$1.11 Billion is the total value of Quantitative Investment Management, LLC's 376 reported holdings in Q2 2021. The portfolio turnover from Q1 2021 to Q2 2021 was 74.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XLP | Sell | SPDR S&P Consumer Staples Etf | $35,199,000 | -51.1% | 503,068 | -52.3% | 3.18% | -47.8% |
| MSFT | Sell | Microsoft Corp | $33,492,000 | -6.5% | 123,635 | -18.6% | 3.02% | -0.2% |
| HD | Sell | HOME DEPOT INC (THE) | $17,943,000 | -18.3% | 56,270 | -21.8% | 1.62% | -12.8% |
| XLY | Sell | Consumer Discretionary Select Sector SPD | $11,027,000 | -9.9% | 61,759 | -15.2% | 1.00% | -3.9% |
| FXI | Sell | iShares China Large-Cap ETF | $10,404,000 | -32.0% | 224,581 | -31.6% | 0.94% | -27.5% |
| JNJ | Sell | Johnson & Johnson | $8,930,000 | -28.5% | 54,208 | -28.6% | 0.81% | -23.7% |
| LOW | Sell | LOWE'S COMPANIES INC | $7,867,000 | -33.5% | 40,562 | -34.8% | 0.71% | -29.1% |
| MCD | Sell | MCDONALD'S CORP | $6,664,000 | -61.5% | 28,853 | -62.6% | 0.60% | -58.9% |
| XLK | Sell | SPDR S&P Technology ETF | $5,426,000 | -62.1% | 36,750 | -65.9% | 0.49% | -59.6% |
| FB | Sell | Facebook Inc | $5,356,000 | -77.5% | 15,406 | -80.9% | 0.48% | -76.0% |
| GLD | Sell | SPDR Gold Trust | $4,704,000 | -71.8% | 28,406 | -72.8% | 0.42% | -69.9% |
| NOC | Sell | Northrop Grumman Corp | $4,281,000 | +5.7% | 11,780 | -5.9% | 0.39% | +12.8% |
| AEP | Sell | American Electric Power Company Inc | $4,114,000 | -7.3% | 48,639 | -7.2% | 0.37% | -1.1% |
| MDLZ | Sell | MONDELEZ INTERNATIONAL INC | $4,101,000 | -44.3% | 65,684 | -47.8% | 0.37% | -40.6% |
| ILMN | Sell | ILLUMINA INC | $3,983,000 | +19.3% | 8,418 | -3.2% | 0.36% | +27.7% |
| ITW | Sell | ILLINOIS TOOL WORKS INC | $3,451,000 | -20.1% | 15,439 | -20.8% | 0.31% | -14.8% |
| HSY | Sell | HERSHEY CO (THE) | $2,974,000 | -5.3% | 17,075 | -14.0% | 0.27% | +1.1% |
| VMW | Sell | Vmware Inc | $2,974,000 | -28.6% | 18,595 | -32.8% | 0.27% | -23.6% |
| FAST | Sell | Fastenal Co | $2,890,000 | -15.7% | 55,580 | -18.5% | 0.26% | -10.0% |
| AMGN | Sell | AMGEN INC | $2,816,000 | -33.4% | 11,554 | -32.0% | 0.25% | -29.1% |
| DTE | Sell | DTE ENERGY COMPANY | $2,609,000 | -30.3% | 20,137 | -28.4% | 0.24% | -25.6% |
| ALL | Sell | Allstate Corp (The) | $2,595,000 | -36.0% | 19,900 | -43.6% | 0.23% | -31.8% |
| TXN | Sell | TEXAS INSTRUMENTS INC | $2,527,000 | -17.3% | 13,142 | -18.8% | 0.23% | -12.0% |
| O | Sell | Realty Income Corp | $2,491,000 | -17.9% | 37,338 | -21.8% | 0.22% | -12.5% |
| PLUG | Sell | PLUG POWER INC | $2,115,000 | -46.1% | 61,865 | -43.5% | 0.19% | -42.5% |
| GLW | Sell | Corning Inc | $2,005,000 | -34.2% | 49,035 | -30.0% | 0.18% | -29.8% |
| TSCO | Sell | Tractor Supply Co | $1,962,000 | -40.4% | 10,547 | -43.3% | 0.18% | -36.6% |
| EL | Sell | ESTEE LAUDER COMPANIES INC (THE) | $1,811,000 | -31.2% | 5,694 | -37.1% | 0.16% | -26.5% |
| EBAY | Sell | eBay Inc | $1,770,000 | -11.1% | 25,216 | -22.4% | 0.16% | -4.8% |
| NTES | Sell | NetEase Inc | $1,701,000 | -73.2% | 14,765 | -76.0% | 0.15% | -71.3% |
| SO | Sell | SOUTHERN CO (THE) | $1,589,000 | -49.1% | 26,267 | -47.7% | 0.14% | -45.5% |
| DISH | Sell | DISH NETWORK CORP | $1,547,000 | +4.3% | 37,024 | -9.7% | 0.14% | +11.1% |
| VGT | Sell | Vanguard Information Tech ETF - DNQ | $1,510,000 | -18.4% | 3,788 | -26.7% | 0.14% | -13.4% |
| BB | Sell | BlackBerry Ltd | $1,490,000 | -21.8% | 122,001 | -46.1% | 0.14% | -16.1% |
| FDN | Sell | First Trust DJ Internet Index Fund | $1,460,000 | -56.0% | 5,965 | -60.8% | 0.13% | -53.0% |
| RCL | Sell | Royal Caribbean Cruises Ltd | $1,357,000 | -84.8% | 15,920 | -84.7% | 0.12% | -83.7% |
| EWA | Sell | ISHARES MSCI AUSTRALIA INDEX FUND | $1,233,000 | -70.3% | 47,483 | -71.6% | 0.11% | -68.4% |
| RIO | Sell | RIO TINTO PLC | $1,081,000 | -60.9% | 12,888 | -63.8% | 0.10% | -58.1% |
