Quantitative Investment Management

Latest statistics and disclosures from Quantitative Investment Management's latest quarterly 13F-HR filing:

  • Top 5 stock holdings are SPY, GLD, XLE, PXD, BA, and represent 47.72% of Quantitative Investment Management's stock portfolio.
  • Added to shares of these 10 stocks: SPY (+$571M), GLD (+$49M), XLE (+$36M), PXD (+$35M), PEP (+$26M), COP (+$25M), BA (+$24M), XOP (+$22M), MO (+$19M), PFE (+$18M).
  • Started 164 new stock positions in SCHW, F, GILD, GDXJ, SRE, DXCM, MDLZ, BIIB, KR, HUM.
  • Reduced shares in these 10 stocks: , , DAL (-$23M), RTX (-$15M), CCL (-$13M), GIS (-$13M), JETS (-$12M), , JNJ (-$11M), UNP (-$11M).
  • Sold out of its positions in ABT, WMS, ALL, AMP, APH, ADM, AZO, BAX, BRK.B, BSX.
  • Quantitative Investment Management was a net buyer of stock by $1.0B.
  • Quantitative Investment Management has $1.7B in assets under management (AUM), dropping by 161.10%.
  • Central Index Key (CIK): 0001445911

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Portfolio Holdings for Quantitative Investment Management

Quantitative Investment Management holds 228 positions in its portfolio as reported in the March 2024 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 39.1 $663M +618% 1.3M 523.07
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SPDR Gold Trust (GLD) 2.9 $49M NEW 238k 205.72
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Energy Select Sector SPDR (XLE) 2.1 $36M NEW 384k 94.41
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Pioneer Natural Resources (PXD) 2.1 $35M NEW 135k 262.50
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Boeing Company (BA) 1.5 $26M +923% 136k 192.99
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Pepsi (PEP) 1.5 $26M NEW 147k 175.01
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ConocoPhillips (COP) 1.5 $25M NEW 198k 127.28
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Spdr Ser Tr s&p oilgas exp (XOP) 1.3 $22M NEW 143k 154.92
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Deere & Company (DE) 1.2 $20M +277% 50k 410.73
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Altria (MO) 1.1 $19M NEW 431k 43.62
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Pfizer (PFE) 1.1 $18M NEW 654k 27.75
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Oracle Corporation (ORCL) 1.0 $18M +69% 140k 125.61
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Alphabet Inc Class A cs (GOOGL) 1.0 $17M NEW 115k 150.93
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Coca-Cola Company (KO) 0.9 $16M +348% 259k 61.18
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Linde (LIN) 0.9 $15M NEW 33k 464.30
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EOG Resources (EOG) 0.9 $15M NEW 115k 127.84
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Valero Energy Corporation (VLO) 0.8 $13M NEW 75k 170.68
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SPDR S&P Metals and Mining (XME) 0.7 $12M NEW 207k 60.28
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Freeport-McMoRan Copper & Gold (FCX) 0.7 $12M NEW 264k 47.02
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Cisco Systems (CSCO) 0.7 $12M +44% 247k 49.91
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Humana (HUM) 0.7 $12M NEW 35k 346.70
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Schlumberger (SLB) 0.7 $12M NEW 213k 54.81
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Devon Energy Corporation (DVN) 0.7 $11M NEW 224k 50.18
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Charles Schwab Corporation (SCHW) 0.7 $11M NEW 155k 72.33
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iShares Silver Trust (SLV) 0.7 $11M NEW 488k 22.75
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FedEx Corporation (FDX) 0.6 $11M +570% 37k 289.74
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Hess (HES) 0.6 $10M +448% 67k 152.63
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Johnson & Johnson (JNJ) 0.6 $10M -52% 64k 158.18
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Lockheed Martin Corporation (LMT) 0.6 $9.5M NEW 21k 454.82
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Morgan Stanley (MS) 0.6 $9.5M NEW 101k 94.16
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Philip Morris International (PM) 0.5 $9.2M NEW 100k 91.62
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Vertex Pharmaceuticals Incorporated (VRTX) 0.5 $8.7M +554% 21k 418.01
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Williams Companies (WMB) 0.5 $8.5M +1188% 218k 38.97
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TJX Companies (TJX) 0.5 $8.4M +315% 83k 101.41
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Marathon Petroleum Corp (MPC) 0.5 $8.3M NEW 41k 201.49
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Chevron Corporation (CVX) 0.5 $8.2M NEW 52k 157.72
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Diamondback Energy (FANG) 0.5 $8.0M -8% 41k 198.17
