%	-0.00%	–
GNW	Exit	Genworth Financial Inc	$0	–	-18,300	-100.0%	-0.00%	–
TIVO	Exit	Tivo Corporation	$0	–	-10,000	-100.0%	-0.00%	–
GPORQ	Exit	Gulfport Energy Corp	$0	–	-11,600	-100.0%	-0.00%	–
INO	Exit	INOVIO PHARMACEUTICALS INC	$0	–	-22,000	-100.0%	-0.00%	–
SBS	Exit	Co Saneamento ADS	$0	–	-24,700	-100.0%	-0.01%	–
NGD	Exit	New Gold	$0	–	-228,800	-100.0%	-0.01%	–
GNRC	Exit	Generac Holdlings Inc	$0	–	-3,600	-100.0%	-0.01%	–
LNT	Exit	Alliant Energy Corp	$0	–	-5,000	-100.0%	-0.01%	–
UHAL	Exit	Amerco	$0	–	-600	-100.0%	-0.01%	–
WDR	Exit	WADDELL & REED FINANCIAL INC	$0	–	-10,000	-100.0%	-0.01%	–
SEM	Exit	Select Medical Holdings Corp	$0	–	-11,000	-100.0%	-0.01%	–
GIII	Exit	G-III APPAREL GROUP LTD.	$0	–	-4,200	-100.0%	-0.01%	–
WRI	Exit	WEINGARTEN REALTY INVESTORS	$0	–	-7,000	-100.0%	-0.01%	–
BKD	Exit	BROOKDALE SENIOR LIVING INC	$0	–	-21,700	-100.0%	-0.01%	–
BAP	Exit	Credicorp Ltd	$0	–	-1,000	-100.0%	-0.01%	–
HPT	Exit	Hospitality Properties Trust	$0	–	-8,400	-100.0%	-0.01%	–
MSTR	Exit	Microstrategy Inc	$0	–	-1,700	-100.0%	-0.01%	–
CPA	Exit	Copa Holdings S.A.	$0	–	-2,900	-100.0%	-0.01%	–
SLM	Exit	SLM Corp	$0	–	-20,900	-100.0%	-0.01%	–
WAL	Exit	WESTERN ALLIANCE BANCORPORATION	$0	–	-4,200	-100.0%	-0.01%	–
TPX	Exit	Tempur Sealy International Inc	$0	–	-4,300	-100.0%	-0.01%	–
ESL	Exit	ESTERLINE TECHNOLOGIES CORP	$0	–	-2,600	-100.0%	-0.01%	–
SSYS	Exit	Stratasys Ltd	$0	–	-9,800	-100.0%	-0.01%	–
HALO	Exit	HALOZYME THERAPEUTICS INC	$0	–	-13,300	-100.0%	-0.01%	–
GEO	Exit	GEO GROUP INC (THE)	$0	–	-9,500	-100.0%	-0.01%	–
ST	Exit	Sensata Technologies Holding	$0	–	-4,600	-100.0%	-0.01%	–
CLI	Exit	MACK-CALI REALTY CORP	$0	–	-11,100	-100.0%	-0.01%	–
LNN	Exit	Lindsay Corp	$0	–	-2,300	-100.0%	-0.01%	–
LZB	Exit	LA-Z-BOY INC	$0	–	-7,500	-100.0%	-0.01%	–
MMYT	Exit	MakeMyTrip Ltd	$0	–	-8,100	-100.0%	-0.01%	–
CEO	Exit	CNOOC LTD-SPON ADR	$0	–	-1,300	-100.0%	-0.01%	–
AMP	Exit	AMERIPRISE FINANCIAL INC	$0	–	-1,800	-100.0%	-0.01%	–
ITRI	Exit	Itron Inc	$0	–	-4,100	-100.0%	-0.01%	–
WCC	Exit	WESCO INTERNATIONAL INC	$0	–	-4,200	-100.0%	-0.01%	–
SYNA	Exit	SYNAPTICS INC	$0	–	-5,800	-100.0%	-0.01%	–
CCK	Exit	CROWN HOLDINGS INC	$0	–	-5,500	-100.0%	-0.01%	–
PII	Exit	POLARIS INDUSTRIES INC	$0	–	-2,600	-100.0%	-0.01%	–
PTR	Exit	PETROCHINA CO LTD -ADR	$0	–	-3,000	-100.0%	-0.01%	–
SHOO	Exit	STEVEN MADDEN LTD	$0	–	-5,000	-100.0%	-0.01%	–
ZUMZ	Exit	ZUMIEZ INC	$0	–	-10,200	-100.0%	-0.01%	–
MANH	Exit	MANHATTAN ASSOCIATES INC	$0	–	-4,500	-100.0%	-0.01%	–
LSTR	Exit	LANDSTAR SYSTEM INC	$0	–	-2,200	-100.0%	-0.01%	–
GPI	Exit	Group 1 Automotive Inc	$0	–	-4,000	-100.0%	-0.01%	–
BGCP	Exit	BGC PARTNERS INC-CL A	$0	–	-21,900	-100.0%	-0.01%	–
SITC	Exit	SITE Centers Corp	$0	–	-19,600	-100.0%	-0.01%	–
RGEN	Exit	REPLIGEN CORP	$0	–	-5,000	-100.0%	-0.01%	–
SHO	Exit	SUNSTONE HOTEL INVESTORS INC	$0	–	-17,200	-100.0%	-0.01%	–
