Quantitative Investment Management, LLC

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$1.18 Billion is the total value of Quantitative Investment Management, LLC's 470 reported holdings in Q1 2021. The portfolio turnover from Q4 2020 to Q1 2021 was 66.5% .

All

			Value		Shares		↓ Weighting
XLU	Sell	SPDR S&P Utilities ETF	$26,846,000	-26.4%	419,211	-28.0%	2.27%	-23.1%
FXI	Sell	iShares China Large-Cap ETF	$15,311,000	-15.6%	328,157	-16.0%	1.30%	-11.8%
ORCL	Sell	Oracle Corp	$10,986,000	-38.3%	156,569	-43.1%	0.93%	-35.5%
UNH	Sell	UNITEDHEALTH GROUP INC	$9,351,000	-5.1%	25,133	-10.6%	0.79%	-0.9%
EWZ	Sell	iShares MSCI Brazil ETF	$9,312,000	-78.8%	278,389	-76.5%	0.79%	-77.8%
ATVI	Sell	Activision Blizzard Inc	$8,104,000	-75.7%	87,143	-75.7%	0.69%	-74.6%
BIDU	Sell	Baidu Inc	$7,585,000	-73.0%	34,869	-73.2%	0.64%	-71.8%
MCK	Sell	MCKESSON CORP	$6,270,000	-43.5%	32,151	-49.6%	0.53%	-40.9%
EWH	Sell	ISHARES MSCI HONG KONG INDEX FUND	$4,942,000	-54.5%	185,939	-57.8%	0.42%	-52.5%
AEP	Sell	American Electric Power Company Inc	$4,437,000	-60.0%	52,387	-60.7%	0.38%	-58.2%
ALL	Sell	Allstate Corp (The)	$4,053,000	-24.5%	35,281	-27.7%	0.34%	-21.1%
CI	Sell	Cigna Holding Co	$3,801,000	-49.1%	15,726	-56.2%	0.32%	-46.8%
WDC	Sell	Western Digital Corp	$3,401,000	-71.3%	50,958	-76.2%	0.29%	-70.0%
XOP	Sell	SPDR S&P Oil & Gas Exploration & Product	$3,258,000	-73.6%	40,064	-81.0%	0.28%	-72.4%
CCL	Sell	Carnival Corp	$3,192,000	-27.1%	120,281	-40.5%	0.27%	-23.7%
MAR	Sell	MARRIOTT INTERNATIONAL	$3,157,000	-28.2%	21,320	-36.0%	0.27%	-25.0%
PCG	Sell	PACIFIC GAS & ELECTRIC CO.	$3,150,000	-46.2%	269,016	-42.8%	0.27%	-43.7%
SO	Sell	SOUTHERN CO (THE)	$3,121,000	-11.1%	50,211	-12.1%	0.26%	-7.0%
LHX	Sell	L3Harris Technologies Inc	$3,065,000	-65.9%	15,123	-68.2%	0.26%	-64.4%
DLTR	Sell	Dollar Tree Inc	$2,963,000	-70.2%	25,892	-71.9%	0.25%	-68.9%
ABMD	Sell	Abiomed Inc	$2,673,000	-27.8%	8,388	-26.6%	0.23%	-24.7%
ULTA	Sell	Ulta Beauty Inc	$2,565,000	-57.8%	8,297	-60.9%	0.22%	-56.0%
ROK	Sell	Rockwell Automation Inc	$2,486,000	+3.8%	9,366	-2.0%	0.21%	+8.2%
VALE	Sell	Vale S A ADR	$2,395,000	-91.9%	137,807	-92.1%	0.20%	-91.5%
EXC	Sell	EXELON CORP	$2,268,000	-11.1%	51,860	-14.2%	0.19%	-7.2%
AG	Sell	FIRST MAJESTIC SILVER CORP COM	$2,216,000	-4.7%	142,286	-17.8%	0.19%	0.0%
CVS	Sell	Cvs Health Corp	$2,031,000	-72.9%	27,010	-75.4%	0.17%	-71.7%
STX	Sell	SEAGATE TECHNOLOGY PLC	$2,010,000	-88.7%	26,197	-90.9%	0.17%	-88.3%
NTAP	Sell	NetApp Inc	$1,985,000	-52.8%	27,328	-57.0%	0.17%	-50.7%
BB	Sell	BlackBerry Ltd	$1,906,000	-28.5%	226,208	-43.7%	0.16%	-25.5%
BHP	Sell	BHP Group Limited	$1,747,000	-50.1%	25,179	-53.0%	0.15%	-47.7%
SRPT	Sell	SAREPTA THERAPEUTICS INC	$1,726,000	-76.6%	23,171	-46.4%	0.15%	-75.5%
ANTM	Sell	Anthem Inc	$1,718,000	-88.3%	4,787	-89.5%	0.14%	-87.8%
ABC	Sell	AmerisourceBergen Corp (Holding Co)	$1,669,000	+0.3%	14,144	-16.9%	0.14%	+4.4%
MNST	Sell	MONSTER BEVERAGE CORP	$1,571,000	-39.5%	17,256	-38.5%	0.13%	-36.7%
DISH	Sell	DISH NETWORK CORP	$1,483,000	-38.2%	40,991	-44.8%	0.13%	-35.1%
VLO	Sell	Valero Energy Corp	$1,402,000	+11.4%	19,587	-12.0%	0.12%	+16.7%
AEE	Sell	Ameren Corp	$1,376,000	-19.0%	16,918	-22.3%	0.12%	-15.9%
NLY	Sell	Annaly Capital Management Inc	$1,335,000	-35.3%	155,309	-36.4%	0.11%	-32.3%