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CVS Caremark Corporation (CVS) 0.5 $7.9M NEW 100k 79.75
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Vaneck Vectors Gold Miners mutual (GDX) 0.5 $7.9M NEW 249k 31.62
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Medtronic (MDT) 0.5 $7.9M NEW 90k 87.15
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Paypal Holdings (PYPL) 0.5 $7.7M NEW 115k 66.99
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Consumer Discretionary SPDR (XLY) 0.5 $7.7M NEW 42k 183.87
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S&p Global (SPGI) 0.5 $7.7M +111% 18k 425.43
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Constellation Brands (STZ) 0.4 $7.6M +49% 28k 271.73
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Regeneron Pharmaceuticals (REGN) 0.4 $7.4M +145% 7.6k 962.45
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Halliburton Company (HAL) 0.4 $7.2M NEW 184k 39.42
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Nextera Energy (NEE) 0.4 $7.2M NEW 113k 63.90
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Kroger (KR) 0.4 $7.0M NEW 123k 57.13
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Nike (NKE) 0.4 $6.9M +180% 74k 93.97
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Kinder Morgan (KMI) 0.4 $6.7M NEW 365k 18.34
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Becton, Dickinson and (BDX) 0.4 $6.6M NEW 27k 247.43
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Honeywell International (HON) 0.4 $6.5M NEW 32k 205.22
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Goldman Sachs (GS) 0.4 $6.5M NEW 16k 417.65
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Delta Air Lines (DAL) 0.4 $6.3M -78% 132k 47.87
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Celsius Holdings (CELH) 0.4 $6.3M +263% 76k 82.91
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Mondelez Int (MDLZ) 0.4 $6.1M NEW 88k 70.00
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Industries N shs - a - (LYB) 0.3 $5.9M +1596% 58k 102.27
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Teck Resources Ltd cl b (TECK) 0.3 $5.8M NEW 126k 45.78
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Shell Adr Each Rep 2 Ord Wi (SHEL) 0.3 $5.7M NEW 84k 67.03
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MGM Resorts International. (MGM) 0.3 $5.5M 117k 47.21
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Accenture (ACN) 0.3 $5.3M +322% 15k 346.55
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Kimberly-Clark Corporation (KMB) 0.3 $5.2M NEW 40k 129.33
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AstraZeneca (AZN) 0.3 $4.8M NEW 72k 67.74
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Monster Beverage Corp (MNST) 0.3 $4.7M NEW 80k 59.27
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eBay (EBAY) 0.3 $4.7M NEW 89k 52.77
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State Street Corporation (STT) 0.3 $4.6M NEW 60k 77.30
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BP (BP) 0.3 $4.6M NEW 123k 37.68
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Biogen Idec (BIIB) 0.3 $4.6M NEW 21k 215.62
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Canadian Natural Resources (CNQ) 0.3 $4.5M +307% 60k 76.31
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Palo Alto Networks (PANW) 0.3 $4.5M NEW 16k 284.11
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PG&E Corporation (PCG) 0.3 $4.3M NEW 254k 16.76
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Cabot Oil & Gas Corporation (CTRA) 0.2 $4.2M NEW 150k 27.88
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Technipfmc (FTI) 0.2 $4.2M NEW 166k 25.10
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Booking Holdings (BKNG) 0.2 $4.1M NEW 1.1k 3627.87
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Walgreen Boots Alliance (WBA) 0.2 $4.1M +40% 188k 21.69
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Kraft Heinz (KHC) 0.2 $3.9M NEW 106k 36.89
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General Mills (GIS) 0.2 $3.9M -76% 56k 69.96
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McDonald's Corporation (MCD) 0.2 $3.8M NEW 14k 281.93
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Paycom Software (PAYC) 0.2 $3.8M NEW 19k 198.98
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Automatic Data Processing (ADP) 0.2 $3.8M -40% 15k 249.73
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SPDR KBW Regional Banking (KRE) 0.2 $3.6M +407% 73k 50.28
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Charter Communications Inc New Cl A cl a (CHTR) 0.2 $3.6M NEW 13k 290.62
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Etf Ser Solutions (JETS) 0.2 $3.6M -76% 172k 21.01
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CF Industries Holdings (CF) 0.2 $3.5M NEW 42k 83.19
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Marsh & McLennan Companies (MMC) 0.2 $3.4M NEW 17k 205.94