RGR	Exit	Sturm Ruger & Co Inc	$0	–	-4,000	-100.0%	-0.01%	–
SMTC	Exit	SEMTECH CORP	$0	–	-5,100	-100.0%	-0.01%	–
HRC	Exit	HILL-ROM HOLDINGS INC	$0	–	-2,900	-100.0%	-0.01%	–
ODP	Exit	Office Depot Inc	$0	–	-87,200	-100.0%	-0.01%	–
AOBC	Exit	American Outdoor	$0	–	-18,300	-100.0%	-0.01%	–
CE	Exit	Celanese Corp	$0	–	-2,500	-100.0%	-0.01%	–
WRLD	Exit	World Acceptance Corp	$0	–	-2,400	-100.0%	-0.01%	–
PSEC	Exit	Prospect Capital Corp	$0	–	-39,300	-100.0%	-0.01%	–
IRM	Exit	Iron Mountain Inc	$0	–	-8,300	-100.0%	-0.01%	–
GCO	Exit	Genesco Inc	$0	–	-6,100	-100.0%	-0.01%	–
EFII	Exit	Electronics For Imaging Inc	$0	–	-8,400	-100.0%	-0.01%	–
KTOS	Exit	Kratos Defense & Security Solutions Inc	$0	–	-20,300	-100.0%	-0.01%	–
CVLT	Exit	CommVault Systems Inc	$0	–	-4,400	-100.0%	-0.01%	–
TRMB	Exit	Trimble Inc	$0	–	-7,100	-100.0%	-0.01%	–
BK	Exit	Bank Of New York Mellon Corp	$0	–	-6,400	-100.0%	-0.01%	–
IMO	Exit	Imperial Oil Ltd	$0	–	-9,500	-100.0%	-0.01%	–
HEES	Exit	H&E Equipment Services Inc	$0	–	-8,300	-100.0%	-0.01%	–
HXL	Exit	HEXCEL CORP	$0	–	-4,700	-100.0%	-0.01%	–
IPHI	Exit	Inphi Corp	$0	–	-9,000	-100.0%	-0.01%	–
EBS	Exit	Emergent BioSolutions Inc	$0	–	-5,200	-100.0%	-0.01%	–
AWI	Exit	Armstrong World Industries Inc	$0	–	-4,900	-100.0%	-0.01%	–
OTEX	Exit	Open Text Corp	$0	–	-9,100	-100.0%	-0.01%	–
CORT	Exit	CORCEPT THERAPEUTICS INC	$0	–	-25,000	-100.0%	-0.01%	–
DRE	Exit	DUKE REALTY CORP COM NEW	$0	–	-11,900	-100.0%	-0.01%	–
EGHT	Exit	8X8 Inc	$0	–	-16,600	-100.0%	-0.01%	–
NVO	Exit	NOVO NORDISK A/S	$0	–	-7,300	-100.0%	-0.01%	–
BB	Exit	BlackBerry Ltd	$0	–	-29,900	-100.0%	-0.01%	–
JBL	Exit	Jabil Inc	$0	–	-13,100	-100.0%	-0.01%	–
RNR	Exit	Renaissancere Holdings Ltd	$0	–	-2,500	-100.0%	-0.01%	–
HOLX	Exit	Hologic Inc	$0	–	-8,400	-100.0%	-0.01%	–
CIM	Exit	Chimera Investment Corp	$0	–	-19,800	-100.0%	-0.01%	–
CALM	Exit	Cal-Maine Foods Inc	$0	–	-7,600	-100.0%	-0.01%	–
IMAX	Exit	IMAX Corp	$0	–	-14,000	-100.0%	-0.01%	–
MKL	Exit	MARKEL CORP	$0	–	-300	-100.0%	-0.01%	–
LPT	Exit	LIBERTY PROPERTY TRUST	$0	–	-8,600	-100.0%	-0.01%	–
UTHR	Exit	United Therapeutics Corp	$0	–	-2,800	-100.0%	-0.01%	–
H	Exit	Hyatt Hotels Corp	$0	–	-5,100	-100.0%	-0.01%	–
AGO	Exit	ASSURED GUARANTY LTD	$0	–	-9,500	-100.0%	-0.01%	–
TSCO	Exit	Tractor Supply Co	$0	–	-4,300	-100.0%	-0.01%	–
DEI	Exit	Douglas Emmett Inc	$0	–	-10,400	-100.0%	-0.01%	–
DKS	Exit	DICK'S SPORTING GOODS INC	$0	–	-11,500	-100.0%	-0.01%	–
FL	Exit	Foot Locker Inc	$0	–	-7,700	-100.0%	-0.01%	–
ORI	Exit	OLD REPUBLIC INTERNATIONAL CORP	$0	–	-18,000	-100.0%	-0.01%	–
BRKR	Exit	Bruker Corp	$0	–	-12,300	-100.0%	-0.01%	–
RDC	Exit	ROWAN COMPANIES PLC	$0	–	-23,300	-100.0%	-0.02%	–
PLD	Exit	PROLOGIS INC	$0	–	-6,200	-100.0%	-0.02%	–
IDTI	Exit	INTEGRATED DEVICE TECHNOLOGY INC	$0	–	-9,100	-100.0%	-0.02%	–
ALB	Exit	Albemarle Corp	$0	–	-4,400	-100.0%	-0.02%	–
