$1.23 Billion is the total value of Quantitative Investment Management, LLC's 440 reported holdings in Q4 2020. The portfolio turnover from Q3 2020 to Q4 2020 was 73.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AMD | Sell | ADVANCED MICRO DEVICES INC | $46,403,000 | -16.5% | 505,983 | -25.4% | 3.76% | -22.3% |
| XLU | Sell | SPDR S&P Utilities ETF | $36,484,000 | -6.9% | 581,896 | -11.8% | 2.96% | -13.3% |
| BA | Sell | BOEING CO (THE) | $26,191,000 | +1.8% | 122,356 | -21.4% | 2.12% | -5.2% |
| XLE | Sell | SPDR Energy Select Sector Fund | $21,865,000 | +23.1% | 576,922 | -2.7% | 1.77% | +14.6% |
| FXI | Sell | iShares China Large-Cap ETF | $18,147,000 | -6.8% | 390,849 | -15.7% | 1.47% | -13.2% |
| BABA | Sell | Alibaba Group Holding Ltd | $14,026,000 | -31.9% | 60,269 | -14.0% | 1.14% | -36.6% |
| FE | Sell | FirstEnergy Corp | $8,562,000 | -28.5% | 279,715 | -32.9% | 0.69% | -33.4% |
| JNJ | Sell | Johnson & Johnson | $7,009,000 | -24.0% | 44,538 | -28.1% | 0.57% | -29.2% |
| NFLX | Sell | NETFLIX INC | $6,887,000 | -59.0% | 12,738 | -62.1% | 0.56% | -61.9% |
| ULTA | Sell | Ulta Beauty Inc | $6,085,000 | +8.1% | 21,193 | -15.7% | 0.49% | +0.6% |
| WFC | Sell | Wells Fargo & Co | $3,856,000 | -70.1% | 127,780 | -76.7% | 0.31% | -72.2% |
| ABMD | Sell | Abiomed Inc | $3,703,000 | +3.8% | 11,423 | -11.3% | 0.30% | -3.2% |
| SO | Sell | SOUTHERN CO (THE) | $3,509,000 | -58.1% | 57,129 | -63.0% | 0.28% | -61.0% |
| CVX | Sell | CHEVRON CORP | $3,418,000 | -40.9% | 40,475 | -49.6% | 0.28% | -44.9% |
| HTHT | Sell | Huazhu Grp Ltd ADS | $3,336,000 | -0.1% | 74,097 | -4.0% | 0.27% | -6.9% |
| ED | Sell | Consolidated Edison Inc | $3,094,000 | -42.4% | 42,820 | -38.0% | 0.25% | -46.3% |
| RCL | Sell | Royal Caribbean Cruises Ltd | $3,092,000 | -59.4% | 41,405 | -64.8% | 0.25% | -62.3% |
| MNST | Sell | MONSTER BEVERAGE CORP | $2,595,000 | -65.7% | 28,065 | -70.2% | 0.21% | -68.1% |
| COP | Sell | CONOCOPHILLIPS | $2,355,000 | -10.9% | 58,911 | -26.8% | 0.19% | -17.0% |
| BDX | Sell | BECTON DICKINSON AND CO | $2,183,000 | -86.3% | 8,728 | -87.2% | 0.18% | -87.2% |
| SPR | Sell | Spirit Aerosystems Holdings Inc | $2,136,000 | +12.7% | 54,655 | -45.5% | 0.17% | +4.8% |
| TCOM | Sell | Trip.com Group Ltd | $2,044,000 | -47.3% | 60,616 | -51.3% | 0.17% | -50.7% |
| JAZZ | Sell | Jazz Pharmaceuticals plc | $1,752,000 | -58.6% | 10,617 | -64.2% | 0.14% | -61.4% |
| AEE | Sell | Ameren Corp | $1,699,000 | -52.8% | 21,778 | -52.1% | 0.14% | -55.9% |
| NRZ | Sell | New Residential Investment Corp | $1,677,000 | -29.7% | 168,798 | -43.8% | 0.14% | -34.6% |
| JKS | Sell | JinkoSolar Holding Co Ltd | $1,684,000 | -51.7% | 27,226 | -69.0% | 0.14% | -55.3% |
| BLL | Sell | Ball Corp | $1,560,000 | -16.9% | 16,746 | -25.9% | 0.13% | -22.7% |
| OLED | Sell | Universal Display Corp | $1,423,000 | -15.8% | 6,194 | -33.8% | 0.12% | -21.8% |
| EQR | Sell | Equity Residential | $1,387,000 | -30.3% | 23,407 | -39.6% | 0.11% | -35.3% |
| MSI | Sell | Motorola Solutions Inc | $1,363,000 | -47.1% | 8,016 | -51.2% | 0.11% | -50.9% |