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Vanguard Energy ETF (VDE) 0.2 $3.4M NEW 26k 131.69
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Delphi Automotive Inc international (APTV) 0.2 $3.4M NEW 43k 79.65
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Starbucks Corporation (SBUX) 0.2 $3.3M NEW 37k 91.39
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Hp (HPQ) 0.2 $3.3M -10% 110k 30.22
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Illinois Tool Works (ITW) 0.2 $3.2M +58% 12k 268.26
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Abbvie (ABBV) 0.2 $3.1M NEW 17k 182.10
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Northrop Grumman Corporation (NOC) 0.2 $3.1M NEW 6.5k 478.57
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CSX Corporation (CSX) 0.2 $3.0M NEW 82k 37.07
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Vanguard REIT ETF (VNQ) 0.2 $3.0M NEW 35k 86.47
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Ford Motor Company (F) 0.2 $3.0M NEW 223k 13.28
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Anthem (ELV) 0.2 $3.0M NEW 5.7k 518.47
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Ishares Msci United Kingdom Index etf (EWU) 0.2 $2.9M NEW 85k 34.20
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Gap (GPS) 0.2 $2.9M NEW 106k 27.55
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iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.2 $2.9M +78% 42k 69.30
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iShares Dow Jones US Real Estate (IYR) 0.2 $2.9M NEW 32k 89.88
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Vaneck Vectors Oil Services Etf ef (OIH) 0.2 $2.7M NEW 8.0k 336.25
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Gilead Sciences (GILD) 0.2 $2.6M NEW 36k 73.23
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PPG Industries (PPG) 0.1 $2.5M +532% 18k 144.88
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Vaneck Vectors Junior Gold Miners Etf etf (GDXJ) 0.1 $2.5M NEW 65k 38.73
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Zimmer Holdings (ZBH) 0.1 $2.5M +155% 19k 131.96
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Dex (DXCM) 0.1 $2.4M NEW 18k 138.67
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Motorola Solutions (MSI) 0.1 $2.3M NEW 6.5k 354.88
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Southwestern Energy Company (SWN) 0.1 $2.3M NEW 303k 7.58
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Duke Energy (DUK) 0.1 $2.3M NEW 24k 96.69
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International Flavors & Fragrances (IFF) 0.1 $2.3M NEW 27k 85.98
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Adobe Systems Incorporated (ADBE) 0.1 $2.2M NEW 4.4k 504.51
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Hldgs (UAL) 0.1 $2.2M -71% 47k 47.87
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Paychex (PAYX) 0.1 $2.2M +34% 18k 122.76
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Banco Itau Holding Financeira (ITUB) 0.1 $2.2M NEW 320k 6.93
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CoStar (CSGP) 0.1 $2.2M +26% 23k 96.59
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iShares MSCI EAFE Value Index (EFV) 0.1 $2.1M NEW 39k 54.39
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Realty Income (O) 0.1 $2.1M -22% 39k 54.07
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Truist Financial Corp equities (TFC) 0.1 $2.1M NEW 53k 38.97
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Matador Resources (MTDR) 0.1 $2.0M NEW 31k 66.76
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Cme (CME) 0.1 $2.0M +44% 9.4k 215.28
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Metropcs Communications (TMUS) 0.1 $2.0M NEW 12k 163.22
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Suncor Energy (SU) 0.1 $2.0M NEW 54k 36.89
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Nucor Corporation (NUE) 0.1 $2.0M NEW 9.9k 197.89
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Jd (JD) 0.1 $2.0M NEW 71k 27.39
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Warner Bros. Discovery (WBD) 0.1 $1.9M NEW 223k 8.73
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Copart (CPRT) 0.1 $1.8M NEW 32k 57.91
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Amgen (AMGN) 0.1 $1.8M NEW 6.5k 284.19
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Laboratory Corp. of America Holdings (LH) 0.1 $1.8M NEW 8.4k 218.39
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Roper Industries (ROP) 0.1 $1.8M NEW 3.2k 560.76
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iShares S&P Global Clean Energy Index (ICLN) 0.1 $1.8M -11% 127k 13.98
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Southern Copper Corporation (SCCO) 0.1 $1.7M +373% 16k 106.46
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Intel Corporation (INTC) 0.1 $1.7M NEW 39k 44.17
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Regions Financial Corporation (RF) 0.1 $1.7M -40% 83k 21.04
