$1.73 Billion is the total value of Quantitative Investment Management, LLC's 626 reported holdings in Q1 2019. The portfolio turnover from Q4 2018 to Q1 2019 was 72.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XLI | Sell | SPDR S&P Industrial ETF | $25,941,000 | -44.3% | 345,748 | -52.2% | 1.50% | -37.6% |
| AMD | Sell | ADVANCED MICRO DEVICES INC | $23,426,000 | -32.5% | 917,960 | -51.2% | 1.35% | -24.4% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $13,126,000 | -41.5% | 222,000 | -44.4% | 0.76% | -34.5% |
| SBUX | Sell | Starbucks Corp | $11,693,000 | -55.6% | 157,300 | -61.6% | 0.68% | -50.3% |
| IJR | Sell | ISHARES CORE S&P SMALL-CAP ETF | $11,487,000 | -38.7% | 148,900 | -44.9% | 0.66% | -31.3% |
| KRE | Sell | SPDR S&P Regional Banking ETF | $5,534,000 | -27.3% | 107,800 | -33.7% | 0.32% | -18.4% |
| MHK | Sell | Mohawk Industries Inc | $4,957,000 | -25.0% | 39,300 | -30.4% | 0.29% | -15.8% |
| LEA | Sell | LEAR CORP COM NEW | $4,844,000 | -8.3% | 35,700 | -17.0% | 0.28% | +2.9% |
| HAL | Sell | Halliburton Co | $4,526,000 | -65.1% | 154,500 | -68.3% | 0.26% | -60.8% |
| NWL | Sell | NEWELL BRANDS INC | $4,364,000 | -29.0% | 284,500 | -13.9% | 0.25% | -20.5% |
| NXPI | Sell | NXP Semiconductors N.V. | $4,198,000 | -36.4% | 47,500 | -47.3% | 0.24% | -28.7% |
| DISCA | Sell | Discovery Inc Series A | $4,198,000 | -1.2% | 155,400 | -9.5% | 0.24% | +11.0% |
| JWN | Sell | Nordstrom Inc | $3,905,000 | -32.8% | 88,000 | -29.4% | 0.23% | -24.7% |
| SLB | Sell | SCHLUMBERGER N.V. | $3,751,000 | -80.4% | 86,100 | -83.8% | 0.22% | -78.0% |
| CRM | Sell | SALESFORCE.COM INC | $3,658,000 | -57.1% | 23,100 | -62.9% | 0.21% | -52.0% |
| FTNT | Sell | Fortinet Inc | $3,501,000 | -8.1% | 41,700 | -22.9% | 0.20% | +2.5% |
| AA | Sell | Alcoa Corp | $3,094,000 | -39.9% | 109,900 | -43.3% | 0.18% | -32.7% |
| ABEV | Sell | Ambev S.A. | $3,056,000 | +4.3% | 710,758 | -4.9% | 0.18% | +17.2% |
| DISCK | Sell | Discovery Inc Series C | $2,691,000 | +2.7% | 105,900 | -6.8% | 0.16% | +15.6% |
| OXY | Sell | OCCIDENTAL PETROLEUM CORP | $2,482,000 | -77.7% | 37,500 | -79.3% | 0.14% | -75.1% |
| APC | Sell | Anadarko Petroleum Corp | $2,460,000 | -72.2% | 54,100 | -73.2% | 0.14% | -68.9% |
| OC | Sell | OWENS CORNING NEW COM | $2,389,000 | -8.5% | 50,706 | -14.6% | 0.14% | +2.2% |
| K | Sell | Kellogg Co | $2,385,000 | -69.5% | 41,577 | -69.7% | 0.14% | -65.8% |
| MPC | Sell | Marathon Petroleum Corp | $2,334,000 | -80.8% | 39,000 | -81.0% | 0.14% | -78.4% |
| PCG | Sell | PACIFIC GAS & ELECTRIC CO. | $2,303,000 | -74.8% | 129,422 | -66.3% | 0.13% | -71.8% |
| BBBY | Sell | BED BATH & BEYOND INC | $2,210,000 | -20.9% | 130,100 | -47.3% | 0.13% | -11.1% |
| PVH | Sell | PVH Corp | $2,158,000 | -52.4% | 17,700 | -63.7% | 0.12% | -46.6% |
| CCEP | Sell | COCA-COLA EUROPEAN PARTNERS PLC | $2,012,000 | -20.9% | 38,900 | -29.9% | 0.12% | -11.5% |
| PGR | Sell | PROGRESSIVE CORP (THE) | $1,989,000 | -14.3% | 27,600 | -28.3% | 0.12% | -4.2% |
| FNSR | Sell | Finisar Corp | $1,941,000 | +0.7% | 83,800 | -6.2% | 0.11% | +13.1% |
| OLN | Sell | Olin Corp | $1,911,000 | +0.9% | 82,600 | -12.3% | 0.11% | +12.2% |
| MU | Sell | MICRON TECHNOLOGY INC | $1,863,000 | -86.5% | 45,100 | -89.7% | 0.11% | -84.9% |
| WLK | Sell | Westlake Chemical Corp | $1,852,000 | -23.7% | 27,300 | -25.6% | 0.11% | -14.4% |
| RYAAY | Sell | RYANAIR HOLDINGS PLC | $1,788,000 | -6.1% | 23,863 | -10.6% | 0.10% | +5.1% |
| PRGO | Sell | PERRIGO CO | $1,738,000 | -44.4% | 36,090 | -55.3% | 0.10% | -37.9% |
| HAS | Sell | HASBRO INC | $1,734,000 | -22.9% | 20,400 | -26.4% | 0.10% | -13.8% |
| OZK | Sell | Bank OZK | $1,686,000 | -5.5% | 58,200 | -25.6% | 0.10% | +5.4% |
| SFLY | Sell | SHUTTERFLY INC | $1,665,000 | -2.7% | 40,978 | -3.6% | 0.10% | +9.1% |
| ENDP | Sell | Endo International plc | $1,656,000 | -17.3% | 206,300 | -24.8% | 0.10% | -6.8% |
| PENN | Sell | PENN NATIONAL GAMING INC | $1,577,000 | -0.1% | 78,500 | -6.4% | 0.09% | +12.3% |
| MDRIQ | Sell | MCDERMOTT INTERNATIONAL INC | $1,558,000 | +12.7% | 209,500 | -0.9% | 0.09% | +26.8% |
| IWO | Sell | ISHARES RUSSELL 2000 GROWTH ETF | $1,560,000 | -71.9% | 7,936 | -76.0% | 0.09% | -68.6% |
| WDC | Sell | Western Digital Corp | $1,475,000 | -82.8% | 30,700 | -86.8% | 0.08% | -80.8% |
| FLEX | Sell | Flex Ltd | $1,430,000 | -41.4% | 143,000 | -55.5% | 0.08% | -34.1% |
| DAN | Sell | Dana Incorporated | $1,419,000 | +25.9% | 80,000 | -3.3% | 0.08% | +41.4% |
