Quantitative Investment Management as of Dec. 31, 2021
Portfolio Holdings for Quantitative Investment Management
Quantitative Investment Management holds 231 positions in its portfolio as reported in the December 2021 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Industrial SPDR (XLI) | 5.7 | $41M | 386k | 105.81 | |
| Health Care SPDR (XLV) | 5.0 | $35M | 251k | 140.89 | |
| Tesla Motors (TSLA) | 4.2 | $30M | 28k | 1056.75 | |
| Materials SPDR (XLB) | 3.7 | $26M | 290k | 90.61 | |
| Alibaba Group Holding (BABA) | 3.2 | $23M | 191k | 118.79 | |
| Apple (AAPL) | 3.0 | $21M | 118k | 177.56 | |
| NVIDIA Corporation (NVDA) | 2.6 | $19M | 63k | 294.10 | |
| SPDR Gold Trust (GLD) | 2.5 | $18M | 105k | 170.96 | |
| Financial Select Sector SPDR (XLF) | 2.2 | $15M | 395k | 39.05 | |
| Consumer Staples Select Sect. SPDR (XLP) | 2.1 | $15M | 193k | 77.11 | |
| Berkshire Hathaway (BRK.B) | 2.0 | $14M | 47k | 298.98 | |
| Energy Select Sector SPDR (XLE) | 1.9 | $13M | 240k | 55.50 | |
| Coca-Cola Company (KO) | 1.7 | $12M | 205k | 59.21 | |
| Advanced Micro Devices (AMD) | 1.7 | $12M | 84k | 143.89 | |
| Kraneshares Tr csi chi internet (KWEB) | 1.6 | $12M | 319k | 36.49 | |
| Ishares Inc etp (EWT) | 1.5 | $11M | 164k | 66.61 | |
| iShares FTSE/Xinhua China 25 Index (FXI) | 1.4 | $10M | 276k | 36.58 | |
| Abbvie (ABBV) | 1.3 | $9.0M | 67k | 135.40 | |
| Applied Materials (AMAT) | 1.2 | $8.8M | 56k | 157.35 | |
| Consumer Discretionary SPDR (XLY) | 1.2 | $8.6M | 42k | 204.42 | |
| SPDR S&P Homebuilders (XHB) | 1.2 | $8.5M | 99k | 85.77 | |
| Ishares Inc msci india index (INDA) | 1.2 | $8.4M | 184k | 45.84 | |
| Hca Holdings (HCA) | 1.1 | $8.1M | 32k | 256.91 | |
| Micron Technology (MU) | 1.1 | $8.0M | 86k | 93.14 | |
| Ishares Trust Msci China msci china idx (MCHI) | 1.1 | $7.6M | 122k | 62.77 | |
| Cisco Systems (CSCO) | 1.1 | $7.5M | 118k | 63.36 | |
| Alphabet Inc Class A cs (GOOGL) | 1.0 | $6.9M | 2.4k | 2896.62 | |
| SPDR KBW Regional Banking (KRE) | 1.0 | $6.9M | 97k | 70.85 | |
| Ishares Msci United Kingdom Index etf (EWU) | 0.9 | $6.7M | 203k | 33.14 | |
| Anthem (ELV) | 0.9 | $6.5M | 14k | 463.53 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 0.9 | $6.3M | 125k | 50.59 | |
| Nike (NKE) | 0.9 | $6.1M | 37k | 166.65 | |
| Johnson & Johnson (JNJ) | 0.8 | $5.9M | 35k | 171.05 | |
| Mondelez Int (MDLZ) | 0.8 | $5.8M | 87k | 66.31 | |
| Progressive Corporation (PGR) | 0.8 | $5.6M | 54k | 102.64 | |
| Colgate-Palmolive Company (CL) | 0.8 | $5.5M | 64k | 85.34 | |
| Lam Research Corporation (LRCX) | 0.8 | $5.4M | 7.5k | 719.07 | |
| Avis Budget (CAR) | 0.7 | $5.2M | 25k | 207.37 | |
| Petroleo Brasileiro SA (PBR) | 0.7 | $4.8M | 439k | 10.98 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.7 | $4.7M | 22k | 219.59 | |
| Vanguard Europe Pacific ETF (VEA) | 0.7 | $4.6M | 91k | 51.06 | |
