Quantitative Investment Management

Quantitative Investment Management as of Dec. 31, 2022

Portfolio Holdings for Quantitative Investment Management

Quantitative Investment Management holds 206 positions in its portfolio as reported in the December 2022 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Financial Select Sector SPDR (XLF) 6.5 $34M 1.0M 34.20
Tesla Motors (TSLA) 5.2 $28M 224k 123.18
Industrial SPDR (XLI) 4.0 $21M 212k 98.21
Amazon (AMZN) 3.9 $21M 245k 84.00
Alphabet Inc Class A cs (GOOGL) 3.8 $20M 226k 88.23
Materials SPDR (XLB) 3.8 $20M 256k 77.68
Amgen (AMGN) 3.7 $19M 73k 262.63
Consumer Discretionary SPDR (XLY) 3.4 $18M 137k 129.16
Vaneck Vectors Semiconductor Etf semiconductor (SMH) 3.0 $16M 79k 202.94
Technology SPDR (XLK) 2.1 $11M 89k 124.43
iShares Dow Jones US Real Estate (IYR) 2.0 $11M 128k 84.19
Wal-Mart Stores (WMT) 2.0 $10M 72k 141.78
Vanguard Emerging Markets ETF (VWO) 1.8 $9.2M 237k 38.98
Vanguard REIT ETF (VNQ) 1.7 $9.0M 109k 82.47
Taiwan Semiconductor Mfg (TSM) 1.6 $8.6M 116k 74.49
Verizon Communications (VZ) 1.4 $7.4M 187k 39.40
JPMorgan Chase & Co. (JPM) 1.3 $7.1M 53k 134.09
Ishares Inc etp (EWT) 1.3 $6.8M 170k 40.16
Ishares Msci Japan (EWJ) 1.3 $6.8M 125k 54.44
Goldman Sachs (GS) 1.3 $6.7M 20k 343.33
iShares S&P NA Tec. Semi. Idx (SOXX) 1.2 $6.5M 19k 347.96
General Electric (GE) 1.2 $6.4M 77k 83.78
SPDR S&P Retail (XRT) 1.2 $6.3M 105k 60.45
Intel Corporation (INTC) 1.2 $6.1M 231k 26.43
Vanguard Europe Pacific ETF (VEA) 1.1 $5.7M 136k 41.97
Facebook Inc cl a (META) 0.9 $4.6M 38k 120.33
Walgreen Boots Alliance (WBA) 0.9 $4.5M 121k 37.36
International Business Machines (IBM) 0.9 $4.5M 32k 140.88
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.8 $4.1M 84k 49.44
3M Company (MMM) 0.7 $3.8M 32k 119.90
Honeywell International (HON) 0.6 $3.4M 16k 214.29
Diamondback Energy (FANG) 0.6 $3.4M 25k 136.78
SPDR S&P Metals and Mining (XME) 0.6 $3.4M 68k 49.81
Cisco Systems (CSCO) 0.6 $3.2M 67k 47.63
iShares MSCI Canada Index (EWC) 0.6 $3.1M 94k 32.72
Vaneck Vectors Junior Gold Miners Etf etf (GDXJ) 0.6 $3.1M 86k 35.65
Biogen Idec (BIIB) 0.6 $2.9M 11k 276.88
Applied Materials (AMAT) 0.6 $2.9M 30k 97.35
Lam Research Corporation (LRCX) 0.5 $2.9M 6.8k 420.29
Etf Ser Solutions (JETS) 0.5 $2.8M 165k 17.08
Walt Disney Company (DIS) 0.5 $2.8M 32k 86.85
Charter Communications Inc New Cl A cl a (CHTR) 0.5 $2.8M 8.2k 339.03
Texas Instruments Incorporated (TXN) 0.5 $2.7M 16k 165.19
At&t (T) 0.5 $2.6M 143k 18.40
Phillips 66 (PSX) 0.5 $2.5M 24k 104.06
Generac Holdings (GNRC) 0.5 $2.5M 25k 100.65