| EPC | Sell | Edgewell Personal Care Company | $1,171,000 | -3.8% | 26,700 | -18.1% | 0.07% | +7.9% |
| EXP | Sell | EAGLE MATERIALS INC | $1,129,000 | -38.3% | 13,400 | -55.3% | 0.06% | -30.9% |
| ALNY | Sell | ALNYLAM PHARMACEUTICALS INC | $1,121,000 | -22.7% | 12,000 | -39.7% | 0.06% | -13.3% |
| IP | Sell | INTERNATIONAL PAPER CO | $1,087,000 | -75.0% | 23,500 | -78.2% | 0.06% | -72.0% |
| DGX | Sell | Quest Diagnostics Inc | $1,097,000 | -77.2% | 12,200 | -78.9% | 0.06% | -74.7% |
| STT | Sell | State Street Corp | $1,066,000 | -83.0% | 16,200 | -83.7% | 0.06% | -80.9% |
| IPGP | Sell | IPG PHOTONICS CORP | $986,000 | -70.3% | 6,500 | -77.8% | 0.06% | -66.7% |
| THO | Sell | Thor Industries Inc | $979,000 | -66.4% | 15,700 | -72.0% | 0.06% | -62.0% |
| NKTR | Sell | NEKTAR THERAPEUTICS | $967,000 | -9.1% | 28,800 | -11.1% | 0.06% | +1.8% |
| COP | Sell | CONOCOPHILLIPS | $894,000 | -82.7% | 13,400 | -83.8% | 0.05% | -80.5% |
| EMN | Sell | Eastman Chemical Co | $880,000 | -56.8% | 11,600 | -58.4% | 0.05% | -51.4% |
| CFR | Sell | CULLEN/FROST BANKERS INC | $805,000 | -38.1% | 8,300 | -43.9% | 0.05% | -29.9% |
| UMPQ | Sell | Umpqua Holdings Corp | $800,000 | -34.3% | 48,500 | -36.7% | 0.05% | -27.0% |
| WSM | Sell | WILLIAMS-SONOMA INC | $793,000 | -45.2% | 14,100 | -50.9% | 0.05% | -38.7% |
| EQT | Sell | EQT CORP | $765,000 | +5.8% | 36,900 | -3.7% | 0.04% | +18.9% |
| NEBLQ | Sell | NOBLE CORP | $747,000 | -7.8% | 260,300 | -15.8% | 0.04% | +2.4% |
| IRWD | Sell | Ironwood Pharmaceuticals Inc | $687,000 | -1.9% | 50,800 | -24.9% | 0.04% | +11.1% |
| BWXT | Sell | BWX Technologies Inc | $689,000 | -60.1% | 13,900 | -69.2% | 0.04% | -55.1% |
| OSTK | Sell | OVERSTOCK.COM INC | $683,000 | -35.0% | 41,100 | -46.9% | 0.04% | -27.8% |
| SBH | Sell | Sally Beauty Holdings Inc | $677,000 | -61.6% | 36,800 | -64.4% | 0.04% | -57.1% |
| SIG | Sell | Signet Jewelers Ltd | $646,000 | -74.5% | 23,800 | -70.2% | 0.04% | -71.8% |
| DDD | Sell | 3D Systems Corp | $625,000 | -31.0% | 58,178 | -34.7% | 0.04% | -23.4% |
| LEN | Sell | LENNAR CORP | $623,000 | -81.5% | 12,700 | -85.2% | 0.04% | -79.3% |
| CIT | Sell | CIT Group Inc (DEL) | $628,000 | -1.1% | 13,100 | -21.1% | 0.04% | +9.1% |
| JCPNQ | Sell | Penney (JC) Co Inc | $606,000 | -9.4% | 407,356 | -36.7% | 0.04% | 0.0% |
| GRFS | Sell | Grifols S.A. | $581,000 | -5.5% | 28,900 | -13.7% | 0.03% | +6.2% |
| PACW | Sell | Pacwest Bancorp | $534,000 | -20.9% | 14,200 | -30.0% | 0.03% | -11.4% |
| SGMS | Sell | Scientific Games Corp | $514,000 | -65.4% | 25,200 | -69.6% | 0.03% | -61.0% |
| MCD | Sell | MCDONALD'S CORP | $512,000 | -97.0% | 2,700 | -97.2% | 0.03% | -96.6% |
| DXC | Sell | DXC Technology Company | $508,000 | -92.6% | 7,900 | -93.9% | 0.03% | -91.9% |
| BWA | Sell | BORGWARNER INC | $464,000 | -13.1% | 12,100 | -21.4% | 0.03% | -3.6% |
| RDSA | Sell | ROYAL DUTCH SHELL A | $438,000 | -41.7% | 7,000 | -45.7% | 0.02% | -35.9% |
| VFC | Sell | V.F. CORP | $425,000 | -94.3% | 4,900 | -95.3% | 0.02% | -93.5% |
| ICUI | Sell | ICU Medical Inc | $430,000 | -58.4% | 1,800 | -60.0% | 0.02% | -52.8% |
| HRI | Sell | Herc Holdings Inc | $432,000 | +17.1% | 11,100 | -21.8% | 0.02% | +31.6% |
| OIS | Sell | OIL STATES INTERNATIONAL INC | $429,000 | +11.4% | 25,300 | -6.3% | 0.02% | +25.0% |
| INFN | Sell | Infinera Corp | $415,000 | -31.2% | 95,700 | -36.7% | 0.02% | -22.6% |
| HII | Sell | Huntington Ingalls Industries Inc | $352,000 | -87.2% | 1,700 | -88.2% | 0.02% | -85.8% |
| INVA | Sell | Innoviva Inc | $305,000 | -29.4% | 21,800 | -12.1% | 0.02% | -18.2% |
| EXTR | Sell | Extreme Networks Inc | $310,000 | -6.6% | 41,500 | -23.9% | 0.02% | +5.9% |
| ENB | Sell | Enbridge Inc | $319,000 | -43.5% | 8,800 | -51.6% | 0.02% | -37.9% |
| CRZO | Sell | Carrizo Oil & Gas Inc | $314,000 | -67.2% | 25,200 | -70.3% | 0.02% | -63.3% |
| BYD | Sell | BOYD GAMING CORP | $317,000 | -55.1% | 11,600 | -65.9% | 0.02% | -50.0% |
| KRA | Sell | Kraton Corp | $315,000 | +24.5% | 9,800 | -15.5% | 0.02% | +38.5% |
| DNRCQ | Sell | Denbury Resources Inc | $292,000 | -74.4% | 142,800 | -78.6% | 0.02% | -71.2% |
| SBRA | Sell | SABRA HEALTH CARE REIT INC | $295,000 | -69.2% | 15,200 | -73.8% | 0.02% | -65.3% |
| GVA | Sell | Granite Construction Inc | $293,000 | -5.5% | 6,800 | -11.7% | 0.02% | +6.2% |
| CGNX | Sell | Cognex Corp | $289,000 | -55.7% | 5,700 | -66.3% | 0.02% | -50.0% |
