Quantitative Investment Management

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

  • Top 5 stock holdings are SPY, XLI, XLP, DAL, JNJ, and represent 29.93% of Quantitative Investment Management's stock portfolio.
  • Added to shares of these 10 stocks: SPY (+$75M), XLP (+$35M), XLI (+$23M), DAL (+$23M), JNJ (+$21M), RTX (+$15M), CCL (+$13M), GIS (+$13M), JETS (+$13M), JPM (+$12M).
  • Started 104 new stock positions in IGV, CME, ADM, THO, AAL, TREX, TPR, DECK, STM, CCL.
  • Reduced shares in these 10 stocks: , EWZ (-$44M), , GDX (-$31M), VWO (-$31M), AMD (-$29M), IYR (-$28M), , XLRE (-$21M), VNQ (-$21M).
  • Sold out of its positions in AGCO, AGNC, T, ARKK, ARKG, ADBE, AMD, A, AEM, AKAM.
  • Quantitative Investment Management was a net seller of stock by $-398M.
  • Quantitative Investment Management has $650M in assets under management (AUM), dropping by -38.43%.
  • Central Index Key (CIK): 0001445911

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Portfolio Holdings for Quantitative Investment Management

Quantitative Investment Management holds 162 positions in its portfolio as reported in the September 2023 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 11.6 $75M NEW 176k 427.48
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Industrial SPDR (XLI) 6.2 $40M +127% 398k 101.38
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Consumer Staples Select Sect. SPDR (XLP) 5.4 $35M +6314% 510k 68.81
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Delta Air Lines (DAL) 3.5 $23M NEW 610k 37.00
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Johnson & Johnson (JNJ) 3.3 $21M NEW 136k 155.75
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General Mills (GIS) 2.3 $15M +477% 239k 63.99
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Raytheon Technologies Corp (RTX) 2.2 $15M NEW 202k 71.97
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Carnival Corporation (CCL) 2.0 $13M NEW 938k 13.72
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Etf Ser Solutions (JETS) 1.9 $13M NEW 740k 17.03
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JPMorgan Chase & Co. (JPM) 1.8 $12M NEW 82k 145.01
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Union Pacific Corporation (UNP) 1.7 $11M +226% 54k 203.62
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United Parcel Service (UPS) 1.7 $11M NEW 70k 155.86
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Dollar General (DG) 1.7 $11M NEW 102k 105.79
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Ishares Inc msci india index (INDA) 1.6 $10M +642% 233k 44.22
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iShares Dow Jones US Home Const. (ITB) 1.5 $9.5M NEW 121k 78.48
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Cisco Systems (CSCO) 1.4 $9.2M NEW 171k 53.76
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Wal-Mart Stores (WMT) 1.4 $9.2M -61% 57k 159.92
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Hershey Company (HSY) 1.4 $8.8M NEW 44k 200.07
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Oracle Corporation (ORCL) 1.3 $8.8M NEW 83k 105.91
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American Airls (AAL) 1.3 $8.6M NEW 674k 12.81
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D.R. Horton (DHI) 1.3 $8.6M NEW 80k 107.46
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Fiserv (FI) 1.3 $8.6M NEW 76k 112.96
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SPDR S&P Homebuilders (XHB) 1.1 $7.4M NEW 97k 76.57
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International Business Machines (IBM) 1.1 $7.1M NEW 51k 140.29
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Hldgs (UAL) 1.1 $7.0M NEW 165k 42.30
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Diamondback Energy (FANG) 1.1 $6.9M NEW 45k 154.86
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Southwest Airlines (LUV) 1.0 $6.8M +86% 250k 27.07
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Costco Wholesale Corporation (COST) 1.0 $6.6M -54% 12k 564.89
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Estee Lauder Companies (EL) 1.0 $6.5M +546% 45k 144.53
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Royal Caribbean Cruises (RCL) 0.9 $6.1M NEW 66k 92.14
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Automatic Data Processing (ADP) 0.9 $6.1M NEW 25k 240.55
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Johnson Controls International Plc equity (JCI) 0.9 $5.6M NEW 105k 53.20
