Quantitative Investment Management

Quantitative Investment Management as of June 30, 2023

Portfolio Holdings for Quantitative Investment Management

Quantitative Investment Management holds 264 positions in its portfolio as reported in the June 2023 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
SPDR Gold Trust (GLD) 4.8 $50M 283k 178.27
iShares MSCI Brazil Index (EWZ) 4.1 $44M 1.3M 32.43
Financial Select Sector SPDR (XLF) 3.5 $37M 1.1M 33.71
Vaneck Vectors Gold Miners mutual (GDX) 3.0 $31M 1.0M 30.11
Vanguard Emerging Markets ETF (VWO) 2.9 $31M 758k 40.68
Advanced Micro Devices (AMD) 2.8 $29M 256k 113.91
iShares Dow Jones US Real Estate (IYR) 2.6 $28M 321k 86.54
Materials SPDR (XLB) 2.3 $24M 288k 82.87
Wal-Mart Stores (WMT) 2.2 $23M 147k 157.17
Real Estate Select Sect Spdr (XLRE) 2.0 $21M 567k 37.69
Vanguard REIT ETF (VNQ) 1.9 $21M 245k 83.56
Netflix (NFLX) 1.9 $20M 46k 440.49
Industrial SPDR (XLI) 1.8 $19M 175k 107.32
SPDR KBW Regional Banking (KRE) 1.6 $17M 418k 40.83
Tesla Motors (TSLA) 1.6 $17M 63k 261.77
Walt Disney Company (DIS) 1.6 $17M 185k 89.28
SPDR S&P Retail (XRT) 1.5 $15M 242k 63.75
Energy Select Sector SPDR (XLE) 1.4 $15M 188k 81.17
Ark Etf Tr innovation etf (ARKK) 1.3 $14M 323k 44.14
Costco Wholesale Corporation (COST) 1.3 $14M 26k 538.37
Health Care SPDR (XLV) 1.3 $14M 105k 132.72
iShares Silver Trust (SLV) 1.3 $14M 645k 20.89
Ford Motor Company (F) 1.1 $12M 795k 15.13
Taiwan Semiconductor Mfg (TSM) 1.1 $11M 112k 100.92
SPDR S&P Biotech (XBI) 1.0 $11M 129k 83.19
Medtronic (MDT) 1.0 $10M 119k 88.09
Intel Corporation (INTC) 1.0 $10M 305k 33.44
Electronic Arts (EA) 0.9 $9.8M 75k 129.69
Adobe Systems Incorporated (ADBE) 0.8 $9.0M 18k 488.95
At&t (T) 0.8 $8.9M 559k 15.95
Alphabet Inc Class A cs (GOOGL) 0.8 $8.9M 74k 119.69
Charter Communications Inc New Cl A cl a (CHTR) 0.8 $8.7M 24k 367.36
Fidelity National Information Services (FIS) 0.8 $8.3M 153k 54.70
Vaneck Vectors Junior Gold Miners Etf etf (GDXJ) 0.8 $8.1M 227k 35.66
Spdr Ser Tr s&p oilgas exp (XOP) 0.8 $8.0M 62k 128.83
CVS Caremark Corporation (CVS) 0.7 $7.5M 108k 69.12
Ishares Msci Japan (EWJ) 0.7 $7.4M 120k 61.90
Marvell Technology (MRVL) 0.7 $7.4M 124k 59.77
Paypal Holdings (PYPL) 0.6 $6.6M 99k 66.72
Ishares Inc etp (EWT) 0.6 $6.6M 140k 47.02
Micron Technology (MU) 0.6 $6.1M 97k 63.10
3M Company (MMM) 0.5 $5.8M 58k 100.09
Servicenow (NOW) 0.5 $5.7M 10k 561.88
Lululemon Athletica (LULU) 0.5 $5.7M 15k 378.49
iShares MSCI Canada Index (EWC) 0.5 $5.5M 157k 34.98
Dex (DXCM) 0.5 $5.4M 42k 128.49
Honeywell International (HON) 0.5 $5.0M 24k 207.47