BBD	Sell	BANCO BRADESCO-ADR	$1,306,000	-50.3%	278,020	-44.4%	0.11%	-47.9%
DUK	Sell	Duke Energy Corp	$1,279,000	-69.9%	13,257	-71.5%	0.11%	-68.7%
RHI	Sell	ROBERT HALF INTERNATIONAL INC	$1,217,000	-52.6%	15,590	-62.1%	0.10%	-50.5%
CRUS	Sell	Cirrus Logic Inc	$1,071,000	-41.3%	12,636	-43.1%	0.09%	-38.5%
TGTX	Sell	TG Therapeutics Inc	$1,061,000	-67.7%	22,030	-65.2%	0.09%	-66.2%
STT	Sell	State Street Corp	$1,035,000	-29.8%	12,326	-39.2%	0.09%	-26.1%
PNW	Sell	Pinnacle West Capital Corp	$1,030,000	-55.3%	12,664	-56.1%	0.09%	-53.5%
JBL	Sell	Jabil Inc	$1,022,000	-33.6%	19,603	-45.8%	0.09%	-31.2%
PFPT	Sell	Proofpoint Inc	$1,005,000	-66.2%	7,993	-63.4%	0.08%	-64.7%
MPC	Sell	Marathon Petroleum Corp	$925,000	-69.9%	17,310	-76.7%	0.08%	-68.7%
LNT	Sell	Alliant Energy Corp	$841,000	-70.4%	15,542	-71.8%	0.07%	-69.1%
PFE	Sell	Pfizer Inc	$822,000	-30.2%	22,709	-29.1%	0.07%	-26.3%
ABEV	Sell	Ambev S.A.	$791,000	-26.5%	288,889	-17.9%	0.07%	-23.0%
SYNA	Sell	SYNAPTICS INC	$794,000	-33.4%	5,864	-52.6%	0.07%	-30.9%
OLED	Sell	Universal Display Corp	$793,000	-44.3%	3,353	-45.9%	0.07%	-41.7%
BLDP	Sell	BALLARD POWER SYSTEMS INC	$779,000	-41.8%	32,011	-44.1%	0.07%	-38.9%
AGNC	Sell	AGNC Investment Corp	$776,000	-83.1%	46,340	-84.3%	0.07%	-82.3%
H	Sell	Hyatt Hotels Corp	$750,000	-10.7%	9,070	-19.9%	0.06%	-7.4%
BBL	Sell	BHP Group Plc	$739,000	-50.3%	12,776	-54.5%	0.06%	-47.9%
NRG	Sell	NRG Energy Inc	$727,000	-18.0%	19,272	-18.4%	0.06%	-13.9%
DECK	Sell	DECKERS OUTDOOR CORP	$737,000	-61.5%	2,233	-66.5%	0.06%	-60.0%
ITUB	Sell	ITAU UNIBANCO BANCO HOLDING SA	$731,000	-55.5%	147,549	-45.3%	0.06%	-53.4%
MOH	Sell	MOLINA HEALTHCARE INC	$716,000	-69.5%	3,066	-72.2%	0.06%	-67.9%
CSOD	Sell	Cornerstone OnDemand Inc	$715,000	-27.0%	16,426	-26.2%	0.06%	-22.8%
FICO	Sell	Fair Isaac Corp	$713,000	-65.2%	1,467	-63.5%	0.06%	-63.9%
SSNC	Sell	SS&C Technologies Holdings Inc	$700,000	-80.2%	10,021	-79.4%	0.06%	-79.4%
WPC	Sell	W.P. CAREY INC	$693,000	-52.4%	9,794	-52.5%	0.06%	-50.0%
TDY	Sell	Teledyne Technologies Inc	$697,000	-63.5%	1,685	-65.4%	0.06%	-61.9%
AAP	Sell	ADVANCE AUTO PARTS INC	$678,000	-78.8%	3,699	-81.7%	0.06%	-78.0%
EEFT	Sell	Euronet Worldwide Inc	$678,000	-55.4%	4,905	-53.3%	0.06%	-53.7%
TECK	Sell	Teck Resources Ltd	$665,000	-15.6%	34,721	-20.1%	0.06%	-12.5%
LNG	Sell	CHENIERE ENERGY INC	$627,000	-87.1%	8,709	-89.2%	0.05%	-86.5%
AMBA	Sell	Ambarella Inc	$630,000	-81.5%	6,283	-83.1%	0.05%	-80.8%
CBOE	Sell	Cboe Global Markets Inc	$577,000	-0.7%	5,849	-6.3%	0.05%	+4.3%
TRN	Sell	Trinity Industries Inc	$575,000	-36.8%	20,185	-41.5%	0.05%	-33.8%
VOD	Sell	VODAFONE GROUP PLC	$562,000	-45.1%	30,541	-50.8%	0.05%	-42.2%
RE	Sell	Everest Re Group Ltd	$553,000	-35.7%	2,234	-39.2%	0.05%	-32.9%
POST	Sell	Post Holdings Inc	$544,000	-8.6%	5,154	-12.6%	0.05%	-4.2%
TROW	Sell	T. ROWE PRICE GROUP INC	$542,000	-53.0%	3,162	-58.5%	0.05%	-50.5%
OHI	Sell	Omega Healthcare Investors Inc	$542,000	-60.4%	14,818	-60.7%	0.05%	-58.6%
NXST	Sell	Nexstar Media Group Inc	$525,000	-75.0%	3,745	-80.5%	0.04%	-74.1%
CFX	Sell	Colfax Corp	$518,000	-31.4%	11,838	-40.1%	0.04%	-27.9%
MAC	Sell	MACERICH CO (THE)	$496,000	-60.8%	42,475	-64.2%	0.04%	-58.8%
KBR	Sell	KBR Inc	$499,000	-25.1%	13,023	-39.6%	0.04%	-22.2%
CGNX	Sell	Cognex Corp	$497,000	-32.0%	5,990	-34.3%	0.04%	-28.8%
