$1.1 Billion is the total value of Quantitative Investment Management, LLC's 369 reported holdings in Q3 2021. The portfolio turnover from Q2 2021 to Q3 2021 was 78.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AMZN | Sell | Amazon.com Inc | $24,062,000 | -40.8% | 7,325 | -38.0% | 2.18% | -40.6% |
| CRM | Sell | SALESFORCE.COM INC | $13,600,000 | -15.4% | 50,147 | -23.8% | 1.23% | -15.2% |
| AAPL | Sell | Apple Inc | $11,308,000 | -67.4% | 79,917 | -68.5% | 1.02% | -67.3% |
| CHTR | Sell | Charter Communications Inc | $10,951,000 | -36.2% | 15,053 | -36.7% | 0.99% | -36.1% |
| INDA | Sell | iShares MSCI India | $9,103,000 | +2.4% | 186,970 | -6.9% | 0.82% | +2.6% |
| FXI | Sell | iShares China Large-Cap ETF | $7,635,000 | -26.6% | 196,143 | -12.7% | 0.69% | -26.5% |
| BIIB | Sell | Biogen Inc | $6,739,000 | -34.2% | 23,817 | -19.5% | 0.61% | -34.1% |
| GILD | Sell | GILEAD SCIENCES INC | $6,603,000 | -33.4% | 94,543 | -34.4% | 0.60% | -33.3% |
| T | Sell | AT&T Inc | $6,512,000 | -39.1% | 241,111 | -35.1% | 0.59% | -38.9% |
| PG | Sell | PROCTER & GAMBLE CO (THE) | $5,980,000 | -34.4% | 42,782 | -36.7% | 0.54% | -34.3% |
| INFY | Sell | Infosys Ltd | $4,548,000 | -23.1% | 204,419 | -26.8% | 0.41% | -22.8% |
| MELI | Sell | MercadoLibre Inc | $4,534,000 | -5.6% | 2,700 | -12.5% | 0.41% | -5.5% |
| BIDU | Sell | Baidu Inc | $4,384,000 | -76.3% | 28,519 | -68.5% | 0.40% | -76.2% |
| MO | Sell | Altria Group | $4,275,000 | -16.8% | 93,917 | -12.9% | 0.39% | -16.6% |
| LOW | Sell | LOWE'S COMPANIES INC | $3,836,000 | -51.2% | 18,910 | -53.4% | 0.35% | -51.1% |
| BSX | Sell | Boston Scientific Corp | $3,753,000 | -37.6% | 86,513 | -38.5% | 0.34% | -37.4% |
| ANTM | Sell | Anthem Inc | $3,532,000 | -33.2% | 9,476 | -31.5% | 0.32% | -32.9% |
| XLY | Sell | Consumer Discretionary Select Sector SPD | $3,535,000 | -67.9% | 19,704 | -68.1% | 0.32% | -67.9% |
| ROK | Sell | Rockwell Automation Inc | $3,488,000 | -47.7% | 11,863 | -49.2% | 0.32% | -47.6% |
| ADI | Sell | Analog Devices Inc | $3,196,000 | -37.5% | 19,084 | -35.7% | 0.29% | -37.4% |
| UPS | Sell | UNITED PARCEL SERVICE INC | $3,155,000 | -62.9% | 17,326 | -57.6% | 0.29% | -62.8% |
| ALNY | Sell | ALNYLAM PHARMACEUTICALS INC | $2,698,000 | -31.8% | 14,293 | -38.7% | 0.24% | -31.7% |
| SHW | Sell | SHERWIN-WILLIAMS CO (THE) | $2,532,000 | -64.8% | 9,053 | -65.7% | 0.23% | -64.7% |
| YY | Sell | JOYY Inc | $1,944,000 | -45.2% | 35,472 | -34.0% | 0.18% | -45.0% |
| ULTA | Sell | Ulta Beauty Inc | $1,820,000 | -38.1% | 5,045 | -40.7% | 0.16% | -38.0% |
| GOLD | Sell | Barrick Gold Corp | $1,790,000 | -46.3% | 99,189 | -38.5% | 0.16% | -46.2% |
| ILMN | Sell | ILLUMINA INC | $1,675,000 | -57.9% | 4,131 | -50.9% | 0.15% | -57.8% |
| CL | Sell | Colgate-Palmolive Co | $1,542,000 | -38.7% | 20,406 | -34.0% | 0.14% | -38.3% |
| PLUG | Sell | PLUG POWER INC | $1,543,000 | -27.0% | 60,421 | -2.3% | 0.14% | -26.7% |
| ARE | Sell | ALEXANDRIA REAL ESTATE EQUITIES INC | $1,367,000 | -47.7% | 7,158 | -50.2% | 0.12% | -47.5% |
| BIO | Sell | BIO-RAD LABORATORIES-A | $1,359,000 | -15.1% | 1,823 | -26.7% | 0.12% | -15.2% |
| MCD | Sell | MCDONALD'S CORP | $1,343,000 | -79.8% | 5,574 | -80.7% | 0.12% | -79.7% |
| ABEV | Sell | Ambev S.A. | $1,305,000 | -20.2% | 472,972 | -0.5% | 0.12% | -20.3% |