PPL	Exit	PPL CORP	$0	–	-14,600	-100.0%	-0.02%	–
BNS	Exit	BANK OF NOVA SCOTIA (THE)	$0	–	-7,400	-100.0%	-0.02%	–
FCN	Exit	FTI Consulting Inc	$0	–	-5,700	-100.0%	-0.02%	–
LNG	Exit	CHENIERE ENERGY INC	$0	–	-6,000	-100.0%	-0.02%	–
KIM	Exit	KIMCO RLTY CORP COM	$0	–	-25,700	-100.0%	-0.02%	–
CVI	Exit	CVR Energy Inc	$0	–	-10,500	-100.0%	-0.02%	–
LSI	Exit	Life Storage Inc	$0	–	-4,800	-100.0%	-0.02%	–
UNM	Exit	UNUM GROUP	$0	–	-12,000	-100.0%	-0.02%	–
WEN	Exit	WENDY'S CO (THE)	$0	–	-27,400	-100.0%	-0.02%	–
DLB	Exit	Dolby Laboratories	$0	–	-6,500	-100.0%	-0.02%	–
CTAS	Exit	CINTAS CORP	$0	–	-2,300	-100.0%	-0.02%	–
ROP	Exit	Roper Technologies Inc	$0	–	-1,500	-100.0%	-0.02%	–
SCG	Exit	Scana Corp	$0	–	-12,200	-100.0%	-0.02%	–
LECO	Exit	LINCOLN ELECTRIC HOLDINGS INC	$0	–	-5,100	-100.0%	-0.02%	–
PBI	Exit	Pitney Bowes Inc	$0	–	-67,500	-100.0%	-0.02%	–
FN	Exit	Fabrinet	$0	–	-10,200	-100.0%	-0.02%	–
ALGT	Exit	Allegiant Travel Co	$0	–	-3,800	-100.0%	-0.02%	–
ROST	Exit	ROSS STORES INC	$0	–	-4,900	-100.0%	-0.02%	–
LNC	Exit	LINCOLN NATL CORP IND COM	$0	–	-7,100	-100.0%	-0.02%	–
BRKS	Exit	BROOKS AUTOMATION INC	$0	–	-14,800	-100.0%	-0.02%	–
ED	Exit	Consolidated Edison Inc	$0	–	-6,900	-100.0%	-0.02%	–
IPG	Exit	Interpublic Group of Companies Inc (The)	$0	–	-24,000	-100.0%	-0.02%	–
HSBC	Exit	HSBC HOLDINGS PLC-SPONS ADR	$0	–	-12,600	-100.0%	-0.02%	–
MTG	Exit	MGIC INVESTMENT CORP	$0	–	-40,400	-100.0%	-0.02%	–
GGB	Exit	GERDAU S.A.	$0	–	-129,000	-100.0%	-0.02%	–
HRB	Exit	H&R BLOCK INC	$0	–	-21,300	-100.0%	-0.02%	–
SNBR	Exit	Sleep Number Corp	$0	–	-15,000	-100.0%	-0.02%	–
THC	Exit	Tenet Healthcare Corp	$0	–	-18,600	-100.0%	-0.02%	–
MIC	Exit	Macquarie Infrastructure Co	$0	–	-12,100	-100.0%	-0.02%	–
VSH	Exit	VISHAY INTERTECHNOLOGY INC	$0	–	-27,700	-100.0%	-0.02%	–
UFS	Exit	Domtar Corp	$0	–	-10,700	-100.0%	-0.02%	–
REN	Exit	Resolute Energy Corp	$0	–	-14,900	-100.0%	-0.02%	–
UBSI	Exit	United Bankshares Inc	$0	–	-16,600	-100.0%	-0.02%	–
BMO	Exit	Bank Of Montreal	$0	–	-7,100	-100.0%	-0.02%	–
SWKS	Exit	SKYWORKS SOLUTIONS INC	$0	–	-6,700	-100.0%	-0.02%	–
CDNS	Exit	CADENCE DESIGN SYSTEMS INC	$0	–	-13,300	-100.0%	-0.02%	–
RBA	Exit	RITCHIE BROS. AUCTIONEERS INC	$0	–	-16,600	-100.0%	-0.02%	–
MFA	Exit	MFA FINANCIAL INC	$0	–	-79,500	-100.0%	-0.02%	–
MUR	Exit	Murphy Oil Corp	$0	–	-17,800	-100.0%	-0.02%	–
CPT	Exit	Camden Property Trust	$0	–	-6,300	-100.0%	-0.02%	–
RES	Exit	RPC Inc	$0	–	-38,100	-100.0%	-0.02%	–
DRI	Exit	DARDEN RESTAURANTS INC	$0	–	-5,300	-100.0%	-0.02%	–
CY	Exit	Cypress Semiconductor Corp	$0	–	-42,400	-100.0%	-0.02%	–
AKAM	Exit	AKAMAI TECHNOLOGIES INC	$0	–	-8,500	-100.0%	-0.02%	–
LAMR	Exit	LAMAR ADVERTISING CO	$0	–	-8,000	-100.0%	-0.02%	–
FISV	Exit	Fiserv Inc	$0	–	-7,500	-100.0%	-0.02%	–
UAA	Exit	UNDER ARMOUR INC	$0	–	-29,200	-100.0%	-0.02%	–