| AKS | Sell | AK Steel Holding Corp | $277,000 | -13.2% | 101,000 | -28.8% | 0.02% | 0.0% |
| URI | Sell | United Rentals Inc | $285,000 | -77.6% | 2,500 | -79.8% | 0.02% | -75.8% |
| OMER | Sell | Omeros Corp | $281,000 | -41.9% | 16,228 | -62.7% | 0.02% | -36.0% |
| STNG | Sell | Scorpio Tankers Inc | $265,000 | +93.4% | 13,400 | -82.8% | 0.02% | +114.3% |
| R | Sell | Ryder System Inc | $254,000 | -76.8% | 4,100 | -82.0% | 0.02% | -73.7% |
| TTMI | Sell | TTM TECHNOLOGIES INC | $262,000 | -41.3% | 22,400 | -51.2% | 0.02% | -34.8% |
| AMG | Sell | AFFILIATED MANAGERS GROUP | $246,000 | -90.9% | 2,300 | -91.7% | 0.01% | -89.9% |
| NBIX | Sell | Neurocrine Biosciences Inc | $237,000 | -89.7% | 2,700 | -91.6% | 0.01% | -88.1% |
| BDN | Sell | Brandywine Realty Trust | $242,000 | +15.8% | 15,300 | -6.1% | 0.01% | +27.3% |
| XME | Sell | SPDR S&P Metals & Mining ETF | $246,000 | -89.0% | 8,300 | -90.3% | 0.01% | -87.9% |
| RJF | Sell | RAYMOND JAMES FINANCIAL INC | $241,000 | -66.9% | 3,000 | -69.4% | 0.01% | -63.2% |
| EV | Sell | EATON VANCE CORP | $221,000 | -80.2% | 5,500 | -82.7% | 0.01% | -77.6% |
| ZG | Sell | Zillow Group Inc | $232,000 | -80.8% | 6,800 | -82.3% | 0.01% | -79.0% |
| REGN | Sell | REGENERON PHARMACEUTICALS INC | $205,000 | -79.7% | 500 | -81.5% | 0.01% | -76.9% |
| IIVI | Sell | II-VI Inc | $208,000 | -64.0% | 5,600 | -68.5% | 0.01% | -60.0% |
| KRO | Sell | KRONOS WORLDWIDE INC | $166,000 | +11.4% | 11,900 | -8.5% | 0.01% | +25.0% |
| HPR | Sell | HighPoint Resources Corp Common Stock | $179,000 | -34.7% | 81,000 | -26.4% | 0.01% | -28.6% |
| BLDR | Sell | Builders FirstSource Inc | $168,000 | +4.3% | 12,600 | -14.9% | 0.01% | +25.0% |
| CX | Sell | CEMEX S.A.B. DE C.V. | $78,000 | -78.0% | 16,900 | -77.0% | 0.01% | -72.2% |
| SFUN | Sell | Fang Holdings Limited | $46,000 | -74.3% | 34,700 | -72.3% | 0.00% | -66.7% |
| BTEGF | Sell | Baytex Energy Corp | $39,000 | -79.6% | 23,300 | -78.6% | 0.00% | -80.0% |
| PIR | Exit | PIER 1 IMPORTS INC | $0 | – | -37,200 | -100.0% | -0.00% | – |
| INFI | Exit | Infinity Pharmaceuticals Inc | $0 | – | -15,000 | -100.0% | -0.00% | – |
| HOSSQ | Exit | HORNBECK OFFSHORE SERVICES | $0 | – | -12,700 | -100.0% | -0.00% | – |
| BLDP | Exit | BALLARD POWER SYSTEMS INC | $0 | – | -17,400 | -100.0% | -0.00% | – |
| FTK | Exit | Flotek Industries Inc | $0 | – | -54,900 | -100.0% | -0.00% | – |
| PDLI | Exit | PDL BIOPHARMA INC | $0 | – | -23,100 | -100.0% | -0.00% | – |
| VECO | Exit | VEECO INSTRUMENTS INC | $0 | – | -10,000 | -100.0% | -0.00% | – |
| TK | Exit | TEEKAY CORP | $0 | – | -22,500 | -100.0% | -0.00% | – |
| TWI | Exit | Titan International Inc | $0 | – | -15,100 | -100.0% | -0.00% | – |
| GNCIQ | Exit | GNC Holdings Inc | $0 | – | -33,700 | -100.0% | -0.00% | – |
| OCN | Exit | Ocwen Financial Corp | $0 | – | -53,700 | -100.0% | -0.00% | – |
| CRRTQ | Exit | Carbo Ceramics Inc | $0 | – | -25,200 | -100.0% | -0.00% | – |
| PDS | Exit | Precision Drilling Corp | $0 | – | -39,600 | -100.0% | -0.00% | – |
| FRAN | Exit | Francesca's Holdings Corp | $0 | – | -81,600 | -100.0% | -0.00% | – |
| ERF | Exit | Enerplus Corp | $0 | – | -13,100 | -100.0% | -0.01% | – |
| LYG | Exit | LLOYDS BANKING GROUP PLC-ADR | $0 | – | -38,900 | -100.0% | -0.01% | – |
| LXRX | Exit | Lexicon Pharmaceuticals Inc | $0 | – | -16,900 | -100.0% | -0.01% | – |
| PGNX | Exit | Progenics Pharmaceuticals Inc | $0 | – | -26,000 | -100.0% | -0.01% | – |
| RMBS | Exit | Rambus Inc | $0 | – | -17,900 | -100.0% | -0.01% | – |
| JKS | Exit | JinkoSolar Holding Co Ltd | $0 | – | -14,000 | -100.0% | -0.01% | – |
| YRCW | Exit | YRC WORLDWIDE INC | $0 | – | -42,300 | -100.0% | -0.01% | – |
| VG | Exit | VONAGE HOLDINGS CORP | $0 | – | -18,000 | -100.0% | -0.01% | – |
| VSI | Exit | Vitamin Shoppe Inc | $0 | – | -34,200 | -100.0% | -0.01% | – |
| AVEO | Exit | AVEO Pharmaceuticals Inc | $0 | – | -103,700 | -100.0% | -0.01% | – |
| SEMG | Exit | Semgroup Corp | $0 | – | -13,300 | -100.0% | -0.01% | – |
| RF | Exit | REGIONS FINANCIAL CORP | $0 | – | -14,000 | -100.0% | -0.01% | – |
| BCRX | Exit | BIOCRYST PHARMACEUTICALS INC | $0 | – | -23,800 | -100.0% | -0.01% | – |
| SWM | Exit | SCHWEITZER-MAUDUIT INTERNATIONAL INC | $0 | – | -8,600 | -100.0% | -0.01% | – |
| ADTN | Exit | Adtran Inc | $0 | – | -19,300 | -100.0% | -0.01% | – |
| PTEN | Exit | Patterson-UTI Energy Inc | $0 | – | -20,600 | -100.0% | -0.01% | – |