| AIG | Sell | AMERICAN INTL GROUP INC COM NEW | $1,360,000 | +10.1% | 35,925 | -19.9% | 0.11% | +2.8% |
| VLO | Sell | Valero Energy Corp | $1,259,000 | -70.6% | 22,260 | -77.4% | 0.10% | -72.6% |
| UDR | Sell | UNITED DOMINION REALTY TRUST INC | $1,252,000 | -34.6% | 32,597 | -44.4% | 0.10% | -39.2% |
| OXY | Sell | OCCIDENTAL PETROLEUM CORP | $1,227,000 | -86.9% | 70,885 | -92.4% | 0.10% | -87.8% |
| SYNA | Sell | SYNAPTICS INC | $1,193,000 | -13.6% | 12,378 | -27.9% | 0.10% | -19.2% |
| BERY | Sell | Berry Global Group Inc | $1,188,000 | -29.6% | 21,147 | -39.5% | 0.10% | -34.7% |
| PFE | Sell | Pfizer Inc | $1,178,000 | -95.1% | 32,025 | -95.1% | 0.10% | -95.4% |
| ARWR | Sell | Arrowhead Pharmaceuticals Inc | $1,037,000 | -43.8% | 13,516 | -68.5% | 0.08% | -47.8% |
| FMX | Sell | Fomento Economico Mexicano S.A.B. de CV | $929,000 | +2.9% | 12,266 | -23.7% | 0.08% | -5.1% |
| YY | Sell | JOYY Inc | $897,000 | -54.6% | 11,220 | -54.2% | 0.07% | -57.6% |
| RE | Sell | Everest Re Group Ltd | $860,000 | -36.0% | 3,676 | -46.0% | 0.07% | -40.2% |
| OKE | Sell | ONEOK Inc | $853,000 | -83.3% | 22,251 | -88.7% | 0.07% | -84.4% |
| H | Sell | Hyatt Hotels Corp | $840,000 | +14.0% | 11,321 | -18.1% | 0.07% | +6.2% |
| TECK | Sell | Teck Resources Ltd | $788,000 | -67.6% | 43,429 | -75.2% | 0.06% | -69.8% |
| XRX | Sell | Xerox Holdings Corporation | $710,000 | -51.4% | 30,640 | -60.7% | 0.06% | -54.3% |
| PODD | Sell | Insulet Corp | $676,000 | -67.5% | 2,647 | -69.9% | 0.06% | -69.6% |
| FLT | Sell | FleetCor Technologies Inc | $672,000 | -75.4% | 2,466 | -78.5% | 0.05% | -77.3% |
| SRCL | Sell | Stericycle Inc | $635,000 | -37.4% | 9,172 | -43.0% | 0.05% | -42.0% |
| AMCX | Sell | AMC Networks Inc | $584,000 | -29.2% | 16,347 | -51.1% | 0.05% | -34.7% |
| CSIQ | Sell | Canadian Solar Inc | $560,000 | -39.7% | 10,932 | -58.7% | 0.04% | -44.4% |
| OGE | Sell | OGE Energy Corp | $543,000 | -32.5% | 17,051 | -36.4% | 0.04% | -37.1% |
| ANF | Sell | ABERCROMBIE & FITCH CO | $501,000 | -64.4% | 24,608 | -75.6% | 0.04% | -66.4% |
| ENV | Sell | Envestnet Inc | $492,000 | +1.9% | 5,983 | -4.6% | 0.04% | -4.8% |
| MRO | Sell | MARATHON OIL CORP | $493,000 | -1.6% | 73,986 | -39.6% | 0.04% | -9.1% |
| EPR | Sell | EPR PROPERTIES | $476,000 | -8.1% | 14,664 | -22.2% | 0.04% | -13.3% |
| RDSA | Sell | ROYAL DUTCH SHELL A | $471,000 | -93.0% | 13,429 | -95.0% | 0.04% | -93.5% |
| POR | Sell | Portland General Electric Co | $451,000 | -63.9% | 10,545 | -70.1% | 0.04% | -66.1% |
| ICPT | Sell | Intercept Pharmaceuticals Inc | $428,000 | -66.8% | 17,363 | -44.2% | 0.04% | -68.8% |
| APA | Sell | Apache Corp | $419,000 | -46.3% | 29,557 | -64.1% | 0.03% | -50.0% |
| RDSB | Sell | Royal Dutch Shell B | $399,000 | -91.8% | 11,886 | -94.1% | 0.03% | -92.5% |
| CL | Sell | Colgate-Palmolive Co | $391,000 | -68.8% | 4,583 | -71.8% | 0.03% | -70.6% |
| NOC | Sell | Northrop Grumman Corp | $356,000 | -90.0% | 1,169 | -89.6% | 0.03% | -90.6% |
| HIW | Sell | HIGHWOODS PROPERTIES INC | $358,000 | -38.9% | 9,047 | -48.2% | 0.03% | -43.1% |
| INFN | Sell | Infinera Corp | $349,000 | -24.1% | 33,351 | -55.4% | 0.03% | -30.0% |
