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 CSCO, KBH, HSY, DAL, LEN, ITB, PODD, CME, TXRH, NCLH.
- 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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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 |
|
Industrial SPDR (XLI) | 6.2 | $40M | +127% | 398k | 101.38 |
|
Consumer Staples Select Sect. SPDR (XLP) | 5.4 | $35M | +6314% | 510k | 68.81 |
|
Delta Air Lines (DAL) | 3.5 | $23M | NEW | 610k | 37.00 |
|
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 |
|
Hershey Company (HSY) | 1.4 | $8.8M | NEW | 44k | 200.07 |
|
Oracle Corporation (ORCL) | 1.3 | $8.8M | NEW | 83k | 105.91 |
|
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 |
|
Hldgs (UAL) | 1.1 | $7.0M | NEW | 165k | 42.30 |
|
Diamondback Energy (FANG) | 1.1 | $6.9M | NEW | 45k | 154.86 |
|
Southwest Airlines (LUV) | 1.0 | $6.8M | +86% | 250k | 27.07 |
|
Costco Wholesale Corporation (COST) | 1.0 | $6.6M | -54% | 12k | 564.89 |
|
Estee Lauder Companies (EL) | 1.0 | $6.5M | +546% | 45k | 144.53 |
|
Royal Caribbean Cruises (RCL) | 0.9 | $6.1M | NEW | 66k | 92.14 |
|
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 |
|
Deere & Company (DE) | 0.8 | $5.0M | +42% | 13k | 377.35 |
|
Tapestry (TPR) | 0.7 | $4.8M | NEW | 166k | 28.75 |
|
Constellation Brands (STZ) | 0.7 | $4.7M | +17% | 19k | 251.29 |
|
Technology SPDR (XLK) | 0.7 | $4.4M | NEW | 27k | 163.91 |
|
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 |
|
Intuitive Surgical (ISRG) | 0.6 | $4.1M | NEW | 14k | 292.29 |
|
U.S. Bancorp (USB) | 0.6 | $3.9M | +132% | 117k | 33.05 |
|
Solaredge Technologies (SEDG) | 0.6 | $3.8M | NEW | 30k | 129.49 |
|
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 |
|
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 |
|
Hp (HPQ) | 0.5 | $3.2M | NEW | 124k | 25.70 |
|
S&p Global (SPGI) | 0.5 | $3.1M | NEW | 8.5k | 365.31 |
|
Lennar Corporation (LEN) | 0.5 | $3.1M | NEW | 28k | 112.23 |
|
Walgreen Boots Alliance (WBA) | 0.5 | $3.0M | NEW | 133k | 22.24 |
|
Rh (RH) | 0.4 | $2.9M | -2% | 11k | 264.33 |
|
Global Payments (GPN) | 0.4 | $2.8M | -22% | 24k | 115.36 |
|
iShares Dow Jones Transport. Avg. (IYT) | 0.4 | $2.7M | +484% | 12k | 233.69 |
|
Edwards Lifesciences (EW) | 0.4 | $2.7M | -20% | 39k | 69.27 |
|
Marriott International (MAR) | 0.4 | $2.6M | +81% | 13k | 196.50 |
|
Omni (OMC) | 0.4 | $2.6M | NEW | 35k | 74.47 |
|
Regeneron Pharmaceuticals (REGN) | 0.4 | $2.6M | NEW | 3.1k | 822.72 |
|
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 |
|
Te Connectivity Ltd for (TEL) | 0.4 | $2.5M | +19% | 20k | 123.51 |
|
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 |
|
Pulte (PHM) | 0.4 | $2.4M | NEW | 32k | 74.05 |
|
Sherwin-Williams Company (SHW) | 0.3 | $2.2M | +79% | 8.7k | 254.96 |
|
Interpublic Group of Companies (IPG) | 0.3 | $2.2M | NEW | 76k | 28.65 |
|
