Quantitative Investment Management as of March 31, 2023
Portfolio Holdings for Quantitative Investment Management
Quantitative Investment Management holds 214 positions in its portfolio as reported in the March 2023 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Pfizer (PFE) | 3.8 | $18M | 446k | 40.80 | |
| Industrial SPDR (XLI) | 3.6 | $17M | 168k | 101.18 | |
| Johnson & Johnson (JNJ) | 3.1 | $15M | 94k | 155.00 | |
| Vanguard Europe Pacific ETF (VEA) | 2.9 | $14M | 309k | 45.17 | |
| Ishares Msci Japan (EWJ) | 2.9 | $14M | 234k | 58.69 | |
| Consumer Staples Select Sect. SPDR (XLP) | 2.9 | $14M | 182k | 74.71 | |
| Regeneron Pharmaceuticals (REGN) | 2.5 | $12M | 15k | 821.65 | |
| Home Depot (HD) | 2.3 | $11M | 37k | 295.09 | |
| Cigna Corp (CI) | 2.3 | $11M | 43k | 255.51 | |
| Wal-Mart Stores (WMT) | 2.1 | $10M | 68k | 147.44 | |
| Advanced Micro Devices (AMD) | 1.9 | $9.1M | 93k | 98.00 | |
| Honeywell International (HON) | 1.7 | $8.0M | 42k | 191.10 | |
| Lululemon Athletica (LULU) | 1.5 | $7.1M | 19k | 364.15 | |
| Apple (AAPL) | 1.4 | $6.8M | 41k | 164.90 | |
| Boeing Company (BA) | 1.3 | $6.4M | 30k | 212.42 | |
| CVS Caremark Corporation (CVS) | 1.3 | $6.3M | 85k | 74.31 | |
| Visa (V) | 1.2 | $5.8M | 26k | 225.43 | |
| Kroger (KR) | 1.2 | $5.7M | 116k | 49.37 | |
| International Business Machines (IBM) | 1.2 | $5.6M | 43k | 131.08 | |
| Activision Blizzard | 1.2 | $5.6M | 65k | 85.59 | |
| Vanguard FTSE All-World ex-US ETF (VEU) | 1.2 | $5.5M | 103k | 53.47 | |
| 3M Company (MMM) | 1.1 | $5.4M | 52k | 105.10 | |
| Alphabet Inc Class A cs (GOOGL) | 1.1 | $5.4M | 52k | 103.73 | |
| At&t (T) | 1.1 | $5.2M | 271k | 19.25 | |
| Merck & Co (MRK) | 1.1 | $5.1M | 48k | 106.38 | |
| McDonald's Corporation (MCD) | 1.0 | $4.9M | 18k | 279.59 | |
| Philip Morris International (PM) | 1.0 | $4.7M | 49k | 97.25 | |
| Air Products & Chemicals (APD) | 1.0 | $4.5M | 16k | 287.19 | |
| Starbucks Corporation (SBUX) | 0.9 | $4.3M | 42k | 104.12 | |
| TJX Companies (TJX) | 0.9 | $4.3M | 54k | 78.35 | |
| Monster Beverage Corp (MNST) | 0.9 | $4.1M | 76k | 54.00 | |
| Automatic Data Processing (ADP) | 0.8 | $4.0M | 18k | 222.59 | |
| Schwab International Equity ETF (SCHF) | 0.8 | $3.9M | 112k | 34.79 | |
| Boston Scientific Corporation (BSX) | 0.8 | $3.7M | 73k | 50.03 | |
| Lowe's Companies (LOW) | 0.8 | $3.6M | 18k | 199.93 | |
| Metropcs Communications (TMUS) | 0.8 | $3.6M | 25k | 144.84 | |
| Intel Corporation (INTC) | 0.8 | $3.6M | 111k | 32.66 | |
| Dominion Resources (D) | 0.8 | $3.6M | 65k | 55.91 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.7 | $3.5M | 11k | 315.03 | |