| INSM | Sell | Insmed Inc | $306,000 | -74.6% | 9,206 | -75.4% | 0.02% | -76.2% |
| RJF | Sell | RAYMOND JAMES FINANCIAL INC | $309,000 | -59.1% | 3,240 | -68.9% | 0.02% | -62.1% |
| PBCT | Sell | PEOPLE'S UNITED FINANCIAL INC | $291,000 | -65.9% | 22,521 | -72.8% | 0.02% | -67.6% |
| STE | Sell | STERIS PLC | $279,000 | -91.3% | 1,473 | -91.9% | 0.02% | -91.8% |
| MTOR | Sell | Meritor Inc | $270,000 | +4.2% | 9,694 | -21.7% | 0.02% | -4.3% |
| HR | Sell | Healthcare Realty Trust Inc | $268,000 | -39.5% | 9,081 | -38.4% | 0.02% | -43.6% |
| V | Sell | VISA Inc | $241,000 | -97.1% | 1,104 | -97.3% | 0.02% | -97.2% |
| CMS | Sell | CMS ENERGY CORP | $235,000 | -90.8% | 3,860 | -90.7% | 0.02% | -91.4% |
| RPAI | Sell | Retail Properties of America Inc | $196,000 | +28.9% | 22,901 | -12.8% | 0.02% | +23.1% |
| UHAL | Sell | Amerco | $203,000 | -28.8% | 449 | -44.1% | 0.02% | -36.0% |
| STNG | Sell | Scorpio Tankers Inc | $175,000 | -82.8% | 15,645 | -83.0% | 0.01% | -84.1% |
| DHC | Sell | Diver Healthcare Tr Common Shares of Ben | $62,000 | -13.9% | 15,192 | -25.8% | 0.01% | -16.7% |
| PSEC | Exit | Prospect Capital Corp | $0 | – | -10,178 | -100.0% | -0.00% | – |
| BBVA | Exit | BANCO BILBAO VISCAYA ARGENTARIA S.A. | $0 | – | -23,164 | -100.0% | -0.01% | – |
| VLY | Exit | VALLEY NATIONAL BANCORP | $0 | – | -10,712 | -100.0% | -0.01% | – |
| YRCW | Exit | YRC WORLDWIDE INC | $0 | – | -23,612 | -100.0% | -0.01% | – |
| SBS | Exit | Co Saneamento ADS | $0 | – | -12,917 | -100.0% | -0.01% | – |
| SLM | Exit | SLM Corp | $0 | – | -13,105 | -100.0% | -0.01% | – |
| SAN | Exit | BANCO SANTANDER S.A. | $0 | – | -62,783 | -100.0% | -0.01% | – |
| GME | Exit | GAMESTOP CORP | $0 | – | -13,244 | -100.0% | -0.01% | – |
| BOH | Exit | Bank of Hawaii Corp | $0 | – | -3,964 | -100.0% | -0.02% | – |
| ACGL | Exit | Arch Capital Group Ltd | $0 | – | -7,031 | -100.0% | -0.02% | – |
| CBSH | Exit | Commerce Bancshares Inc | $0 | – | -3,775 | -100.0% | -0.02% | – |
| IAG | Exit | Iamgold Corp | $0 | – | -52,866 | -100.0% | -0.02% | – |
| EVR | Exit | Evercore Inc. Class A | $0 | – | -3,245 | -100.0% | -0.02% | – |
| FHI | Exit | Federated Hermes Inc | $0 | – | -10,326 | -100.0% | -0.02% | – |
| NJR | Exit | NEWJERSEY RESOURCES CORP | $0 | – | -8,108 | -100.0% | -0.02% | – |
| J | Exit | JACOBS ENGINEERING GROUP INC | $0 | – | -2,317 | -100.0% | -0.02% | – |
| HES | Exit | Hess Corp | $0 | – | -5,492 | -100.0% | -0.02% | – |
| WCC | Exit | WESCO INTERNATIONAL INC | $0 | – | -5,247 | -100.0% | -0.02% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -4,146 | -100.0% | -0.02% | – |
| MT | Exit | ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH | $0 | – | -17,029 | -100.0% | -0.02% | – |
| NGG | Exit | National Grid Transco PLC | $0 | – | -4,076 | -100.0% | -0.02% | – |
| PDM | Exit | Piedmont Office Realty Trust Inc | $0 | – | -17,998 | -100.0% | -0.02% | – |
| TECH | Exit | BIO-TECHNE CORP | $0 | – | -1,013 | -100.0% | -0.02% | – |
| KMPR | Exit | KEMPER CORP | $0 | – | -3,802 | -100.0% | -0.02% | – |