VIAV	Exit	VIAVI SOLUTIONS INC	$0	–	-58,000	-100.0%	-0.02%	–
GRMN	Exit	GARMIN LTD	$0	–	-9,200	-100.0%	-0.02%	–
HOG	Exit	HARLEY-DAVIDSON INC	$0	–	-14,700	-100.0%	-0.02%	–
GGG	Exit	Graco Inc	$0	–	-14,500	-100.0%	-0.02%	–
DVA	Exit	DaVita Inc	$0	–	-9,500	-100.0%	-0.02%	–
CM	Exit	Canadian Imperial Bank of Commerce	$0	–	-7,300	-100.0%	-0.02%	–
MMC	Exit	MARSH & MCLENNAN COMPANIES INC	$0	–	-8,100	-100.0%	-0.02%	–
CUBE	Exit	Cubesmart	$0	–	-23,900	-100.0%	-0.02%	–
RDN	Exit	Radian Group Inc	$0	–	-33,400	-100.0%	-0.02%	–
AJRD	Exit	AEROJET ROCKETDYNE HOLDINGS INC	$0	–	-20,700	-100.0%	-0.02%	–
EPR	Exit	EPR PROPERTIES	$0	–	-10,300	-100.0%	-0.02%	–
NUVA	Exit	NUVASIVE INC	$0	–	-10,200	-100.0%	-0.02%	–
NLY	Exit	Annaly Capital Management Inc	$0	–	-69,300	-100.0%	-0.02%	–
LVS	Exit	Las Vegas Sands Corp	$0	–	-12,300	-100.0%	-0.03%	–
ELS	Exit	Equity Lifestyle Properties Inc	$0	–	-7,600	-100.0%	-0.03%	–
NUE	Exit	Nucor Corp	$0	–	-12,300	-100.0%	-0.03%	–
TRGP	Exit	Targa Resources Inc	$0	–	-13,800	-100.0%	-0.03%	–
CAR	Exit	Avis Budget Group Inc	$0	–	-24,200	-100.0%	-0.03%	–
TWO	Exit	Two Harbors Investments Corp	$0	–	-54,000	-100.0%	-0.03%	–
PLCE	Exit	CHILDREN'S PLACE INC (THE)	$0	–	-6,300	-100.0%	-0.03%	–
MLCO	Exit	Melco Resorts & Entertainment Limited AD	$0	–	-39,200	-100.0%	-0.03%	–
KMB	Exit	KIMBERLY-CLARK CORP	$0	–	-7,200	-100.0%	-0.03%	–
PDCO	Exit	PATTERSON COMPANIES INC	$0	–	-33,400	-100.0%	-0.03%	–
TMK	Exit	Torchmark Corp	$0	–	-9,600	-100.0%	-0.03%	–
PRU	Exit	PRUDENTIAL FINANCIAL INC	$0	–	-8,300	-100.0%	-0.03%	–
INCY	Exit	Incyte Corp	$0	–	-11,900	-100.0%	-0.03%	–
FDX	Exit	FedEx Corp	$0	–	-3,500	-100.0%	-0.03%	–
MDRX	Exit	Allscripts Healthcare Solutions Inc	$0	–	-59,400	-100.0%	-0.03%	–
MTN	Exit	Vail Resorts Inc	$0	–	-3,200	-100.0%	-0.03%	–
WCN	Exit	Waste Connections Inc	$0	–	-10,900	-100.0%	-0.03%	–
SONY	Exit	SONY CORP ORD	$0	–	-14,700	-100.0%	-0.03%	–
WAT	Exit	Waters Corp	$0	–	-4,600	-100.0%	-0.03%	–
FRT	Exit	FEDERAL REALTY INVESTMENT TRUST	$0	–	-7,200	-100.0%	-0.03%	–
GM	Exit	General Motors Co	$0	–	-27,000	-100.0%	-0.03%	–
IBB	Exit	ISHARES NASDAQ BIOTECHNOLOGY INDEX FUND	$0	–	-7,500	-100.0%	-0.03%	–
PEG	Exit	Public Service Enterprise Group Inco	$0	–	-17,400	-100.0%	-0.03%	–
CNI	Exit	CANADIAN NATIONAL RAILWAY CO	$0	–	-10,200	-100.0%	-0.03%	–
MCO	Exit	MOODY'S CORP	$0	–	-5,400	-100.0%	-0.03%	–
OGE	Exit	OGE Energy Corp	$0	–	-26,200	-100.0%	-0.03%	–
HTZGQ	Exit	HERTZ GLOBAL HLD	$0	–	-58,300	-100.0%	-0.03%	–
FFIV	Exit	F5 Networks Inc	$0	–	-4,700	-100.0%	-0.03%	–
ADM	Exit	ARCHER-DANIELS-MIDLAND CO	$0	–	-18,900	-100.0%	-0.03%	–
STWD	Exit	Starwood Property Trust Inc	$0	–	-43,100	-100.0%	-0.03%	–
TSM	Exit	Taiwan Semiconductor Manufacturing CoLtd	$0	–	-21,900	-100.0%	-0.03%	–
AES	Exit	THE AES CORP	$0	–	-69,100	-100.0%	-0.03%	–
NI	Exit	NiSource Inc	$0	–	-38,800	-100.0%	-0.03%	–
