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Quantitative Investment Management, LLC

Q4 2019 Holdings

Filed 2020-02-14 | 608 holdings | $254.5M | 13F-HR | View on SEC ↗ · Holdings Table ↗

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IssuerClassCUSIPValue ↑Shares% Portfolio
Old Republic International Corp(ORI)COM680223104$64028,6490.0%
Carnival Corp(CCL)COM143658300$64312,6570.0%
United Parcel Service Inc(UPS)COM911312106$6485,5420.0%
Stamps.com Inc(STMP)COM852857200$6577,8710.0%
Ishares Cohen & Steers REIT ETF(ICF)COM464287564$6575,6170.0%
Lannett Co IncCOM516012101$66275,0880.0%
NVR Inc(NVR)COM62944T105$6621740.0%
Deluxe Corp(DLX)COM248019101$66713,3630.0%
Range Resources Corp(RRC)COM75281A109$675139,3150.0%
Qiagen N.V.(QGEN)COMN72482123$67920,0890.0%
Worthington Industries Inc(WOR)COM981811102$68116,1530.0%
Cleveland-Cliffs Inc(CLF)COM185899101$69182,3050.0%
Banco Bilbao Viscaya Argentaria S.A.(BBVA)COM05946K101$706126,5940.0%
Trimble Inc(TRMB)COM896239100$70816,9910.0%
Interpublic Group of Companies Inc (The)(IPG)COM460690100$71230,8570.0%
Packaging Corp of America(PKG)COM695156109$7186,4150.0%
Herc Holdings Inc(HRI)COM42704L104$72214,7620.0%
UGI Corp(UGI)COM902681105$72316,0310.0%
United Bankshares Inc(UBSI)COM909907107$75119,4260.0%
Chimera Investment CorpCOM16934Q208$75836,8750.0%
Sirius XM Holdings Inc(SIRIEUR)COM82968B103$761106,4830.0%
Tegna Inc(TGNA)COM87901J105$76345,7680.0%
Dolby Laboratories(DLB)COM25659T107$78311,3820.0%
Ameren Corp(AEE)COM023608102$78610,2370.0%
National Beverage Corp(FIZZ)COM635017106$78715,4410.0%
CoreSite Realty Corp(COR1EUR)COM21870Q105$7957,0910.0%
Steven Madden LTD(SHOO)COM556269108$80018,6060.0%
Avalonbay Communities Inc(AVB)COM053484101$8053,8410.0%
Crane Co(CR1USD)COM224399105$8079,3470.0%
Spdr DJ Euro Stoxx 50 ETF(FEZ)COM78463X202$81519,9980.0%
Primerica Inc(PRI)COM74164M108$8176,2620.0%
Co Saneamento ADS(SAJA)COM20441A102$82154,5920.0%
Service Corp International(SCI)COM817565104$83518,1470.0%
F5 Networks Inc(FFIV)COM315616102$8406,0180.0%
iShares U.S. Aerospace & Defense ETF(ITA)COM464288760$8533,8410.0%
iShares U.S. Home Construction ETF(ITB)COM464288752$85619,2830.0%
The Hain Celestial Group Inc(HAIN)COM405217100$86133,2010.0%
Aspen Technology Inc(AZPNUSD)COM045327103$8617,1250.0%
Gentherm Inc(THRM)COM37253A103$86819,5740.0%
Banco Santander Brasil SA(BSBR)COM05967A107$86871,6080.0%
Alliance Data Systems Corp(BFH)COM018581108$8737,7870.0%
Mobile Telesystems OjscCOM607409109$87586,2070.0%
Bitauto Holdings Ltd(2663134D)COM091727107$89660,4280.0%
Tupperware Brands Corp(TUP)COM899896104$904105,4620.0%
Bank Of Montreal(BMO)COM063671101$91511,8180.0%
Genworth Financial Inc(GNW)COM37247D106$939213,4540.0%
Ryman Hospitality Properties Inc(RHP)COM78377T107$95611,0410.0%
Jefferies Financial Group Inc(JEF)COM47233W109$95944,8960.0%
Kansas City SouthernCOM485170302$9606,2730.0%
Ensco Rowan PLCCOMG9402V109$961146,5470.0%
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