| CENX | Exit | Century Aluminum Co | $0 | – | -29,600 | -100.0% | -0.01% | – |
| INT | Exit | WORLD FUEL SERVICES CORP | $0 | – | -9,700 | -100.0% | -0.01% | – |
| TDS | Exit | TELEPHONE AND DATA SYSTEMS | $0 | – | -7,300 | -100.0% | -0.01% | – |
| CLH | Exit | Clean Harbors Inc | $0 | – | -4,600 | -100.0% | -0.01% | – |
| SNPS | Exit | Synopsys Inc | $0 | – | -2,700 | -100.0% | -0.01% | – |
| CUZ | Exit | Cousins Properties Inc | $0 | – | -29,600 | -100.0% | -0.01% | – |
| CTB | Exit | COOPER TIRE & RUBBER CO | $0 | – | -7,300 | -100.0% | -0.01% | – |
| EQNR | Exit | Equinor ASA | $0 | – | -11,100 | -100.0% | -0.01% | – |
| RHP | Exit | RYMAN HOSPITALITY PROPERTIES INC | $0 | – | -3,600 | -100.0% | -0.01% | – |
| UCTT | Exit | Ultra Clean Holdings Inc | $0 | – | -30,200 | -100.0% | -0.01% | – |
| PRAA | Exit | Pra Group Inc | $0 | – | -10,300 | -100.0% | -0.01% | – |
| ENLC | Exit | EnLink Midstream LLC | $0 | – | -25,900 | -100.0% | -0.01% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -12,400 | -100.0% | -0.01% | – |
| VEU | Exit | Vanguard FTSE All World Ex US ETF | $0 | – | -5,400 | -100.0% | -0.01% | – |
| DBD | Exit | Diebold Nixdorf | $0 | – | -101,600 | -100.0% | -0.01% | – |
| Y | Exit | Alleghany Corp | $0 | – | -400 | -100.0% | -0.01% | – |
| TREX | Exit | TREX CO INC | $0 | – | -4,200 | -100.0% | -0.01% | – |
| CVE | Exit | Cenovus Energy Inc | $0 | – | -38,000 | -100.0% | -0.01% | – |
| NNN | Exit | NATIONAL RETAIL PROPERTIES | $0 | – | -5,600 | -100.0% | -0.01% | – |
| IBKC | Exit | Iberiabank Corp | $0 | – | -4,300 | -100.0% | -0.01% | – |
| MLNX | Exit | Mellanox Technologies Ltd | $0 | – | -2,900 | -100.0% | -0.01% | – |
| GERN | Exit | Geron Corp | $0 | – | -290,400 | -100.0% | -0.02% | – |
| OHI | Exit | Omega Healthcare Investors Inc | $0 | – | -8,500 | -100.0% | -0.02% | – |
| VRSN | Exit | Verisign Inc | $0 | – | -2,000 | -100.0% | -0.02% | – |
| RYN | Exit | Rayonier Inc | $0 | – | -11,300 | -100.0% | -0.02% | – |
| DEO | Exit | DIAGEO PLC | $0 | – | -2,200 | -100.0% | -0.02% | – |
| BVN | Exit | BUENAVENTURA MINING CO INC | $0 | – | -18,800 | -100.0% | -0.02% | – |
| CACI | Exit | CACI INTERNATIONAL INC | $0 | – | -2,300 | -100.0% | -0.02% | – |
| TCO | Exit | Taubman Centers Inc | $0 | – | -7,300 | -100.0% | -0.02% | – |
| BC | Exit | Brunswick Corp | $0 | – | -7,200 | -100.0% | -0.02% | – |
| AN | Exit | AutoNation Inc | $0 | – | -9,200 | -100.0% | -0.02% | – |
| BKE | Exit | BUCKLE INC (THE) | $0 | – | -17,000 | -100.0% | -0.02% | – |
| RRGB | Exit | RED ROBIN GOURMET BURGERS INC | $0 | – | -12,500 | -100.0% | -0.02% | – |
| ACC | Exit | American Campus Communities Inc | $0 | – | -8,100 | -100.0% | -0.02% | – |
| BECN | Exit | BEACON ROOFING SUPPLY INC | $0 | – | -11,300 | -100.0% | -0.02% | – |
| KEY | Exit | KEYCORP | $0 | – | -24,100 | -100.0% | -0.02% | – |
| USCR | Exit | U S CONCRETE INC | $0 | – | -10,700 | -100.0% | -0.02% | – |
| SEIC | Exit | SEI INVESTMENTS CO | $0 | – | -8,200 | -100.0% | -0.02% | – |
| MASI | Exit | Masimo Corp | $0 | – | -3,400 | -100.0% | -0.02% | – |
| LIVN | Exit | LivaNova PLC | $0 | – | -4,000 | -100.0% | -0.02% | – |
| SAN | Exit | BANCO SANTANDER S.A. | $0 | – | -87,200 | -100.0% | -0.02% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH | $0 | – | -19,100 | -100.0% | -0.02% | – |
| GPRO | Exit | GoPro Inc | $0 | – | -93,800 | -100.0% | -0.02% | – |
| PNW | Exit | Pinnacle West Capital Corp | $0 | – | -4,600 | -100.0% | -0.02% | – |
| DRQ | Exit | Dril-Quip Inc | $0 | – | -13,500 | -100.0% | -0.02% | – |
| PSMT | Exit | Pricesmart Inc | $0 | – | -6,900 | -100.0% | -0.02% | – |
| UDR | Exit | UNITED DOMINION REALTY TRUST INC | $0 | – | -10,200 | -100.0% | -0.02% | – |
| TEN | Exit | Tenneco Inc | $0 | – | -15,200 | -100.0% | -0.02% | – |
| CRI | Exit | Carter's Inc | $0 | – | -4,900 | -100.0% | -0.02% | – |
| CPE | Exit | Callon Petroleum Co | $0 | – | -64,000 | -100.0% | -0.02% | – |
| KAR | Exit | KAR Auction Services Inc | $0 | – | -8,900 | -100.0% | -0.02% | – |
| MGA | Exit | MAGNA INTERNATIONAL INC | $0 | – | -9,300 | -100.0% | -0.02% | – |
| HIW | Exit | HIGHWOODS PROPERTIES INC | $0 | – | -11,100 | -100.0% | -0.02% | – |
| BCE | Exit | BCE Inc | $0 | – | -10,600 | -100.0% | -0.02% | – |
| UIS | Exit | Unisys Corp | $0 | – | -38,300 | -100.0% | -0.02% | – |
| MNTA | Exit | MOMENTA PHARMACEUTICALS INC | $0 | – | -41,200 | -100.0% | -0.02% | – |