AFL	Exit	AFLAC Inc	$0	–	-21,400	-100.0%	-0.04%	–
HBAN	Exit	HUNTINGTON BANCSHARES INC	$0	–	-66,800	-100.0%	-0.04%	–
ICF	Exit	ISHARES COHEN & STEERS REIT ETF	$0	–	-10,200	-100.0%	-0.04%	–
MAA	Exit	MID-AMERICA APARTMENT COMMUNITIES INC	$0	–	-10,200	-100.0%	-0.04%	–
TSS	Exit	TOTAL SYSTEM SERVICES INC	$0	–	-10,400	-100.0%	-0.04%	–
CHRW	Exit	C.H. Robinson Worldwide Inc	$0	–	-10,700	-100.0%	-0.04%	–
MDSO	Exit	MEDIDATA SOLUTIONS INC	$0	–	-14,500	-100.0%	-0.04%	–
EXPD	Exit	Expeditors International of Washington	$0	–	-14,300	-100.0%	-0.04%	–
BAM	Exit	BROOKFIELD ASSET MANAGEMENT INC	$0	–	-23,400	-100.0%	-0.04%	–
RMD	Exit	Resmed Inc	$0	–	-9,500	-100.0%	-0.04%	–
BXP	Exit	Boston Properties Inc	$0	–	-8,700	-100.0%	-0.04%	–
SPR	Exit	Spirit Aerosystems Holdings Inc	$0	–	-11,700	-100.0%	-0.04%	–
GPC	Exit	Genuine Parts Co	$0	–	-11,200	-100.0%	-0.04%	–
VIAB	Exit	VIACOM INC-CLASS B	$0	–	-33,300	-100.0%	-0.04%	–
UHS	Exit	UNIVERSAL HEALTH SERVICES INC	$0	–	-8,900	-100.0%	-0.04%	–
HP	Exit	Helmerich & Payne Inc	$0	–	-17,000	-100.0%	-0.04%	–
RCL	Exit	Royal Caribbean Cruises Ltd	$0	–	-8,900	-100.0%	-0.04%	–
AAL	Exit	American Airlines Group Inc	$0	–	-29,300	-100.0%	-0.04%	–
AER	Exit	Aercap Holdings N.V.	$0	–	-20,600	-100.0%	-0.04%	–
KMX	Exit	CarMax Inc	$0	–	-16,800	-100.0%	-0.04%	–
PCAR	Exit	PACCAR Inc	$0	–	-18,200	-100.0%	-0.04%	–
ALXN	Exit	ALEXION PHARMACEUTICALS INC	$0	–	-9,000	-100.0%	-0.04%	–
HON	Exit	Honeywell International Inc	$0	–	-7,500	-100.0%	-0.04%	–
TREE	Exit	LendingTree Inc	$0	–	-5,400	-100.0%	-0.04%	–
BHC	Exit	Bausch Health Companies	$0	–	-49,200	-100.0%	-0.04%	–
BMS	Exit	Bemis Co Inc	$0	–	-25,700	-100.0%	-0.04%	–
KSS	Exit	KOHL'S CORP	$0	–	-17,300	-100.0%	-0.04%	–
AZN	Exit	Astrazeneca PLC	$0	–	-32,600	-100.0%	-0.04%	–
SWN	Exit	SOUTHWESTERN ENERGY CO	$0	–	-259,200	-100.0%	-0.05%	–
CERN	Exit	CERNER CORP	$0	–	-20,400	-100.0%	-0.05%	–
TRV	Exit	THE TRAVELERS COMPANIES INC	$0	–	-10,300	-100.0%	-0.05%	–
EXR	Exit	EXTRA SPACE STORAGE INC	$0	–	-15,700	-100.0%	-0.05%	–
RY	Exit	Royal Bank of Canada	$0	–	-16,900	-100.0%	-0.05%	–
CP	Exit	Canadian Pacific Railway Ltd	$0	–	-6,400	-100.0%	-0.05%	–
KSU	Exit	KANSAS CITY SOUTHERN	$0	–	-12,400	-100.0%	-0.05%	–
FDS	Exit	FACTSET RESEARCH SYSTEMS INC	$0	–	-6,400	-100.0%	-0.05%	–
RE	Exit	Everest Re Group Ltd	$0	–	-6,400	-100.0%	-0.05%	–
AEE	Exit	Ameren Corp	$0	–	-23,000	-100.0%	-0.05%	–
AVT	Exit	Avnet Inc	$0	–	-32,400	-100.0%	-0.05%	–
FIS	Exit	Fidelity National Information Services	$0	–	-13,400	-100.0%	-0.05%	–
COF	Exit	CAPITAL ONE FINANCIAL CORP	$0	–	-15,700	-100.0%	-0.05%	–
NDSN	Exit	NORDSON CORP	$0	–	-10,600	-100.0%	-0.05%	–
EPP	Exit	ISHARES MSCI PAC EX-JAP IDX FD	$0	–	-32,700	-100.0%	-0.05%	–
CMS	Exit	CMS ENERGY CORP	$0	–	-30,100	-100.0%	-0.05%	–
LLL	Exit	L3 Technologies Inc	$0	–	-7,100	-100.0%	-0.05%	–
EHC	Exit	Encompass Health Corp	$0	–	-19,900	-100.0%	-0.05%	–