| RE | Sell | Everest Re Group Ltd | $1,290,000 | -31.1% | 5,147 | -30.7% | 0.12% | -30.8% |
| MBT | Sell | MOBILE TELESYSTEMS OJSC | $1,008,000 | -16.3% | 104,582 | -19.7% | 0.09% | -16.5% |
| APH | Sell | AMPHENOL CORP | $909,000 | -34.1% | 12,426 | -38.4% | 0.08% | -34.4% |
| WMB | Sell | WILLIAMS COMPANIES INC (THE) | $882,000 | -69.9% | 34,024 | -69.2% | 0.08% | -69.8% |
| DVA | Sell | DaVita Inc | $866,000 | -32.2% | 7,455 | -29.8% | 0.08% | -32.2% |
| PRLB | Sell | Proto Labs Inc | $838,000 | -27.6% | 12,588 | -0.2% | 0.08% | -26.9% |
| FIS | Sell | Fidelity National Information Services | $810,000 | -36.5% | 6,665 | -26.0% | 0.07% | -36.5% |
| DECK | Sell | DECKERS OUTDOOR CORP | $778,000 | -55.0% | 2,160 | -52.0% | 0.07% | -55.1% |
| NDSN | Sell | NORDSON CORP | $750,000 | -34.6% | 3,153 | -39.6% | 0.07% | -34.0% |
| TRIP | Sell | Tripadvisor Inc | $733,000 | -66.7% | 21,679 | -60.3% | 0.07% | -66.8% |
| ITUB | Sell | ITAU UNIBANCO BANCO HOLDING SA | $664,000 | -80.2% | 126,163 | -77.4% | 0.06% | -80.1% |
| FLT | Sell | FleetCor Technologies Inc | $612,000 | -24.7% | 2,343 | -26.3% | 0.06% | -24.7% |
| ODFL | Sell | OLD DOMINION FREIGHT LINE INC | $586,000 | -74.4% | 2,050 | -77.3% | 0.05% | -74.4% |
| BXP | Sell | Boston Properties Inc | $521,000 | -36.8% | 4,814 | -33.1% | 0.05% | -36.5% |
| WPC | Sell | W.P. CAREY INC | $521,000 | -40.9% | 7,139 | -39.6% | 0.05% | -41.2% |
| LEG | Sell | Leggett & Platt Inc | $517,000 | -53.5% | 11,537 | -46.2% | 0.05% | -53.0% |
| BBD | Sell | BANCO BRADESCO-ADR | $492,000 | -83.8% | 128,689 | -78.3% | 0.04% | -83.6% |
| EAT | Sell | Brinker International Inc | $435,000 | -43.9% | 8,876 | -29.3% | 0.04% | -44.3% |
| DRI | Sell | DARDEN RESTAURANTS INC | $422,000 | -73.6% | 2,791 | -74.5% | 0.04% | -73.6% |
| NICE | Sell | Nice Ltd Adr | $407,000 | -27.8% | 1,436 | -37.1% | 0.04% | -27.5% |
| MTH | Sell | MERITAGE CORP | $400,000 | -47.6% | 4,129 | -49.1% | 0.04% | -47.8% |
| NSP | Sell | INSPERITY INC | $363,000 | -27.4% | 3,283 | -40.7% | 0.03% | -26.7% |
| COR | Sell | CoreSite Realty Corp | $368,000 | +2.2% | 2,663 | -0.5% | 0.03% | 0.0% |
| GGB | Sell | GERDAU S.A. | $341,000 | -68.0% | 69,416 | -61.6% | 0.03% | -67.7% |
| MMSI | Sell | MERIT MEDICAL SYSTEMS INC | $332,000 | +8.1% | 4,629 | -2.6% | 0.03% | +7.1% |
| POST | Sell | Post Holdings Inc | $333,000 | -12.1% | 3,026 | -13.4% | 0.03% | -11.8% |
| TEN | Sell | Tenneco Inc | $304,000 | -50.3% | 21,331 | -32.7% | 0.03% | -49.1% |
| GMED | Sell | Globus Medical Inc | $293,000 | -58.3% | 3,833 | -57.8% | 0.03% | -57.1% |
| BRO | Sell | Brown & Brown Inc | $290,000 | -71.9% | 5,232 | -73.1% | 0.03% | -72.0% |
| FN | Sell | Fabrinet | $287,000 | -51.9% | 2,806 | -55.0% | 0.03% | -51.9% |
| LKQ | Sell | LKQ Corp | $281,000 | -70.2% | 5,600 | -70.7% | 0.02% | -70.6% |
| CPRT | Sell | Copart Inc | $250,000 | -83.5% | 1,809 | -84.3% | 0.02% | -83.2% |
| R | Sell | Ryder System Inc | $232,000 | -17.4% | 2,807 | -25.8% | 0.02% | -16.0% |
| HDB | Sell | HDFC Bank Ltd | $205,000 | -63.6% | 2,805 | -63.6% | 0.02% | -62.7% |
| CXW | Sell | CoreCivic Inc | $161,000 | -36.9% | 18,167 | -25.6% | 0.02% | -34.8% |
| GGAL | Sell | Grupo Financiero Galicia S.A. | $145,000 | +16.0% | 14,438 | -0.9% | 0.01% | +18.2% |