EIX	Sell	EDISON INTERNATIONAL	$472,000	-54.1%	8,069	-50.8%	0.04%	-51.8%
JAZZ	Sell	Jazz Pharmaceuticals plc	$470,000	-73.2%	2,862	-73.0%	0.04%	-71.8%
EHC	Sell	Encompass Health Corp	$458,000	-82.9%	5,596	-82.7%	0.04%	-82.0%
PODD	Sell	Insulet Corp	$454,000	-32.8%	1,742	-34.2%	0.04%	-30.9%
IONS	Sell	IONIS PHARMACEUTICALS INC	$446,000	-57.8%	9,931	-46.9%	0.04%	-55.8%
ECL	Sell	Ecolab Inc	$445,000	-90.0%	2,083	-89.9%	0.04%	-89.5%
AMX	Sell	AMERICA MOVIL-SPN ADR CL L	$427,000	-62.3%	31,470	-59.6%	0.04%	-60.9%
ICUI	Sell	ICU Medical Inc	$429,000	-21.6%	2,093	-18.0%	0.04%	-18.2%
EPC	Sell	Edgewell Personal Care Company	$428,000	-46.4%	10,814	-53.2%	0.04%	-44.6%
ASML	Sell	ASML HOLDING N.V.	$419,000	-85.8%	680	-88.8%	0.04%	-85.4%
GWRE	Sell	GUIDEWIRE SOFTWARE INC	$403,000	-59.1%	3,971	-48.1%	0.03%	-57.5%
NSP	Sell	INSPERITY INC	$398,000	-14.6%	4,756	-17.1%	0.03%	-10.5%
AMKR	Sell	Amkor Technology Inc	$398,000	-7.7%	16,793	-41.3%	0.03%	-2.9%
CPA	Sell	Copa Holdings S.A.	$386,000	-81.5%	4,781	-82.3%	0.03%	-80.5%
FTI	Sell	TechnipFMC plc Ordinary Share	$391,000	-49.7%	50,714	-38.7%	0.03%	-47.6%
NATI	Sell	NATIONAL INSTRUMENTS CORP	$375,000	-42.0%	8,689	-41.0%	0.03%	-38.5%
TFC	Sell	Truist Financial Corp	$355,000	-20.4%	6,102	-34.6%	0.03%	-16.7%
EWP	Sell	iShares MSCI Spain ETF	$347,000	-16.8%	12,670	-18.0%	0.03%	-14.7%
PETS	Sell	PETMED EXPRESS INC	$337,000	-36.4%	9,599	-41.9%	0.03%	-32.6%
UTHR	Sell	United Therapeutics Corp	$337,000	-59.3%	2,017	-63.1%	0.03%	-56.7%
ARWR	Sell	Arrowhead Pharmaceuticals Inc	$341,000	-67.1%	5,154	-61.9%	0.03%	-65.5%
NSC	Sell	NORFOLK SOUTHERN CORP	$332,000	-95.4%	1,240	-95.9%	0.03%	-95.2%
GD	Sell	GENERAL DYNAMICS CORP	$315,000	-22.4%	1,738	-36.4%	0.03%	-18.2%
EGHT	Sell	8X8 Inc	$316,000	-78.2%	9,765	-76.8%	0.03%	-77.1%
JBLU	Sell	JetBlue Airways Corp	$305,000	-21.0%	15,004	-43.6%	0.03%	-16.1%
CRI	Sell	Carter's Inc	$300,000	-69.0%	3,376	-67.2%	0.02%	-67.9%
GPK	Sell	GRAPHIC PACKAGING HOLDING CO	$285,000	-84.5%	15,695	-85.6%	0.02%	-83.9%
TTMI	Sell	TTM TECHNOLOGIES INC	$275,000	-43.4%	18,976	-46.1%	0.02%	-41.0%
SKYW	Sell	Skywest Inc	$274,000	-13.3%	5,031	-35.9%	0.02%	-11.5%
LIVN	Sell	LivaNova PLC	$270,000	-52.5%	3,664	-57.4%	0.02%	-50.0%
FN	Sell	Fabrinet	$250,000	-78.1%	2,773	-81.2%	0.02%	-77.4%
HTA	Sell	Healthcare Trust of America Inc	$234,000	-50.0%	8,493	-50.1%	0.02%	-47.4%
BAP	Sell	Credicorp Ltd	$237,000	-88.5%	1,739	-86.2%	0.02%	-88.1%
BXP	Sell	Boston Properties Inc	$235,000	-85.3%	2,327	-86.3%	0.02%	-84.6%
XRX	Sell	Xerox Holdings Corporation	$230,000	-67.6%	9,478	-69.1%	0.02%	-67.2%
MTOR	Sell	Meritor Inc	$225,000	-16.7%	7,680	-20.8%	0.02%	-13.6%
NTRS	Sell	NORTHERN TRUST CORP	$208,000	-88.1%	1,987	-89.4%	0.02%	-87.3%
FLR	Sell	FLUOR CORP	$209,000	-29.6%	9,086	-51.2%	0.02%	-25.0%
DEI	Sell	Douglas Emmett Inc	$206,000	-85.1%	6,580	-86.1%	0.02%	-84.8%
PBR	Sell	PETROLEO BRASILEIRO S.A.- PETROBRAS	$206,000	-94.7%	24,378	-92.9%	0.02%	-94.6%
SBRA	Sell	SABRA HEALTH CARE REIT INC	$195,000	-67.2%	11,251	-67.1%	0.02%	-64.6%
STLD	Sell	STEEL DYNAMICS INC	$202,000	-27.6%	3,998	-47.2%	0.02%	-26.1%
BRFS	Sell	BRF Brasil Foods S.ASA	$132,000	-20.0%	29,616	-24.8%	0.01%	-15.4%
TWO	Sell	Two Harbors Investments Corp	$118,000	-87.6%	16,106	-89.2%	0.01%	-87.0%
BGCP	Sell	BGC PARTNERS INC-CL A	$61,000	-47.4%	12,693	-56.3%	0.01%	-44.4%