PODD	Exit	Insulet Corp	$0	–	-15,000	-100.0%	-0.06%	–
SJM	Exit	J.M. SMUCKER CO (THE)	$0	–	-15,500	-100.0%	-0.06%	–
ZBH	Exit	ZIMMER BIOMET HOLDINGS INC	$0	–	-12,100	-100.0%	-0.06%	–
TAP	Exit	MOLSON COORS BREWING CO	$0	–	-26,500	-100.0%	-0.06%	–
REG	Exit	Regency Centers Corp	$0	–	-26,100	-100.0%	-0.06%	–
CTXS	Exit	CITRIX SYSTEMS INC	$0	–	-15,700	-100.0%	-0.06%	–
DECK	Exit	DECKERS OUTDOOR CORP	$0	–	-14,800	-100.0%	-0.06%	–
WM	Exit	WASTE MANAGEMENT INC	$0	–	-19,800	-100.0%	-0.06%	–
LII	Exit	LENNOX INTERNATIONAL INC	$0	–	-8,200	-100.0%	-0.06%	–
DFS	Exit	Discover Financial Services	$0	–	-24,000	-100.0%	-0.06%	–
GME	Exit	GAMESTOP CORP	$0	–	-121,800	-100.0%	-0.06%	–
AGNC	Exit	AGNC Investment Corp	$0	–	-101,000	-100.0%	-0.07%	–
TSN	Exit	TYSON FOODS INC	$0	–	-31,700	-100.0%	-0.07%	–
STLD	Exit	STEEL DYNAMICS INC	$0	–	-41,300	-100.0%	-0.07%	–
AME	Exit	AMTEK INC	$0	–	-24,300	-100.0%	-0.07%	–
FAST	Exit	Fastenal Co	$0	–	-32,900	-100.0%	-0.07%	–
ETR	Exit	Entergy Corp	$0	–	-23,600	-100.0%	-0.07%	–
HSY	Exit	HERSHEY CO (THE)	$0	–	-19,100	-100.0%	-0.07%	–
KR	Exit	Kroger Co (The)	$0	–	-66,400	-100.0%	-0.07%	–
HST	Exit	HOST HOTELS & RESORTS INC	$0	–	-92,600	-100.0%	-0.07%	–
COO	Exit	COOPER COMPANIES INC (THE)	$0	–	-7,200	-100.0%	-0.07%	–
ACAD	Exit	ACADIA PHARMACEUTICALS INC	$0	–	-97,500	-100.0%	-0.07%	–
A	Exit	Agilent Technologies Inc	$0	–	-29,000	-100.0%	-0.07%	–
VNO	Exit	VORNADO RLTY TR SH BEN INT	$0	–	-28,100	-100.0%	-0.07%	–
MNST	Exit	MONSTER BEVERAGE CORP	$0	–	-35,700	-100.0%	-0.07%	–
PH	Exit	PARKER-HANNIFIN CORP	$0	–	-11,500	-100.0%	-0.07%	–
TD	Exit	TORONTO DOMINION BANK (THE)	$0	–	-35,200	-100.0%	-0.08%	–
XEL	Exit	Xcel Energy Inc	$0	–	-46,000	-100.0%	-0.08%	–
AXP	Exit	AMERICAN EXPRESS CO	$0	–	-20,600	-100.0%	-0.08%	–
CTSH	Exit	Cognizant Technology Solutions Corp	$0	–	-28,600	-100.0%	-0.08%	–
MTD	Exit	METTLER-TOLEDO INTERNATIONAL INC	$0	–	-3,700	-100.0%	-0.08%	–
ATI	Exit	Allegheny Technologies Inc	$0	–	-78,200	-100.0%	-0.08%	–
CPB	Exit	CAMPBELL SOUP CO	$0	–	-64,000	-100.0%	-0.08%	–
AVGO	Exit	Broadcom Inc	$0	–	-9,900	-100.0%	-0.09%	–
CCI	Exit	Crown Castle International Corp	$0	–	-22,000	-100.0%	-0.09%	–
APD	Exit	AIR PRODUCTS AND CHEMICALS INC	$0	–	-14,700	-100.0%	-0.09%	–
BBL	Exit	BHP BILLITON PLC	$0	–	-56,800	-100.0%	-0.09%	–
SKX	Exit	SKECHERS U.S.A. INC	$0	–	-91,600	-100.0%	-0.09%	–
FE	Exit	FirstEnergy Corp	$0	–	-70,100	-100.0%	-0.09%	–
NRG	Exit	NRG Energy Inc	$0	–	-69,400	-100.0%	-0.09%	–
FMC	Exit	FMC CORP	$0	–	-30,200	-100.0%	-0.09%	–
MOS	Exit	MOSAIC CO (THE)	$0	–	-82,900	-100.0%	-0.10%	–
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-39,600	-100.0%	-0.10%	–
D	Exit	Dominion Energy Inc	$0	–	-39,900	-100.0%	-0.10%	–
JNPR	Exit	Juniper Networks Inc	$0	–	-95,200	-100.0%	-0.10%	–
ALL	Exit	Allstate Corp (The)	$0	–	-29,000	-100.0%	-0.10%	–