| SPPI | Exit | SPECTRUM PHARMACEUTICALS INC | $0 | – | -13,721 | -100.0% | -0.01% | – |
| SIRI | Exit | SIRIUS XM HOLDINGS INC | $0 | – | -10,471 | -100.0% | -0.01% | – |
| GOL | Exit | Gol Linhas Aereas Inteligentes S.A. | $0 | – | -10,244 | -100.0% | -0.01% | – |
| BSBR | Exit | Banco Santander Brasil SA | $0 | – | -13,395 | -100.0% | -0.01% | – |
| ENDP | Exit | Endo International plc | $0 | – | -31,684 | -100.0% | -0.01% | – |
| SVC | Exit | Service Properties Trust | $0 | – | -13,728 | -100.0% | -0.02% | – |
| FOSL | Exit | Fossil Group Inc | $0 | – | -13,424 | -100.0% | -0.02% | – |
| ABB | Exit | ABB LTD | $0 | – | -5,966 | -100.0% | -0.02% | – |
| TVTY | Exit | Tivity Health Inc | $0 | – | -7,668 | -100.0% | -0.02% | – |
| LBTYA | Exit | Liberty Global plc cl A | $0 | – | -7,414 | -100.0% | -0.02% | – |
| WERN | Exit | Werner Enterprises Inc | $0 | – | -4,778 | -100.0% | -0.02% | – |
| NI | Exit | NiSource Inc | $0 | – | -8,690 | -100.0% | -0.02% | – |
| DRE | Exit | DUKE REALTY CORP COM NEW | $0 | – | -4,610 | -100.0% | -0.02% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -3,561 | -100.0% | -0.02% | – |
| SOXX | Exit | iShares Semiconductor ETF | $0 | – | -489 | -100.0% | -0.02% | – |
| AIMC | Exit | Altra Industrial Motion Corp | $0 | – | -3,442 | -100.0% | -0.02% | – |
| WST | Exit | WEST PHARMACEUTICAL SERVICES INC | $0 | – | -629 | -100.0% | -0.02% | – |
| TTC | Exit | TORO CO (THE) | $0 | – | -2,005 | -100.0% | -0.02% | – |
| EC | Exit | Ecopetrol S.A. | $0 | – | -14,948 | -100.0% | -0.02% | – |
| RPM | Exit | RPM INTERNATIONAL INC | $0 | – | -2,653 | -100.0% | -0.02% | – |
| SON | Exit | Sonoco Products Co | $0 | – | -3,460 | -100.0% | -0.02% | – |
| EW | Exit | EDWARDS LIFESCIENCES CORP | $0 | – | -2,247 | -100.0% | -0.02% | – |
| KAR | Exit | KAR Auction Services Inc | $0 | – | -13,504 | -100.0% | -0.02% | – |
| SKY | Exit | Skyline Champion Corp | $0 | – | -4,451 | -100.0% | -0.02% | – |
| LHX | Exit | L3Harris Technologies Inc | $0 | – | -1,148 | -100.0% | -0.02% | – |
| REGI | Exit | Renewable Energy Group Inc | $0 | – | -3,993 | -100.0% | -0.02% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -5,041 | -100.0% | -0.02% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -3,534 | -100.0% | -0.02% | – |
| HEIA | Exit | HEICO CORP - Class A | $0 | – | -2,019 | -100.0% | -0.02% | – |
| MLM | Exit | Martin Marietta Materials Inc | $0 | – | -717 | -100.0% | -0.02% | – |
| OTEX | Exit | Open Text Corp | $0 | – | -5,252 | -100.0% | -0.02% | – |
| IBKR | Exit | Interactive Brokers Group Inc | $0 | – | -4,057 | -100.0% | -0.02% | – |
| IRWD | Exit | Ironwood Pharmaceuticals Inc | $0 | – | -22,175 | -100.0% | -0.03% | – |
| SMH | Exit | VanEck Vectors Semiconductor ETF | $0 | – | -1,096 | -100.0% | -0.03% | – |
| EMN | Exit | Eastman Chemical Co | $0 | – | -2,565 | -100.0% | -0.03% | – |
| ATR | Exit | AptarGroup Inc | $0 | – | -2,105 | -100.0% | -0.03% | – |
| SNBR | Exit | Sleep Number Corp | $0 | – | -2,679 | -100.0% | -0.03% | – |
| VRSK | Exit | Verisk Analytics Inc | $0 | – | -1,759 | -100.0% | -0.03% | – |
| ENV | Exit | Envestnet Inc | $0 | – | -4,081 | -100.0% | -0.03% | – |
| NUS | Exit | NU SKIN ENTERPRISES INC | $0 | – | -5,536 | -100.0% | -0.03% | – |
| OHI | Exit | Omega Healthcare Investors Inc | $0 | – | -8,823 | -100.0% | -0.03% | – |