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Darden Restaurants (DRI) 0.8 $5.3M +1467% 37k 143.22
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Deere & Company (DE) 0.8 $5.0M +42% 13k 377.35
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Tapestry (TPR) 0.7 $4.8M NEW 166k 28.75
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Constellation Brands (STZ) 0.7 $4.7M +17% 19k 251.29
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Technology SPDR (XLK) 0.7 $4.4M NEW 27k 163.91
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MGM Resorts International. (MGM) 0.7 $4.3M NEW 117k 36.76
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MasterCard Incorporated (MA) 0.7 $4.2M +141% 11k 395.86
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Intuitive Surgical (ISRG) 0.6 $4.1M NEW 14k 292.29
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U.S. Bancorp (USB) 0.6 $3.9M +132% 117k 33.05
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Solaredge Technologies (SEDG) 0.6 $3.8M NEW 30k 129.49
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Caterpillar (CAT) 0.6 $3.7M +18% 14k 272.96
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Discover Financial Services (DFS) 0.6 $3.7M NEW 43k 86.61
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Celsius Holdings (CELH) 0.6 $3.6M NEW 21k 171.57
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Vulcan Materials Company (VMC) 0.5 $3.5M NEW 17k 202.01
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Seagen 0.5 $3.3M NEW 16k 212.14
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Coca-Cola Company (KO) 0.5 $3.2M NEW 58k 55.97
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Hp (HPQ) 0.5 $3.2M NEW 124k 25.70
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S&p Global (SPGI) 0.5 $3.1M NEW 8.5k 365.31
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Lennar Corporation (LEN) 0.5 $3.1M NEW 28k 112.23
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Walgreen Boots Alliance (WBA) 0.5 $3.0M NEW 133k 22.24
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Rh (RH) 0.4 $2.9M -2% 11k 264.33
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Global Payments (GPN) 0.4 $2.8M -22% 24k 115.36
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iShares Dow Jones Transport. Avg. (IYT) 0.4 $2.7M +484% 12k 233.69
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Edwards Lifesciences (EW) 0.4 $2.7M -20% 39k 69.27
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Marriott International (MAR) 0.4 $2.6M +81% 13k 196.50
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Omni (OMC) 0.4 $2.6M NEW 35k 74.47
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Regeneron Pharmaceuticals (REGN) 0.4 $2.6M NEW 3.1k 822.72
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Boeing Company (BA) 0.4 $2.5M NEW 13k 191.68
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Nike (NKE) 0.4 $2.5M NEW 26k 95.61
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Realty Income (O) 0.4 $2.5M +236% 50k 49.93
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Te Connectivity Ltd for (TEL) 0.4 $2.5M +19% 20k 123.51
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Cdw (CDW) 0.4 $2.4M NEW 12k 201.69
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Regions Financial Corporation (RF) 0.4 $2.4M NEW 139k 17.20
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Pulte (PHM) 0.4 $2.4M NEW 32k 74.05
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Sherwin-Williams Company (SHW) 0.3 $2.2M +79% 8.7k 254.96
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Interpublic Group of Companies (IPG) 0.3 $2.2M NEW 76k 28.65
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Fortive (FTV) 0.3 $2.1M +124% 29k 74.13
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Centene Corporation (CNC) 0.3 $2.1M NEW 31k 68.87
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iShares S&P Global Clean Energy Index (ICLN) 0.3 $2.1M +47% 144k 14.62
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Parker-Hannifin Corporation (PH) 0.3 $2.0M NEW 5.2k 389.37
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Amphenol Corporation (APH) 0.3 $1.9M +109% 23k 83.98
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Martin Marietta Materials (MLM) 0.3 $1.9M NEW 4.7k 410.28
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Hess (HES) 0.3 $1.9M NEW 12k 152.96
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Vanguard Information Technology ETF (VGT) 0.3 $1.9M NEW 4.5k 414.68