Vanguard Information Technology ETF (VGT) 0.5 $2.4M 7.5k 319.34
BioMarin Pharmaceutical (BMRN) 0.5 $2.4M 23k 103.48
Vanguard FTSE All-World ex-US ETF (VEU) 0.4 $2.3M 46k 50.14
S&p Global (SPGI) 0.4 $2.3M 6.8k 334.80
Albemarle Corporation (ALB) 0.4 $2.2M 10k 216.84
Carnival Corporation (CCL) 0.4 $2.2M 276k 8.06
United States Steel Corporation (X) 0.4 $2.2M 89k 25.04
U.S. Bancorp (USB) 0.4 $2.1M 49k 43.60
Best Buy (BBY) 0.4 $2.1M 27k 80.19
MetLife (MET) 0.4 $2.1M 29k 72.36
iShares MSCI Australia Index Fund (EWA) 0.4 $2.0M 89k 22.23
iShares MSCI EMU Index (EZU) 0.4 $1.9M 49k 39.46
iShares MSCI South Korea Index Fund (EWY) 0.4 $1.9M 33k 56.47
Linde 0.3 $1.8M 5.6k 326.13
Medtronic (MDT) 0.3 $1.8M 23k 77.70
Schwab International Equity ETF (SCHF) 0.3 $1.8M 56k 32.21
Qualcomm (QCOM) 0.3 $1.8M 16k 109.93
Zoetis Inc Cl A (ZTS) 0.3 $1.8M 12k 146.49
iShares S&P NA Tec.-SW. Idx. Fund (IGV) 0.3 $1.7M 6.7k 255.74
Signature Bank (SBNY) 0.3 $1.6M 14k 115.21
Microchip Technology (MCHP) 0.3 $1.6M 23k 70.24
iShares MSCI Germany Index Fund (EWG) 0.3 $1.6M 64k 24.73
Baxter International (BAX) 0.3 $1.6M 31k 50.96
Equinix (EQIX) 0.3 $1.5M 2.3k 654.97
Spdr Euro Stoxx 50 Etf (FEZ) 0.3 $1.5M 39k 38.69
iShares Dow Jones Transport. Avg. (IYT) 0.3 $1.5M 6.8k 213.45
Delphi Automotive Inc international (APTV) 0.3 $1.4M 16k 93.12
Asml Holding (ASML) 0.3 $1.4M 2.6k 546.39
Viacomcbs (PARA) 0.3 $1.4M 85k 16.87
Vanguard European ETF (VGK) 0.3 $1.4M 25k 55.41
SVB Financial (SIVBQ) 0.3 $1.4M 6.0k 230.00
Synchrony Financial (SYF) 0.3 $1.3M 41k 32.84
iShares MSCI ACWI ex US Index Fund (ACWX) 0.3 $1.3M 29k 45.49
Gap (GPS) 0.3 $1.3M 118k 11.27
Gerdau SA (GGB) 0.3 $1.3M 238k 5.54
Norwegian Cruise Line Hldgs (NCLH) 0.3 $1.3M 108k 12.23
Johnson Controls International Plc equity (JCI) 0.2 $1.3M 20k 63.95
Ally Financial (ALLY) 0.2 $1.3M 51k 24.43
Chevron Corporation (CVX) 0.2 $1.2M 6.9k 179.47
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.2 $1.2M 2.6k 469.01
Powershares Etf Trust kbw bk port (KBWB) 0.2 $1.2M 24k 51.61
American Eagle Outfitters (AEO) 0.2 $1.2M 85k 13.95
Parker-Hannifin Corporation (PH) 0.2 $1.2M 4.0k 290.91
Booking Holdings (BKNG) 0.2 $1.2M 582.00 2013.75
Edwards Lifesciences (EW) 0.2 $1.1M 15k 74.60
Incyte Corporation (INCY) 0.2 $1.1M 13k 80.29
Lumen Technologies (LUMN) 0.2 $1.1M 207k 5.22
Eaton (ETN) 0.2 $1.1M 6.8k 156.88
Vanguard Financials ETF (VFH) 0.2 $1.0M 13k 82.69
Prudential Financial (PRU) 0.2 $1.0M 10k 99.43
Sherwin-Williams Company (SHW) 0.2 $1.0M 4.4k 237.31
AvalonBay Communities (AVB) 0.2 $1.0M 6.3k 161.38
Ball Corporation (BALL) 0.2 $995k 20k 51.11