| SCCO | Exit | SOUTHERN COPPER CORP | $0 | – | -4,943 | -100.0% | -0.03% | – |
| CIEN | Exit | Ciena Corp | $0 | – | -6,073 | -100.0% | -0.03% | – |
| SBRA | Exit | SABRA HEALTH CARE REIT INC | $0 | – | -19,029 | -100.0% | -0.03% | – |
| ALGT | Exit | Allegiant Travel Co | $0 | – | -1,776 | -100.0% | -0.03% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -14,133 | -100.0% | -0.03% | – |
| BHC | Exit | Bausch Health Companies | $0 | – | -11,676 | -100.0% | -0.03% | – |
| THS | Exit | TREEHOUSE FOODS INC | $0 | – | -7,940 | -100.0% | -0.03% | – |
| DB | Exit | DEUTSCHE BANK AG-REGISTERED | $0 | – | -27,049 | -100.0% | -0.03% | – |
| AEL | Exit | AMER EQUITY INV LIFE HLDG CO | $0 | – | -11,221 | -100.0% | -0.03% | – |
| SKX | Exit | SKECHERS U.S.A. INC | $0 | – | -7,256 | -100.0% | -0.03% | – |
| LSTR | Exit | LANDSTAR SYSTEM INC | $0 | – | -2,422 | -100.0% | -0.03% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOGY | $0 | – | -15,842 | -100.0% | -0.03% | – |
| TM | Exit | TOYOTA MOTOR CORP LTD ORD | $0 | – | -2,172 | -100.0% | -0.03% | – |
| EWW | Exit | iShares MSCI Mexico ETF | $0 | – | -8,615 | -100.0% | -0.04% | – |
| NYT | Exit | NEW YORK TIMES CO (THE) | $0 | – | -9,654 | -100.0% | -0.04% | – |
| INFN | Exit | Infinera Corp | $0 | – | -41,927 | -100.0% | -0.04% | – |
| TER | Exit | Teradyne Inc | $0 | – | -3,242 | -100.0% | -0.04% | – |
| SEIC | Exit | SEI INVESTMENTS CO | $0 | – | -7,042 | -100.0% | -0.04% | – |
| HRL | Exit | HORMEL FOODS CORP | $0 | – | -9,258 | -100.0% | -0.04% | – |
| HUM | Exit | Humana Inc | $0 | – | -991 | -100.0% | -0.04% | – |
| GGG | Exit | Graco Inc | $0 | – | -5,881 | -100.0% | -0.04% | – |
| AMN | Exit | AMN HEALTHCARE SERVICES INC | $0 | – | -4,696 | -100.0% | -0.04% | – |
| RGR | Exit | Sturm Ruger & Co Inc | $0 | – | -5,065 | -100.0% | -0.04% | – |
| WDC | Exit | Western Digital Corp | $0 | – | -6,635 | -100.0% | -0.04% | – |
| BIG | Exit | Big Lots Inc | $0 | – | -7,180 | -100.0% | -0.04% | – |
| PRGO | Exit | PERRIGO CO | $0 | – | -10,654 | -100.0% | -0.04% | – |
| CAH | Exit | Cardinal Health Inc | $0 | – | -8,588 | -100.0% | -0.04% | – |
| RGLD | Exit | Royal Gold Inc | $0 | – | -4,271 | -100.0% | -0.04% | – |
| DOV | Exit | DOVER CORP | $0 | – | -3,287 | -100.0% | -0.04% | – |
| INCY | Exit | Incyte Corp | $0 | – | -5,978 | -100.0% | -0.04% | – |
| VC | Exit | VISTEON CORP | $0 | – | -4,143 | -100.0% | -0.04% | – |
| LIN | Exit | Linde PLC | $0 | – | -1,754 | -100.0% | -0.05% | – |
| ICLR | Exit | ICON PLC | $0 | – | -2,467 | -100.0% | -0.05% | – |
| BRFS | Exit | BRF Brasil Foods S.ASA | $0 | – | -95,722 | -100.0% | -0.05% | – |
| ILF | Exit | iShares Latin America 40 ETF | $0 | – | -16,683 | -100.0% | -0.05% | – |
| LECO | Exit | LINCOLN ELECTRIC HOLDINGS INC | $0 | – | -4,011 | -100.0% | -0.05% | – |
| RH | Exit | RH Common Stock | $0 | – | -783 | -100.0% | -0.05% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -3,449 | -100.0% | -0.05% | – |
| ADM | Exit | ARCHER-DANIELS-MIDLAND CO | $0 | – | -8,989 | -100.0% | -0.05% | – |
| PZZA | Exit | PAPA JOHN'S INTERNATIONAL INC | $0 | – | -5,290 | -100.0% | -0.05% | – |
| K | Exit | Kellogg Co | $0 | – | -8,832 | -100.0% | -0.05% | – |
| LGND | Exit | LIGAND PHARMACEUTICALS INC COM NEW | $0 | – | -4,544 | -100.0% | -0.05% | – |