Veeva Sys Inc cl a (VEEV) 0.5 $5.0M 25k 197.73
Southwest Airlines (LUV) 0.5 $4.8M 134k 36.20
TJX Companies (TJX) 0.5 $4.8M 56k 84.78
Edwards Lifesciences (EW) 0.4 $4.7M 50k 94.32
Twilio Inc cl a (TWLO) 0.4 $4.5M 71k 63.61
American Tower Reit (AMT) 0.4 $4.5M 23k 193.94
Visa (V) 0.4 $4.3M 18k 237.44
iShares MSCI South Korea Index Fund (EWY) 0.4 $4.3M 68k 63.37
Invesco S&p 500 Low Volatility Etf (SPLV) 0.4 $4.2M 67k 62.81
Vanguard Europe Pacific ETF (VEA) 0.4 $4.0M 87k 46.18
General Motors Company (GM) 0.4 $4.0M 104k 38.55
Capital One Financial (COF) 0.4 $4.0M 37k 109.35
Vanguard European ETF (VGK) 0.4 $4.0M 64k 61.69
SPDR S&P Emerging Markets (SPEM) 0.4 $3.9M 114k 34.38
Constellation Brands (STZ) 0.4 $3.9M 16k 246.07
Best Buy (BBY) 0.4 $3.8M 47k 81.94
International Flavors & Fragrances (IFF) 0.4 $3.8M 47k 79.58
Deere & Company (DE) 0.4 $3.7M 9.2k 405.18
Rh (RH) 0.4 $3.7M 11k 329.54
Marathon Digital Holdings In (MARA) 0.3 $3.5M 250k 13.86
Ark Etf Tr gen rev mltsct (ARKG) 0.3 $3.4M 100k 34.08
Union Pacific Corporation (UNP) 0.3 $3.4M 17k 204.57
NetEase (NTES) 0.3 $3.4M 35k 96.67
Utilities SPDR (XLU) 0.3 $3.4M 51k 65.42
Abbott Laboratories (ABT) 0.3 $3.4M 31k 108.99
Vertex Pharmaceuticals Incorporated (VRTX) 0.3 $3.2M 9.2k 351.91
Dominion Resources (D) 0.3 $3.2M 62k 51.78
General Mills (GIS) 0.3 $3.2M 41k 76.70
Monster Beverage Corp (MNST) 0.3 $3.2M 55k 57.43
Global Payments (GPN) 0.3 $3.1M 32k 98.49
Square Inc cl a (SQ) 0.3 $3.1M 47k 66.57
Expedia (EXPE) 0.3 $3.1M 28k 109.38
Accenture (ACN) 0.3 $3.0M 9.8k 308.52
Ross Stores (ROST) 0.3 $3.0M 27k 112.12
Mondelez Int (MDLZ) 0.3 $3.0M 41k 72.94
Paycom Software (PAYC) 0.3 $2.9M 9.2k 321.16
Crown Castle Intl (CCI) 0.3 $2.9M 25k 113.92
Caterpillar (CAT) 0.3 $2.8M 12k 246.00
Truist Financial Corp equities (TFC) 0.3 $2.8M 94k 30.34
SPDR KBW Bank (KBE) 0.3 $2.8M 78k 35.99
Comcast Corporation (CMCSA) 0.3 $2.8M 67k 41.55
Allstate Corporation (ALL) 0.3 $2.8M 25k 109.00
Agilent Technologies Inc C ommon (A) 0.3 $2.7M 23k 120.25
BP (BP) 0.3 $2.7M 77k 35.29
Starbucks Corporation (SBUX) 0.2 $2.6M 27k 99.03
Autodesk (ADSK) 0.2 $2.5M 13k 204.61
Mosaic (MOS) 0.2 $2.5M 72k 34.99
Vanguard FTSE All-World ex-US ETF (VEU) 0.2 $2.5M 46k 54.39
Generac Holdings (GNRC) 0.2 $2.5M 17k 149.07
Cognizant Technology Solutions (CTSH) 0.2 $2.4M 38k 65.28
iShares MSCI EAFE Value Index (EFV) 0.2 $2.4M 49k 48.94
MicroStrategy Incorporated (MSTR) 0.2 $2.3M 6.8k 342.27
Te Connectivity Ltd for (TEL) 0.2 $2.3M 17k 140.10
eBay (EBAY) 0.2 $2.3M 51k 44.68
Atlassian Corporation Cl A (TEAM) 0.2 $2.2M 13k 167.75