| SAP | Sell | Sap Ae Drc | $1,049,000 | -14.6% | 7,470 | -25.3% | 0.10% | -8.7% |
| MIDD | Sell | THE MIDDLEBY CORP | $1,040,000 | -29.3% | 6,004 | -32.4% | 0.09% | -24.2% |
| AAXJ | Sell | iShares MSCI All Cntry Asia Ex Japan | $1,035,000 | -60.7% | 10,959 | -61.5% | 0.09% | -58.3% |
| KNX | Sell | KNIGHT TRANSPORTATION INC | $998,000 | -62.4% | 21,956 | -60.3% | 0.09% | -60.0% |
| FCN | Sell | FTI Consulting Inc | $976,000 | -22.2% | 7,146 | -20.2% | 0.09% | -17.0% |
| BTI | Sell | British American Tobacco Industries | $947,000 | -45.9% | 24,102 | -46.6% | 0.09% | -41.9% |
| MCO | Sell | MOODY'S CORP | $944,000 | -58.0% | 2,607 | -65.4% | 0.08% | -55.3% |
| LYV | Sell | Live Nation Entertainment Inc | $924,000 | -72.8% | 10,558 | -73.7% | 0.08% | -71.2% |
| EWG | Sell | ISHARES MSCI GERMANY INDEX FUND | $911,000 | -66.7% | 26,354 | -67.8% | 0.08% | -64.5% |
| COO | Sell | COOPER COMPANIES INC (THE) | $909,000 | -20.1% | 2,294 | -22.6% | 0.08% | -14.6% |
| JKS | Sell | JinkoSolar Holding Co Ltd | $889,000 | -27.0% | 15,884 | -45.6% | 0.08% | -22.3% |
| VTR | Sell | Ventas Inc | $859,000 | -31.4% | 15,054 | -35.9% | 0.08% | -26.4% |
| BAX | Sell | BAXTER INTERNATIONAL INC | $824,000 | -83.4% | 10,237 | -82.7% | 0.07% | -82.4% |
| FLT | Sell | FleetCor Technologies Inc | $813,000 | -79.5% | 3,178 | -78.5% | 0.07% | -78.2% |
| ROST | Sell | ROSS STORES INC | $764,000 | -56.7% | 6,166 | -58.1% | 0.07% | -53.7% |
| JBHT | Sell | J.B. HUNT TRANSPORT SERVICES INC | $762,000 | -49.8% | 4,682 | -48.2% | 0.07% | -46.5% |
| WW | Sell | WW Intl Inc | $748,000 | -22.4% | 20,723 | -32.8% | 0.07% | -17.1% |
| PPG | Sell | PPG Industries Inc | $758,000 | +3.3% | 4,470 | -8.6% | 0.07% | +9.7% |
| AXON | Sell | Axon Enterprise Inc | $743,000 | -60.9% | 4,203 | -68.5% | 0.07% | -58.4% |
| MSI | Sell | Motorola Solutions Inc | $732,000 | -75.3% | 3,378 | -78.5% | 0.07% | -73.6% |
| MCK | Sell | MCKESSON CORP | $730,000 | -88.4% | 3,820 | -88.1% | 0.07% | -87.6% |
| MOH | Sell | MOLINA HEALTHCARE INC | $676,000 | -5.6% | 2,674 | -12.8% | 0.06% | 0.0% |
| MAS | Sell | MASCO CORP | $661,000 | -59.8% | 11,228 | -59.1% | 0.06% | -56.8% |
| EVRG | Sell | Evergy Inc | $604,000 | -84.9% | 10,011 | -85.1% | 0.06% | -83.8% |
| ADM | Sell | ARCHER-DANIELS-MIDLAND CO | $544,000 | -75.7% | 8,989 | -77.2% | 0.05% | -74.2% |
| RH | Sell | RH Common Stock | $531,000 | -87.4% | 783 | -89.0% | 0.05% | -86.6% |
| SYNA | Sell | SYNAPTICS INC | $536,000 | -32.5% | 3,449 | -41.2% | 0.05% | -28.4% |
| ILF | Sell | iShares Latin America 40 ETF | $525,000 | -82.2% | 16,683 | -84.4% | 0.05% | -81.2% |
| LIN | Sell | Linde PLC | $507,000 | -37.7% | 1,754 | -39.6% | 0.05% | -33.3% |
| DOV | Sell | DOVER CORP | $495,000 | -73.7% | 3,287 | -76.1% | 0.04% | -71.7% |
| CAH | Sell | Cardinal Health Inc | $490,000 | -89.4% | 8,588 | -88.7% | 0.04% | -88.8% |
| WDC | Sell | Western Digital Corp | $472,000 | -86.1% | 6,635 | -87.0% | 0.04% | -85.1% |
| HZNP | Sell | Horizon Therapeutics PLC | $477,000 | -73.7% | 5,097 | -74.2% | 0.04% | -72.1% |
| BKNG | Sell | Booking Holdings Inc | $448,000 | -85.5% | 205 | -84.5% | 0.04% | -84.7% |
| SEIC | Sell | SEI INVESTMENTS CO | $436,000 | -12.3% | 7,042 | -13.7% | 0.04% | -7.1% |
| TER | Sell | Teradyne Inc | $434,000 | -77.8% | 3,242 | -79.8% | 0.04% | -76.5% |
| EWW | Sell | iShares MSCI Mexico ETF | $413,000 | -75.7% | 8,615 | -77.8% | 0.04% | -74.3% |
| PANW | Sell | PALO ALTO NETWORKS INC | $392,000 | -93.4% | 1,057 | -94.2% | 0.04% | -93.0% |
| DUK | Sell | Duke Energy Corp | $382,000 | -70.1% | 3,875 | -70.8% | 0.03% | -68.5% |
| POST | Sell | Post Holdings Inc | $379,000 | -30.3% | 3,495 | -32.2% | 0.03% | -26.1% |
| AAP | Sell | ADVANCE AUTO PARTS INC | $380,000 | -44.0% | 1,854 | -49.9% | 0.03% | -40.4% |
| SKX | Sell | SKECHERS U.S.A. INC | $361,000 | -77.1% | 7,256 | -80.8% | 0.03% | -75.2% |