| BMA | Exit | Macro Bank Inc | $0 | – | -10,000 | -100.0% | -0.02% | – |
| ILF | Exit | iShares Latin America 40 ETF | $0 | – | -15,100 | -100.0% | -0.02% | – |
| ALKS | Exit | Alkermes PLC | $0 | – | -15,500 | -100.0% | -0.02% | – |
| LL | Exit | Lumber Liquidators Holdings Inc | $0 | – | -48,600 | -100.0% | -0.02% | – |
| TXRH | Exit | TEXAS ROADHOUSE INC | $0 | – | -8,100 | -100.0% | -0.02% | – |
| MFC | Exit | Manulife Financial Corp | $0 | – | -33,600 | -100.0% | -0.02% | – |
| SLV | Exit | ISHARES SILVER TRUST | $0 | – | -35,100 | -100.0% | -0.03% | – |
| DTE | Exit | DTE ENERGY COMPANY | $0 | – | -4,500 | -100.0% | -0.03% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -35,000 | -100.0% | -0.03% | – |
| TDG | Exit | Transdigm Group Inc | $0 | – | -1,500 | -100.0% | -0.03% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -27,300 | -100.0% | -0.03% | – |
| CINF | Exit | CINCINNATI FINANCIAL CORP | $0 | – | -6,900 | -100.0% | -0.03% | – |
| ITUB | Exit | ITAU UNIBANCO BANCO HOLDING SA | $0 | – | -58,700 | -100.0% | -0.03% | – |
| GPK | Exit | GRAPHIC PACKAGING HOLDING CO | $0 | – | -51,300 | -100.0% | -0.03% | – |
| IAC | Exit | IAC/InterActiveCorp | $0 | – | -3,100 | -100.0% | -0.03% | – |
| PRI | Exit | Primerica Inc | $0 | – | -5,900 | -100.0% | -0.03% | – |
| BCS | Exit | BARCLAYS PLC-SPONS ADR | $0 | – | -78,400 | -100.0% | -0.03% | – |
| HFC | Exit | Hollyfrontier Corp | $0 | – | -11,600 | -100.0% | -0.03% | – |
| AOS | Exit | SMITH (A.O.) CORP | $0 | – | -14,400 | -100.0% | -0.03% | – |
| SPNV | Exit | SUPERIOR ENERGY SERVICES INC | $0 | – | -187,500 | -100.0% | -0.03% | – |
| BBVA | Exit | BANCO BILBAO VISCAYA ARGENTARIA S.A. | $0 | – | -119,300 | -100.0% | -0.03% | – |
| FLS | Exit | Flowserve Corp | $0 | – | -17,500 | -100.0% | -0.03% | – |
| ODFL | Exit | OLD DOMINION FREIGHT LINE INC | $0 | – | -5,300 | -100.0% | -0.03% | – |
| O | Exit | Realty Income Corp | $0 | – | -10,500 | -100.0% | -0.03% | – |
| ES | Exit | EVERSOURCE ENERGY | $0 | – | -10,300 | -100.0% | -0.04% | – |
| SGEN | Exit | SEATTLE GENETICS INC | $0 | – | -12,000 | -100.0% | -0.04% | – |
| J | Exit | JACOBS ENGINEERING GROUP INC | $0 | – | -11,600 | -100.0% | -0.04% | – |
| CW | Exit | CURTISS-WRIGHT CORP | $0 | – | -6,700 | -100.0% | -0.04% | – |
| ELLI | Exit | Ellie Mae Inc | $0 | – | -11,100 | -100.0% | -0.04% | – |
| IFF | Exit | INTERNATIONAL FLAVORS & FRAGRANCES INC | $0 | – | -5,200 | -100.0% | -0.04% | – |
| WERN | Exit | Werner Enterprises Inc | $0 | – | -24,000 | -100.0% | -0.04% | – |
| KOS | Exit | Kosmos Energy Ltd | $0 | – | -176,500 | -100.0% | -0.04% | – |
| WFTIQ | Exit | WEATHERFORD INTERNATIONAL PLC | $0 | – | -1,292,060 | -100.0% | -0.04% | – |
| RDSB | Exit | Royal Dutch Shell B | $0 | – | -12,400 | -100.0% | -0.04% | – |
| CHL | Exit | CHINA MOBILE (HONG KONG) LTD | $0 | – | -15,900 | -100.0% | -0.04% | – |
| KBH | Exit | KB Home | $0 | – | -39,900 | -100.0% | -0.04% | – |
| WTFC | Exit | WINTRUST FINANCIAL CORP | $0 | – | -11,300 | -100.0% | -0.04% | – |
| OII | Exit | OCEANEERING INTERNATIONAL INC | $0 | – | -64,700 | -100.0% | -0.04% | – |
| TEL | Exit | TE Connectivity Ltd | $0 | – | -10,300 | -100.0% | -0.04% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -9,000 | -100.0% | -0.04% | – |
| WELL | Exit | Welltower Inc | $0 | – | -12,000 | -100.0% | -0.04% | – |
| ITT | Exit | ITT Inc | $0 | – | -17,100 | -100.0% | -0.04% | – |
| TROW | Exit | T. ROWE PRICE GROUP INC | $0 | – | -9,300 | -100.0% | -0.04% | – |
| STM | Exit | STMICROELECTRONICS N.V. | $0 | – | -61,700 | -100.0% | -0.04% | – |
| MYGN | Exit | Myriad Genetics Inc | $0 | – | -30,300 | -100.0% | -0.04% | – |
| SRCI | Exit | SRC Energy Inc | $0 | – | -190,300 | -100.0% | -0.05% | – |
| HWC | Exit | Hancock Whitney Corp | $0 | – | -25,500 | -100.0% | -0.05% | – |
| AAXJ | Exit | iShares MSCI All Cntry Asia Ex Japan | $0 | – | -14,100 | -100.0% | -0.05% | – |
| AWK | Exit | American Water Works | $0 | – | -9,900 | -100.0% | -0.05% | – |
| CMP | Exit | Compass Minerals International Inc | $0 | – | -21,200 | -100.0% | -0.05% | – |
| OFC | Exit | CORPORATE OFFICE PROPERTIES TRUST | $0 | – | -43,700 | -100.0% | -0.05% | – |
| IART | Exit | Integra LifeSciences Holdings Corp | $0 | – | -20,100 | -100.0% | -0.05% | – |
| CFX | Exit | Colfax Corp | $0 | – | -43,700 | -100.0% | -0.05% | – |
| AIV | Exit | Apartment Investment and Management Co | $0 | – | -21,400 | -100.0% | -0.05% | – |