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 |
|
Parker-Hannifin Corporation (PH) | 0.3 | $2.0M | NEW | 5.2k | 389.37 |
|
Amphenol Corporation (APH) | 0.3 | $1.9M | +109% | 23k | 83.98 |
|
Martin Marietta Materials (MLM) | 0.3 | $1.9M | NEW | 4.7k | 410.28 |
|
Hess (HES) | 0.3 | $1.9M | NEW | 12k | 152.96 |
|
Vanguard Information Technology ETF (VGT) | 0.3 | $1.9M | NEW | 4.5k | 414.68 |
|
GSK (GSK) | 0.3 | $1.8M | NEW | 51k | 36.25 |
|
TJX Companies (TJX) | 0.3 | $1.8M | -64% | 20k | 88.85 |
|
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 |
|
Abbott Laboratories (ABT) | 0.3 | $1.7M | -43% | 17k | 96.80 |
|
IDEXX Laboratories (IDXX) | 0.2 | $1.6M | +20% | 3.7k | 437.25 |
|
Norwegian Cruise Line Hldgs (NCLH) | 0.2 | $1.6M | NEW | 98k | 16.48 |
|
Veeva Sys Inc cl a (VEEV) | 0.2 | $1.6M | -69% | 7.8k | 203.45 |
|
Paychex (PAYX) | 0.2 | $1.6M | NEW | 14k | 115.26 |
|
Builders FirstSource (BLDR) | 0.2 | $1.6M | NEW | 13k | 124.44 |
|
Oneok (OKE) | 0.2 | $1.5M | NEW | 24k | 63.42 |
|
Marvell Technology (MRVL) | 0.2 | $1.5M | -77% | 28k | 54.11 |
|
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 |
|
iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 0.2 | $1.4M | NEW | 23k | 58.22 |
|
iShares S&P NA Tec.-SW. Idx. Fund (IGV) | 0.2 | $1.3M | NEW | 3.9k | 341.13 |
|
Dollar Tree (DLTR) | 0.2 | $1.3M | NEW | 12k | 106.41 |
|
Cme (CME) | 0.2 | $1.3M | NEW | 6.5k | 200.09 |
|
Insulet Corporation (PODD) | 0.2 | $1.3M | NEW | 8.1k | 159.49 |
|
Xylem (XYL) | 0.2 | $1.3M | +82% | 14k | 91.00 |
|
iShares Dow Jones US Medical Dev. (IHI) | 0.2 | $1.2M | +4% | 25k | 48.47 |
|
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 |
|
Accenture (ACN) | 0.2 | $1.1M | -63% | 3.6k | 306.84 |
|
Vertex Pharmaceuticals Incorporated (VRTX) | 0.2 | $1.1M | -65% | 3.2k | 347.59 |
|
Quanta Services (PWR) | 0.2 | $1.1M | NEW | 5.9k | 187.03 |
|
Citizens Financial (CFG) | 0.2 | $1.1M | -50% | 41k | 26.79 |
|
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 |
|
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 |
|
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 |
|
Stanley Black & Decker (SWK) | 0.1 | $833k | -44% | 10k | 83.51 |
|
Zimmer Holdings (ZBH) | 0.1 | $817k | NEW | 7.3k | 112.19 |
|
ResMed (RMD) | 0.1 | $787k | NEW | 5.3k | 147.71 |
|
Coherent Corp (COHR) | 0.1 | $767k | +457% | 24k | 32.61 |
|
Masco Corporation (MAS) | 0.1 | $766k | +18% | 14k | 53.43 |
|
Texas Roadhouse (TXRH) | 0.1 | $747k | NEW | 7.8k | 96.09 |
|
AutoZone (AZO) | 0.1 | $739k | NEW | 291.00 | 2539.52 |
|
W.W. Grainger (GWW) | 0.1 | $738k | NEW | 1.1k | 691.66 |
|
Thor Industries (THO) | 0.1 | $730k | NEW | 7.7k | 95.03 |
|
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 |
|
Msci (MSCI) | 0.1 | $627k | NEW | 1.2k | 512.67 |
|
Advanced Drain Sys Inc Del (WMS) | 0.1 | $623k | NEW | 5.5k | 113.69 |
|
SPDR KBW Regional Banking (KRE) | 0.1 | $596k | -96% | 14k | 41.70 |