| Ford Motor Company (F) | 0.7 | $3.5M | 275k | 12.60 | |
| Ulta Salon, Cosmetics & Fragrance (ULTA) | 0.7 | $3.4M | 6.1k | 545.51 | |
| Target Corporation (TGT) | 0.7 | $3.3M | 20k | 165.59 | |
| Vanguard European ETF (VGK) | 0.7 | $3.2M | 52k | 60.94 | |
| Raytheon Technologies Corp (RTX) | 0.7 | $3.1M | 32k | 97.92 | |
| United Rentals (URI) | 0.7 | $3.1M | 7.9k | 395.70 | |
| American Express Company (AXP) | 0.7 | $3.1M | 19k | 164.93 | |
| Accenture (ACN) | 0.6 | $3.1M | 11k | 285.74 | |
| Ishares Inc etp (EWT) | 0.6 | $2.9M | 64k | 45.32 | |
| Adobe Systems Incorporated (ADBE) | 0.6 | $2.8M | 7.2k | 385.34 | |
| Chubb (CB) | 0.6 | $2.7M | 14k | 194.17 | |
| Dollar General (DG) | 0.6 | $2.7M | 13k | 210.40 | |
| ON Semiconductor (ON) | 0.6 | $2.7M | 33k | 82.29 | |
| Berkshire Hathaway (BRK.B) | 0.6 | $2.6M | 8.6k | 308.67 | |
| Burlington Stores (BURL) | 0.6 | $2.6M | 13k | 202.08 | |
| iShares MSCI ACWI ex US Index Fund (ACWX) | 0.5 | $2.6M | 53k | 48.76 | |
| Texas Instruments Incorporated (TXN) | 0.5 | $2.5M | 13k | 185.96 | |
| Chipotle Mexican Grill (CMG) | 0.5 | $2.5M | 1.5k | 1707.82 | |
| Walt Disney Company (DIS) | 0.5 | $2.4M | 24k | 100.13 | |
| Linde (LIN) | 0.5 | $2.4M | 6.7k | 355.30 | |
| Baxter International (BAX) | 0.5 | $2.3M | 57k | 40.55 | |
| MasterCard Incorporated (MA) | 0.5 | $2.2M | 6.0k | 363.33 | |
| Royal Caribbean Cruises (RCL) | 0.4 | $2.1M | 33k | 65.29 | |
| Fidelity National Information Services (FIS) | 0.4 | $2.1M | 39k | 54.33 | |
| Eaton (ETN) | 0.4 | $2.1M | 12k | 171.27 | |
| Deckers Outdoor Corporation (DECK) | 0.4 | $2.0M | 4.6k | 449.52 | |
| Oracle Corporation (ORCL) | 0.4 | $1.9M | 21k | 92.88 | |
| O'reilly Automotive (ORLY) | 0.4 | $1.9M | 2.2k | 848.66 | |
| Yum! Brands (YUM) | 0.4 | $1.8M | 14k | 132.05 | |
| Align Technology (ALGN) | 0.4 | $1.8M | 5.5k | 334.00 | |
| ISHARES TR MSCI Small Cap msci small cap (SCZ) | 0.4 | $1.8M | 31k | 59.50 | |
| Delphi Automotive Inc international (APTV) | 0.4 | $1.8M | 16k | 112.16 | |
| Microchip Technology (MCHP) | 0.4 | $1.8M | 21k | 83.78 | |
| Hilton Worldwide Holdings (HLT) | 0.4 | $1.7M | 12k | 140.85 | |
| Albemarle Corporation (ALB) | 0.4 | $1.7M | 7.7k | 221.02 | |
| Ishares Msci United Kingdom Index etf (EWU) | 0.4 | $1.7M | 52k | 32.25 | |
| Plug Power (PLUG) | 0.4 | $1.7M | 142k | 11.72 | |
| Sherwin-Williams Company (SHW) | 0.4 | $1.7M | 7.4k | 224.72 | |
| Edwards Lifesciences (EW) | 0.3 | $1.7M | 20k | 82.70 | |
| AutoZone (AZO) | 0.3 | $1.6M | 667.00 | 2457.27 | |
| Estee Lauder Companies (EL) | 0.3 | $1.6M | 6.5k | 246.43 | |
| Invesco S&p 500 Low Volatility Etf (SPLV) | 0.3 | $1.6M | 26k | 62.37 | |