| Regeneron Pharmaceuticals (REGN) | 0.6 | $4.6M | 7.2k | 631.47 | |
| Vanguard European ETF (VGK) | 0.6 | $4.5M | 65k | 68.23 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.6 | $4.3M | 103k | 41.73 | |
| Dollar General (DG) | 0.6 | $4.1M | 18k | 235.80 | |
| Home Depot (HD) | 0.6 | $4.0M | 9.7k | 414.91 | |
| Humana (HUM) | 0.5 | $3.8M | 8.3k | 463.80 | |
| Starbucks Corporation (SBUX) | 0.5 | $3.8M | 33k | 116.96 | |
| Infosys Technologies (INFY) | 0.5 | $3.6M | 141k | 25.31 | |
| D.R. Horton (DHI) | 0.5 | $3.5M | 33k | 108.44 | |
| Lennar Corporation (LEN) | 0.5 | $3.5M | 30k | 116.14 | |
| 4068594 Enphase Energy (ENPH) | 0.5 | $3.3M | 18k | 182.92 | |
| Duke Energy (DUK) | 0.4 | $3.0M | 29k | 104.89 | |
| Wells Fargo & Company (WFC) | 0.4 | $3.0M | 62k | 47.98 | |
| Cigna Corp (CI) | 0.4 | $2.9M | 12k | 229.57 | |
| Tractor Supply Company (TSCO) | 0.4 | $2.8M | 12k | 238.58 | |
| Nokia Corporation (NOK) | 0.4 | $2.8M | 454k | 6.22 | |
| Eli Lilly & Co. (LLY) | 0.4 | $2.7M | 9.9k | 276.20 | |
| SPDR S&P Metals and Mining (XME) | 0.4 | $2.7M | 60k | 44.76 | |
| Exxon Mobil Corporation (XOM) | 0.4 | $2.5M | 41k | 61.19 | |
| Taiwan Semiconductor Mfg (TSM) | 0.3 | $2.4M | 20k | 120.27 | |
| Charles Schwab Corporation (SCHW) | 0.3 | $2.3M | 27k | 84.09 | |
| Chubb (CB) | 0.3 | $2.3M | 12k | 193.28 | |
| General Dynamics Corporation (GD) | 0.3 | $2.2M | 11k | 208.39 | |
| Alcoa (AA) | 0.3 | $2.2M | 38k | 59.56 | |
| Occidental Petroleum Corporation (OXY) | 0.3 | $2.2M | 77k | 28.98 | |
| iShares Dow Jones US Home Const. (ITB) | 0.3 | $2.2M | 27k | 82.89 | |
| iShares Dow Jones US Medical Dev. (IHI) | 0.3 | $2.2M | 33k | 65.84 | |
| Utilities SPDR (XLU) | 0.3 | $2.1M | 29k | 71.58 | |
| Tyson Foods (TSN) | 0.3 | $2.1M | 24k | 87.14 | |
| Medtronic (MDT) | 0.3 | $2.0M | 19k | 103.40 | |
| Baxter International (BAX) | 0.3 | $2.0M | 23k | 85.81 | |
| Estee Lauder Companies (EL) | 0.3 | $2.0M | 5.3k | 370.12 | |
| Newmont Mining Corporation (NEM) | 0.3 | $1.9M | 31k | 61.99 | |
| KLA-Tencor Corporation (KLAC) | 0.3 | $1.9M | 4.4k | 430.04 | |
| Pioneer Natural Resources (PXD) | 0.3 | $1.8M | 10k | 181.81 | |
| Ball Corporation (BALL) | 0.3 | $1.8M | 19k | 96.23 | |
| Ameriprise Financial (AMP) | 0.3 | $1.8M | 6.1k | 301.58 | |
| Johnson Controls International Plc equity (JCI) | 0.3 | $1.8M | 22k | 81.30 | |
| Constellation Brands (STZ) | 0.2 | $1.8M | 7.1k | 250.85 | |
| Middleby Corporation (MIDD) | 0.2 | $1.7M | 8.9k | 196.66 | |
| Southern Company (SO) | 0.2 | $1.7M | 25k | 68.54 | |
| NetApp (NTAP) | 0.2 | $1.7M | 19k | 91.98 | |
| Yum! Brands (YUM) | 0.2 | $1.7M | 12k | 138.82 | |
| Archer Daniels Midland Company (ADM) | 0.2 | $1.7M | 25k | 67.57 | |
| Kimberly-Clark Corporation (KMB) | 0.2 | $1.7M | 12k | 142.86 | |
| Altria (MO) | 0.2 | $1.7M | 35k | 47.38 | |
| Eaton (ETN) | 0.2 | $1.6M | 9.4k | 172.77 | |