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GSK (GSK) 0.3 $1.8M NEW 51k 36.25
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TJX Companies (TJX) 0.3 $1.8M -64% 20k 88.85
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Illinois Tool Works (ITW) 0.3 $1.8M NEW 7.6k 230.27
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Archer Daniels Midland Company (ADM) 0.3 $1.8M NEW 23k 75.40
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Abbott Laboratories (ABT) 0.3 $1.7M -43% 17k 96.80
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IDEXX Laboratories (IDXX) 0.2 $1.6M +20% 3.7k 437.25
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Norwegian Cruise Line Hldgs (NCLH) 0.2 $1.6M NEW 98k 16.48
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Veeva Sys Inc cl a (VEEV) 0.2 $1.6M -69% 7.8k 203.45
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Paychex (PAYX) 0.2 $1.6M NEW 14k 115.26
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Builders FirstSource (BLDR) 0.2 $1.6M NEW 13k 124.44
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Oneok (OKE) 0.2 $1.5M NEW 24k 63.42
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Marvell Technology (MRVL) 0.2 $1.5M -77% 28k 54.11
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Boston Scientific Corporation (BSX) 0.2 $1.5M NEW 28k 52.79
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FedEx Corporation (FDX) 0.2 $1.5M +81% 5.6k 264.74
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Live Nation Entertainment (LYV) 0.2 $1.5M NEW 18k 83.02
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CoStar (CSGP) 0.2 $1.4M NEW 18k 76.84
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Huntington Bancshares Incorporated (HBAN) 0.2 $1.4M NEW 132k 10.39
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iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.2 $1.4M NEW 23k 58.22
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iShares S&P NA Tec.-SW. Idx. Fund (IGV) 0.2 $1.3M NEW 3.9k 341.13
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Dollar Tree (DLTR) 0.2 $1.3M NEW 12k 106.41
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Cme (CME) 0.2 $1.3M NEW 6.5k 200.09
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Insulet Corporation (PODD) 0.2 $1.3M NEW 8.1k 159.49
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Xylem (XYL) 0.2 $1.3M +82% 14k 91.00
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iShares Dow Jones US Medical Dev. (IHI) 0.2 $1.2M +4% 25k 48.47
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J.B. Hunt Transport Services (JBHT) 0.2 $1.2M +64% 6.5k 188.49
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Western Digital (WDC) 0.2 $1.2M +148% 26k 45.62
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Accenture (ACN) 0.2 $1.1M -63% 3.6k 306.84
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Vertex Pharmaceuticals Incorporated (VRTX) 0.2 $1.1M -65% 3.2k 347.59
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Quanta Services (PWR) 0.2 $1.1M NEW 5.9k 187.03
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Citizens Financial (CFG) 0.2 $1.1M -50% 41k 26.79
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Mettler-Toledo International (MTD) 0.2 $1.1M -11% 970.00 1107.22
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Albemarle Corporation (ALB) 0.2 $1.0M NEW 6.2k 169.93
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Steel Dynamics (STLD) 0.2 $1.0M NEW 9.3k 107.21
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Canadian Natural Resources (CNQ) 0.1 $946k NEW 15k 64.62
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KB Home (KBH) 0.1 $906k NEW 20k 46.26
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Dupont De Nemours (DD) 0.1 $902k NEW 12k 74.51
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Baxter International (BAX) 0.1 $894k +190% 24k 37.73
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Taiwan Semiconductor Mfg (TSM) 0.1 $893k -90% 10k 86.88
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Stanley Black & Decker (SWK) 0.1 $833k -44% 10k 83.51
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Zimmer Holdings (ZBH) 0.1 $817k NEW 7.3k 112.19
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ResMed (RMD) 0.1 $787k NEW 5.3k 147.71
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Coherent Corp (COHR) 0.1 $767k +457% 24k 32.61
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Masco Corporation (MAS) 0.1 $766k +18% 14k 53.43
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Texas Roadhouse (TXRH) 0.1 $747k NEW 7.8k 96.09