BKD	Exit	BROOKDALE SENIOR LIVING INC	$0	–	-11,503	-100.0%	-0.00%	–
DHC	Exit	Diver Healthcare Tr Common Shares of Ben	$0	–	-15,192	-100.0%	-0.01%	–
BSBR	Exit	Banco Santander Brasil SA	$0	–	-10,447	-100.0%	-0.01%	–
AROC	Exit	Archrock Inc	$0	–	-10,285	-100.0%	-0.01%	–
AGI	Exit	Alamos Gold Inc	$0	–	-13,448	-100.0%	-0.01%	–
MBT	Exit	MOBILE TELESYSTEMS OJSC	$0	–	-14,258	-100.0%	-0.01%	–
TEN	Exit	Tenneco Inc	$0	–	-12,685	-100.0%	-0.01%	–
EC	Exit	Ecopetrol S.A.	$0	–	-12,650	-100.0%	-0.01%	–
STNG	Exit	Scorpio Tankers Inc	$0	–	-15,645	-100.0%	-0.01%	–
RMBS	Exit	Rambus Inc	$0	–	-10,574	-100.0%	-0.02%	–
RPAI	Exit	Retail Properties of America Inc	$0	–	-22,901	-100.0%	-0.02%	–
UHAL	Exit	Amerco	$0	–	-449	-100.0%	-0.02%	–
SHO	Exit	SUNSTONE HOTEL INVESTORS INC	$0	–	-17,019	-100.0%	-0.02%	–
SON	Exit	Sonoco Products Co	$0	–	-3,392	-100.0%	-0.02%	–
WRI	Exit	WEINGARTEN REALTY INVESTORS	$0	–	-9,820	-100.0%	-0.02%	–
SVC	Exit	Service Properties Trust	$0	–	-18,413	-100.0%	-0.02%	–
SIMO	Exit	Silicon Motion Technology Corp	$0	–	-4,462	-100.0%	-0.02%	–
AXL	Exit	American Axle & Manufacturing Holdings	$0	–	-25,960	-100.0%	-0.02%	–
DAN	Exit	Dana Incorporated	$0	–	-10,598	-100.0%	-0.02%	–
GCO	Exit	Genesco Inc	$0	–	-7,415	-100.0%	-0.02%	–
ALKS	Exit	Alkermes PLC	$0	–	-10,895	-100.0%	-0.02%	–
AEIS	Exit	ADVANCED ENERGY INDUSTRIES INC	$0	–	-2,432	-100.0%	-0.02%	–
BEN	Exit	Franklin Resources Inc	$0	–	-9,364	-100.0%	-0.02%	–
NSTG	Exit	NanoString Technologies Inc	$0	–	-3,568	-100.0%	-0.02%	–
CENX	Exit	Century Aluminum Co	$0	–	-22,258	-100.0%	-0.02%	–
V	Exit	VISA Inc	$0	–	-1,104	-100.0%	-0.02%	–
NEOG	Exit	Neogen Corp	$0	–	-3,444	-100.0%	-0.02%	–
CWST	Exit	Casella Waste Systems Inc	$0	–	-4,336	-100.0%	-0.02%	–
HR	Exit	Healthcare Realty Trust Inc	$0	–	-9,081	-100.0%	-0.02%	–
PBA	Exit	Pembina Pipeline Corp	$0	–	-11,794	-100.0%	-0.02%	–
SITC	Exit	SITE Centers Corp	$0	–	-27,916	-100.0%	-0.02%	–
STE	Exit	STERIS PLC	$0	–	-1,473	-100.0%	-0.02%	–
L	Exit	Loews Corp	$0	–	-6,243	-100.0%	-0.02%	–
PBCT	Exit	PEOPLE'S UNITED FINANCIAL INC	$0	–	-22,521	-100.0%	-0.02%	–
CZZ	Exit	Cosan Ltd	$0	–	-15,838	-100.0%	-0.02%	–
CBRE	Exit	CBRE Group Inc Common Stock Class A	$0	–	-4,966	-100.0%	-0.02%	–
TGI	Exit	Triumph Group Inc	$0	–	-24,556	-100.0%	-0.02%	–
RJF	Exit	RAYMOND JAMES FINANCIAL INC	$0	–	-3,240	-100.0%	-0.02%	–
SANM	Exit	Sanmina Corp	$0	–	-9,821	-100.0%	-0.02%	–
INSM	Exit	Insmed Inc	$0	–	-9,206	-100.0%	-0.02%	–
PTEN	Exit	Patterson-UTI Energy Inc	$0	–	-61,248	-100.0%	-0.03%	–
CBRL	Exit	CRACKER BARREL OLD COUNTRY STORE INC	$0	–	-2,636	-100.0%	-0.03%	–
DRH	Exit	Diamondrock Hospitality Co	$0	–	-42,529	-100.0%	-0.03%	–
SLCA	Exit	U.S. SILICA HOLDINGS INC	$0	–	-48,681	-100.0%	-0.03%	–
BDC	Exit	BELDEN INC	$0	–	-8,133	-100.0%	-0.03%	–
PBYI	Exit	Puma Biotechnology Inc	$0	–	-33,372	-100.0%	-0.03%	–
FCFS	Exit	FIRSTCASH INC	$0	–	-5,146	-100.0%	-0.03%	–
GNTX	Exit	GENTEX CORP	$0	–	-10,425	-100.0%	-0.03%	–
HIW	Exit	HIGHWOODS PROPERTIES INC	$0	–	-9,047	-100.0%	-0.03%	–
UIS	Exit	Unisys Corp	$0	–	-18,907	-100.0%	-0.03%	–
PXD	Exit	Pioneer Natural Resources Co	$0	–	-3,209	-100.0%	-0.03%	–
SIRI	Exit	SIRIUS XM HOLDINGS INC	$0	–	-58,172	-100.0%	-0.03%	–
OSK	Exit	OSHKOSH CORP	$0	–	-4,432	-100.0%	-0.03%	–
ERJ	Exit	Embraer-Empresa Brasileira de Aeronautca	$0	–	-56,111	-100.0%	-0.03%	–
