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Quantitative Investment Management, LLC

Q2 2018 Holdings

Filed 2018-08-10 | 702 holdings | $227.0M | 13F-HR | View on SEC ↗ · Holdings Table ↗

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IssuerClassCUSIPValue ↓Shares% Portfolio
Advanced Micro Devices Inc(AMD)COM007903107$41.6M2,776,10018.3%
AbbVie Inc(ABBV)COM00287Y109$21.1M227,4009.3%
Align Technology Inc(ALGN)COM016255101$16.5M48,1007.2%
Constellation Brands Inc(STZ)COM21036P108$16.4M74,9007.2%
Costco Wholesale Corp(COST)COM22160K105$14.6M70,1006.5%
Boston Scientific Corp(BSX)COM101137107$12.8M392,4005.7%
Conocophillips(COP)COM20825C104$12.1M174,2005.3%
Bausch Health Companies(BHC)COM071734107$11.6M500,5005.1%
Burlington Stores Inc(BURL)COM122017106$10.1M67,2004.5%
CarMax Inc(KMX)COM143130102$7.4M101,2003.2%
Box Inc(BOX)COM10316T104$6.3M250,6002.8%
CommVault Systems Inc(CVLT)COM204166102$6.1M93,3002.7%
Darden Restaurants Inc(DRI)COM237194105$4.9M45,7002.2%
Crown Castle International Corp(CCI)COM22822V101$3.9M36,2001.7%
Cbre Group Inc Common Stock Class A(CBRE)COM12504L109$3.5M72,7001.5%
AMC Networks Inc(AMCX)COM00164V103$3.0M49,0001.3%
AMN Healthcare Services Inc(AMN)COM001744101$2.4M41,0001.1%
Bio-Rad Laboratories(BIO)COM090572207$2.4M8,3001.1%
Credit Acceptance Corp(CACC)COM225310101$2.2M6,3001.0%
Dana Incorporated(DAN)COM235825205$2.2M107,6001.0%
D.R. Horton Inc(DHI)COM23331A109$2.0M49,0000.9%
Applied Optoelectronics Inc(AAOI)COM03823U102$2.0M43,5000.9%
Darling Ingredients Inc(DAR)COM237266101$1.8M91,3000.8%
Agios Pharmaceuticals Inc(AGIO)COM00847X104$1.6M18,7000.7%
Chart Industries Inc(GTLS)COM16115Q308$1.5M24,5000.7%
Cubesmart(CUBE)COM229663109$1.4M44,5000.6%
Autozone Inc(AZO)COM053332102$1.3M1,9000.6%
Charles River Laboratories International(CRL)COM159864107$1.2M10,6000.5%
Allegheny Technologies Inc(ATI)COM01741R102$1.1M45,0000.5%
American Axle & Manufacturing Holdings(DCH)COM024061103$1.1M69,7000.5%
Ciena Corp(CIEN)COM171779309$1.0M38,8000.5%
Caci International Inc(CACI)COM127190304$994.0K5,9000.4%
Cracker Barrel Old Country Store Inc(CBRL)COM22410J106$937.0K6,0000.4%
BlackBerry Ltd(BB)COM09228F103$670.0K69,5000.3%
Asbury Automotive Group Inc(ABG)COM043436104$582.0K8,5000.3%
AutoNation Inc(AN)COM05329W102$563.0K11,6000.2%
Biocryst Pharmaceuticals Inc(BCRX)COM09058V103$428.0K74,8000.2%
ACI Worldwide Inc(ACIW)COM004498101$421.0K17,1000.2%
Cullen T Bankers Inc(CFR)COM229899109$400.0K3,7000.2%
Ishares Russell 2000 ETF(IWM)COM464287655$340.4K2,078,8000.1%
Axcelis Technologies Inc(ACLS)COM054540208$267.0K13,5000.1%
Spdr Energy Select Sector Fund(XLE)COM81369Y506$222.0K2,923,1000.1%
Spdr S&P Utilities ETF(XLU)COM81369Y886$180.9K3,482,4000.1%
Consumer Discretionary Select Sector SPD(XLY)COM81369Y407$115.8K1,059,3000.1%
Amazon.com Inc(AMZN)COM023135106$112.0K65,9000.0%
iShares iBoxx $ High Yield Corp Bond ETF(HYG)COM464288513$103.4K1,215,9000.0%
Spdr S&P Oil & Gas Explor & ProductCOM78464A730$99.3K2,305,2000.0%
Facebook Inc(META)COM30303M102$83.5K429,6000.0%
Spdr Blberg Barclays High Yield Bond ETFCOM78464A417$68.5K1,930,5000.0%
Invesco QQQ Trust Series 1(QQQ)COM46090E103$68.2K397,5000.0%
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