Equinix (EQIX) 0.2 $2.2M 2.8k 783.69
Pure Storage Inc - Class A (PSTG) 0.2 $2.2M 60k 36.82
Citizens Financial (CFG) 0.2 $2.2M 83k 26.07
Powershares Etf Trust kbw bk port (KBWB) 0.2 $2.1M 51k 41.03
Alcoa (AA) 0.2 $2.1M 61k 33.92
Chubb (CB) 0.2 $2.0M 11k 192.51
Viacomcbs (PARA) 0.2 $2.0M 125k 15.91
Petroleo Brasileiro SA (PBR) 0.2 $2.0M 141k 13.82
Caesars Entertainment (CZR) 0.2 $1.9M 37k 50.95
Schwab Emerging Markets Equity ETF (SCHE) 0.2 $1.9M 76k 24.63
Home Depot (HD) 0.2 $1.9M 6.0k 310.59
Tyson Foods (TSN) 0.2 $1.9M 36k 51.02
CSX Corporation (CSX) 0.2 $1.8M 54k 34.10
iShares S&P Global Clean Energy Index (ICLN) 0.2 $1.8M 98k 18.39
MasterCard Incorporated (MA) 0.2 $1.7M 4.4k 393.28
Cameco Corporation (CCJ) 0.2 $1.7M 55k 31.32
Roper Industries (ROP) 0.2 $1.7M 3.6k 480.80
Synopsys (SNPS) 0.2 $1.7M 3.9k 435.17
Stanley Black & Decker (SWK) 0.2 $1.7M 18k 93.70
Lowe's Companies (LOW) 0.2 $1.7M 7.4k 225.62
Chipotle Mexican Grill (CMG) 0.2 $1.7M 783.00 2137.93
U.S. Bancorp (USB) 0.2 $1.7M 50k 33.02
Nxp Semiconductors N V (NXPI) 0.2 $1.6M 8.1k 204.64
Michael Kors Holdings Ord (CPRI) 0.2 $1.6M 46k 35.88
Clorox Company (CLX) 0.2 $1.6M 10k 159.03
Key (KEY) 0.2 $1.6M 175k 9.23
Pool Corporation (POOL) 0.2 $1.6M 4.3k 374.56
Annaly Capital Management (NLY) 0.2 $1.6M 80k 20.01
Vanguard Energy ETF (VDE) 0.1 $1.6M 14k 112.86
Citigroup (C) 0.1 $1.5M 34k 46.01
iShares S&P Latin America 40 Index (ILF) 0.1 $1.5M 57k 27.15
IDEXX Laboratories (IDXX) 0.1 $1.5M 3.1k 501.95
Whirlpool Corporation (WHR) 0.1 $1.5M 10k 148.72
Domino's Pizza (DPZ) 0.1 $1.5M 4.4k 336.89
Fastenal Company (FAST) 0.1 $1.5M 25k 58.99
Sba Communications Corp (SBAC) 0.1 $1.5M 6.3k 231.69
Xcel Energy (XEL) 0.1 $1.4M 23k 62.13
VMware 0.1 $1.4M 10k 143.67
Danaher Corporation (DHR) 0.1 $1.4M 6.0k 239.95
Mettler-Toledo International (MTD) 0.1 $1.4M 1.1k 1311.36
Qorvo (QRVO) 0.1 $1.4M 14k 101.98
ICICI Bank (IBN) 0.1 $1.4M 60k 23.07
Ishares Inc msci india index (INDA) 0.1 $1.4M 31k 43.67
iShares MSCI Hong Kong Index Fund (EWH) 0.1 $1.4M 71k 19.32
iShares Dow Jones US Medical Dev. (IHI) 0.1 $1.4M 24k 56.43
V.F. Corporation (VFC) 0.1 $1.4M 72k 19.08
Estee Lauder Companies (EL) 0.1 $1.4M 6.9k 196.30
Marriott International (MAR) 0.1 $1.4M 7.4k 183.58
Colgate-Palmolive Company (CL) 0.1 $1.3M 17k 77.03
Gold Fields (GFI) 0.1 $1.3M 97k 13.82
Global X Fds glb x lithium (LIT) 0.1 $1.3M 21k 64.98
iShares MSCI Cntry Asa Jpn Idx Fnd (AAXJ) 0.1 $1.3M 20k 66.41
Sherwin-Williams Company (SHW) 0.1 $1.3M 4.9k 265.41
PNC Financial Services (PNC) 0.1 $1.3M 10k 125.87
JetBlue Airways Corporation (JBLU) 0.1 $1.3M 145k 8.86