| Plug Power (PLUG) | 0.2 | $1.6M | 57k | 28.21 | |
| NVR (NVR) | 0.2 | $1.6M | 273.00 | 5908.42 | |
| IDEXX Laboratories (IDXX) | 0.2 | $1.6M | 2.4k | 658.30 | |
| Old Dominion Freight Line (ODFL) | 0.2 | $1.5M | 4.3k | 358.31 | |
| Bed Bath & Beyond | 0.2 | $1.5M | 105k | 14.58 | |
| Exelon Corporation (EXC) | 0.2 | $1.5M | 26k | 57.73 | |
| Schwab International Equity ETF (SCHF) | 0.2 | $1.5M | 38k | 38.85 | |
| Cbre Group Inc Cl A (CBRE) | 0.2 | $1.4M | 13k | 108.50 | |
| Agilent Technologies Inc C ommon (A) | 0.2 | $1.4M | 9.0k | 159.55 | |
| Tandem Diabetes Care (TNDM) | 0.2 | $1.4M | 9.5k | 150.50 | |
| Keurig Dr Pepper (KDP) | 0.2 | $1.4M | 39k | 36.84 | |
| SPDR KBW Bank (KBE) | 0.2 | $1.4M | 26k | 54.52 | |
| Fortinet (FTNT) | 0.2 | $1.4M | 3.9k | 359.18 | |
| Ulta Salon, Cosmetics & Fragrance (ULTA) | 0.2 | $1.4M | 3.4k | 412.25 | |
| Cognizant Technology Solutions (CTSH) | 0.2 | $1.4M | 16k | 88.67 | |
| AmerisourceBergen (COR) | 0.2 | $1.4M | 10k | 132.86 | |
| Ecolab (ECL) | 0.2 | $1.4M | 5.8k | 234.57 | |
| Edwards Lifesciences (EW) | 0.2 | $1.3M | 10k | 129.51 | |
| Trex Company (TREX) | 0.2 | $1.3M | 9.9k | 134.93 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.2 | $1.3M | 70k | 18.99 | |
| Trane Technologies (TT) | 0.2 | $1.3M | 6.5k | 201.99 | |
| Diamondback Energy (FANG) | 0.2 | $1.3M | 12k | 107.81 | |
| Charter Communications Inc New Cl A cl a (CHTR) | 0.2 | $1.3M | 2.0k | 651.52 | |
| F5 Networks (FFIV) | 0.2 | $1.3M | 5.3k | 244.71 | |
| BlackRock (BLK) | 0.2 | $1.3M | 1.4k | 915.07 | |
| Advance Auto Parts (AAP) | 0.2 | $1.2M | 5.2k | 239.69 | |
| Nortonlifelock (GEN) | 0.2 | $1.2M | 47k | 25.97 | |
| PPL Corporation (PPL) | 0.2 | $1.2M | 40k | 30.04 | |
| Wolfspeed (WOLF) | 0.2 | $1.2M | 10k | 111.69 | |
| Marriott International (MAR) | 0.2 | $1.2M | 7.0k | 165.21 | |
| Becton, Dickinson and (BDX) | 0.2 | $1.1M | 4.5k | 251.32 | |
| Apa Corporation (APA) | 0.2 | $1.1M | 42k | 26.87 | |
| Knight Swift Transn Hldgs (KNX) | 0.2 | $1.1M | 18k | 60.92 | |
| Hershey Company (HSY) | 0.2 | $1.1M | 5.7k | 193.44 | |
| Truist Financial Corp equities (TFC) | 0.2 | $1.1M | 19k | 58.53 | |
| Cdw (CDW) | 0.2 | $1.1M | 5.3k | 204.66 | |
| Te Connectivity Ltd for (TEL) | 0.2 | $1.1M | 6.7k | 161.30 | |
| Fifth Third Ban (FITB) | 0.2 | $1.1M | 25k | 43.53 | |
| Seagate Technology (STX) | 0.1 | $1.0M | 9.3k | 112.91 | |
| Dupont De Nemours (DD) | 0.1 | $1.0M | 12k | 80.76 | |
| Realty Income (O) | 0.1 | $1.0M | 14k | 71.56 | |
| Toll Brothers (TOL) | 0.1 | $979k | 14k | 72.39 | |
| NetEase (NTES) | 0.1 | $970k | 9.5k | 101.73 | |
| Intuitive Surgical (ISRG) | 0.1 | $932k | 2.6k | 359.01 | |
| Marathon Oil Corporation (MRO) | 0.1 | $931k | 57k | 16.42 | |
| Depository Vipshop Holdings Ltd - Ads receipt (VIPS) | 0.1 | $926k | 110k | 8.39 | |
| Pulte (PHM) | 0.1 | $914k | 16k | 57.13 | |