SYK	Exit	Stryker Corp	$0	–	-17,100	-100.0%	-0.11%	–
ABC	Exit	AmerisourceBergen Corp (Holding Co)	$0	–	-33,500	-100.0%	-0.11%	–
ETN	Exit	EATON CORP PLC	$0	–	-36,000	-100.0%	-0.11%	–
AEP	Exit	AMERICAN ELECTRIC POWER CO INC	$0	–	-45,000	-100.0%	-0.11%	–
IYT	Exit	iShares Transportation AverageETF	$0	–	-15,700	-100.0%	-0.11%	–
MET	Exit	METLIFE INC	$0	–	-70,100	-100.0%	-0.12%	–
WEC	Exit	WEC ENERGY GROUP INC	$0	–	-49,800	-100.0%	-0.12%	–
RRC	Exit	Range Resources Corp	$0	–	-200,000	-100.0%	-0.12%	–
OLED	Exit	Universal Display Corp	$0	–	-28,800	-100.0%	-0.12%	–
FOX	Exit	TWENTY-FIRST CENTURY FOX INC - B	$0	–	-74,900	-100.0%	-0.12%	–
ANTM	Exit	Anthem Inc	$0	–	-12,600	-100.0%	-0.12%	–
LOW	Exit	LOWE'S COMPANIES INC	$0	–	-30,200	-100.0%	-0.12%	–
BAX	Exit	BAXTER INTERNATIONAL INC	$0	–	-45,000	-100.0%	-0.12%	–
ROK	Exit	Rockwell Automation Inc	$0	–	-18,600	-100.0%	-0.12%	–
GPN	Exit	Global Payments Inc	$0	–	-28,100	-100.0%	-0.13%	–
DE	Exit	Deere & Co	$0	–	-24,000	-100.0%	-0.13%	–
ACN	Exit	Accenture Plc	$0	–	-21,600	-100.0%	-0.13%	–
AET	Exit	Aetna Inc	$0	–	-18,400	-100.0%	-0.13%	–
HUM	Exit	Humana Inc	$0	–	-11,100	-100.0%	-0.13%	–
DLR	Exit	DIGITAL RLTY TR INC COM	$0	–	-34,200	-100.0%	-0.14%	–
EXPE	Exit	Expedia Group Inc	$0	–	-30,400	-100.0%	-0.14%	–
M	Exit	MACY'S INC	$0	–	-116,600	-100.0%	-0.14%	–
ICE	Exit	Intercontinental Exchange Inc	$0	–	-55,500	-100.0%	-0.15%	–
EWA	Exit	ISHARES MSCI AUSTRALIA INDEX FUND	$0	–	-194,200	-100.0%	-0.15%	–
SPG	Exit	SIMON PROPERTY GROUP INC	$0	–	-24,400	-100.0%	-0.15%	–
OKE	Exit	ONEOK Inc	$0	–	-64,300	-100.0%	-0.15%	–
CNC	Exit	Centene Corp	$0	–	-31,400	-100.0%	-0.16%	–
EW	Exit	EDWARDS LIFESCIENCES CORP	$0	–	-26,800	-100.0%	-0.16%	–
BHP	Exit	BHP BILLITON LTD-SPON ADR	$0	–	-94,700	-100.0%	-0.17%	–
BAC	Exit	BANK AMER CORP COM	$0	–	-161,200	-100.0%	-0.17%	–
AIG	Exit	AMERICAN INTL GROUP INC COM NEW	$0	–	-90,800	-100.0%	-0.17%	–
AON	Exit	Aon Plc	$0	–	-31,700	-100.0%	-0.17%	–
HPQ	Exit	HP Inc	$0	–	-188,700	-100.0%	-0.17%	–
ADBE	Exit	Adobe Inc	$0	–	-18,300	-100.0%	-0.17%	–
BBY	Exit	Best Buy Co. Inc	$0	–	-62,000	-100.0%	-0.17%	–
VRTX	Exit	VERTEX PHARMACEUTICALS INC	$0	–	-25,900	-100.0%	-0.18%	–
ULTA	Exit	Ulta Beauty Inc	$0	–	-17,900	-100.0%	-0.18%	–
CXO	Exit	Concho Resources Inc	$0	–	-35,100	-100.0%	-0.19%	–
CSX	Exit	CSX Corp	$0	–	-72,700	-100.0%	-0.19%	–
TMUS	Exit	T-Mobile US Inc	$0	–	-78,400	-100.0%	-0.19%	–
C	Exit	CITIGROUP INC COM NEW	$0	–	-79,000	-100.0%	-0.20%	–
WHR	Exit	WHIRLPOOL CORP	$0	–	-49,100	-100.0%	-0.20%	–
UAL	Exit	United Continental Holdings Inc	$0	–	-66,100	-100.0%	-0.21%	–
CMG	Exit	CHIPOTLE MEXICAN GRILL INC	$0	–	-13,200	-100.0%	-0.21%	–
SOXX	Exit	iShares PHLX Semiconductor	$0	–	-32,600	-100.0%	-0.21%	–
SO	Exit	SOUTHERN CO (THE)	$0	–	-140,100	-100.0%	-0.21%	–
WMB	Exit	WILLIAMS COMPANIES INC (THE)	$0	–	-238,300	-100.0%	-0.23%	–