IT	Exit	Gartner Inc	$0	–	-2,382	-100.0%	-0.03%	–
CL	Exit	Colgate-Palmolive Co	$0	–	-4,583	-100.0%	-0.03%	–
NYT	Exit	NEW YORK TIMES CO (THE)	$0	–	-7,732	-100.0%	-0.03%	–
CIB	Exit	BANCOLOMBIA S.A.	$0	–	-9,728	-100.0%	-0.03%	–
RDSB	Exit	Royal Dutch Shell B	$0	–	-11,886	-100.0%	-0.03%	–
DBI	Exit	Designer Brands Inc	$0	–	-53,044	-100.0%	-0.03%	–
HXL	Exit	HEXCEL CORP	$0	–	-8,651	-100.0%	-0.03%	–
APA	Exit	Apache Corp	$0	–	-29,557	-100.0%	-0.03%	–
MYGN	Exit	Myriad Genetics Inc	$0	–	-21,762	-100.0%	-0.04%	–
NICE	Exit	Nice Ltd Adr	$0	–	-1,527	-100.0%	-0.04%	–
CLH	Exit	Clean Harbors Inc	$0	–	-5,723	-100.0%	-0.04%	–
GTN	Exit	GRAY TELEVISION INC	$0	–	-24,442	-100.0%	-0.04%	–
ICPT	Exit	Intercept Pharmaceuticals Inc	$0	–	-17,363	-100.0%	-0.04%	–
HA	Exit	HAWAIIAN HOLDINGS INC	$0	–	-24,303	-100.0%	-0.04%	–
VSH	Exit	VISHAY INTERTECHNOLOGY INC	$0	–	-21,346	-100.0%	-0.04%	–
ALK	Exit	ALASKA AIR GROUP INC	$0	–	-8,602	-100.0%	-0.04%	–
RDSA	Exit	ROYAL DUTCH SHELL A	$0	–	-13,429	-100.0%	-0.04%	–
CVLT	Exit	CommVault Systems Inc	$0	–	-8,455	-100.0%	-0.04%	–
GL	Exit	Globe Life Inc	$0	–	-4,987	-100.0%	-0.04%	–
PDCE	Exit	PDC ENERGY INC	$0	–	-23,035	-100.0%	-0.04%	–
AVT	Exit	Avnet Inc	$0	–	-13,825	-100.0%	-0.04%	–
EPR	Exit	EPR PROPERTIES	$0	–	-14,664	-100.0%	-0.04%	–
RL	Exit	Ralph Lauren Corp	$0	–	-4,642	-100.0%	-0.04%	–
DIOD	Exit	Diodes Inc	$0	–	-6,800	-100.0%	-0.04%	–
TS	Exit	TENARIS S.A.	$0	–	-31,035	-100.0%	-0.04%	–
MRO	Exit	MARATHON OIL CORP	$0	–	-73,986	-100.0%	-0.04%	–
ENV	Exit	Envestnet Inc	$0	–	-5,983	-100.0%	-0.04%	–
ANF	Exit	ABERCROMBIE & FITCH CO	$0	–	-24,608	-100.0%	-0.04%	–
ADS	Exit	ALLIANCE DATA SYSTEMS CORP	$0	–	-7,055	-100.0%	-0.04%	–
CW	Exit	CURTISS-WRIGHT CORP	$0	–	-4,506	-100.0%	-0.04%	–
VIPS	Exit	Vipshop Holdings Ltd	$0	–	-18,770	-100.0%	-0.04%	–
CCEP	Exit	COCA-COLA EUROPEAN PARTNERS PLC	$0	–	-10,594	-100.0%	-0.04%	–
IRWD	Exit	Ironwood Pharmaceuticals Inc	$0	–	-46,255	-100.0%	-0.04%	–
AWI	Exit	Armstrong World Industries Inc	$0	–	-7,267	-100.0%	-0.04%	–
BHC	Exit	Bausch Health Companies	$0	–	-26,206	-100.0%	-0.04%	–
CSII	Exit	Cardiovascular Systems Inc	$0	–	-12,320	-100.0%	-0.04%	–
CSIQ	Exit	Canadian Solar Inc	$0	–	-10,932	-100.0%	-0.04%	–
MED	Exit	Medifast Inc	$0	–	-2,872	-100.0%	-0.05%	–
AMN	Exit	AMN HEALTHCARE SERVICES INC	$0	–	-8,418	-100.0%	-0.05%	–
TM	Exit	TOYOTA MOTOR CORP LTD ORD	$0	–	-3,772	-100.0%	-0.05%	–
AMCX	Exit	AMC Networks Inc	$0	–	-16,347	-100.0%	-0.05%	–
MDP	Exit	Meredith Corp	$0	–	-31,114	-100.0%	-0.05%	–
CHKP	Exit	CHECK POINT SOFTWARE TECHNOLOGIES LTD	$0	–	-4,419	-100.0%	-0.05%	–
UCTT	Exit	Ultra Clean Holdings Inc	$0	–	-19,040	-100.0%	-0.05%	–
HAIN	Exit	THE HAIN CELESTIAL GROUP INC	$0	–	-15,240	-100.0%	-0.05%	–
HALO	Exit	HALOZYME THERAPEUTICS INC	$0	–	-14,265	-100.0%	-0.05%	–
MKSI	Exit	Mks Instruments Inc	$0	–	-4,208	-100.0%	-0.05%	–
SRCL	Exit	Stericycle Inc	$0	–	-9,172	-100.0%	-0.05%	–
COR	Exit	CoreSite Realty Corp	$0	–	-5,108	-100.0%	-0.05%	–
CONE	Exit	CyrusOne Inc	$0	–	-8,928	-100.0%	-0.05%	–
KIM	Exit	KIMCO RLTY CORP COM	$0	–	-43,335	-100.0%	-0.05%	–
SRC	Exit	Spirit Realty Capital Inc.	$0	–	-16,223	-100.0%	-0.05%	–
CYH	Exit	COMMUNITY HEALTH SYSTEMS INC	$0	–	-90,833	-100.0%	-0.06%	–
ATI	Exit	Allegheny Technologies Inc	$0	–	-40,815	-100.0%	-0.06%	–