|
Micron Technology (MU) | 0.1 | $588k | -91% | 8.6k | 68.00 |
|
Iron Mountain (IRM) | 0.1 | $571k | NEW | 9.6k | 59.36 |
|
Williams Companies (WMB) | 0.1 | $569k | +51% | 17k | 33.64 |
|
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 |
|
Trex Company (TREX) | 0.1 | $456k | NEW | 7.4k | 61.56 |
|
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 |
|
Equifax (EFX) | 0.1 | $423k | NEW | 2.3k | 183.12 |
|
Sociedad Quimica y Minera (SQM) | 0.1 | $423k | NEW | 7.1k | 59.61 |
|
Allstate Corporation (ALL) | 0.1 | $377k | -86% | 3.4k | 111.18 |
|
Cognizant Technology Solutions (CTSH) | 0.1 | $360k | -85% | 5.3k | 67.73 |
|
PPG Industries (PPG) | 0.1 | $359k | NEW | 2.8k | 129.51 |
|
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 |
|
Capital One Financial (COF) | 0.1 | $333k | -90% | 3.4k | 96.94 |
|
Industries N shs - a - (LYB) | 0.0 | $324k | -57% | 3.4k | 94.65 |
|
Lithia Motors (LAD) | 0.0 | $302k | NEW | 1.0k | 294.92 |
|
Franklin Resources (BEN) | 0.0 | $301k | NEW | 12k | 24.53 |
|
Hyatt Hotels Corporation (H) | 0.0 | $294k | NEW | 2.8k | 106.02 |
|
Berkshire Hathaway (BRK.B) | 0.0 | $288k | -77% | 824.00 | 349.51 |
|
General Dynamics Corporation (GD) | 0.0 | $286k | NEW | 1.3k | 220.85 |
|
Simon Property (SPG) | 0.0 | $266k | NEW | 2.5k | 107.74 |
|
Southern Copper Corporation (SCCO) | 0.0 | $260k | NEW | 3.5k | 75.06 |
|
Zebra Technologies (ZBRA) | 0.0 | $239k | -65% | 1.0k | 236.40 |
|
Crown Castle Intl (CCI) | 0.0 | $220k | -90% | 2.4k | 91.63 |
|
Novartis (NVS) | 0.0 | $216k | NEW | 2.1k | 101.69 |
|
Ulta Salon, Cosmetics & Fragrance (ULTA) | 0.0 | $210k | NEW | 526.00 | 399.24 |
|
Sirius Xm Holdings (SIRI) | 0.0 | $139k | NEW | 31k | 4.50 |
|
Past Filings by Quantitative Investment Management
SEC 13F filings are viewable for Quantitative Investment Management going back to 2011
- Quantitative Investment Management 2023 Q3 filed Nov. 14, 2023
- Quantitative Investment Management 2023 Q2 filed Aug. 14, 2023
- Quantitative Investment Management 2023 Q1 filed May 15, 2023
- Quantitative Investment Management 2022 Q4 filed Feb. 14, 2023
- Quantitative Investment Management 2022 Q3 filed Nov. 14, 2022
- Quantitative Investment Management 2022 Q2 filed Aug. 15, 2022
- Quantitative Investment Management 2022 Q1 filed May 16, 2022
- Quantitative Investment Management 2021 Q4 filed Feb. 14, 2022
- Quantitative Investment Management 2021 Q3 filed Nov. 15, 2021
- Quantitative Investment Management 2021 Q2 filed Aug. 16, 2021
- Quantitative Investment Management 2021 Q1 filed May 17, 2021
- Quantitative Investment Management 2020 Q4 filed Feb. 16, 2021
- Quantitative Investment Management 2020 Q3 filed Nov. 13, 2020
- Quantitative Investment Management 2020 Q2 filed Aug. 14, 2020
- Quantitative Investment Management 2020 Q1 filed May 15, 2020
- Quantitative Investment Management 2019 Q4 filed Feb. 14, 2020