| DB | Sell | DEUTSCHE BANK AG-REGISTERED | $353,000 | -68.2% | 27,049 | -70.8% | 0.03% | -66.0% |
| CIEN | Sell | Ciena Corp | $345,000 | -51.1% | 6,073 | -53.0% | 0.03% | -48.3% |
| FLO | Sell | FLOWERS FOODS INC | $342,000 | -14.1% | 14,133 | -15.5% | 0.03% | -8.8% |
| OHI | Sell | Omega Healthcare Investors Inc | $320,000 | -41.0% | 8,823 | -40.5% | 0.03% | -37.0% |
| LHX | Sell | L3Harris Technologies Inc | $248,000 | -91.9% | 1,148 | -92.4% | 0.02% | -91.5% |
| REGI | Sell | Renewable Energy Group Inc | $248,000 | -42.7% | 3,993 | -39.2% | 0.02% | -40.5% |
| RPM | Sell | RPM INTERNATIONAL INC | $235,000 | -73.6% | 2,653 | -72.7% | 0.02% | -72.0% |
| EW | Sell | EDWARDS LIFESCIENCES CORP | $232,000 | -27.0% | 2,247 | -40.9% | 0.02% | -22.2% |
| DRE | Sell | DUKE REALTY CORP COM NEW | $218,000 | -84.5% | 4,610 | -86.3% | 0.02% | -83.2% |
| WERN | Sell | Werner Enterprises Inc | $212,000 | -61.5% | 4,778 | -59.1% | 0.02% | -59.6% |
| NI | Sell | NiSource Inc | $212,000 | -88.5% | 8,690 | -88.7% | 0.02% | -87.8% |
| LBTYA | Sell | Liberty Global plc cl A | $201,000 | -30.9% | 7,414 | -34.7% | 0.02% | -28.0% |
| ABB | Sell | ABB LTD | $202,000 | -63.5% | 5,966 | -67.1% | 0.02% | -61.7% |
| BGCP | Exit | BGC PARTNERS INC-CL A | $0 | – | -12,693 | -100.0% | -0.01% | – |
| CBD | Exit | Cia Brasileria de Distribuicao | $0 | – | -12,949 | -100.0% | -0.01% | – |
| ZIOP | Exit | ZIOPHARM Oncology Inc | $0 | – | -22,874 | -100.0% | -0.01% | – |
| GFI | Exit | GOLD FIELDS LTD | $0 | – | -11,990 | -100.0% | -0.01% | – |
| TWO | Exit | Two Harbors Investments Corp | $0 | – | -16,106 | -100.0% | -0.01% | – |
| TV | Exit | GRUPO TELEVISA S.A. | $0 | – | -13,950 | -100.0% | -0.01% | – |
| RRC | Exit | Range Resources Corp | $0 | – | -10,945 | -100.0% | -0.01% | – |
| DVAX | Exit | Dynavax Technologies Corp | $0 | – | -19,023 | -100.0% | -0.02% | – |
| PBR | Exit | PETROLEO BRASILEIRO S.A.- PETROBRAS | $0 | – | -24,378 | -100.0% | -0.02% | – |
| CCOI | Exit | COGENT COMMUNICATIONS HOLDINGS INC | $0 | – | -2,950 | -100.0% | -0.02% | – |
| STLD | Exit | STEEL DYNAMICS INC | $0 | – | -3,998 | -100.0% | -0.02% | – |
| DEI | Exit | Douglas Emmett Inc | $0 | – | -6,580 | -100.0% | -0.02% | – |
| CLVS | Exit | Clovis Oncology Inc | $0 | – | -28,584 | -100.0% | -0.02% | – |
| XPO | Exit | XPO Logistics Inc | $0 | – | -1,623 | -100.0% | -0.02% | – |
| FLR | Exit | FLUOR CORP | $0 | – | -9,086 | -100.0% | -0.02% | – |
| DDD | Exit | 3D Systems Corp | $0 | – | -7,703 | -100.0% | -0.02% | – |
| XRX | Exit | Xerox Holdings Corporation | $0 | – | -9,478 | -100.0% | -0.02% | – |
| TFX | Exit | Teleflex Inc | $0 | – | -550 | -100.0% | -0.02% | – |
| MTOR | Exit | Meritor Inc | $0 | – | -7,680 | -100.0% | -0.02% | – |
| EGP | Exit | EASTGROUP PROPERTIES INC | $0 | – | -1,582 | -100.0% | -0.02% | – |
| BAP | Exit | Credicorp Ltd | $0 | – | -1,739 | -100.0% | -0.02% | – |
| EXR | Exit | EXTRA SPACE STORAGE INC | $0 | – | -1,814 | -100.0% | -0.02% | – |
| HTA | Exit | Healthcare Trust of America Inc | $0 | – | -8,493 | -100.0% | -0.02% | – |
| WGO | Exit | WINNEBAGO INDUSTRIES INC | $0 | – | -3,067 | -100.0% | -0.02% | – |
| G | Exit | Genpact Ltd | $0 | – | -5,637 | -100.0% | -0.02% | – |
| RGEN | Exit | REPLIGEN CORP | $0 | – | -1,230 | -100.0% | -0.02% | – |
| MANH | Exit | MANHATTAN ASSOCIATES INC | $0 | – | -2,055 | -100.0% | -0.02% | – |
| OMER | Exit | Omeros Corp | $0 | – | -13,014 | -100.0% | -0.02% | – |
| HUBG | Exit | HUB GROUP INC | $0 | – | -3,632 | -100.0% | -0.02% | – |
| BLDR | Exit | Builders FirstSource Inc | $0 | – | -5,550 | -100.0% | -0.02% | – |
| TREE | Exit | LendingTree Inc | $0 | – | -1,208 | -100.0% | -0.02% | – |
| KBH | Exit | KB Home | $0 | – | -5,901 | -100.0% | -0.02% | – |
| SKYW | Exit | Skywest Inc | $0 | – | -5,031 | -100.0% | -0.02% | – |