| SPDR S&P Homebuilders (XHB) | 0.3 | $1.6M | 24k | 67.74 | |
| Medtronic (MDT) | 0.3 | $1.6M | 20k | 80.61 | |
| Ross Stores (ROST) | 0.3 | $1.5M | 15k | 106.13 | |
| Cintas Corporation (CTAS) | 0.3 | $1.5M | 3.3k | 462.65 | |
| Altria (MO) | 0.3 | $1.5M | 34k | 44.60 | |
| Nxp Semiconductors N V (NXPI) | 0.3 | $1.5M | 8.1k | 186.41 | |
| Equinix (EQIX) | 0.3 | $1.5M | 2.0k | 720.79 | |
| Gilead Sciences (GILD) | 0.3 | $1.4M | 18k | 82.91 | |
| Expedia (EXPE) | 0.3 | $1.4M | 15k | 97.00 | |
| Walgreen Boots Alliance (WBA) | 0.3 | $1.4M | 41k | 34.57 | |
| Cdw (CDW) | 0.3 | $1.4M | 7.1k | 194.88 | |
| Insulet Corporation (PODD) | 0.3 | $1.4M | 4.3k | 318.90 | |
| Cme (CME) | 0.3 | $1.4M | 7.1k | 191.44 | |
| Constellation Brands (STZ) | 0.3 | $1.3M | 5.7k | 225.87 | |
| Atlassian Corporation Cl A (TEAM) | 0.3 | $1.3M | 7.5k | 171.13 | |
| Agilent Technologies Inc C ommon (A) | 0.3 | $1.2M | 9.0k | 138.31 | |
| Valero Energy Corporation (VLO) | 0.3 | $1.2M | 8.8k | 139.58 | |
| iShares MSCI EAFE Value Index (EFV) | 0.3 | $1.2M | 25k | 48.50 | |
| Veeva Sys Inc cl a (VEEV) | 0.3 | $1.2M | 6.6k | 183.73 | |
| Tapestry (TPR) | 0.3 | $1.2M | 28k | 43.09 | |
| Old Dominion Freight Line (ODFL) | 0.2 | $1.2M | 3.4k | 340.72 | |
| Darden Restaurants (DRI) | 0.2 | $1.2M | 7.5k | 155.06 | |
| Quanta Services (PWR) | 0.2 | $1.2M | 6.9k | 166.62 | |
| Pool Corporation (POOL) | 0.2 | $1.1M | 3.3k | 342.21 | |
| Dillard's (DDS) | 0.2 | $1.1M | 3.6k | 307.56 | |
| Roper Industries (ROP) | 0.2 | $1.1M | 2.4k | 440.69 | |
| Take-Two Interactive Software (TTWO) | 0.2 | $1.0M | 8.8k | 119.23 | |
| Mondelez Int (MDLZ) | 0.2 | $1.0M | 15k | 69.71 | |
| Fastenal Company (FAST) | 0.2 | $1.0M | 19k | 53.90 | |
| Waste Management (WM) | 0.2 | $1.0M | 6.3k | 163.04 | |
| Keurig Dr Pepper (KDP) | 0.2 | $1.0M | 29k | 35.27 | |
| KLA-Tencor Corporation (KLAC) | 0.2 | $1.0M | 2.6k | 398.99 | |
| Tractor Supply Company (TSCO) | 0.2 | $1.0M | 4.4k | 234.89 | |
| Dupont De Nemours (DD) | 0.2 | $1.0M | 14k | 71.73 | |
| Rio Tinto (RIO) | 0.2 | $1.0M | 15k | 68.57 | |
| Parker-Hannifin Corporation (PH) | 0.2 | $995k | 3.0k | 336.04 | |
| AutoNation (AN) | 0.2 | $991k | 7.4k | 134.23 | |
| Capital One Financial (COF) | 0.2 | $980k | 10k | 96.11 | |
| Zimmer Holdings (ZBH) | 0.2 | $980k | 7.6k | 129.08 | |
| Willis Towers Watson (WTW) | 0.2 | $961k | 4.1k | 232.35 | |
| Te Connectivity Ltd for (TEL) | 0.2 | $937k | 7.2k | 131.01 | |
| Xpo Logistics Inc equity (XPO) | 0.2 | $927k | 29k | 31.87 | |
| GSK (GSK) | 0.2 | $904k | 25k | 35.57 | |
| MicroStrategy Incorporated (MSTR) | 0.2 | $878k | 3.0k | 292.08 | |
| Nordstrom (JWN) | 0.2 | $861k | 53k | 16.26 | |