Digital Realty Trust (DLR) 0.2 $993k 9.9k 100.25
Vaneck Vectors Oil Services Etf ef (OIH) 0.2 $986k 3.2k 303.76
Domino's Pizza (DPZ) 0.2 $981k 2.8k 346.28
Michael Kors Holdings Ord (CPRI) 0.2 $977k 17k 57.30
Wynn Resorts (WYNN) 0.2 $975k 12k 82.45
ISHARES TR MSCI Small Cap msci small cap (SCZ) 0.2 $967k 17k 56.43
Nov (NOV) 0.2 $965k 46k 20.89
Royal Caribbean Cruises (RCL) 0.2 $926k 19k 49.39
Harley-Davidson (HOG) 0.2 $899k 22k 41.58
SPDR KBW Bank (KBE) 0.2 $896k 20k 45.11
Dupont De Nemours (DD) 0.2 $888k 13k 68.58
iShares S&P SmallCap 600 Value Idx (IJS) 0.2 $886k 9.7k 91.28
Entegris (ENTG) 0.2 $875k 13k 65.53
V.F. Corporation (VFC) 0.2 $853k 31k 27.59
Illinois Tool Works (ITW) 0.2 $837k 3.8k 220.15
Wolfspeed (WOLF) 0.2 $819k 12k 69.04
First Republic Bank/san F (FRCB) 0.2 $806k 6.6k 121.77
Axon Enterprise (AXON) 0.2 $801k 4.8k 165.87
Ralph Lauren Corp (RL) 0.1 $780k 7.4k 105.59
Fidelity National Information Services (FIS) 0.1 $768k 11k 67.77
Cleveland-cliffs (CLF) 0.1 $762k 47k 16.09
KLA-Tencor Corporation (KLAC) 0.1 $746k 2.0k 376.96
Capital One Financial (COF) 0.1 $720k 7.8k 92.90
Trane Technologies (TT) 0.1 $719k 4.3k 167.87
Sarepta Therapeutics (SRPT) 0.1 $713k 5.5k 129.40
Expeditors International of Washington (EXPD) 0.1 $707k 6.8k 103.89
PPG Industries (PPG) 0.1 $691k 5.5k 125.57
Iqvia Holdings (IQV) 0.1 $647k 3.2k 204.81
Nxp Semiconductors N V (NXPI) 0.1 $644k 4.1k 158.00
Ameriprise Financial (AMP) 0.1 $630k 2.0k 311.11
Arcelormittal Cl A Ny Registry (MT) 0.1 $619k 24k 26.18
Baker Hughes A Ge Company (BKR) 0.1 $612k 21k 29.52
Clorox Company (CLX) 0.1 $606k 4.3k 140.21
Norfolk Southern (NSC) 0.1 $592k 2.4k 246.36
Global X Fds glb x lithium (LIT) 0.1 $590k 10k 58.57
Xpo Logistics Inc equity (XPO) 0.1 $588k 18k 33.28
Vanguard Energy ETF (VDE) 0.1 $559k 4.6k 121.07
Viatris (VTRS) 0.1 $554k 50k 11.12
VMware 0.1 $553k 4.5k 122.62
Neurocrine Biosciences (NBIX) 0.1 $549k 4.6k 119.24
Pbf Energy Inc cl a (PBF) 0.1 $546k 13k 40.72
Paccar (PCAR) 0.1 $534k 5.4k 98.82
W.W. Grainger (GWW) 0.1 $521k 937.00 556.03
BorgWarner (BWA) 0.1 $521k 13k 40.22
Bed Bath & Beyond 0.1 $519k 207k 2.51
Cognizant Technology Solutions (CTSH) 0.1 $514k 9.0k 57.14
Discover Financial Services (DFS) 0.1 $489k 5.0k 97.82
Welltower Inc Com reit (WELL) 0.1 $487k 7.4k 65.49
Hldgs (UAL) 0.1 $482k 13k 37.65
CarMax (KMX) 0.1 $469k 7.7k 60.85
Ishares Inc msci india index (INDA) 0.1 $461k 11k 41.70
Citizens Financial (CFG) 0.1 $457k 12k 39.35
Truist Financial Corp equities (TFC) 0.1 $456k 11k 43.01
Principal Financial (PFG) 0.1 $455k 5.4k 83.82