| TTMI | Exit | TTM TECHNOLOGIES INC | $0 | – | -18,976 | -100.0% | -0.02% | – |
| FDS | Exit | FACTSET RESEARCH SYSTEMS INC | $0 | – | -864 | -100.0% | -0.02% | – |
| LIVN | Exit | LivaNova PLC | $0 | – | -3,664 | -100.0% | -0.02% | – |
| CE | Exit | Celanese Corp | $0 | – | -1,897 | -100.0% | -0.02% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL-SP ADR | $0 | – | -25,059 | -100.0% | -0.02% | – |
| SEE | Exit | Sealed Air Corp | $0 | – | -6,220 | -100.0% | -0.02% | – |
| GPK | Exit | GRAPHIC PACKAGING HOLDING CO | $0 | – | -15,695 | -100.0% | -0.02% | – |
| IP | Exit | INTERNATIONAL PAPER CO | $0 | – | -5,518 | -100.0% | -0.02% | – |
| CRI | Exit | Carter's Inc | $0 | – | -3,376 | -100.0% | -0.02% | – |
| AZPN | Exit | ASPEN TECHNOLOGY INC | $0 | – | -2,050 | -100.0% | -0.02% | – |
| AOS | Exit | SMITH (A.O.) CORP | $0 | – | -4,448 | -100.0% | -0.02% | – |
| BKH | Exit | Black Hills Corp | $0 | – | -4,676 | -100.0% | -0.03% | – |
| JBLU | Exit | JetBlue Airways Corp | $0 | – | -15,004 | -100.0% | -0.03% | – |
| TAK | Exit | Takeda Pharmaceutical Co Ltd | $0 | – | -17,050 | -100.0% | -0.03% | – |
| TMHC | Exit | Taylor Morrison Home Corp | $0 | – | -10,179 | -100.0% | -0.03% | – |
| CAR | Exit | Avis Budget Group Inc | $0 | – | -4,337 | -100.0% | -0.03% | – |
| MKL | Exit | MARKEL CORP | $0 | – | -279 | -100.0% | -0.03% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -1,738 | -100.0% | -0.03% | – |
| ADC | Exit | Agree Realty Corp | $0 | – | -4,724 | -100.0% | -0.03% | – |
| EGHT | Exit | 8X8 Inc | $0 | – | -9,765 | -100.0% | -0.03% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -1,240 | -100.0% | -0.03% | – |
| THG | Exit | THE HANOVER INSURANCE GROUP INC | $0 | – | -2,516 | -100.0% | -0.03% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO. | $0 | – | -2,209 | -100.0% | -0.03% | – |
| UTHR | Exit | United Therapeutics Corp | $0 | – | -2,017 | -100.0% | -0.03% | – |
| PETS | Exit | PETMED EXPRESS INC | $0 | – | -9,599 | -100.0% | -0.03% | – |
| LYB | Exit | LyondellBasell Industries NV | $0 | – | -3,354 | -100.0% | -0.03% | – |
| TFC | Exit | Truist Financial Corp | $0 | – | -6,102 | -100.0% | -0.03% | – |
| KLAC | Exit | KLA Corp | $0 | – | -1,062 | -100.0% | -0.03% | – |
| IRDM | Exit | Iridium Communications Inc | $0 | – | -8,839 | -100.0% | -0.03% | – |
| CPT | Exit | Camden Property Trust | $0 | – | -3,310 | -100.0% | -0.03% | – |
| CHRW | Exit | C.H. Robinson Worldwide Inc | $0 | – | -3,798 | -100.0% | -0.03% | – |
| VXRT | Exit | Vaxart Inc ORD | $0 | – | -59,920 | -100.0% | -0.03% | – |
| SJM | Exit | J.M. SMUCKER CO (THE) | $0 | – | -2,985 | -100.0% | -0.03% | – |
| NATI | Exit | NATIONAL INSTRUMENTS CORP | $0 | – | -8,689 | -100.0% | -0.03% | – |
| NOK | Exit | NOKIA CORP | $0 | – | -98,045 | -100.0% | -0.03% | – |
| FTI | Exit | TechnipFMC plc Ordinary Share | $0 | – | -50,714 | -100.0% | -0.03% | – |
| CPA | Exit | Copa Holdings S.A. | $0 | – | -4,781 | -100.0% | -0.03% | – |
| AMKR | Exit | Amkor Technology Inc | $0 | – | -16,793 | -100.0% | -0.03% | – |
| POWI | Exit | Power Integrations Inc | $0 | – | -4,963 | -100.0% | -0.03% | – |
| TDS | Exit | TELEPHONE AND DATA SYSTEMS | $0 | – | -17,409 | -100.0% | -0.03% | – |
| GWRE | Exit | GUIDEWIRE SOFTWARE INC | $0 | – | -3,971 | -100.0% | -0.03% | – |
| BWXT | Exit | BWX Technologies Inc | $0 | – | -6,220 | -100.0% | -0.04% | – |
| VFC | Exit | V.F. CORP | $0 | – | -5,165 | -100.0% | -0.04% | – |
| HCSG | Exit | HEALTHCARE SERVICES GROUP INC | $0 | – | -14,903 | -100.0% | -0.04% | – |
| ASML | Exit | ASML HOLDING N.V. | $0 | – | -680 | -100.0% | -0.04% | – |
| ICUI | Exit | ICU Medical Inc | $0 | – | -2,093 | -100.0% | -0.04% | – |
| EPC | Exit | Edgewell Personal Care Company | $0 | – | -10,814 | -100.0% | -0.04% | – |
| CCMP | Exit | CMC Materials Inc. | $0 | – | -2,384 | -100.0% | -0.04% | – |