| Sarepta Therapeutics (SRPT) | 0.1 | $909k | 10k | 89.99 | |
| Travelers Companies (TRV) | 0.1 | $890k | 5.7k | 156.41 | |
| Dominion Resources (D) | 0.1 | $852k | 11k | 78.55 | |
| Capital One Financial (COF) | 0.1 | $842k | 5.8k | 144.97 | |
| SVB Financial (SIVBQ) | 0.1 | $838k | 1.2k | 677.99 | |
| CenterPoint Energy (CNP) | 0.1 | $812k | 29k | 27.88 | |
| Iron Mountain (IRM) | 0.1 | $797k | 15k | 52.31 | |
| Molina Healthcare (MOH) | 0.1 | $789k | 2.5k | 317.76 | |
| AFLAC Incorporated (AFL) | 0.1 | $789k | 14k | 58.38 | |
| Zebra Technologies (ZBRA) | 0.1 | $788k | 1.3k | 595.17 | |
| Whirlpool Corporation (WHR) | 0.1 | $788k | 3.4k | 234.59 | |
| Waste Management (WM) | 0.1 | $785k | 4.7k | 166.74 | |
| Masco Corporation (MAS) | 0.1 | $768k | 11k | 70.21 | |
| iShares Dow Jones Transport. Avg. (IYT) | 0.1 | $761k | 2.8k | 276.33 | |
| Pool Corporation (POOL) | 0.1 | $740k | 1.3k | 565.75 | |
| Danaher Corporation (DHR) | 0.1 | $706k | 2.1k | 328.68 | |
| Key (KEY) | 0.1 | $705k | 31k | 23.12 | |
| Vanguard Energy ETF (VDE) | 0.1 | $680k | 8.8k | 77.55 | |
| Rockwell Automation (ROK) | 0.1 | $665k | 1.9k | 348.53 | |
| American Electric Power Company (AEP) | 0.1 | $657k | 7.4k | 88.90 | |
| Vanguard Information Technology ETF (VGT) | 0.1 | $637k | 1.4k | 457.94 | |
| LKQ Corporation (LKQ) | 0.1 | $636k | 11k | 60.00 | |
| New Oriental Education & Tech | 0.1 | $634k | 302k | 2.10 | |
| J.B. Hunt Transport Services (JBHT) | 0.1 | $621k | 3.0k | 204.28 | |
| Vanguard REIT ETF (VNQ) | 0.1 | $617k | 5.3k | 116.00 | |
| Cintas Corporation (CTAS) | 0.1 | $615k | 1.4k | 443.08 | |
| STMicroelectronics (STM) | 0.1 | $608k | 13k | 48.82 | |
| Workday Inc cl a (WDAY) | 0.1 | $598k | 2.2k | 272.93 | |
| Dover Corporation (DOV) | 0.1 | $577k | 3.2k | 181.45 | |
| Walgreen Boots Alliance (WBA) | 0.1 | $576k | 11k | 52.09 | |
| KB Home (KBH) | 0.1 | $567k | 13k | 44.67 | |
| Teck Resources Ltd cl b (TECK) | 0.1 | $562k | 20k | 28.78 | |
| Lithium Americas Corp | 0.1 | $559k | 19k | 29.12 | |
| Fastenal Company (FAST) | 0.1 | $557k | 8.7k | 63.99 | |
| Ansys (ANSS) | 0.1 | $550k | 1.4k | 400.58 | |
| Illinois Tool Works (ITW) | 0.1 | $547k | 2.2k | 246.62 | |
| Tyler Technologies (TYL) | 0.1 | $541k | 1.0k | 537.77 | |
| Akamai Technologies (AKAM) | 0.1 | $532k | 4.6k | 116.92 | |
| Ally Financial (ALLY) | 0.1 | $520k | 11k | 47.60 | |
| BioMarin Pharmaceutical (BMRN) | 0.1 | $516k | 5.8k | 88.27 | |
| Copart (CPRT) | 0.1 | $485k | 3.2k | 151.37 | |
| Bio-Rad Laboratories (BIO) | 0.1 | $468k | 620.00 | 754.84 | |
| Tapestry (TPR) | 0.1 | $465k | 12k | 40.59 | |
| Tenet Healthcare Corporation (THC) | 0.1 | $454k | 5.6k | 81.60 | |
| Fortune Brands (FBIN) | 0.1 | $444k | 4.2k | 106.73 | |
| Hess (HES) | 0.1 | $436k | 5.9k | 73.97 | |
| Caterpillar (CAT) | 0.1 | $428k | 2.1k | 206.56 | |
| Ii-vi | 0.1 | $427k | 6.3k | 68.19 | |