Tyson Foods (TSN) 0.1 $449k 7.2k 62.17
Moody's Corporation (MCO) 0.1 $447k 1.6k 278.16
Teradyne (TER) 0.1 $444k 5.1k 87.21
Lattice Semiconductor (LSCC) 0.1 $437k 6.7k 64.79
Ishares Msci United Kingdom Index etf (EWU) 0.1 $437k 14k 30.62
iShares MSCI Cntry Asa Jpn Idx Fnd (AAXJ) 0.1 $430k 6.6k 64.78
Roper Industries (ROP) 0.1 $418k 969.00 431.37
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.1 $405k 3.2k 125.97
Intercontinental Exchange (ICE) 0.1 $394k 3.8k 102.52
Cummins (CMI) 0.1 $390k 1.6k 242.09
Olin Corporation (OLN) 0.1 $368k 7.0k 52.84
Live Nation Entertainment (LYV) 0.1 $355k 5.1k 69.62
Laboratory Corp. of America Holdings (LH) 0.1 $351k 1.5k 235.25
Extra Space Storage (EXR) 0.1 $348k 2.4k 146.77
Vulcan Materials Company (VMC) 0.1 $343k 2.0k 175.00
Dbx Etf Tr dbxtr har cs 300 (ASHR) 0.1 $342k 12k 27.96
Canadian Pacific Railway 0.1 $341k 4.6k 74.42
Raymond James Financial (RJF) 0.1 $336k 3.2k 106.63
Patterson-UTI Energy (PTEN) 0.1 $332k 20k 16.80
Dover Corporation (DOV) 0.1 $332k 2.5k 135.18
L3harris Technologies (LHX) 0.1 $328k 1.6k 207.86
Lithia Motors (LAD) 0.1 $324k 1.6k 204.42
iShares Dow Jones US Energy Sector (IYE) 0.1 $315k 6.8k 46.36
Novavax (NVAX) 0.1 $313k 31k 10.26
Altria (MO) 0.1 $312k 6.8k 45.59
Advance Auto Parts (AAP) 0.1 $310k 2.1k 146.64
State Street Corporation (STT) 0.1 $308k 4.0k 77.46
iShares S&P Latin America 40 Index (ILF) 0.1 $304k 13k 22.82
Aercap Holdings Nv Ord Cmn (AER) 0.1 $298k 5.1k 58.23
SPDR S&P Homebuilders (XHB) 0.1 $291k 4.8k 60.19
Pool Corporation (POOL) 0.1 $283k 938.00 301.71
Chart Industries (GTLS) 0.1 $278k 2.4k 115.02
Key (KEY) 0.1 $277k 16k 17.41
Analog Devices (ADI) 0.1 $272k 1.7k 163.76
Fastenal Company (FAST) 0.1 $272k 5.8k 47.30
Insulet Corporation (PODD) 0.1 $269k 914.00 294.31
Verisk Analytics (VRSK) 0.1 $264k 1.5k 176.35
Chegg (CHGG) 0.0 $258k 10k 25.18
Murphy Oil Corporation (MUR) 0.0 $256k 6.0k 42.99
Te Connectivity Ltd for (TEL) 0.0 $254k 2.2k 114.36
Ross Stores (ROST) 0.0 $252k 2.2k 115.92
Matador Resources (MTDR) 0.0 $242k 4.2k 57.09
Ark Etf Tr web x.o etf (ARKW) 0.0 $235k 6.1k 38.55
Equity Residential (EQR) 0.0 $234k 4.0k 58.99
United Rentals (URI) 0.0 $219k 617.00 354.94
T. Rowe Price (TROW) 0.0 $213k 2.0k 108.62
MarketAxess Holdings (MKTX) 0.0 $211k 759.00 278.00
Vail Resorts (MTN) 0.0 $211k 888.00 237.61
Whirlpool Corporation (WHR) 0.0 $208k 1.5k 141.21
Teck Resources Ltd cl b (TECK) 0.0 $205k 5.4k 37.78
iShares Dow Jones US Medical Dev. (IHI) 0.0 $202k 3.8k 52.51
Gold Fields (GFI) 0.0 $182k 18k 10.33
Kosmos Energy (KOS) 0.0 $113k 18k 6.32