| ATO | Exit | Atmos Energy Corp | $0 | – | -6,370 | -100.0% | -0.06% | – |
| NTRS | Exit | NORTHERN TRUST CORP | $0 | – | -5,475 | -100.0% | -0.06% | – |
| TPH | Exit | Tri Pointe Homes Inc (DE) | $0 | – | -30,215 | -100.0% | -0.06% | – |
| CHD | Exit | Church & Dwight Co Inc | $0 | – | -7,516 | -100.0% | -0.06% | – |
| CP | Exit | Canadian Pacific Railway Ltd | $0 | – | -8,522 | -100.0% | -0.06% | – |
| EWP | Exit | iShares MSCI Spain ETF | $0 | – | -23,071 | -100.0% | -0.06% | – |
| XHB | Exit | SPDR S&P Homebuilders ETF | $0 | – | -8,965 | -100.0% | -0.06% | – |
| IEX | Exit | Idex Corp | $0 | – | -3,025 | -100.0% | -0.06% | – |
| MAS | Exit | MASCO CORP | $0 | – | -11,228 | -100.0% | -0.06% | – |
| AAWW | Exit | Atlas Air Worldwide Holdings | $0 | – | -9,958 | -100.0% | -0.06% | – |
| PEGA | Exit | Pegasystems Inc | $0 | – | -4,957 | -100.0% | -0.06% | – |
| APD | Exit | AIR PRODUCTS AND CHEMICALS INC | $0 | – | -2,397 | -100.0% | -0.06% | – |
| BGS | Exit | B&G Foods Inc | $0 | – | -21,752 | -100.0% | -0.06% | – |
| XYL | Exit | Xylem Inc | $0 | – | -5,983 | -100.0% | -0.06% | – |
| SRCL | Exit | Stericycle Inc | $0 | – | -10,066 | -100.0% | -0.06% | – |
| ACGL | Exit | Arch Capital Group Ltd | $0 | – | -18,667 | -100.0% | -0.07% | – |
| POOL | Exit | Pool Corp | $0 | – | -1,591 | -100.0% | -0.07% | – |
| MSI | Exit | Motorola Solutions Inc | $0 | – | -3,378 | -100.0% | -0.07% | – |
| STAG | Exit | STAG INDUSTRIAL INC | $0 | – | -20,201 | -100.0% | -0.07% | – |
| UHS | Exit | UNIVERSAL HEALTH SERVICES INC | $0 | – | -5,258 | -100.0% | -0.07% | – |
| JBHT | Exit | J.B. HUNT TRANSPORT SERVICES INC | $0 | – | -4,682 | -100.0% | -0.07% | – |
| VIAV | Exit | VIAVI SOLUTIONS INC | $0 | – | -43,528 | -100.0% | -0.07% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -6,166 | -100.0% | -0.07% | – |
| MED | Exit | Medifast Inc | $0 | – | -2,722 | -100.0% | -0.07% | – |
| LPX | Exit | LOUISIANA-PACIFIC CORP | $0 | – | -12,837 | -100.0% | -0.07% | – |
| HLF | Exit | Herbalife Nutrition Ltd | $0 | – | -14,991 | -100.0% | -0.07% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -13,825 | -100.0% | -0.07% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -43,726 | -100.0% | -0.07% | – |
| BAX | Exit | BAXTER INTERNATIONAL INC | $0 | – | -10,237 | -100.0% | -0.07% | – |
| VTR | Exit | Ventas Inc | $0 | – | -15,054 | -100.0% | -0.08% | – |
| BERY | Exit | Berry Global Group Inc | $0 | – | -13,634 | -100.0% | -0.08% | – |
| D | Exit | Dominion Energy Inc | $0 | – | -12,225 | -100.0% | -0.08% | – |
| WSM | Exit | WILLIAMS-SONOMA INC | $0 | – | -5,672 | -100.0% | -0.08% | – |
| EWG | Exit | ISHARES MSCI GERMANY INDEX FUND | $0 | – | -26,354 | -100.0% | -0.08% | – |
| LYV | Exit | Live Nation Entertainment Inc | $0 | – | -10,558 | -100.0% | -0.08% | – |
| MCO | Exit | MOODY'S CORP | $0 | – | -2,607 | -100.0% | -0.08% | – |
| BTI | Exit | British American Tobacco Industries | $0 | – | -24,102 | -100.0% | -0.09% | – |
| NOV | Exit | Nov Inc | $0 | – | -61,911 | -100.0% | -0.09% | – |
| ALKS | Exit | Alkermes PLC | $0 | – | -38,938 | -100.0% | -0.09% | – |
| WSO | Exit | Watsco Inc Cl A | $0 | – | -3,377 | -100.0% | -0.09% | – |
| FIVE | Exit | Five Below Inc | $0 | – | -4,987 | -100.0% | -0.09% | – |
| FCN | Exit | FTI Consulting Inc | $0 | – | -7,146 | -100.0% | -0.09% | – |