CME	Exit	CME Group Inc	$0	–	-3,888	-100.0%	-0.06%	–
GOL	Exit	Gol Linhas Aereas Inteligentes S.A.	$0	–	-72,633	-100.0%	-0.06%	–
NNN	Exit	NATIONAL RETAIL PROPERTIES	$0	–	-17,750	-100.0%	-0.06%	–
SLG	Exit	SL Green Realty Corp	$0	–	-12,297	-100.0%	-0.06%	–
HEI	Exit	HEICO CORP	$0	–	-5,653	-100.0%	-0.06%	–
UNM	Exit	UNUM GROUP	$0	–	-35,032	-100.0%	-0.06%	–
REG	Exit	Regency Centers Corp	$0	–	-17,573	-100.0%	-0.06%	–
FMC	Exit	FMC CORP	$0	–	-7,176	-100.0%	-0.07%	–
ACM	Exit	Aecom	$0	–	-16,866	-100.0%	-0.07%	–
OKE	Exit	ONEOK Inc	$0	–	-22,251	-100.0%	-0.07%	–
EGO	Exit	Eldorado Gold Corp	$0	–	-64,102	-100.0%	-0.07%	–
HST	Exit	Host Hotels& Resorts Inc	$0	–	-58,317	-100.0%	-0.07%	–
TGNA	Exit	Tegna Inc	$0	–	-62,562	-100.0%	-0.07%	–
PFG	Exit	PRINCIPAL FINANCIAL GROUP INC	$0	–	-17,897	-100.0%	-0.07%	–
ARCC	Exit	ARES CAPITAL CORP	$0	–	-53,622	-100.0%	-0.07%	–
MAA	Exit	MID-AMERICA APARTMENT COMMUNITIES INC	$0	–	-7,175	-100.0%	-0.07%	–
FRT	Exit	FEDERAL REALTY INVESTMENT TRUST	$0	–	-10,695	-100.0%	-0.07%	–
FMX	Exit	Fomento Economico Mexicano S.A.B. de CV	$0	–	-12,266	-100.0%	-0.08%	–
TXT	Exit	Textron Inc	$0	–	-19,157	-100.0%	-0.08%	–
AYI	Exit	ACUITY BRANDS INC	$0	–	-7,802	-100.0%	-0.08%	–
EA	Exit	ELECTRONIC ARTS INC	$0	–	-6,803	-100.0%	-0.08%	–
MAN	Exit	MANPOWERGROUP	$0	–	-10,906	-100.0%	-0.08%	–
AMP	Exit	AMERIPRISE FINANCIAL INC	$0	–	-5,161	-100.0%	-0.08%	–
HIMX	Exit	Himax Technologies Inc	$0	–	-137,127	-100.0%	-0.08%	–
GLUU	Exit	Glu Mobile Inc	$0	–	-115,703	-100.0%	-0.08%	–
CHE	Exit	CHEMED CORP	$0	–	-1,970	-100.0%	-0.08%	–
VRSK	Exit	Verisk Analytics Inc	$0	–	-5,086	-100.0%	-0.08%	–
MFC	Exit	Manulife Financial Corp	$0	–	-60,063	-100.0%	-0.09%	–
GGB	Exit	GERDAU S.A.	$0	–	-238,053	-100.0%	-0.09%	–
CCJ	Exit	CAMECO CORP	$0	–	-84,296	-100.0%	-0.09%	–
QLYS	Exit	QUALYS INC	$0	–	-9,351	-100.0%	-0.09%	–
IYE	Exit	ISHARES U.S. ENERGY ETF	$0	–	-55,905	-100.0%	-0.09%	–
BERY	Exit	Berry Global Group Inc	$0	–	-21,147	-100.0%	-0.10%	–
CNC	Exit	Centene Corp	$0	–	-19,887	-100.0%	-0.10%	–
NUE	Exit	Nucor Corp	$0	–	-22,684	-100.0%	-0.10%	–
OXY	Exit	OCCIDENTAL PETROLEUM CORP	$0	–	-70,885	-100.0%	-0.10%	–
CS	Exit	CREDIT SUISSE GROUP-SPON ADR	$0	–	-96,343	-100.0%	-0.10%	–
UDR	Exit	UNITED DOMINION REALTY TRUST INC	$0	–	-32,597	-100.0%	-0.10%	–
TYL	Exit	Tyler Technologies Inc	$0	–	-3,029	-100.0%	-0.11%	–
KRC	Exit	Kilroy Realty Corp	$0	–	-22,955	-100.0%	-0.11%	–
CSGP	Exit	CoStar Group Inc	$0	–	-1,441	-100.0%	-0.11%	–
HPP	Exit	HUDSON PACIFIC PROPERTIES INC	$0	–	-55,715	-100.0%	-0.11%	–
AIG	Exit	AMERICAN INTL GROUP INC COM NEW	$0	–	-35,925	-100.0%	-0.11%	–
EQR	Exit	Equity Residential	$0	–	-23,407	-100.0%	-0.11%	–
HELE	Exit	HELEN OF TROY LTD	$0	–	-6,234	-100.0%	-0.11%	–
RAD	Exit	Rite Aid Corp	$0	–	-88,427	-100.0%	-0.11%	–
KTOS	Exit	Kratos Defense & Security Solutions Inc	$0	–	-51,095	-100.0%	-0.11%	–
XEC	Exit	CIMAREX ENERGY CO	$0	–	-37,039	-100.0%	-0.11%	–
SGMO	Exit	Sangamo Therptcs	$0	–	-90,260	-100.0%	-0.11%	–
DVA	Exit	DaVita Inc	$0	–	-12,042	-100.0%	-0.11%	–
CIM	Exit	Chimera Investment Corp	$0	–	-139,015	-100.0%	-0.12%	–
MTDR	Exit	Matador Resources Co	$0	–	-118,916	-100.0%	-0.12%	–
HP	Exit	Helmerich & Payne Inc	$0	–	-62,628	-100.0%	-0.12%	–
LNC	Exit	LINCOLN NATL CORP IND COM	$0	–	-28,690	-100.0%	-0.12%	–
GPN	Exit	Global Payments Inc	$0	–	-6,982	-100.0%	-0.12%	–