| FIZZ | Exit | NATIONAL BEVERAGE CORP | $0 | – | -8,669 | -100.0% | -0.04% | – |
| STAA | Exit | STAAR SURGICAL CO | $0 | – | -4,107 | -100.0% | -0.04% | – |
| PODD | Exit | Insulet Corp | $0 | – | -1,742 | -100.0% | -0.04% | – |
| IONS | Exit | IONIS PHARMACEUTICALS INC | $0 | – | -9,931 | -100.0% | -0.04% | – |
| ECL | Exit | Ecolab Inc | $0 | – | -2,083 | -100.0% | -0.04% | – |
| PTC | Exit | Ptc Inc | $0 | – | -3,310 | -100.0% | -0.04% | – |
| EHC | Exit | Encompass Health Corp | $0 | – | -5,596 | -100.0% | -0.04% | – |
| ITB | Exit | iShares U.S. Home Construction ETF | $0 | – | -6,907 | -100.0% | -0.04% | – |
| INTU | Exit | Intuit Inc | $0 | – | -1,222 | -100.0% | -0.04% | – |
| ALB | Exit | Albemarle Corp | $0 | – | -3,257 | -100.0% | -0.04% | – |
| EIX | Exit | EDISON INTERNATIONAL | $0 | – | -8,069 | -100.0% | -0.04% | – |
| FNF | Exit | Fidelity National Financial Inc | $0 | – | -11,675 | -100.0% | -0.04% | – |
| NEE | Exit | NEXTERA ENERGY INC COM | $0 | – | -6,238 | -100.0% | -0.04% | – |
| INO | Exit | INOVIO PHARMACEUTICALS INC | $0 | – | -51,629 | -100.0% | -0.04% | – |
| LSCC | Exit | LATTICE SEMICONDUCTOR CORP | $0 | – | -10,733 | -100.0% | -0.04% | – |
| KBR | Exit | KBR Inc | $0 | – | -13,023 | -100.0% | -0.04% | – |
| MAC | Exit | MACERICH CO (THE) | $0 | – | -42,475 | -100.0% | -0.04% | – |
| CGNX | Exit | Cognex Corp | $0 | – | -5,990 | -100.0% | -0.04% | – |
| VSAT | Exit | Viasat Inc | $0 | – | -10,464 | -100.0% | -0.04% | – |
| IDA | Exit | Idacorp Inc | $0 | – | -5,103 | -100.0% | -0.04% | – |
| EZU | Exit | iShares MSCI Eurozone ETF | $0 | – | -11,024 | -100.0% | -0.04% | – |
| NXST | Exit | Nexstar Media Group Inc | $0 | – | -3,745 | -100.0% | -0.04% | – |
| CFX | Exit | Colfax Corp | $0 | – | -11,838 | -100.0% | -0.04% | – |
| BR | Exit | Broadridge Financial Solutions Inc | $0 | – | -3,389 | -100.0% | -0.04% | – |
| MPWR | Exit | Monolithic Power Systems Inc | $0 | – | -1,491 | -100.0% | -0.04% | – |
| URBN | Exit | Urban Outfitters Inc | $0 | – | -14,347 | -100.0% | -0.04% | – |
| POR | Exit | Portland General Electric Co | $0 | – | -11,326 | -100.0% | -0.04% | – |
| HRC | Exit | HILL-ROM HOLDINGS INC | $0 | – | -4,788 | -100.0% | -0.04% | – |
| ETR | Exit | Entergy Corp | $0 | – | -5,470 | -100.0% | -0.05% | – |
| TROW | Exit | T. ROWE PRICE GROUP INC | $0 | – | -3,162 | -100.0% | -0.05% | – |
| HUN | Exit | Huntsman Corp | $0 | – | -19,362 | -100.0% | -0.05% | – |
| RAMP | Exit | Liveramp Holdings Inc | $0 | – | -10,603 | -100.0% | -0.05% | – |
| THO | Exit | Thor Industries Inc | $0 | – | -4,196 | -100.0% | -0.05% | – |
| OC | Exit | OWENS CORNING NEW COM | $0 | – | -6,151 | -100.0% | -0.05% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORP | $0 | – | -1,170 | -100.0% | -0.05% | – |
| VOD | Exit | VODAFONE GROUP PLC | $0 | – | -30,541 | -100.0% | -0.05% | – |
| PCAR | Exit | PACCAR Inc | $0 | – | -6,227 | -100.0% | -0.05% | – |
| EZA | Exit | iShares MSCI South Africa Index Fund | $0 | – | -11,706 | -100.0% | -0.05% | – |
| TRN | Exit | Trinity Industries Inc | $0 | – | -20,185 | -100.0% | -0.05% | – |
| CBOE | Exit | Cboe Global Markets Inc | $0 | – | -5,849 | -100.0% | -0.05% | – |
| CACI | Exit | CACI INTERNATIONAL INC | $0 | – | -2,386 | -100.0% | -0.05% | – |
| EPAM | Exit | Epam Systems Inc | $0 | – | -1,493 | -100.0% | -0.05% | – |
| SUI | Exit | Sun Communities Inc | $0 | – | -3,930 | -100.0% | -0.05% | – |
| SSYS | Exit | Stratasys Ltd | $0 | – | -23,200 | -100.0% | -0.05% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -8,709 | -100.0% | -0.05% | – |
| AMBA | Exit | Ambarella Inc | $0 | – | -6,283 | -100.0% | -0.05% | – |
| FR | Exit | FIRST INDUSTRIAL REALTY TRUST INC | $0 | – | -14,736 | -100.0% | -0.06% | – |
| HAS | Exit | HASBRO INC | $0 | – | -6,967 | -100.0% | -0.06% | – |
| EEFT | Exit | Euronet Worldwide Inc | $0 | – | -4,905 | -100.0% | -0.06% | – |