| Verisk Analytics (VRSK) | 0.2 | $851k | 4.4k | 191.67 | |
| Marriott International (MAR) | 0.2 | $842k | 5.1k | 165.94 | |
| Amphenol Corporation (APH) | 0.2 | $833k | 10k | 81.65 | |
| Kraft Heinz (KHC) | 0.2 | $832k | 22k | 38.64 | |
| Illumina (ILMN) | 0.2 | $793k | 3.4k | 232.41 | |
| Trane Technologies (TT) | 0.2 | $781k | 4.3k | 183.76 | |
| Charles Schwab Corporation (SCHW) | 0.2 | $774k | 15k | 52.34 | |
| Paychex (PAYX) | 0.2 | $768k | 6.7k | 114.58 | |
| Xylem (XYL) | 0.2 | $765k | 7.3k | 104.62 | |
| Dex (DXCM) | 0.2 | $764k | 6.6k | 116.04 | |
| Franklin Resources (BEN) | 0.2 | $763k | 28k | 26.91 | |
| Phillips 66 (PSX) | 0.2 | $752k | 7.4k | 101.27 | |
| M&T Bank Corporation (MTB) | 0.2 | $741k | 6.2k | 119.42 | |
| Realty Income (O) | 0.2 | $731k | 12k | 63.30 | |
| Motorola Solutions (MSI) | 0.1 | $694k | 2.4k | 286.07 | |
| Ralph Lauren Corp (RL) | 0.1 | $663k | 5.7k | 116.50 | |
| Expeditors International of Washington (EXPD) | 0.1 | $656k | 6.0k | 110.01 | |
| Natera (NTRA) | 0.1 | $641k | 12k | 55.46 | |
| Cognizant Technology Solutions (CTSH) | 0.1 | $591k | 9.7k | 60.88 | |
| VMware | 0.1 | $589k | 4.7k | 124.84 | |
| Fortive (FTV) | 0.1 | $573k | 8.4k | 68.13 | |
| Juniper Networks (JNPR) | 0.1 | $551k | 16k | 34.41 | |
| TransDigm Group Incorporated (TDG) | 0.1 | $549k | 746.00 | 735.92 | |
| Masco Corporation (MAS) | 0.1 | $543k | 11k | 49.68 | |
| Riot Blockchain (RIOT) | 0.1 | $539k | 54k | 9.99 | |
| Illinois Tool Works (ITW) | 0.1 | $537k | 2.2k | 243.10 | |
| Aon (AON) | 0.1 | $535k | 1.7k | 315.08 | |
| Thor Industries (THO) | 0.1 | $528k | 6.6k | 79.51 | |
| Extra Space Storage (EXR) | 0.1 | $508k | 3.1k | 162.61 | |
| Warner Bros. Discovery (WBD) | 0.1 | $506k | 34k | 15.07 | |
| Madrigal Pharmaceuticals (MDGL) | 0.1 | $501k | 2.1k | 242.03 | |
| Lithia Motors (LAD) | 0.1 | $498k | 2.2k | 228.86 | |
| CarMax (KMX) | 0.1 | $478k | 7.4k | 64.25 | |
| Weyerhaeuser Company (WY) | 0.1 | $470k | 16k | 30.11 | |
| Agnc Invt Corp Com reit (AGNC) | 0.1 | $468k | 46k | 10.08 | |
| AvalonBay Communities (AVB) | 0.1 | $460k | 2.7k | 167.70 | |
| Asml Holding (ASML) | 0.1 | $450k | 662.00 | 679.76 | |
| Pbf Energy Inc cl a (PBF) | 0.1 | $446k | 10k | 43.35 | |
| WESCO International (WCC) | 0.1 | $431k | 2.8k | 154.31 | |
| Charter Communications Inc New Cl A cl a (CHTR) | 0.1 | $424k | 1.2k | 357.20 | |
| BorgWarner (BWA) | 0.1 | $423k | 8.6k | 49.01 | |
| Intuitive Surgical (ISRG) | 0.1 | $421k | 1.7k | 255.15 | |
| Host Hotels & Resorts (HST) | 0.1 | $417k | 25k | 16.46 | |
| SYSCO Corporation (SYY) | 0.1 | $409k | 5.3k | 77.23 | |
| Saia (SAIA) | 0.1 | $405k | 1.5k | 271.99 | |