| BK | Exit | Bank Of New York Mellon Corp | $0 | – | -18,946 | -100.0% | -0.09% | – |
| CSL | Exit | CARLISLE COMPANIES INC | $0 | – | -5,159 | -100.0% | -0.09% | – |
| ACWX | Exit | iShares MSCI ACWI ex US Index Fund | $0 | – | -17,142 | -100.0% | -0.09% | – |
| HEI | Exit | HEICO CORP | $0 | – | -7,165 | -100.0% | -0.09% | – |
| IDXX | Exit | IDEXX LABORATORIES INC | $0 | – | -1,575 | -100.0% | -0.09% | – |
| SSNC | Exit | SS&C Technologies Holdings Inc | $0 | – | -13,932 | -100.0% | -0.09% | – |
| AAXJ | Exit | iShares MSCI All Cntry Asia Ex Japan | $0 | – | -10,959 | -100.0% | -0.09% | – |
| ZBH | Exit | ZIMMER BIOMET HOLDINGS INC | $0 | – | -6,383 | -100.0% | -0.09% | – |
| HFC | Exit | Hollyfrontier Corp | $0 | – | -31,477 | -100.0% | -0.09% | – |
| MIDD | Exit | THE MIDDLEBY CORP | $0 | – | -6,004 | -100.0% | -0.09% | – |
| SAP | Exit | Sap Ae Drc | $0 | – | -7,470 | -100.0% | -0.10% | – |
| FISV | Exit | Fiserv Inc | $0 | – | -9,914 | -100.0% | -0.10% | – |
| JNPR | Exit | Juniper Networks Inc | $0 | – | -38,738 | -100.0% | -0.10% | – |
| SAFM | Exit | Sanderson Farms Inc | $0 | – | -5,683 | -100.0% | -0.10% | – |
| NVO | Exit | NOVO NORDISK A/S | $0 | – | -12,831 | -100.0% | -0.10% | – |
| RIO | Exit | RIO TINTO PLC | $0 | – | -12,888 | -100.0% | -0.10% | – |
| FDX | Exit | FedEx Corp | $0 | – | -3,646 | -100.0% | -0.10% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -9,647 | -100.0% | -0.10% | – |
| WRB | Exit | W.R. BERKLEY CORP | $0 | – | -15,580 | -100.0% | -0.10% | – |
| DXCM | Exit | DexCom Inc | $0 | – | -2,737 | -100.0% | -0.10% | – |
| PKG | Exit | PACKAGING CORP OF AMERICA | $0 | – | -8,707 | -100.0% | -0.11% | – |
| IRBT | Exit | iRobot Corp | $0 | – | -12,956 | -100.0% | -0.11% | – |
| LRCX | Exit | LAM RESEARCH CORP | $0 | – | -1,864 | -100.0% | -0.11% | – |
| EWA | Exit | ISHARES MSCI AUSTRALIA INDEX FUND | $0 | – | -47,483 | -100.0% | -0.11% | – |
| LII | Exit | LENNOX INTERNATIONAL INC | $0 | – | -3,635 | -100.0% | -0.12% | – |
| STT | Exit | State Street Corp | $0 | – | -15,472 | -100.0% | -0.12% | – |
| OMI | Exit | Owens & Minor Inc | $0 | – | -30,140 | -100.0% | -0.12% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -9,232 | -100.0% | -0.12% | – |
| RCL | Exit | Royal Caribbean Cruises Ltd | $0 | – | -15,920 | -100.0% | -0.12% | – |
| ENPH | Exit | Enphase Energy Inc | $0 | – | -7,481 | -100.0% | -0.12% | – |
| HSIC | Exit | HENRY SCHEIN INC | $0 | – | -18,815 | -100.0% | -0.13% | – |
| FDN | Exit | First Trust DJ Internet Index Fund | $0 | – | -5,965 | -100.0% | -0.13% | – |
| KL | Exit | KIRKLAND LAKE GOLD LTD | $0 | – | -37,901 | -100.0% | -0.13% | – |
| BB | Exit | BlackBerry Ltd | $0 | – | -122,001 | -100.0% | -0.14% | – |
| VGT | Exit | Vanguard Information Tech ETF - DNQ | $0 | – | -3,788 | -100.0% | -0.14% | – |
| PENN | Exit | PENN NATIONAL GAMING INC | $0 | – | -19,989 | -100.0% | -0.14% | – |
| DISH | Exit | DISH NETWORK CORP | $0 | – | -37,024 | -100.0% | -0.14% | – |
| JAZZ | Exit | Jazz Pharmaceuticals plc | $0 | – | -8,782 | -100.0% | -0.14% | – |
| WPM | Exit | Wheaton Precious Metals Corp | $0 | – | -35,316 | -100.0% | -0.14% | – |
| SO | Exit | SOUTHERN CO (THE) | $0 | – | -26,267 | -100.0% | -0.14% | – |