| PFG | Exit | PRINCIPAL FINANCIAL GROUP INC | $0 | – | -21,000 | -100.0% | -0.05% | – |
| AVB | Exit | AVALONBAY COMMUNITIES INC | $0 | – | -5,600 | -100.0% | -0.05% | – |
| TYL | Exit | Tyler Technologies Inc | $0 | – | -5,200 | -100.0% | -0.05% | – |
| STL | Exit | Sterling Bancorp | $0 | – | -61,400 | -100.0% | -0.05% | – |
| EVR | Exit | Evercore Inc. Class A | $0 | – | -14,500 | -100.0% | -0.05% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING INC | $0 | – | -109,100 | -100.0% | -0.05% | – |
| MEOH | Exit | Methanex Corp | $0 | – | -22,000 | -100.0% | -0.06% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N.V. | $0 | – | -30,600 | -100.0% | -0.06% | – |
| MDCO | Exit | The Medicines Co | $0 | – | -55,300 | -100.0% | -0.06% | – |
| ING | Exit | ING GROEP N.V.-SPONSORED ADR | $0 | – | -104,500 | -100.0% | -0.06% | – |
| PZZA | Exit | PAPA JOHN'S INTERNATIONAL INC | $0 | – | -27,900 | -100.0% | -0.06% | – |
| CIEN | Exit | Ciena Corp | $0 | – | -33,100 | -100.0% | -0.06% | – |
| BLKB | Exit | BLACKBAUD INC | $0 | – | -18,600 | -100.0% | -0.06% | – |
| JCI | Exit | Johnson Controls Inc | $0 | – | -40,500 | -100.0% | -0.06% | – |
| VMW | Exit | Vmware Inc | $0 | – | -8,900 | -100.0% | -0.06% | – |
| SCCO | Exit | SOUTHERN COPPER CORP | $0 | – | -39,800 | -100.0% | -0.06% | – |
| ESS | Exit | ESSEX PROPERTY TRUST INC | $0 | – | -5,200 | -100.0% | -0.07% | – |
| EQR | Exit | Equity Residential | $0 | – | -19,600 | -100.0% | -0.07% | – |
| ASB | Exit | ASSOCIATED BANC-CORP | $0 | – | -66,600 | -100.0% | -0.07% | – |
| CS | Exit | CREDIT SUISSE GROUP-SPON ADR | $0 | – | -123,700 | -100.0% | -0.07% | – |
| MPW | Exit | Medical Properties Trust Inc | $0 | – | -85,700 | -100.0% | -0.07% | – |
| LDOS | Exit | Leidos Holdings Inc | $0 | – | -26,000 | -100.0% | -0.07% | – |
| HAIN | Exit | THE HAIN CELESTIAL GROUP INC | $0 | – | -88,300 | -100.0% | -0.07% | – |
| CNQ | Exit | CANADIAN NATURAL RESOURCES LTD | $0 | – | -58,300 | -100.0% | -0.07% | – |
| WCG | Exit | WellCare Health Plans Inc | $0 | – | -6,100 | -100.0% | -0.07% | – |
| CBRL | Exit | CRACKER BARREL OLD COUNTRY STORE INC | $0 | – | -9,400 | -100.0% | -0.08% | – |
| ANSS | Exit | Ansys Inc | $0 | – | -10,600 | -100.0% | -0.08% | – |
| ITB | Exit | iShares U.S. Home Construction ETF | $0 | – | -50,300 | -100.0% | -0.08% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -13,200 | -100.0% | -0.08% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -431,600 | -100.0% | -0.08% | – |
| SAP | Exit | Sap Ae Drc | $0 | – | -15,300 | -100.0% | -0.08% | – |
| EMR | Exit | Emerson Electric Co | $0 | – | -26,100 | -100.0% | -0.08% | – |
| QEP | Exit | QEP Resources Inc | $0 | – | -274,100 | -100.0% | -0.08% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -772,400 | -100.0% | -0.08% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -52,900 | -100.0% | -0.08% | – |
| CLB | Exit | CORE LABORATORIES N.V. | $0 | – | -27,200 | -100.0% | -0.08% | – |
| SPB | Exit | Spectrum Brands Holdings | $0 | – | -38,900 | -100.0% | -0.08% | – |
| CBOE | Exit | Cboe Global Markets Inc | $0 | – | -17,100 | -100.0% | -0.09% | – |
| ULTI | Exit | THE ULTIMATE SOFTWARE GROUP INC | $0 | – | -6,900 | -100.0% | -0.09% | – |
| SM | Exit | Sm Energy Co | $0 | – | -111,500 | -100.0% | -0.09% | – |
| VGT | Exit | Vanguard Information Tech ETF - DNQ | $0 | – | -10,300 | -100.0% | -0.09% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -14,900 | -100.0% | -0.09% | – |
| LBTYA | Exit | Liberty Global plc cl A | $0 | – | -85,700 | -100.0% | -0.09% | – |
| TS | Exit | TENARIS S.A. | $0 | – | -85,500 | -100.0% | -0.09% | – |
| COHR | Exit | Coherent Inc | $0 | – | -17,400 | -100.0% | -0.10% | – |
| SAVE | Exit | Spirit Airlines Inc | $0 | – | -31,700 | -100.0% | -0.10% | – |
| DUK | Exit | Duke Energy Corp | $0 | – | -21,600 | -100.0% | -0.10% | – |
| WEX | Exit | Wex Inc | $0 | – | -13,300 | -100.0% | -0.10% | – |
| HLF | Exit | Herbalife Nutrition Ltd | $0 | – | -32,000 | -100.0% | -0.10% | – |
| AZPN | Exit | ASPEN TECHNOLOGY INC | $0 | – | -22,900 | -100.0% | -0.10% | – |
| HCP | Exit | HCP Inc | $0 | – | -68,000 | -100.0% | -0.10% | – |
| XRAY | Exit | DENTSPLY SIRONA INC | $0 | – | -53,600 | -100.0% | -0.10% | – |
| XHB | Exit | SPDR S&P Homebuilders ETF | $0 | – | -62,600 | -100.0% | -0.10% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -15,900 | -100.0% | -0.11% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -32,300 | -100.0% | -0.11% | – |