| LECO | Exit | LINCOLN ELECTRIC HOLDINGS INC | $0 | – | -2,859 | -100.0% | -0.02% | – |
| RBA | Exit | RITCHIE BROS. AUCTIONEERS INC | $0 | – | -4,654 | -100.0% | -0.02% | – |
| MTB | Exit | M&T Bank Corp | $0 | – | -3,025 | -100.0% | -0.02% | – |
| HAE | Exit | Haemonetics Corp | $0 | – | -3,212 | -100.0% | -0.02% | – |
| STWD | Exit | Starwood Property Trust Inc | $0 | – | -18,877 | -100.0% | -0.02% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -9,708 | -100.0% | -0.03% | – |
| EME | Exit | Emcor Group Inc | $0 | – | -4,460 | -100.0% | -0.03% | – |
| DFS | Exit | Discover Financial Services | $0 | – | -5,215 | -100.0% | -0.03% | – |
| ALE | Exit | Allete Inc | $0 | – | -6,013 | -100.0% | -0.03% | – |
| CACC | Exit | Credit Acceptance Corp | $0 | – | -924 | -100.0% | -0.03% | – |
| SM | Exit | Sm Energy Co | $0 | – | -201,478 | -100.0% | -0.03% | – |
| NG | Exit | NOVAGOLD RESOURCES INC | $0 | – | -26,816 | -100.0% | -0.03% | – |
| BIO | Exit | BIO-RAD LABORATORIES-A | $0 | – | -626 | -100.0% | -0.03% | – |
| BITA | Exit | Bitauto Holdings Ltd | $0 | – | -21,193 | -100.0% | -0.03% | – |
| SIVB | Exit | SVB FINANCIAL GROUP | $0 | – | -1,404 | -100.0% | -0.03% | – |
| VCRA | Exit | Vocera Communications Inc | $0 | – | -11,410 | -100.0% | -0.03% | – |
| KWR | Exit | QUAKER CHEMICAL CORP | $0 | – | -1,910 | -100.0% | -0.03% | – |
| EMR | Exit | Emerson Electric Co | $0 | – | -5,311 | -100.0% | -0.03% | – |
| CUB | Exit | Cubic Corp | $0 | – | -5,984 | -100.0% | -0.03% | – |
| NEO | Exit | NEOGENOMICS INC | $0 | – | -9,653 | -100.0% | -0.03% | – |
| VCEL | Exit | VERICEL CORP | $0 | – | -19,527 | -100.0% | -0.03% | – |
| KNDI | Exit | Kandi Technologies Group Inc | $0 | – | -59,637 | -100.0% | -0.03% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -17,302 | -100.0% | -0.03% | – |
| ASH | Exit | Ashland Global Holdings Inc | $0 | – | -5,138 | -100.0% | -0.03% | – |
| SJI | Exit | SOUTH JERSEY INDUSTRIES INC | $0 | – | -19,475 | -100.0% | -0.03% | – |
| SOHU | Exit | Sohucom Ltd ADR | $0 | – | -19,305 | -100.0% | -0.03% | – |
| TTEK | Exit | Tetra Tech Inc | $0 | – | -3,954 | -100.0% | -0.03% | – |
| TCF | Exit | TCF Financial Corp | $0 | – | -16,246 | -100.0% | -0.03% | – |
| PBI | Exit | Pitney Bowes Inc | $0 | – | -71,615 | -100.0% | -0.03% | – |
| MDRX | Exit | Allscripts Healthcare Solutions Inc | $0 | – | -48,116 | -100.0% | -0.03% | – |
| CASY | Exit | CASEYS GENERAL STORES INC | $0 | – | -2,194 | -100.0% | -0.03% | – |
| IYF | Exit | ISHARES U.S. FINANCIAL ETF | $0 | – | -3,601 | -100.0% | -0.04% | – |
| FL | Exit | Foot Locker Inc | $0 | – | -12,406 | -100.0% | -0.04% | – |
| DVAX | Exit | Dynavax Technologies Corp | $0 | – | -97,067 | -100.0% | -0.04% | – |
| KEY | Exit | KEYCORP | $0 | – | -35,958 | -100.0% | -0.04% | – |
| CLF | Exit | Cleveland-Cliffs Inc | $0 | – | -65,682 | -100.0% | -0.04% | – |
| KAR | Exit | KAR Auction Services Inc | $0 | – | -29,575 | -100.0% | -0.04% | – |
| CDW | Exit | Cdw Corp | $0 | – | -3,648 | -100.0% | -0.04% | – |
| WSO | Exit | Watsco Inc Cl A | $0 | – | -1,901 | -100.0% | -0.04% | – |