| Five Below (FIVE) | 0.1 | $427k | 2.1k | 206.58 | |
| Expedia (EXPE) | 0.1 | $424k | 2.3k | 180.66 | |
| Dbx Etf Tr dbxtr har cs 300 (ASHR) | 0.1 | $423k | 11k | 39.04 | |
| Kroger (KR) | 0.1 | $418k | 9.3k | 45.18 | |
| Raymond James Financial (RJF) | 0.1 | $408k | 4.1k | 100.17 | |
| Crocs (CROX) | 0.1 | $408k | 3.2k | 128.14 | |
| Parker-Hannifin Corporation (PH) | 0.1 | $390k | 1.2k | 317.59 | |
| Equinix (EQIX) | 0.1 | $389k | 461.00 | 843.82 | |
| Western Digital (WDC) | 0.1 | $384k | 5.9k | 65.04 | |
| Nasdaq Omx (NDAQ) | 0.1 | $379k | 1.8k | 209.51 | |
| Microvision Inc Del (MVIS) | 0.1 | $379k | 76k | 5.00 | |
| Paccar (PCAR) | 0.1 | $369k | 4.2k | 88.02 | |
| iShares MSCI Canada Index (EWC) | 0.1 | $368k | 9.6k | 38.40 | |
| Saia (SAIA) | 0.1 | $363k | 1.1k | 336.42 | |
| First Republic Bank/san F (FRCB) | 0.0 | $342k | 1.7k | 206.27 | |
| BP (BP) | 0.0 | $331k | 12k | 26.62 | |
| Paychex (PAYX) | 0.0 | $326k | 2.4k | 136.29 | |
| Entegris (ENTG) | 0.0 | $325k | 2.4k | 138.18 | |
| Essex Property Trust (ESS) | 0.0 | $324k | 920.00 | 352.17 | |
| Louisiana-Pacific Corporation (LPX) | 0.0 | $314k | 4.0k | 78.17 | |
| Prudential Financial (PRU) | 0.0 | $312k | 2.9k | 108.18 | |
| Expeditors International of Washington (EXPD) | 0.0 | $305k | 2.3k | 134.07 | |
| Peak (DOC) | 0.0 | $295k | 8.2k | 36.02 | |
| Canadian Natural Resources (CNQ) | 0.0 | $293k | 6.9k | 42.21 | |
| Range Resources (RRC) | 0.0 | $284k | 16k | 17.81 | |
| Public Service Enterprise (PEG) | 0.0 | $281k | 4.2k | 66.57 | |
| Joyy Inc Spon Ads Each Rep 20 Ord Shs Cl A (YY) | 0.0 | $278k | 6.1k | 45.31 | |
| Gold Fields (GFI) | 0.0 | $273k | 25k | 10.96 | |
| M&T Bank Corporation (MTB) | 0.0 | $267k | 1.7k | 153.18 | |
| EOG Resources (EOG) | 0.0 | $265k | 3.0k | 88.69 | |
| Quanta Services (PWR) | 0.0 | $263k | 2.3k | 114.40 | |
| Cameco Corporation (CCJ) | 0.0 | $251k | 12k | 21.74 | |
| Steris Plc Ord equities (STE) | 0.0 | $245k | 1.0k | 242.57 | |
| CSX Corporation (CSX) | 0.0 | $243k | 6.5k | 37.52 | |
| Jones Lang LaSalle Incorporated (JLL) | 0.0 | $238k | 886.00 | 268.62 | |
| Clorox Company (CLX) | 0.0 | $236k | 1.4k | 174.30 | |
| Hartford Financial Services (HIG) | 0.0 | $236k | 3.4k | 68.84 | |
| Lpl Financial Holdings (LPLA) | 0.0 | $234k | 1.5k | 159.84 | |
| C.H. Robinson Worldwide (CHRW) | 0.0 | $228k | 2.1k | 107.40 | |
| Nxp Semiconductors N V (NXPI) | 0.0 | $214k | 943.00 | 226.94 | |
| Bio-techne Corporation (TECH) | 0.0 | $213k | 412.00 | 516.99 | |
| Mattel (MAT) | 0.0 | $212k | 9.8k | 21.56 | |
| Boyd Gaming Corporation (BYD) | 0.0 | $210k | 3.2k | 65.30 | |
| Kellogg Company (K) | 0.0 | $207k | 3.2k | 64.13 | |
| Cheniere Energy (LNG) | 0.0 | $206k | 2.0k | 101.28 | |
| Canopy Gro | 0.0 | $169k | 19k | 8.69 | |
| TAL Education (TAL) | 0.0 | $134k | 34k | 3.92 | |
| Sirius Xm Holdings (SIRI) | 0.0 | $98k | 16k | 6.29 |