| IWF | Exit | ISHARES RUSSELL 1000 GROWTH ETF | $0 | – | -15,900 | -100.0% | -0.11% | – |
| DB | Exit | DEUTSCHE BANK AG-REGISTERED | $0 | – | -256,300 | -100.0% | -0.11% | – |
| PBRA | Exit | PETROLEO BRASILEIRO SA PETROSPONSORE | $0 | – | -181,800 | -100.0% | -0.11% | – |
| OASPQ | Exit | Oasis Petroleum Inc | $0 | – | -386,300 | -100.0% | -0.11% | – |
| MAS | Exit | MASCO CORP | $0 | – | -74,100 | -100.0% | -0.11% | – |
| LGND | Exit | LIGAND PHARMACEUTICALS INC COM NEW | $0 | – | -16,200 | -100.0% | -0.11% | – |
| FDN | Exit | First Trust DJ Internet Index Fund | $0 | – | -19,100 | -100.0% | -0.12% | – |
| MLM | Exit | Martin Marietta Materials Inc | $0 | – | -13,000 | -100.0% | -0.12% | – |
| HUBB | Exit | Hubbell Inc Cl B | $0 | – | -22,400 | -100.0% | -0.12% | – |
| CHK | Exit | Chesapeake Energy Corp | $0 | – | -1,073,900 | -100.0% | -0.12% | – |
| SNV | Exit | SYNOVUS FINANCIAL CORP | $0 | – | -70,300 | -100.0% | -0.12% | – |
| SSNC | Exit | SS&C Technologies Holdings Inc | $0 | – | -50,500 | -100.0% | -0.12% | – |
| CPRT | Exit | Copart Inc | $0 | – | -47,800 | -100.0% | -0.12% | – |
| SHPG | Exit | Shire plc | $0 | – | -13,500 | -100.0% | -0.12% | – |
| SRCL | Exit | Stericycle Inc | $0 | – | -63,900 | -100.0% | -0.12% | – |
| FCX | Exit | FREEPORT-MCMORAN INC | $0 | – | -232,900 | -100.0% | -0.12% | – |
| BKR | Exit | Baker Hughes Class A | $0 | – | -111,600 | -100.0% | -0.12% | – |
| WLL | Exit | Whiting Petroleum Corp | $0 | – | -107,500 | -100.0% | -0.13% | – |
| XLNX | Exit | Xilinx Inc | $0 | – | -28,800 | -100.0% | -0.13% | – |
| RSG | Exit | REPUBLIC SERVICES INC | $0 | – | -34,400 | -100.0% | -0.13% | – |
| PNC | Exit | PNC Financial Services Group | $0 | – | -21,300 | -100.0% | -0.13% | – |
| WLTW | Exit | Willis Towers Watson Public Ltd Company | $0 | – | -16,800 | -100.0% | -0.13% | – |
| ECL | Exit | Ecolab Inc | $0 | – | -17,700 | -100.0% | -0.14% | – |
| HD | Exit | HOME DEPOT INC (THE) | $0 | – | -15,300 | -100.0% | -0.14% | – |
| CME | Exit | CME Group Inc | $0 | – | -14,200 | -100.0% | -0.14% | – |
| FLR | Exit | FLUOR CORP | $0 | – | -84,000 | -100.0% | -0.14% | – |
| BP | Exit | BP P.L.C. | $0 | – | -71,600 | -100.0% | -0.14% | – |
| LKQ | Exit | LKQ Corp | $0 | – | -115,200 | -100.0% | -0.14% | – |
| FTI | Exit | TechnipFMC plc Ordinary Share | $0 | – | -142,300 | -100.0% | -0.14% | – |
| RIG | Exit | Transocean Ltd | $0 | – | -405,400 | -100.0% | -0.14% | – |
| VMC | Exit | VULCAN MATERIALS CO | $0 | – | -28,600 | -100.0% | -0.15% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -3,400 | -100.0% | -0.15% | – |
| ERX | Exit | Direxion Energy Bull 3X Shares | $0 | – | -196,900 | -100.0% | -0.15% | – |
| LBTYK | Exit | Liberty Global plc | $0 | – | -147,000 | -100.0% | -0.16% | – |
| PKG | Exit | PACKAGING CORP OF AMERICA | $0 | – | -36,400 | -100.0% | -0.16% | – |
| SPGI | Exit | S&P GLOBAL INC | $0 | – | -18,100 | -100.0% | -0.16% | – |
| VUG | Exit | Vanguard Growth ETF - DNQ | $0 | – | -23,100 | -100.0% | -0.16% | – |
| JKHY | Exit | JACK HENRY & ASSOCIATES INC | $0 | – | -24,600 | -100.0% | -0.16% | – |
| TAL | Exit | TAL Education Group American Depositary | $0 | – | -120,300 | -100.0% | -0.17% | – |
| FEZ | Exit | SPDR DJ EURO STOXX 50 ETF | $0 | – | -97,300 | -100.0% | -0.17% | – |
| BIDU | Exit | Baidu Inc | $0 | – | -20,700 | -100.0% | -0.17% | – |
| AMRN | Exit | AMARIN CORP PLC | $0 | – | -267,000 | -100.0% | -0.19% | – |
| NFX | Exit | Newfield Exploration Co | $0 | – | -247,600 | -100.0% | -0.19% | – |
| SU | Exit | SUNCOR ENERGY INC | $0 | – | -133,200 | -100.0% | -0.19% | – |
| IVZ | Exit | INVESCO PLC | $0 | – | -236,700 | -100.0% | -0.20% | – |
| EIX | Exit | EDISON INTERNATIONAL | $0 | – | -70,300 | -100.0% | -0.21% | – |
| EDU | Exit | New Oriental Education & Tech Group Inc | $0 | – | -77,200 | -100.0% | -0.22% | – |
| BR | Exit | Broadridge Financial Solutions Inc | $0 | – | -48,400 | -100.0% | -0.24% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -837,900 | -100.0% | -0.25% | – |
| BTI | Exit | British American Tobacco Industries | $0 | – | -152,700 | -100.0% | -0.25% | – |
| PBR | Exit | PETROLEO BRASILEIRO S.A.- PETROBRAS | $0 | – | -383,100 | -100.0% | -0.26% | – |
| ALGN | Exit | ALIGN TECHNOLOGY INC | $0 | – | -24,300 | -100.0% | -0.26% | – |
| NBL | Exit | Noble Energy Inc | $0 | – | -274,100 | -100.0% | -0.26% | – |