| BCO | Exit | BRINK'S CO (THE) | $0 | – | -10,712 | -100.0% | -0.04% | – |
| CX | Exit | CEMEX S.A.B. DE C.V. | $0 | – | -115,893 | -100.0% | -0.04% | – |
| JOBS | Exit | 51job Inc | $0 | – | -5,804 | -100.0% | -0.04% | – |
| IFF | Exit | INTERNATIONAL FLAVORS & FRAGRANCES INC | $0 | – | -3,694 | -100.0% | -0.04% | – |
| ATO | Exit | Atmos Energy Corp | $0 | – | -4,762 | -100.0% | -0.04% | – |
| OLN | Exit | Olin Corp | $0 | – | -36,903 | -100.0% | -0.04% | – |
| TREE | Exit | LendingTree Inc | $0 | – | -1,541 | -100.0% | -0.04% | – |
| PGR | Exit | PROGRESSIVE CORP (THE) | $0 | – | -5,008 | -100.0% | -0.04% | – |
| CMPR | Exit | Cimpress PLC | $0 | – | -6,299 | -100.0% | -0.04% | – |
| ZION | Exit | Zions Bancorp | $0 | – | -16,582 | -100.0% | -0.04% | – |
| SKT | Exit | Tanger Factory Outlet Centers Inc | $0 | – | -82,832 | -100.0% | -0.04% | – |
| EWY | Exit | iShares MSCI South Korea ETF | $0 | – | -7,781 | -100.0% | -0.04% | – |
| CORT | Exit | CORCEPT THERAPEUTICS INC | $0 | – | -29,111 | -100.0% | -0.04% | – |
| VFC | Exit | V.F. CORP | $0 | – | -7,369 | -100.0% | -0.04% | – |
| STRA | Exit | Strategic Education | $0 | – | -5,627 | -100.0% | -0.04% | – |
| MLCO | Exit | Melco Resorts & Entertainment Limited AD | $0 | – | -30,940 | -100.0% | -0.04% | – |
| SR | Exit | Spire Inc | $0 | – | -9,874 | -100.0% | -0.05% | – |
| IVZ | Exit | INVESCO PLC | $0 | – | -45,941 | -100.0% | -0.05% | – |
| PKI | Exit | PerkinElmer Inc | $0 | – | -4,279 | -100.0% | -0.05% | – |
| TRV | Exit | THE TRAVELERS COMPANIES INC | $0 | – | -5,027 | -100.0% | -0.05% | – |
| ICLR | Exit | ICON PLC | $0 | – | -2,819 | -100.0% | -0.05% | – |
| CNK | Exit | Cinemark Holdings Inc | $0 | – | -54,640 | -100.0% | -0.05% | – |
| PLCE | Exit | CHILDREN'S PLACE INC (THE) | $0 | – | -19,799 | -100.0% | -0.05% | – |
| EPP | Exit | ISHARES MSCI PAC EX-JAP IDX FD | $0 | – | -13,762 | -100.0% | -0.05% | – |
| DRE | Exit | DUKE REALTY CORP COM NEW | $0 | – | -15,291 | -100.0% | -0.05% | – |
| ANGI | Exit | ANGI Homeservices Inc | $0 | – | -51,348 | -100.0% | -0.05% | – |
| BKH | Exit | Black Hills Corp | $0 | – | -11,238 | -100.0% | -0.05% | – |
| CAT | Exit | Caterpillar Inc | $0 | – | -4,036 | -100.0% | -0.05% | – |
| CIT | Exit | CIT Group Inc (DEL) | $0 | – | -34,296 | -100.0% | -0.05% | – |
| EZU | Exit | iShares MSCI Eurozone ETF | $0 | – | -16,011 | -100.0% | -0.05% | – |
| SBH | Exit | Sally Beauty Holdings Inc | $0 | – | -70,437 | -100.0% | -0.05% | – |
| WRK | Exit | WestRock Company | $0 | – | -18,030 | -100.0% | -0.05% | – |
| AER | Exit | Aercap Holdings N.V. | $0 | – | -25,323 | -100.0% | -0.06% | – |
| HRB | Exit | H&R BLOCK INC | $0 | – | -40,531 | -100.0% | -0.06% | – |
| CPT | Exit | Camden Property Trust | $0 | – | -7,338 | -100.0% | -0.06% | – |
| UFS | Exit | Domtar Corp | $0 | – | -25,357 | -100.0% | -0.06% | – |
| PB | Exit | Prosperity Bancshares Inc | $0 | – | -12,984 | -100.0% | -0.06% | – |
| KEX | Exit | KIRBY CORP | $0 | – | -18,666 | -100.0% | -0.06% | – |
| ARNA | Exit | ARENA PHARMACEUTICALS INC | $0 | – | -9,245 | -100.0% | -0.06% | – |