AMGN	Exit	AMGEN INC	$0	–	-31,600	-100.0%	-0.23%	–
EWH	Exit	ISHARES MSCI HONG KONG INDEX FUND	$0	–	-274,300	-100.0%	-0.23%	–
FLT	Exit	FleetCor Technologies Inc	$0	–	-29,200	-100.0%	-0.23%	–
INTC	Exit	Intel Corp	$0	–	-149,200	-100.0%	-0.25%	–
DHR	Exit	Danaher Corp	$0	–	-68,900	-100.0%	-0.26%	–
JPM	Exit	J P MORGAN CHASE & CO	$0	–	-66,800	-100.0%	-0.26%	–
VB	Exit	Vanguard Small-Cap ETF - DNQ	$0	–	-47,900	-100.0%	-0.27%	–
CAT	Exit	Caterpillar Inc	$0	–	-52,700	-100.0%	-0.28%	–
EWC	Exit	ISHARES MSCI CANADA INDEX FUND	$0	–	-285,800	-100.0%	-0.29%	–
XLB	Exit	MATERIALS SELECT SECTOR SPDR	$0	–	-155,400	-100.0%	-0.32%	–
CI	Exit	CIGNA CORP	$0	–	-43,200	-100.0%	-0.32%	–
DAL	Exit	Delta Air Lines Inc	$0	–	-166,600	-100.0%	-0.34%	–
UPS	Exit	UNITED PARCEL SERVICE INC	$0	–	-84,700	-100.0%	-0.35%	–
ABT	Exit	Abbott Laboratories	$0	–	-135,000	-100.0%	-0.35%	–
UNH	Exit	UNITEDHEALTH GROUP INC	$0	–	-38,800	-100.0%	-0.36%	–
VALE	Exit	Vale S A ADR	$0	–	-926,600	-100.0%	-0.48%	–
FOXA	Exit	TWENTY-FIRST CENTURY FOX INC - A	$0	–	-298,600	-100.0%	-0.49%	–
ORCL	Exit	Oracle Corp	$0	–	-280,500	-100.0%	-0.51%	–
DIS	Exit	WALT DISNEY CO (THE)	$0	–	-123,800	-100.0%	-0.51%	–
BA	Exit	BOEING CO (THE)	$0	–	-42,300	-100.0%	-0.55%	–
UNP	Exit	UNION PACIFIC CORP	$0	–	-97,700	-100.0%	-0.56%	–
IJH	Exit	ISHARES CORE S&P MID-CAP ETF	$0	–	-82,900	-100.0%	-0.59%	–
CSCO	Exit	Cisco Systems Inc	$0	–	-372,400	-100.0%	-0.64%	–
SMH	Exit	VanEck Vect Semiconductor ETF	$0	–	-182,400	-100.0%	-0.68%	–
ACWI	Exit	iShares MSCI ACWI Index Fund	$0	–	-272,700	-100.0%	-0.71%	–
CVX	Exit	CHEVRON CORP	$0	–	-165,900	-100.0%	-0.71%	–
RSX	Exit	Market Vectors TR Russia ETF	$0	–	-1,064,700	-100.0%	-0.81%	–
MDY	Exit	SPDR MIDCAP TRUST SERIES I	$0	–	-63,800	-100.0%	-0.82%	–
DXJ	Exit	WisdomTree Japan Hedged Equity Fund	$0	–	-415,800	-100.0%	-0.85%	–
XOM	Exit	Exxon Mobil Corp	$0	–	-283,600	-100.0%	-0.85%	–
VNQ	Exit	Vanguard Real Estate ETF	$0	–	-349,100	-100.0%	-0.99%	–
XLF	Exit	SPDR S&P Financial ETF	$0	–	-1,306,600	-100.0%	-1.27%	–
IYR	Exit	ISHARES U.S. REAL ESTATE ETF	$0	–	-597,000	-100.0%	-1.68%	–
EWJ	Exit	ISHARES MSCI JAPAN INDEX FUND	$0	–	-1,192,300	-100.0%	-2.52%	–
XLU	Exit	SPDR S&P Utilities ETF	$0	–	-1,792,900	-100.0%	-3.32%	–

Original filings

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

View 13F-HR filed 2019-02-12

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	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

View complete filings history.

Compare quarters

Issues

The following issues were detected while analyzing the report:

The reported total value is incorrect (1939027000.0 != 1938771000.0)

Export Quantitative Investment Management, LLC's holdings

Quantitative Investment Management, LLC - Q4 2018 holdings

Original filings

Signatures

Top long-term holdings

Latest filings

All filings