| TDY | Exit | Teledyne Technologies Inc | $0 | – | -1,685 | -100.0% | -0.06% | – |
| HAE | Exit | Haemonetics Corp | $0 | – | -6,440 | -100.0% | -0.06% | – |
| FICO | Exit | Fair Isaac Corp | $0 | – | -1,467 | -100.0% | -0.06% | – |
| INGR | Exit | INGREDION INC | $0 | – | -8,016 | -100.0% | -0.06% | – |
| CSOD | Exit | Cornerstone OnDemand Inc | $0 | – | -16,426 | -100.0% | -0.06% | – |
| VNO | Exit | VORNADO RLTY TR SH BEN INT | $0 | – | -16,229 | -100.0% | -0.06% | – |
| BBL | Exit | BHP Group Plc | $0 | – | -12,776 | -100.0% | -0.06% | – |
| H | Exit | Hyatt Hotels Corp | $0 | – | -9,070 | -100.0% | -0.06% | – |
| XLNX | Exit | Xilinx Inc | $0 | – | -6,084 | -100.0% | -0.06% | – |
| AGNC | Exit | AGNC Investment Corp | $0 | – | -46,340 | -100.0% | -0.07% | – |
| BLDP | Exit | BALLARD POWER SYSTEMS INC | $0 | – | -32,011 | -100.0% | -0.07% | – |
| NKTR | Exit | NEKTAR THERAPEUTICS | $0 | – | -39,828 | -100.0% | -0.07% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -3,738 | -100.0% | -0.07% | – |
| OLED | Exit | Universal Display Corp | $0 | – | -3,353 | -100.0% | -0.07% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -6,119 | -100.0% | -0.07% | – |
| EFX | Exit | EQUIFAX INC | $0 | – | -4,477 | -100.0% | -0.07% | – |
| WY | Exit | Weyerhaeuser Co | $0 | – | -23,436 | -100.0% | -0.07% | – |
| LNT | Exit | Alliant Energy Corp | $0 | – | -15,542 | -100.0% | -0.07% | – |
| MPW | Exit | Medical Properties Trust Inc | $0 | – | -39,921 | -100.0% | -0.07% | – |
| OGE | Exit | OGE Energy Corp | $0 | – | -26,380 | -100.0% | -0.07% | – |
| TRP | Exit | TC Energy Corp | $0 | – | -19,500 | -100.0% | -0.08% | – |
| BCE | Exit | BCE Inc | $0 | – | -19,610 | -100.0% | -0.08% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -6,432 | -100.0% | -0.08% | – |
| SBSW | Exit | Sibanye Stillwater Ltd | $0 | – | -51,695 | -100.0% | -0.08% | – |
| MPC | Exit | Marathon Petroleum Corp | $0 | – | -17,310 | -100.0% | -0.08% | – |
| IBN | Exit | ICICI BANK LTD | $0 | – | -57,320 | -100.0% | -0.08% | – |
| EPI | Exit | WisdomTree India Earnings Fund | $0 | – | -29,383 | -100.0% | -0.08% | – |
| TOL | Exit | Toll Brothers Inc | $0 | – | -16,737 | -100.0% | -0.08% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -20,289 | -100.0% | -0.08% | – |
| JACK | Exit | Jack In The Box Inc | $0 | – | -8,825 | -100.0% | -0.08% | – |
| FOLD | Exit | Amicus Therapeutics Inc | $0 | – | -98,248 | -100.0% | -0.08% | – |
| CMC | Exit | COMMERCIAL METALS CO | $0 | – | -31,322 | -100.0% | -0.08% | – |
| ICF | Exit | ISHARES COHEN & STEERS REIT ETF | $0 | – | -17,071 | -100.0% | -0.08% | – |
| VER | Exit | VEREIT Inc | $0 | – | -25,694 | -100.0% | -0.08% | – |
| PFPT | Exit | Proofpoint Inc | $0 | – | -7,993 | -100.0% | -0.08% | – |
| JBL | Exit | Jabil Inc | $0 | – | -19,603 | -100.0% | -0.09% | – |
| ERIC | Exit | ERICSSON | $0 | – | -77,746 | -100.0% | -0.09% | – |
| PNW | Exit | Pinnacle West Capital Corp | $0 | – | -12,664 | -100.0% | -0.09% | – |
| LOPE | Exit | Grand Canyon Education Inc | $0 | – | -9,590 | -100.0% | -0.09% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -54,611 | -100.0% | -0.09% | – |
| TGTX | Exit | TG Therapeutics Inc | $0 | – | -22,030 | -100.0% | -0.09% | – |
| NCLH | Exit | Norwegian Cruise Line Holdings Ltd | $0 | – | -38,603 | -100.0% | -0.09% | – |
| CRUS | Exit | Cirrus Logic Inc | $0 | – | -12,636 | -100.0% | -0.09% | – |
| CTSH | Exit | Cognizant Technology Solutions Corp | $0 | – | -14,091 | -100.0% | -0.09% | – |
| SONY | Exit | Sony Group Corp | $0 | – | -11,012 | -100.0% | -0.10% | – |
| ADSK | Exit | Autodesk Inc | $0 | – | -4,353 | -100.0% | -0.10% | – |
| RHI | Exit | ROBERT HALF INTERNATIONAL INC | $0 | – | -15,590 | -100.0% | -0.10% | – |
| AMRN | Exit | AMARIN CORP PLC | $0 | – | -198,867 | -100.0% | -0.10% | – |