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Dbx Etf Tr dbxtr har cs 300 (ASHR) 0.1 $1.7M NEW 70k 24.06
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Micron Technology (MU) 0.1 $1.7M +65% 14k 117.89
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Range Resources (RRC) 0.1 $1.7M NEW 49k 34.43
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Agnico (AEM) 0.1 $1.7M NEW 28k 59.63
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Whirlpool Corporation (WHR) 0.1 $1.6M NEW 14k 119.59
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Keysight Technologies (KEYS) 0.1 $1.6M NEW 11k 156.34
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Expedia (EXPE) 0.1 $1.6M NEW 12k 137.68
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Oneok (OKE) 0.1 $1.6M -20% 19k 80.12
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Centene Corporation (CNC) 0.1 $1.5M -37% 19k 78.47
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Hf Sinclair Corp (DINO) 0.1 $1.5M NEW 25k 60.37
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Principal Financial (PFG) 0.1 $1.5M NEW 18k 86.29
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Pbf Energy Inc cl a (PBF) 0.1 $1.5M NEW 26k 57.54
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Steel Dynamics (STLD) 0.1 $1.4M +3% 9.7k 148.19
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Live Nation Entertainment (LYV) 0.1 $1.4M -24% 13k 105.73
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Encana Corporation (OVV) 0.1 $1.4M NEW 27k 51.89
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Plug Power (PLUG) 0.1 $1.3M NEW 390k 3.44
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Southern Company (SO) 0.1 $1.3M NEW 18k 71.74
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ICICI Bank (IBN) 0.1 $1.3M NEW 48k 26.39
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Solaredge Technologies (SEDG) 0.1 $1.2M -41% 17k 70.98
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Atlassian Corporation Cl A (TEAM) 0.1 $1.2M NEW 6.3k 194.98
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Generac Holdings (GNRC) 0.1 $1.2M NEW 9.6k 126.09
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Owens Corning (OC) 0.1 $1.2M NEW 7.2k 166.67
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NetApp (NTAP) 0.1 $1.2M NEW 11k 104.92
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Moody's Corporation (MCO) 0.1 $1.2M NEW 3.0k 392.98
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SM Energy (SM) 0.1 $1.2M NEW 24k 49.82
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AutoNation (AN) 0.1 $1.1M NEW 6.7k 165.54
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iShares Dow Jones US Energy Sector (IYE) 0.1 $1.1M NEW 22k 49.38
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Civitas Resources (CIVI) 0.1 $1.1M NEW 14k 75.87
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Verisk Analytics (VRSK) 0.1 $1.1M NEW 4.6k 235.61
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Expeditors International of Washington (EXPD) 0.1 $1.0M NEW 8.4k 121.46
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Keurig Dr Pepper (KDP) 0.1 $961k NEW 31k 30.66
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Kohl's Corporation (KSS) 0.1 $955k NEW 33k 29.14
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Te Connectivity Ltd for (TEL) 0.1 $948k -67% 6.5k 145.20
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Watsco, Incorporated (WSO) 0.1 $944k NEW 2.2k 431.84
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J.B. Hunt Transport Services (JBHT) 0.1 $904k -29% 4.5k 199.12
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Air Products & Chemicals (APD) 0.0 $835k NEW 3.4k 242.17
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Bristol Myers Squibb (BMY) 0.0 $833k NEW 15k 54.22
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Sempra Energy (SRE) 0.0 $830k NEW 12k 71.79
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iShares S&P SmallCap 600 Value Idx (IJS) 0.0 $819k NEW 8.0k 102.71
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Trip Com Intl Ltd Sponsored Ad (TCOM) 0.0 $809k NEW 18k 43.87
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AES Corporation (AES) 0.0 $803k NEW 45k 17.91
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Cleveland-cliffs (CLF) 0.0 $794k NEW 35k 22.74
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Royal Caribbean Cruises (RCL) 0.0 $780k -91% 5.6k 138.86
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Hershey Company (HSY) 0.0 $778k -90% 4.0k 194.40
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Viatris (VTRS) 0.0 $761k NEW 64k 11.93
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Nasdaq Omx (NDAQ) 0.0 $758k NEW 12k 63.06
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Marathon Oil Corporation (MRO) 0.0 $754k NEW 27k 28.32
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American Airls (AAL) 0.0 $740k -92% 48k 15.34