| PKI | Exit | PerkinElmer Inc | $0 | – | -10,927 | -100.0% | -0.15% | – |
| IYT | Exit | iShares US Transportation ETF | $0 | – | -6,533 | -100.0% | -0.15% | – |
| NTES | Exit | NetEase Inc | $0 | – | -14,765 | -100.0% | -0.15% | – |
| DLR | Exit | DIGITAL RLTY TR INC COM | $0 | – | -11,423 | -100.0% | -0.16% | – |
| NRG | Exit | NRG Energy Inc | $0 | – | -43,740 | -100.0% | -0.16% | – |
| EBAY | Exit | eBay Inc | $0 | – | -25,216 | -100.0% | -0.16% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECHNOLOGIES LTD | $0 | – | -15,567 | -100.0% | -0.16% | – |
| EL | Exit | ESTEE LAUDER COMPANIES INC (THE) | $0 | – | -5,694 | -100.0% | -0.16% | – |
| BMRN | Exit | BioMarin Pharmaceutical Inc | $0 | – | -22,070 | -100.0% | -0.17% | – |
| VRSN | Exit | Verisign Inc | $0 | – | -8,189 | -100.0% | -0.17% | – |
| BKR | Exit | Baker Hughes Holdings LLC | $0 | – | -86,222 | -100.0% | -0.18% | – |
| RMD | Exit | Resmed Inc | $0 | – | -8,028 | -100.0% | -0.18% | – |
| GLW | Exit | Corning Inc | $0 | – | -49,035 | -100.0% | -0.18% | – |
| ARWR | Exit | Arrowhead Pharmaceuticals Inc | $0 | – | -25,250 | -100.0% | -0.19% | – |
| MNST | Exit | MONSTER BEVERAGE CORP | $0 | – | -23,751 | -100.0% | -0.20% | – |
| PHM | Exit | Pultegroup Inc | $0 | – | -39,985 | -100.0% | -0.20% | – |
| VMC | Exit | VULCAN MATERIALS CO | $0 | – | -12,763 | -100.0% | -0.20% | – |
| AJG | Exit | ARTHUR J. GALLAGHER & CO. | $0 | – | -16,120 | -100.0% | -0.20% | – |
| LMT | Exit | Lockheed Martin Corp | $0 | – | -5,990 | -100.0% | -0.20% | – |
| WCN | Exit | Waste Connections Inc | $0 | – | -19,856 | -100.0% | -0.21% | – |
| FBHS | Exit | Fortune Brands Home & Security Inc | $0 | – | -23,922 | -100.0% | -0.22% | – |
| MTD | Exit | METTLER-TOLEDO INTERNATIONAL INC | $0 | – | -1,738 | -100.0% | -0.22% | – |
| WEC | Exit | WEC ENERGY GROUP INC | $0 | – | -27,522 | -100.0% | -0.22% | – |
| CERN | Exit | CERNER CORP | $0 | – | -31,893 | -100.0% | -0.22% | – |
| BLK | Exit | Blackrock Inc | $0 | – | -2,846 | -100.0% | -0.22% | – |
| O | Exit | Realty Income Corp | $0 | – | -37,338 | -100.0% | -0.22% | – |
| ALL | Exit | Allstate Corp (The) | $0 | – | -19,900 | -100.0% | -0.23% | – |
| DTE | Exit | DTE ENERGY COMPANY | $0 | – | -20,137 | -100.0% | -0.24% | – |
| NVS | Exit | NOVARTIS AG | $0 | – | -28,768 | -100.0% | -0.24% | – |
| APTV | Exit | Aptiv PLC | $0 | – | -16,981 | -100.0% | -0.24% | – |
| OSTK | Exit | OVERSTOCK.COM INC | $0 | – | -30,024 | -100.0% | -0.25% | – |
| AMGN | Exit | AMGEN INC | $0 | – | -11,554 | -100.0% | -0.25% | – |
| XEL | Exit | Xcel Energy Inc | $0 | – | -43,395 | -100.0% | -0.26% | – |
| FAST | Exit | Fastenal Co | $0 | – | -55,580 | -100.0% | -0.26% | – |
| VMW | Exit | Vmware Inc | $0 | – | -18,595 | -100.0% | -0.27% | – |
| HSY | Exit | HERSHEY CO (THE) | $0 | – | -17,075 | -100.0% | -0.27% | – |
| UNP | Exit | UNION PACIFIC CORP | $0 | – | -13,634 | -100.0% | -0.27% | – |
| MSCI | Exit | MSCI Inc | $0 | – | -5,771 | -100.0% | -0.28% | – |
| MRVL | Exit | Marvell Technology Group Ltd | $0 | – | -53,706 | -100.0% | -0.28% | – |
| AON | Exit | Aon Class A | $0 | – | -13,515 | -100.0% | -0.29% | – |
| GNRC | Exit | Generac Holdlings Inc | $0 | – | -7,982 | -100.0% | -0.30% | – |
| ITW | Exit | ILLINOIS TOOL WORKS INC | $0 | – | -15,439 | -100.0% | -0.31% | – |