| ELS | Exit | Equity Lifestyle Properties Inc | $0 | – | -19,596 | -100.0% | -0.11% | – |
| PEAK | Exit | Healthpeak Properties Inc | $0 | – | -40,286 | -100.0% | -0.11% | – |
| KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -9,255 | -100.0% | -0.11% | – |
| WAT | Exit | Waters Corp | $0 | – | -4,588 | -100.0% | -0.11% | – |
| IIVI | Exit | II-VI Inc | $0 | – | -19,183 | -100.0% | -0.11% | – |
| NLY | Exit | Annaly Capital Management Inc | $0 | – | -155,309 | -100.0% | -0.11% | – |
| DHI | Exit | D.R. HORTON INC | $0 | – | -15,103 | -100.0% | -0.11% | – |
| WDAY | Exit | Workday Inc | $0 | – | -5,541 | -100.0% | -0.12% | – |
| AEE | Exit | Ameren Corp | $0 | – | -16,918 | -100.0% | -0.12% | – |
| VLO | Exit | Valero Energy Corp | $0 | – | -19,587 | -100.0% | -0.12% | – |
| NDAQ | Exit | Nasdaq Inc | $0 | – | -10,582 | -100.0% | -0.13% | – |
| EPP | Exit | ISHARES MSCI PAC EX-JAP IDX FD | $0 | – | -31,203 | -100.0% | -0.13% | – |
| BUD | Exit | Anheuser-Busch Inbev SA | $0 | – | -25,464 | -100.0% | -0.14% | – |
| VGK | Exit | Vanguard FTSEEuropean ETF | $0 | – | -26,417 | -100.0% | -0.14% | – |
| ABC | Exit | AmerisourceBergen Corp (Holding Co) | $0 | – | -14,144 | -100.0% | -0.14% | – |
| EIDO | Exit | iShares MSCI Indonesia ETF | $0 | – | -78,648 | -100.0% | -0.14% | – |
| SRPT | Exit | SAREPTA THERAPEUTICS INC | $0 | – | -23,171 | -100.0% | -0.15% | – |
| WELL | Exit | Welltower Inc | $0 | – | -24,160 | -100.0% | -0.15% | – |
| NVR | Exit | NVR Inc | $0 | – | -366 | -100.0% | -0.15% | – |
| BHP | Exit | BHP Group Limited | $0 | – | -25,179 | -100.0% | -0.15% | – |
| BLL | Exit | Ball Corp | $0 | – | -21,039 | -100.0% | -0.15% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -86,425 | -100.0% | -0.17% | – |
| NTAP | Exit | NetApp Inc | $0 | – | -27,328 | -100.0% | -0.17% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -26,197 | -100.0% | -0.17% | – |
| GT | Exit | GOODYEAR TIRE & RUBBER CO | $0 | – | -116,008 | -100.0% | -0.17% | – |
| CTXS | Exit | CITRIX SYSTEMS INC | $0 | – | -14,833 | -100.0% | -0.18% | – |
| ABT | Exit | Abbott Laboratories | $0 | – | -18,024 | -100.0% | -0.18% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -1,538 | -100.0% | -0.18% | – |
| IEFA | Exit | iShares Core MSCI EAFE ETF | $0 | – | -30,169 | -100.0% | -0.18% | – |
| AG | Exit | FIRST MAJESTIC SILVER CORP COM | $0 | – | -142,286 | -100.0% | -0.19% | – |
| ZNGA | Exit | Zynga Inc | $0 | – | -218,545 | -100.0% | -0.19% | – |
| EXC | Exit | EXELON CORP | $0 | – | -51,860 | -100.0% | -0.19% | – |
| MMC | Exit | MARSH & MCLENNAN COMPANIES INC | $0 | – | -19,108 | -100.0% | -0.20% | – |
| AMT | Exit | AMERICAN TOWER CORP (REIT) | $0 | – | -9,772 | -100.0% | -0.20% | – |
| SPGI | Exit | S&P GLOBAL INC | $0 | – | -6,665 | -100.0% | -0.20% | – |
| PEG | Exit | Public Service Enterprise Group Inco | $0 | – | -39,416 | -100.0% | -0.20% | – |
| VALE | Exit | Vale S A ADR | $0 | – | -137,807 | -100.0% | -0.20% | – |
| EXPD | Exit | Expeditors International of Washington | $0 | – | -22,540 | -100.0% | -0.20% | – |
| KMX | Exit | CarMax Inc | $0 | – | -18,349 | -100.0% | -0.21% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -11,330 | -100.0% | -0.21% | – |
| BDX | Exit | BECTON DICKINSON AND CO | $0 | – | -10,373 | -100.0% | -0.21% | – |
| TJX | Exit | TJX COMPANIES INC (THE) | $0 | – | -39,116 | -100.0% | -0.22% | – |
| TCOM | Exit | Trip.com Group Ltd | $0 | – | -65,717 | -100.0% | -0.22% | – |
| ABMD | Exit | Abiomed Inc | $0 | – | -8,388 | -100.0% | -0.23% | – |
| GIS | Exit | GENERAL MILLS INC | $0 | – | -45,908 | -100.0% | -0.24% | – |
| EWU | Exit | iShares MSCI United Kingdom Etf | $0 | – | -90,538 | -100.0% | -0.24% | – |
| MLCO | Exit | Melco Resorts & Entertainment Limited AD | $0 | – | -142,746 | -100.0% | -0.24% | – |
| CAG | Exit | ConAgra Brands Inc | $0 | – | -77,567 | -100.0% | -0.25% | – |