| Nasdaq Omx (NDAQ) | 0.1 | $401k | 7.4k | 54.55 | |
| Nike (NKE) | 0.1 | $398k | 3.2k | 122.54 | |
| Ally Financial (ALLY) | 0.1 | $394k | 16k | 25.46 | |
| Ametek (AME) | 0.1 | $387k | 2.7k | 145.22 | |
| Harley-Davidson (HOG) | 0.1 | $385k | 10k | 37.94 | |
| Entergy Corporation (ETR) | 0.1 | $375k | 3.5k | 107.51 | |
| Scorpio Tankers (STNG) | 0.1 | $369k | 6.6k | 56.28 | |
| Wheaton Precious Metals Corp (WPM) | 0.1 | $364k | 7.6k | 48.09 | |
| iShares MSCI Germany Index Fund (EWG) | 0.1 | $361k | 13k | 28.41 | |
| Sempra Energy (SRE) | 0.1 | $359k | 2.4k | 151.16 | |
| Northrop Grumman Corporation (NOC) | 0.1 | $354k | 768.00 | 460.94 | |
| Public Service Enterprise (PEG) | 0.1 | $347k | 5.6k | 62.30 | |
| Real Estate Select Sect Spdr (XLRE) | 0.1 | $343k | 9.2k | 37.34 | |
| Exelon Corporation (EXC) | 0.1 | $341k | 8.2k | 41.83 | |
| Hologic (HOLX) | 0.1 | $341k | 4.2k | 80.65 | |
| Nokia Corporation (NOK) | 0.1 | $331k | 67k | 4.91 | |
| Danaher Corporation (DHR) | 0.1 | $327k | 1.3k | 251.73 | |
| Rockwell Automation (ROK) | 0.1 | $319k | 1.1k | 292.66 | |
| Intuit (INTU) | 0.1 | $317k | 712.00 | 445.22 | |
| Prologis (PLD) | 0.1 | $311k | 2.5k | 124.75 | |
| W.W. Grainger (GWW) | 0.1 | $308k | 448.00 | 687.50 | |
| MGM Resorts International. (MGM) | 0.1 | $287k | 6.5k | 44.32 | |
| Genuine Parts Company (GPC) | 0.1 | $279k | 1.7k | 167.27 | |
| Hyatt Hotels Corporation (H) | 0.1 | $274k | 2.5k | 111.70 | |
| iShares Dow Jones Transport. Avg. (IYT) | 0.1 | $263k | 1.2k | 227.71 | |
| Owens Corning (OC) | 0.1 | $254k | 2.7k | 95.45 | |
| C.H. Robinson Worldwide (CHRW) | 0.1 | $250k | 2.5k | 99.21 | |
| Canadian Natl Ry (CNI) | 0.1 | $249k | 2.1k | 117.73 | |
| Flextronics International Ltd Com Stk (FLEX) | 0.0 | $234k | 10k | 23.00 | |
| iShares Dow Jones US Aerospace & Def.ETF (ITA) | 0.0 | $230k | 2.0k | 114.77 | |
| Gap (GPS) | 0.0 | $222k | 22k | 10.00 | |
| Ollies Bargain Outlt Hldgs I (OLLI) | 0.0 | $221k | 3.8k | 57.81 | |
| Ecolab (ECL) | 0.0 | $211k | 1.3k | 165.49 | |
| Dover Corporation (DOV) | 0.0 | $210k | 1.4k | 151.84 | |
| Celsius Holdings (CELH) | 0.0 | $207k | 2.2k | 92.78 | |
| Autodesk (ADSK) | 0.0 | $206k | 991.00 | 207.87 | |
| Skyworks Solutions (SWKS) | 0.0 | $203k | 1.7k | 117.95 | |
| International Paper Company (IP) | 0.0 | $203k | 5.6k | 35.98 | |
| Enbridge (ENB) | 0.0 | $200k | 5.2k | 38.12 | |
| Pacific Biosciences of California (PACB) | 0.0 | $174k | 15k | 11.53 | |
| Marathon Digital Holdings In (MARA) | 0.0 | $139k | 16k | 8.68 | |
| Novavax (NVAX) | 0.0 | $123k | 18k | 6.93 | |
| Hecla Mining Company (HL) | 0.0 | $95k | 15k | 6.30 |