| APA | Exit | Apache Corp | $0 | – | -196,200 | -100.0% | -0.27% | – |
| WMT | Exit | Walmart Inc | $0 | – | -55,600 | -100.0% | -0.27% | – |
| LH | Exit | Laboratory Corp of America Holdings | $0 | – | -41,400 | -100.0% | -0.27% | – |
| HES | Exit | Hess Corp | $0 | – | -129,100 | -100.0% | -0.27% | – |
| WY | Exit | Weyerhaeuser Co | $0 | – | -241,400 | -100.0% | -0.27% | – |
| EBAY | Exit | eBay Inc | $0 | – | -197,000 | -100.0% | -0.28% | – |
| BLL | Exit | Ball Corp | $0 | – | -124,500 | -100.0% | -0.30% | – |
| EFX | Exit | EQUIFAX INC | $0 | – | -65,200 | -100.0% | -0.31% | – |
| BUD | Exit | Anheuser-Busch Inbev SA | $0 | – | -94,200 | -100.0% | -0.32% | – |
| AMAT | Exit | Applied Materials Inc | $0 | – | -197,900 | -100.0% | -0.33% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -453,700 | -100.0% | -0.34% | – |
| EWG | Exit | ISHARES MSCI GERMANY INDEX FUND | $0 | – | -261,400 | -100.0% | -0.34% | – |
| CAG | Exit | ConAgra Brands Inc | $0 | – | -316,600 | -100.0% | -0.35% | – |
| TIF | Exit | Tiffany & Co. | $0 | – | -85,300 | -100.0% | -0.35% | – |
| PM | Exit | Philip Morris International Inc | $0 | – | -107,166 | -100.0% | -0.37% | – |
| AGN | Exit | Allergan Plc | $0 | – | -54,400 | -100.0% | -0.38% | – |
| VLO | Exit | Valero Energy Corp | $0 | – | -97,700 | -100.0% | -0.38% | – |
| XLK | Exit | SPDR S&P Technology ETF | $0 | – | -119,200 | -100.0% | -0.38% | – |
| VGK | Exit | Vanguard FTSEEuropean ETF | $0 | – | -155,700 | -100.0% | -0.39% | – |
| TGT | Exit | TARGET CORP | $0 | – | -116,600 | -100.0% | -0.40% | – |
| MA | Exit | Mastercard Incorp Common Stock | $0 | – | -42,600 | -100.0% | -0.41% | – |
| IEFA | Exit | iShares Core MSCI EAFE ETF | $0 | – | -147,400 | -100.0% | -0.42% | – |
| DWDP | Exit | Dowdupont Inc | $0 | – | -154,300 | -100.0% | -0.43% | – |
| DVN | Exit | DEVON ENERGY CORP | $0 | – | -378,200 | -100.0% | -0.44% | – |
| EZU | Exit | iShares MSCI Eurozone ETF | $0 | – | -260,800 | -100.0% | -0.47% | – |
| XRT | Exit | SPDR S&P Retail ETF | $0 | – | -228,000 | -100.0% | -0.48% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -184,300 | -100.0% | -0.49% | – |
| TJX | Exit | TJX COMPANIES INC (THE) | $0 | – | -220,600 | -100.0% | -0.51% | – |
| RTN | Exit | Raytheon Co | $0 | – | -68,000 | -100.0% | -0.54% | – |
| T | Exit | AT&T Inc | $0 | – | -367,800 | -100.0% | -0.54% | – |
| XBI | Exit | SPDR S&P Biotech ETF | $0 | – | -148,300 | -100.0% | -0.55% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -108,300 | -100.0% | -0.55% | – |
| AMT | Exit | AMERICAN TOWER CORP (REIT) | $0 | – | -69,800 | -100.0% | -0.57% | – |
| MO | Exit | Altria Group | $0 | – | -236,100 | -100.0% | -0.60% | – |
| OIH | Exit | VanEck Vect Oil Services ETF | $0 | – | -851,200 | -100.0% | -0.62% | – |
| GE | Exit | General Electric Co | $0 | – | -1,641,900 | -100.0% | -0.64% | – |
| EWZ | Exit | iShares MSCI Brazil ETF | $0 | – | -358,500 | -100.0% | -0.71% | – |
| ATVI | Exit | Activision Blizzard Inc | $0 | – | -330,300 | -100.0% | -0.79% | – |
| VEA | Exit | Vanguard FTSE Developed Markets ETF | $0 | – | -418,100 | -100.0% | -0.80% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -203,200 | -100.0% | -0.83% | – |
| KO | Exit | COCA-COLA CO (THE) | $0 | – | -354,900 | -100.0% | -0.87% | – |
| IBM | Exit | International Business Machines Corp | $0 | – | -156,800 | -100.0% | -0.92% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC (THE) | $0 | – | -122,100 | -100.0% | -1.05% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -193,400 | -100.0% | -1.06% | – |
| XLY | Exit | Consumer Discretionary Select Sector SPD | $0 | – | -231,700 | -100.0% | -1.18% | – |
| EFA | Exit | ISHARES MSCI EAFE ETF | $0 | – | -419,800 | -100.0% | -1.27% | – |
| SPY | Exit | SPDR S&P 500 ETF | $0 | – | -118,100 | -100.0% | -1.52% | – |
| GLD | Exit | SPDR Gold Trust | $0 | – | -315,500 | -100.0% | -1.97% | – |
| XOP | Exit | SPDR S&P Oil & Gas Explor & Product | $0 | – | -2,378,900 | -100.0% | -3.26% | – |
| XLE | Exit | SPDR Energy Select Sector Fund | $0 | – | -1,531,500 | -100.0% | -4.53% | – |
| AAPL | Exit | Apple Inc | $0 | – | -574,000 | -100.0% | -4.67% | – |
| NVDA | Exit | Nvidia Corp | $0 | – | -688,100 | -100.0% | -4.74% | – |
| IWM | Exit | ISHARES RUSSELL 2000 ETF | $0 | – | -822,700 | -100.0% | -5.68% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-05-15
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.