| PCRX | Exit | Pacira BioSciences Inc | $0 | – | -11,508 | -100.0% | -0.06% | – |
| CFR | Exit | CULLEN/FROST BANKERS INC | $0 | – | -10,909 | -100.0% | -0.06% | – |
| TDC | Exit | Teradata Corp | $0 | – | -31,455 | -100.0% | -0.06% | – |
| SRE | Exit | Sempra Energy | $0 | – | -6,083 | -100.0% | -0.06% | – |
| FIZZ | Exit | NATIONAL BEVERAGE CORP | $0 | – | -10,938 | -100.0% | -0.06% | – |
| LSTR | Exit | LANDSTAR SYSTEM INC | $0 | – | -5,995 | -100.0% | -0.06% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -8,126 | -100.0% | -0.07% | – |
| MDGL | Exit | Madrigl Phrm Inc | $0 | – | -6,662 | -100.0% | -0.07% | – |
| VMW | Exit | Vmware Inc | $0 | – | -5,827 | -100.0% | -0.07% | – |
| ACC | Exit | American Campus Communities Inc | $0 | – | -24,528 | -100.0% | -0.07% | – |
| URBN | Exit | Urban Outfitters Inc | $0 | – | -41,718 | -100.0% | -0.08% | – |
| DEO | Exit | DIAGEO PLC | $0 | – | -6,726 | -100.0% | -0.08% | – |
| VFH | Exit | Vanguard Financials ETF - DNQ | $0 | – | -16,570 | -100.0% | -0.08% | – |
| TRP | Exit | TC Energy Corp | $0 | – | -23,283 | -100.0% | -0.08% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -41,677 | -100.0% | -0.09% | – |
| AAXJ | Exit | iShares MSCI All Cntry Asia Ex Japan | $0 | – | -13,533 | -100.0% | -0.09% | – |
| HRL | Exit | HORMEL FOODS CORP | $0 | – | -21,485 | -100.0% | -0.09% | – |
| ACWX | Exit | iShares MSCI ACWI ex US Index Fund | $0 | – | -23,630 | -100.0% | -0.09% | – |
| EBS | Exit | Emergent BioSolutions Inc | $0 | – | -10,941 | -100.0% | -0.10% | – |
| HFC | Exit | Hollyfrontier Corp | $0 | – | -58,633 | -100.0% | -0.10% | – |
| NAV | Exit | NAVISTAR INTERNATIONAL CORP | $0 | – | -26,583 | -100.0% | -0.10% | – |
| DXJ | Exit | WisdomTree Japan Hedged Equity Fund | $0 | – | -24,174 | -100.0% | -0.10% | – |
| HRC | Exit | HILL-ROM HOLDINGS INC | $0 | – | -14,296 | -100.0% | -0.10% | – |
| ERIC | Exit | ERICSSON | $0 | – | -110,413 | -100.0% | -0.10% | – |
| ETR | Exit | Entergy Corp | $0 | – | -12,290 | -100.0% | -0.10% | – |
| GLW | Exit | Corning Inc | $0 | – | -37,835 | -100.0% | -0.11% | – |
| SEE | Exit | Sealed Air Corp | $0 | – | -32,213 | -100.0% | -0.11% | – |
| KBE | Exit | SPDR S&P Bank ETF | $0 | – | -43,397 | -100.0% | -0.11% | – |
| FRC | Exit | First Republic Bank | $0 | – | -11,747 | -100.0% | -0.11% | – |
| ENTG | Exit | Entegris Inc | $0 | – | -17,804 | -100.0% | -0.12% | – |
| USB | Exit | U.S. BANCORP | $0 | – | -37,937 | -100.0% | -0.12% | – |
| SCHW | Exit | THE CHARLES SCHWAB CORP | $0 | – | -37,926 | -100.0% | -0.12% | – |
| SCHF | Exit | Schwab International Equity ETF | $0 | – | -44,267 | -100.0% | -0.12% | – |
| SONY | Exit | SONY CORP ORD | $0 | – | -19,024 | -100.0% | -0.13% | – |
| AOS | Exit | SMITH (A.O.) CORP | $0 | – | -27,763 | -100.0% | -0.13% | – |
| CXO | Exit | Concho Resources Inc | $0 | – | -33,311 | -100.0% | -0.13% | – |
| CTSH | Exit | Cognizant Technology Solutions Corp | $0 | – | -21,221 | -100.0% | -0.13% | – |
| ARE | Exit | ALEXANDRIA REAL ESTATE EQUITIES INC | $0 | – | -9,251 | -100.0% | -0.13% | – |
| PNC | Exit | PNC Financial Services Group | $0 | – | -13,509 | -100.0% | -0.13% | – |