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AutoZone (AZO) 0.1 $739k NEW 291.00 2539.52
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W.W. Grainger (GWW) 0.1 $738k NEW 1.1k 691.66
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Thor Industries (THO) 0.1 $730k NEW 7.7k 95.03
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Wolfspeed (WOLF) 0.1 $727k NEW 19k 38.06
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WESCO International (WCC) 0.1 $705k NEW 4.9k 143.79
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STMicroelectronics (STM) 0.1 $675k NEW 16k 43.14
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Rockwell Automation (ROK) 0.1 $656k NEW 2.3k 285.47
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Carlisle Companies (CSL) 0.1 $634k NEW 2.4k 259.20
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Msci (MSCI) 0.1 $627k NEW 1.2k 512.67
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Advanced Drain Sys Inc Del (WMS) 0.1 $623k NEW 5.5k 113.69
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SPDR KBW Regional Banking (KRE) 0.1 $596k -96% 14k 41.70
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Micron Technology (MU) 0.1 $588k -91% 8.6k 68.00
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Iron Mountain (IRM) 0.1 $571k NEW 9.6k 59.36
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Williams Companies (WMB) 0.1 $569k +51% 17k 33.64
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Nxp Semiconductors N V (NXPI) 0.1 $516k -67% 2.6k 199.54
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SPDR KBW Bank (KBE) 0.1 $484k -83% 13k 36.79
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Trex Company (TREX) 0.1 $456k NEW 7.4k 61.56
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Deckers Outdoor Corporation (DECK) 0.1 $453k NEW 882.00 513.61
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Ameriprise Financial (AMP) 0.1 $425k NEW 1.3k 329.20
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Equifax (EFX) 0.1 $423k NEW 2.3k 183.12
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Sociedad Quimica y Minera (SQM) 0.1 $423k NEW 7.1k 59.61
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Allstate Corporation (ALL) 0.1 $377k -86% 3.4k 111.18
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Cognizant Technology Solutions (CTSH) 0.1 $360k -85% 5.3k 67.73
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PPG Industries (PPG) 0.1 $359k NEW 2.8k 129.51
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Wabtec Corporation (WAB) 0.1 $357k +17% 3.4k 106.12
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New York Community Ban (NYCB) 0.1 $351k NEW 31k 11.33
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United Rentals (URI) 0.1 $343k NEW 772.00 444.30
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Celanese Corporation (CE) 0.1 $340k NEW 2.7k 125.32
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Capital One Financial (COF) 0.1 $333k -90% 3.4k 96.94
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Industries N shs - a - (LYB) 0.0 $324k -57% 3.4k 94.65
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Lithia Motors (LAD) 0.0 $302k NEW 1.0k 294.92
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Franklin Resources (BEN) 0.0 $301k NEW 12k 24.53
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Hyatt Hotels Corporation (H) 0.0 $294k NEW 2.8k 106.02
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Berkshire Hathaway (BRK.B) 0.0 $288k -77% 824.00 349.51
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General Dynamics Corporation (GD) 0.0 $286k NEW 1.3k 220.85
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Simon Property (SPG) 0.0 $266k NEW 2.5k 107.74
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Southern Copper Corporation (SCCO) 0.0 $260k NEW 3.5k 75.06
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Zebra Technologies (ZBRA) 0.0 $239k -65% 1.0k 236.40
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Crown Castle Intl (CCI) 0.0 $220k -90% 2.4k 91.63
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Novartis (NVS) 0.0 $216k NEW 2.1k 101.69
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Ulta Salon, Cosmetics & Fragrance (ULTA) 0.0 $210k NEW 526.00 399.24
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Sirius Xm Holdings (SIRI) 0.0 $139k NEW 31k 4.50
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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