| GWW | Exit | W.W. GRAINGER INC | $0 | – | -7,908 | -100.0% | -0.31% | – |
| VEU | Exit | Vanguard FTSE All World Ex US ETF | $0 | – | -55,542 | -100.0% | -0.32% | – |
| MDLZ | Exit | MONDELEZ INTERNATIONAL INC | $0 | – | -65,684 | -100.0% | -0.37% | – |
| AEP | Exit | American Electric Power Company Inc | $0 | – | -48,639 | -100.0% | -0.37% | – |
| NOC | Exit | Northrop Grumman Corp | $0 | – | -11,780 | -100.0% | -0.39% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -11,287 | -100.0% | -0.39% | – |
| SBUX | Exit | Starbucks Corp | $0 | – | -41,717 | -100.0% | -0.42% | – |
| GLD | Exit | SPDR Gold Trust | $0 | – | -28,406 | -100.0% | -0.42% | – |
| TDG | Exit | Transdigm Group Inc | $0 | – | -7,712 | -100.0% | -0.45% | – |
| FB | Exit | Facebook Inc | $0 | – | -15,406 | -100.0% | -0.48% | – |
| ACN | Exit | Accenture Plc | $0 | – | -18,201 | -100.0% | -0.48% | – |
| XLK | Exit | SPDR S&P Technology ETF | $0 | – | -36,750 | -100.0% | -0.49% | – |
| DISCK | Exit | Discovery Inc Series C | $0 | – | -188,197 | -100.0% | -0.49% | – |
| EWY | Exit | iShares MSCI South Korea ETF | $0 | – | -66,394 | -100.0% | -0.56% | – |
| XLI | Exit | SPDR S&P Industrial ETF | $0 | – | -65,178 | -100.0% | -0.60% | – |
| TMUS | Exit | T-Mobile US Inc | $0 | – | -46,566 | -100.0% | -0.61% | – |
| CNC | Exit | Centene Corp | $0 | – | -108,135 | -100.0% | -0.71% | – |
| DIS | Exit | WALT DISNEY CO (THE) | $0 | – | -45,178 | -100.0% | -0.72% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -9,623 | -100.0% | -0.80% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -54,208 | -100.0% | -0.81% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -17,805 | -100.0% | -0.81% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -137,230 | -100.0% | -0.83% | – |
| NEM | Exit | Newmont Corporation | $0 | – | -146,740 | -100.0% | -0.84% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -131,778 | -100.0% | -0.93% | – |
| ADBE | Exit | Adobe Inc | $0 | – | -18,538 | -100.0% | -0.98% | – |
| CVS | Exit | Cvs Health Corp | $0 | – | -135,827 | -100.0% | -1.02% | – |
| DHR | Exit | Danaher Corp | $0 | – | -43,409 | -100.0% | -1.05% | – |
| VWO | Exit | Vanguard FTSE Emerging Markets ETF | $0 | – | -223,750 | -100.0% | -1.10% | – |
| NLOK | Exit | NortonLifeLock Inc | $0 | – | -447,195 | -100.0% | -1.10% | – |
| ABBV | Exit | AbbVie Inc | $0 | – | -109,692 | -100.0% | -1.12% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -33,685 | -100.0% | -1.22% | – |
| XLB | Exit | MATERIALS SELECT SECTOR SPDR | $0 | – | -184,585 | -100.0% | -1.37% | – |
| EWZ | Exit | iShares MSCI Brazil ETF | $0 | – | -383,246 | -100.0% | -1.40% | – |
| HD | Exit | HOME DEPOT INC (THE) | $0 | – | -56,270 | -100.0% | -1.62% | – |
| IEMG | Exit | iShares Core MSCI Emerging Markets ETF | $0 | – | -335,090 | -100.0% | -2.03% | – |
| MSFT | Exit | Microsoft Corp | $0 | – | -123,635 | -100.0% | -3.02% | – |
| XLP | Exit | SPDR S&P Consumer Staples Etf | $0 | – | -503,068 | -100.0% | -3.18% | – |
| EEM | Exit | iShares MSCI Emerging Index Fund | $0 | – | -670,231 | -100.0% | -3.34% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-11-15
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 | 2024-02-13 |
| 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
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.