| MDLZ | Exit | MONDELEZ INTERNATIONAL INC | $0 | – | -26,420 | -100.0% | -0.13% | – |
| PCAR | Exit | PACCAR Inc | $0 | – | -18,192 | -100.0% | -0.14% | – |
| SCI | Exit | SERVICE CORP INTERNATIONAL | $0 | – | -37,220 | -100.0% | -0.14% | – |
| PLD | Exit | PROLOGIS INC | $0 | – | -15,648 | -100.0% | -0.14% | – |
| SIX | Exit | Six Flags Entertainment Corp New | $0 | – | -78,002 | -100.0% | -0.14% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -26,612 | -100.0% | -0.14% | – |
| RMD | Exit | Resmed Inc | $0 | – | -9,506 | -100.0% | -0.14% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -77,082 | -100.0% | -0.15% | – |
| TXN | Exit | TEXAS INSTRUMENTS INC | $0 | – | -11,864 | -100.0% | -0.15% | – |
| EWA | Exit | ISHARES MSCI AUSTRALIA INDEX FUND | $0 | – | -86,258 | -100.0% | -0.15% | – |
| SJM | Exit | J.M. SMUCKER CO (THE) | $0 | – | -14,699 | -100.0% | -0.15% | – |
| XEL | Exit | Xcel Energy Inc | $0 | – | -24,965 | -100.0% | -0.15% | – |
| HII | Exit | Huntington Ingalls Industries Inc | $0 | – | -13,060 | -100.0% | -0.16% | – |
| NVO | Exit | NOVO NORDISK A/S | $0 | – | -27,790 | -100.0% | -0.17% | – |
| EWW | Exit | iShares MSCI Mexico ETF | $0 | – | -59,302 | -100.0% | -0.17% | – |
| SCZ | Exit | iShares MSCI EAFE Small-Cap ETF | $0 | – | -34,151 | -100.0% | -0.18% | – |
| BAH | Exit | Booz Allen Hamilton Holding Corp | $0 | – | -24,266 | -100.0% | -0.18% | – |
| FSLR | Exit | First Solar Inc | $0 | – | -31,078 | -100.0% | -0.18% | – |
| EOG | Exit | EOG RESOURCES INC | $0 | – | -57,999 | -100.0% | -0.18% | – |
| MDT | Exit | Medtronic Plc | $0 | – | -20,540 | -100.0% | -0.19% | – |
| SINA | Exit | Sina Corp | $0 | – | -50,222 | -100.0% | -0.19% | – |
| COTY | Exit | Coty Inc | $0 | – | -801,312 | -100.0% | -0.19% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -20,004 | -100.0% | -0.19% | – |
| XLNX | Exit | Xilinx Inc | $0 | – | -21,706 | -100.0% | -0.20% | – |
| TAL | Exit | TAL Education Group American Depositary | $0 | – | -30,481 | -100.0% | -0.20% | – |
| WU | Exit | Western Union Co (The) | $0 | – | -115,559 | -100.0% | -0.22% | – |
| VEU | Exit | Vanguard FTSE All World Ex US ETF | $0 | – | -50,392 | -100.0% | -0.22% | – |
| MRVL | Exit | Marvell Technology Group Ltd | $0 | – | -65,092 | -100.0% | -0.22% | – |
| BP | Exit | BP P.L.C. | $0 | – | -157,586 | -100.0% | -0.24% | – |
| WAT | Exit | Waters Corp | $0 | – | -14,364 | -100.0% | -0.24% | – |
| VGK | Exit | Vanguard FTSEEuropean ETF | $0 | – | -53,993 | -100.0% | -0.25% | – |
| CB | Exit | Chubb Limited | $0 | – | -24,373 | -100.0% | -0.25% | – |
| EXEL | Exit | EXELIXIS INC | $0 | – | -117,275 | -100.0% | -0.25% | – |
| EDU | Exit | New Oriental Education & Tech Group Inc | $0 | – | -19,280 | -100.0% | -0.25% | – |
| LUMN | Exit | CenturyLink Inc | $0 | – | -287,699 | -100.0% | -0.25% | – |
| HSIC | Exit | HENRY SCHEIN INC | $0 | – | -50,002 | -100.0% | -0.26% | – |
| BBY | Exit | Best Buy Co. Inc | $0 | – | -28,660 | -100.0% | -0.28% | – |
| AON | Exit | Aon Class A | $0 | – | -15,592 | -100.0% | -0.28% | – |