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EXACT Sciences Corporation (EXAS) 0.0 $738k NEW 11k 69.06
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Akamai Technologies (AKAM) 0.0 $734k NEW 6.8k 108.72
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Novartis (NVS) 0.0 $730k +255% 7.6k 96.60
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First Citizens BancShares (FCNCA) 0.0 $725k NEW 444.00 1632.88
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Infosys Technologies (INFY) 0.0 $723k NEW 40k 17.91
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iShares S&P Latin America 40 Index (ILF) 0.0 $702k NEW 25k 28.40
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Gold Fields (GFI) 0.0 $683k NEW 43k 15.88
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Interpublic Group of Companies (IPG) 0.0 $679k -72% 21k 32.61
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Lithia Motors (LAD) 0.0 $660k +114% 2.2k 300.41
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Caesars Entertainment (CZR) 0.0 $656k NEW 15k 43.71
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Msci (MSCI) 0.0 $643k -6% 1.1k 559.62
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Stanley Black & Decker (SWK) 0.0 $640k -34% 6.5k 97.84
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Tyson Foods (TSN) 0.0 $607k NEW 10k 58.66
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Alaska Air (ALK) 0.0 $605k NEW 14k 42.97
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Ansys (ANSS) 0.0 $604k NEW 1.7k 347.13
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Rockwell Automation (ROK) 0.0 $599k -10% 2.1k 291.20
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3M Company (MMM) 0.0 $588k NEW 5.5k 105.98
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Enbridge (ENB) 0.0 $582k NEW 16k 36.14
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Consolidated Edison (ED) 0.0 $568k NEW 6.3k 90.78
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Best Buy (BBY) 0.0 $566k NEW 6.9k 81.95
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Invesco Solar Etf etf (TAN) 0.0 $541k NEW 12k 45.31
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Raymond James Financial (RJF) 0.0 $541k NEW 4.2k 128.20
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Comerica Incorporated (CMA) 0.0 $536k NEW 9.8k 54.95
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Yum! Brands (YUM) 0.0 $533k NEW 3.9k 138.44
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Skyworks Solutions (SWKS) 0.0 $526k NEW 4.9k 108.23
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FirstEnergy (FE) 0.0 $520k NEW 14k 38.58
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Alnylam Pharmaceuticals (ALNY) 0.0 $518k NEW 3.5k 149.32
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Rh (RH) 0.0 $510k -86% 1.5k 347.65
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Darden Restaurants (DRI) 0.0 $509k -91% 3.0k 167.10
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Western Alliance Bancorporation (WAL) 0.0 $504k NEW 7.9k 64.09
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Albemarle Corporation (ALB) 0.0 $454k -44% 3.4k 131.71
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Public Storage (PSA) 0.0 $416k NEW 1.4k 289.49
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Cognizant Technology Solutions (CTSH) 0.0 $389k 5.3k 73.22
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Wolfspeed (WOLF) 0.0 $360k -36% 12k 29.49
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V.F. Corporation (VFC) 0.0 $358k NEW 23k 15.30
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Skechers USA (SKX) 0.0 $348k NEW 5.7k 61.18
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Teradyne (TER) 0.0 $329k NEW 2.9k 112.63
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Murphy Usa (MUSA) 0.0 $318k NEW 760.00 418.42
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Boston Properties (BXP) 0.0 $313k NEW 4.8k 65.22
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Weyerhaeuser Company (WY) 0.0 $282k NEW 7.9k 35.80
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Lpl Financial Holdings (LPLA) 0.0 $279k NEW 1.1k 263.46
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Hewlett Packard Enterprise (HPE) 0.0 $248k NEW 14k 17.67
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Illumina (ILMN) 0.0 $238k NEW 1.7k 137.18
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Insulet Corporation (PODD) 0.0 $220k -84% 1.3k 170.81
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Cardinal Health (CAH) 0.0 $211k NEW 1.9k 111.52
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Invesco (IVZ) 0.0 $185k NEW 11k 16.53
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Viacomcbs (PARA) 0.0 $125k NEW 11k 11.74
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Past Filings by Quantitative Investment Management

SEC 13F filings are viewable for Quantitative Investment Management going back to 2011

View all past filings