MOS	Exit	MOSAIC CO (THE)	$0	–	-66,712	-100.0%	-0.12%	–
VRSN	Exit	Verisign Inc	$0	–	-7,193	-100.0%	-0.13%	–
MRCY	Exit	MERCURY SYSTEMS INC	$0	–	-17,902	-100.0%	-0.13%	–
ING	Exit	ING GROUP N.V.	$0	–	-169,007	-100.0%	-0.13%	–
STZ	Exit	CONSTELLATION BRANDS INC-A	$0	–	-7,369	-100.0%	-0.13%	–
WAB	Exit	Westinghouse Air Brake Technologies Corp	$0	–	-22,352	-100.0%	-0.13%	–
DISCK	Exit	Discovery Inc Series C	$0	–	-62,831	-100.0%	-0.13%	–
MCHP	Exit	MICROCHIP TECHNOLOGY INC	$0	–	-12,062	-100.0%	-0.14%	–
NRZ	Exit	New Residential Investment Corp	$0	–	-168,798	-100.0%	-0.14%	–
PSA	Exit	PUBLIC STORAGE COM	$0	–	-7,422	-100.0%	-0.14%	–
RSG	Exit	REPUBLIC SERVICES INC	$0	–	-17,900	-100.0%	-0.14%	–
SBGI	Exit	SINCLAIR BROADCAST GROUP INC	$0	–	-54,885	-100.0%	-0.14%	–
FLIR	Exit	FLIR Systems Inc	$0	–	-41,035	-100.0%	-0.15%	–
EWC	Exit	ISHARES MSCI CANADA INDEX FUND	$0	–	-59,297	-100.0%	-0.15%	–
RY	Exit	Royal Bank of Canada	$0	–	-22,281	-100.0%	-0.15%	–
LDOS	Exit	Leidos Holdings Inc	$0	–	-17,909	-100.0%	-0.15%	–
BCRX	Exit	BIOCRYST PHARMACEUTICALS INC	$0	–	-256,210	-100.0%	-0.16%	–
CNQ	Exit	CANADIAN NATURAL RESOURCES LTD	$0	–	-79,928	-100.0%	-0.16%	–
BAM	Exit	BROOKFIELD ASSET MANAGEMENT INC	$0	–	-46,580	-100.0%	-0.16%	–
VDE	Exit	Vanguard Energy ETF	$0	–	-37,886	-100.0%	-0.16%	–
VIAC	Exit	ViacomCBS Inc	$0	–	-52,797	-100.0%	-0.16%	–
TRIP	Exit	Tripadvisor Inc	$0	–	-69,257	-100.0%	-0.16%	–
TD	Exit	TORONTO DOMINION BANK (THE)	$0	–	-36,253	-100.0%	-0.17%	–
TAP	Exit	Molson Coors Brewing Co	$0	–	-46,129	-100.0%	-0.17%	–
SPR	Exit	Spirit Aerosystems Holdings Inc	$0	–	-54,655	-100.0%	-0.17%	–
DVN	Exit	DEVON ENERGY CORP	$0	–	-137,758	-100.0%	-0.18%	–
STM	Exit	STMICROELECTRONICS N.V.	$0	–	-59,911	-100.0%	-0.18%	–
ENB	Exit	Enbridge Inc	$0	–	-70,829	-100.0%	-0.18%	–
BMRN	Exit	BioMarin Pharmaceutical Inc	$0	–	-25,775	-100.0%	-0.18%	–
WEC	Exit	WEC ENERGY GROUP INC	$0	–	-24,741	-100.0%	-0.18%	–
ITA	Exit	iShares U.S. Aerospace & Defense ETF	$0	–	-24,343	-100.0%	-0.19%	–
LUMN	Exit	CenturyLink Inc	$0	–	-236,577	-100.0%	-0.19%	–
SPG	Exit	SIMON PROPERTY GROUP INC	$0	–	-27,041	-100.0%	-0.19%	–
KSS	Exit	KOHL'S CORP	$0	–	-57,386	-100.0%	-0.19%	–
PBRA	Exit	PETROLEO BRASILEIRO SA PETROSPONSORE	$0	–	-210,523	-100.0%	-0.19%	–
XME	Exit	SPDR S&P Metals & Mining ETF	$0	–	-70,516	-100.0%	-0.19%	–
GWPH	Exit	GW Pharmaceuticals Plc	$0	–	-20,451	-100.0%	-0.19%	–
COP	Exit	CONOCOPHILLIPS	$0	–	-58,911	-100.0%	-0.19%	–
ES	Exit	EVERSOURCE ENERGY	$0	–	-27,869	-100.0%	-0.20%	–
PRU	Exit	PRUDENTIAL FINANCIAL INC	$0	–	-30,960	-100.0%	-0.20%	–
JWN	Exit	Nordstrom Inc	$0	–	-77,822	-100.0%	-0.20%	–
FTNT	Exit	Fortinet Inc	$0	–	-16,530	-100.0%	-0.20%	–
SAVE	Exit	Spirit Airlines Inc	$0	–	-103,206	-100.0%	-0.20%	–
PTCT	Exit	PTC Therapeutics Inc	$0	–	-45,959	-100.0%	-0.23%	–
CDE	Exit	COEUR MINING INC	$0	–	-279,048	-100.0%	-0.23%	–
M	Exit	MACY'S INC	$0	–	-262,085	-100.0%	-0.24%	–
ED	Exit	Consolidated Edison Inc	$0	–	-42,820	-100.0%	-0.25%	–
CF	Exit	CF INDUSTRIES HOLDINGS INC	$0	–	-80,046	-100.0%	-0.25%	–
KMI	Exit	Kinder Morgan Inc	$0	–	-227,564	-100.0%	-0.25%	–
X	Exit	UNITED STATES STEEL CORP	$0	–	-191,861	-100.0%	-0.26%	–
URI	Exit	United Rentals Inc	$0	–	-14,092	-100.0%	-0.26%	–
HTHT	Exit	Huazhu Grp Ltd ADS	$0	–	-74,097	-100.0%	-0.27%	–