| COO | Exit | COOPER COMPANIES INC (THE) | $0 | – | -9,785 | -100.0% | -0.29% | – |
| AWK | Exit | American Water Works | $0 | – | -23,619 | -100.0% | -0.30% | – |
| HSBC | Exit | HSBC HOLDINGS PLC-SPONS ADR | $0 | – | -179,619 | -100.0% | -0.31% | – |
| NCLH | Exit | Norwegian Cruise Line Holdings Ltd | $0 | – | -206,000 | -100.0% | -0.31% | – |
| MCHI | Exit | iShares MSCI China ETF | $0 | – | -51,476 | -100.0% | -0.33% | – |
| SPLV | Exit | Invesco S&P 500 Low Volatility ETF | $0 | – | -81,776 | -100.0% | -0.38% | – |
| COST | Exit | COSTCO WHOLESALE CORP | $0 | – | -14,191 | -100.0% | -0.44% | – |
| WMT | Exit | Walmart Inc | $0 | – | -36,397 | -100.0% | -0.44% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING INC | $0 | – | -37,417 | -100.0% | -0.45% | – |
| GE | Exit | General Electric Co | $0 | – | -870,772 | -100.0% | -0.47% | – |
| SGEN | Exit | Seagen Inc | $0 | – | -27,803 | -100.0% | -0.47% | – |
| KO | Exit | COCA-COLA CO (THE) | $0 | – | -119,550 | -100.0% | -0.51% | – |
| IEFA | Exit | iShares Core MSCI EAFE ETF | $0 | – | -98,709 | -100.0% | -0.52% | – |
| XLP | Exit | SPDR S&P Consumer Staples Etf | $0 | – | -94,151 | -100.0% | -0.52% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -54,273 | -100.0% | -0.54% | – |
| VWO | Exit | Vanguard FTSE Emerging Markets ETF | $0 | – | -150,177 | -100.0% | -0.56% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -25,930 | -100.0% | -0.57% | – |
| KRE | Exit | SPDR S&P Regional Banking ETF | $0 | – | -194,456 | -100.0% | -0.60% | – |
| EL | Exit | ESTEE LAUDER COMPANIES INC (THE) | $0 | – | -32,696 | -100.0% | -0.62% | – |
| PSX | Exit | Phillips 66 | $0 | – | -153,488 | -100.0% | -0.69% | – |
| VEA | Exit | Vanguard FTSE Developed Markets ETF | $0 | – | -206,543 | -100.0% | -0.74% | – |
| DIS | Exit | WALT DISNEY CO (THE) | $0 | – | -70,110 | -100.0% | -0.76% | – |
| KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -80,237 | -100.0% | -1.03% | – |
| XRT | Exit | SPDR S&P Retail ETF | $0 | – | -247,504 | -100.0% | -1.07% | – |
| XOM | Exit | Exxon Mobil Corp | $0 | – | -361,918 | -100.0% | -1.08% | – |
| EFA | Exit | ISHARES MSCI EAFE ETF | $0 | – | -207,259 | -100.0% | -1.15% | – |
| CRM | Exit | SALESFORCE.COM INC | $0 | – | -55,491 | -100.0% | -1.21% | – |
| IEMG | Exit | iShares Core MSCI Emerging Markets ETF | $0 | – | -304,432 | -100.0% | -1.40% | – |
| SBUX | Exit | Starbucks Corp | $0 | – | -187,542 | -100.0% | -1.40% | – |
| AAPL | Exit | Apple Inc | $0 | – | -145,762 | -100.0% | -1.47% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -213,667 | -100.0% | -1.54% | – |
| SLV | Exit | ISHARES SILVER TRUST | $0 | – | -1,054,303 | -100.0% | -1.98% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -387,256 | -100.0% | -2.00% | – |
| XLF | Exit | SPDR S&P Financial ETF | $0 | – | -1,116,372 | -100.0% | -2.34% | – |
| EEM | Exit | iShares MSCI Emerging Index Fund | $0 | – | -667,835 | -100.0% | -2.56% | – |
| GLD | Exit | SPDR Gold Trust | $0 | – | -563,082 | -100.0% | -8.68% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-02-16
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.