| KDP | Exit | Keurig Dr Pepper Inc | $0 | – | -85,610 | -100.0% | -0.25% | – |
| DLTR | Exit | Dollar Tree Inc | $0 | – | -25,892 | -100.0% | -0.25% | – |
| PCG | Exit | PACIFIC GAS & ELECTRIC CO. | $0 | – | -269,016 | -100.0% | -0.27% | – |
| MAR | Exit | MARRIOTT INTERNATIONAL | $0 | – | -21,320 | -100.0% | -0.27% | – |
| CCL | Exit | Carnival Corp | $0 | – | -120,281 | -100.0% | -0.27% | – |
| QCOM | Exit | Qualcomm Inc | $0 | – | -24,130 | -100.0% | -0.27% | – |
| XOP | Exit | SPDR S&P Oil & Gas Exploration & Product | $0 | – | -40,064 | -100.0% | -0.28% | – |
| PLD | Exit | PROLOGIS INC | $0 | – | -31,145 | -100.0% | -0.28% | – |
| SRE | Exit | Sempra Energy | $0 | – | -25,495 | -100.0% | -0.29% | – |
| TSM | Exit | Taiwan Semiconductor Manufacturing CoLtd | $0 | – | -29,175 | -100.0% | -0.29% | – |
| WYNN | Exit | WYNN RESORTS LTD | $0 | – | -27,880 | -100.0% | -0.30% | – |
| IBM | Exit | International Business Machines Corp | $0 | – | -26,494 | -100.0% | -0.30% | – |
| MA | Exit | Mastercard Incorp Common Stock | $0 | – | -10,247 | -100.0% | -0.31% | – |
| WM | Exit | WASTE MANAGEMENT INC | $0 | – | -29,003 | -100.0% | -0.32% | – |
| BBY | Exit | Best Buy Co. Inc | $0 | – | -32,733 | -100.0% | -0.32% | – |
| LVS | Exit | Las Vegas Sands Corp | $0 | – | -62,109 | -100.0% | -0.32% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -2,657 | -100.0% | -0.32% | – |
| CI | Exit | Cigna Holding Co | $0 | – | -15,726 | -100.0% | -0.32% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -14,856 | -100.0% | -0.33% | – |
| TGT | Exit | TARGET CORP | $0 | – | -20,276 | -100.0% | -0.34% | – |
| KSU | Exit | KANSAS CITY SOUTHERN | $0 | – | -16,505 | -100.0% | -0.37% | – |
| PPL | Exit | PPL CORP | $0 | – | -153,237 | -100.0% | -0.37% | – |
| DAL | Exit | Delta Air Lines Inc | $0 | – | -96,567 | -100.0% | -0.40% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -26,010 | -100.0% | -0.40% | – |
| TSN | Exit | TYSON FOODS INC | $0 | – | -64,414 | -100.0% | -0.40% | – |
| MMM | Exit | 3M CO | $0 | – | -24,881 | -100.0% | -0.41% | – |
| EWH | Exit | ISHARES MSCI HONG KONG INDEX FUND | $0 | – | -185,939 | -100.0% | -0.42% | – |
| IGV | Exit | Ishr S&P Gs Sftw | $0 | – | -14,634 | -100.0% | -0.42% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -25,383 | -100.0% | -0.43% | – |
| SLV | Exit | ISHARES SILVER TRUST | $0 | – | -227,924 | -100.0% | -0.44% | – |
| CCI | Exit | Crown Castle International Corp | $0 | – | -33,650 | -100.0% | -0.49% | – |
| CSCO | Exit | Cisco Systems Inc | $0 | – | -120,297 | -100.0% | -0.53% | – |
| EFA | Exit | ISHARES MSCI EAFE ETF | $0 | – | -96,318 | -100.0% | -0.62% | – |
| ATVI | Exit | Activision Blizzard Inc | $0 | – | -87,143 | -100.0% | -0.69% | – |
| UAL | Exit | United Airlines Holdings Inc | $0 | – | -146,950 | -100.0% | -0.72% | – |
| IBB | Exit | ISHARES NASDAQ BIOTECHNOLOGY INDEX FUND | $0 | – | -71,758 | -100.0% | -0.91% | – |
| ORCL | Exit | Oracle Corp | $0 | – | -156,569 | -100.0% | -0.93% | – |
| GOOGL | Exit | Alphabet Inc A | $0 | – | -5,393 | -100.0% | -0.94% | – |
| VNQ | Exit | Vanguard Real Estate ETF | $0 | – | -122,657 | -100.0% | -0.95% | – |
| GOOG | Exit | Alphabet Inc | $0 | – | -5,474 | -100.0% | -0.96% | – |
| SPLV | Exit | Invesco S&P 500 Low Volatility ETF | $0 | – | -214,859 | -100.0% | -1.06% | – |
| TWTR | Exit | Twitter Inc | $0 | – | -247,340 | -100.0% | -1.33% | – |
| XLV | Exit | SPDR S&P Health Care ETF | $0 | – | -157,507 | -100.0% | -1.56% | – |
| XBI | Exit | SPDR S&P Biotech ETF | $0 | – | -162,385 | -100.0% | -1.86% | – |
| IYR | Exit | ISHARES U.S. REAL ESTATE ETF | $0 | – | -248,314 | -100.0% | -1.93% | – |
| XLU | Exit | SPDR S&P Utilities ETF | $0 | – | -419,211 | -100.0% | -2.27% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-08-16
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.