JPM	Exit	J P MORGAN CHASE & CO	$0	–	-26,348	-100.0%	-0.27%	–
MET	Exit	METLIFE INC	$0	–	-71,598	-100.0%	-0.27%	–
YELP	Exit	YELP INC	$0	–	-103,552	-100.0%	-0.27%	–
CVX	Exit	CHEVRON CORP	$0	–	-40,475	-100.0%	-0.28%	–
WBA	Exit	WALGREENS BOOTS ALLIANCE INC	$0	–	-85,733	-100.0%	-0.28%	–
DISCA	Exit	Discovery Inc Series A	$0	–	-127,552	-100.0%	-0.31%	–
WFC	Exit	Wells Fargo & Co	$0	–	-127,780	-100.0%	-0.31%	–
BAC	Exit	BANK AMER CORP COM	$0	–	-127,578	-100.0%	-0.31%	–
OIH	Exit	VanEck Vectors Oil Services ETF	$0	–	-25,905	-100.0%	-0.32%	–
ACAD	Exit	ACADIA PHARMACEUTICALS INC	$0	–	-77,106	-100.0%	-0.33%	–
HPQ	Exit	HP Inc	$0	–	-167,667	-100.0%	-0.33%	–
SLB	Exit	SCHLUMBERGER N.V.	$0	–	-192,349	-100.0%	-0.34%	–
CERN	Exit	CERNER CORP	$0	–	-54,245	-100.0%	-0.34%	–
RSX	Exit	Market Vectors TR Russia ETF	$0	–	-177,354	-100.0%	-0.35%	–
AVB	Exit	AVALONBAY COMMUNITIES INC	$0	–	-27,507	-100.0%	-0.36%	–
IRM	Exit	Iron Mountain Inc	$0	–	-151,192	-100.0%	-0.36%	–
ABBV	Exit	AbbVie Inc	$0	–	-42,038	-100.0%	-0.36%	–
EXPE	Exit	Expedia Group Inc	$0	–	-34,314	-100.0%	-0.37%	–
MS	Exit	MORGAN STANLEY COM NEW	$0	–	-66,781	-100.0%	-0.37%	–
AMED	Exit	Amedisys Inc	$0	–	-15,822	-100.0%	-0.38%	–
CSX	Exit	CSX Corp	$0	–	-54,913	-100.0%	-0.40%	–
ESS	Exit	ESSEX PROPERTY TRUST INC	$0	–	-22,877	-100.0%	-0.44%	–
OMC	Exit	Omnicom Group Inc	$0	–	-87,192	-100.0%	-0.44%	–
PM	Exit	Philip Morris International Inc	$0	–	-77,744	-100.0%	-0.52%	–
FISV	Exit	Fiserv Inc	$0	–	-57,508	-100.0%	-0.53%	–
AFL	Exit	AFLAC Inc	$0	–	-152,493	-100.0%	-0.55%	–
TTWO	Exit	Take-Two Interactive Software Inc	$0	–	-32,888	-100.0%	-0.55%	–
NFLX	Exit	NETFLIX INC	$0	–	-12,738	-100.0%	-0.56%	–
BRKB	Exit	Berkshire Hathaway Inc Cl B	$0	–	-32,561	-100.0%	-0.61%	–
AXP	Exit	AMERICAN EXPRESS CO	$0	–	-64,639	-100.0%	-0.63%	–
FE	Exit	FirstEnergy Corp	$0	–	-279,715	-100.0%	-0.69%	–
AAL	Exit	American Airlines Group Inc	$0	–	-586,940	-100.0%	-0.75%	–
TMUS	Exit	T-Mobile US Inc	$0	–	-68,965	-100.0%	-0.75%	–
CMCSA	Exit	COMCAST CORP-CLASS A	$0	–	-187,535	-100.0%	-0.80%	–
RTX	Exit	Raytheon Technologies Corp	$0	–	-168,669	-100.0%	-0.98%	–
BABA	Exit	Alibaba Group Holding Ltd	$0	–	-60,269	-100.0%	-1.14%	–
AMAT	Exit	Applied Materials Inc	$0	–	-184,063	-100.0%	-1.29%	–
XLE	Exit	SPDR Energy Select Sector Fund	$0	–	-576,922	-100.0%	-1.77%	–
BA	Exit	BOEING CO (THE)	$0	–	-122,356	-100.0%	-2.12%	–
AMD	Exit	ADVANCED MICRO DEVICES INC	$0	–	-505,983	-100.0%	-3.76%	–
MU	Exit	MICRON TECHNOLOGY INC	$0	–	-696,691	-100.0%	-4.24%	–

Original filings

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

View 13F-HR filed 2021-05-17

Signatures

The EDGAR filing(s) were signed by:

Jonathan Bryan — General Counsel and CCO

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	2024-02-13
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
13F-HR	2021-11-15

View Quantitative Investment Management, LLC's complete filings history.

All filings

View complete filings history.

Compare quarters

Issues

The following issues were detected while analyzing the report:

The reported total value is incorrect (1181851000.0 != 1181622000.0)

Export Quantitative Investment Management, LLC's holdings

Quantitative Investment Management, LLC - Q1 2021 holdings

Original filings

Signatures

Top long-term holdings

Latest filings

All filings