$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 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| 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
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
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.