Bank of America Corporation (BAC) 0.1 $1.3M 44k 28.67
Ishares Msci United Kingdom Index etf (EWU) 0.1 $1.3M 39k 32.34
Keurig Dr Pepper (KDP) 0.1 $1.3M 40k 31.25
iShares MSCI EMU Index (EZU) 0.1 $1.2M 27k 45.82
Berkshire Hathaway (BRK.B) 0.1 $1.2M 3.6k 340.85
Extra Space Storage (EXR) 0.1 $1.2M 8.2k 148.85
iShares Dow Jones US Energy Sector (IYE) 0.1 $1.2M 28k 42.84
Banco Itau Holding Financeira (ITUB) 0.1 $1.2M 204k 5.90
Akamai Technologies (AKAM) 0.1 $1.2M 13k 89.86
SYSCO Corporation (SYY) 0.1 $1.2M 16k 74.19
iShares MSCI ACWI ex US Index Fund (ACWX) 0.1 $1.2M 24k 49.21
Emerson Electric (EMR) 0.1 $1.1M 13k 90.37
Intercontinental Exchange (ICE) 0.1 $1.1M 10k 113.06
Axsome Therapeutics (AXSM) 0.1 $1.1M 15k 71.83
Depository Vipshop Holdings Ltd - Ads receipt (VIPS) 0.1 $1.1M 64k 16.49
MarketAxess Holdings (MKTX) 0.1 $1.0M 4.0k 261.39
Williams-Sonoma (WSM) 0.1 $1.0M 8.2k 125.06
Teladoc (TDOC) 0.1 $1.0M 41k 25.30
Kohl's Corporation (KSS) 0.1 $1.0M 44k 23.05
Hilton Worldwide Holdings (HLT) 0.1 $1.0M 6.9k 145.47
stock 0.1 $996k 9.4k 106.04
Fortive (FTV) 0.1 $960k 13k 74.72
Travelers Companies (TRV) 0.1 $959k 5.5k 173.64
KLA-Tencor Corporation (KLAC) 0.1 $934k 1.9k 484.69
Amphenol Corporation (APH) 0.1 $932k 11k 84.87
Agnc Invt Corp Com reit (AGNC) 0.1 $910k 90k 10.13
Asml Holding (ASML) 0.1 $893k 1.2k 724.25
Realty Income (O) 0.1 $893k 15k 59.79
Weyerhaeuser Company (WY) 0.1 $878k 26k 33.49
Xylem (XYL) 0.1 $870k 7.7k 112.52
Overstock (BYON) 0.1 $864k 27k 32.55
Zebra Technologies (ZBRA) 0.1 $856k 2.9k 295.68
Bristol Myers Squibb (BMY) 0.1 $841k 13k 63.91
M&T Bank Corporation (MTB) 0.1 $819k 6.6k 123.64
Sempra Energy (SRE) 0.1 $816k 5.6k 145.45
iShares S&P SmallCap 600 Value Idx (IJS) 0.1 $816k 8.6k 95.01
Wheaton Precious Metals Corp (WPM) 0.1 $814k 19k 43.21
Laboratory Corp. of America Holdings (LH) 0.1 $812k 3.4k 241.24
Kraft Heinz (KHC) 0.1 $790k 22k 35.47
Waters Corporation (WAT) 0.1 $780k 2.9k 266.21
Ventas (VTR) 0.1 $775k 16k 47.25
Kinross Gold Corp (KGC) 0.1 $770k 162k 4.77
FedEx Corporation (FDX) 0.1 $763k 3.1k 247.65
Teradyne (TER) 0.1 $746k 6.7k 111.24
Industries N shs - a - (LYB) 0.1 $731k 8.0k 91.71
Epam Systems (EPAM) 0.1 $713k 3.2k 224.64
J.B. Hunt Transport Services (JBHT) 0.1 $712k 3.9k 180.89
Duke Energy (DUK) 0.1 $708k 7.9k 89.64
Equity Residential (EQR) 0.1 $695k 11k 65.96
Masco Corporation (MAS) 0.1 $693k 12k 57.35
Hewlett Packard Enterprise (HPE) 0.1 $687k 41k 16.79
Intuit (INTU) 0.1 $658k 1.4k 457.90
Schwab International Equity ETF (SCHF) 0.1 $646k 18k 35.60
Ball Corporation (BALL) 0.1 $644k 11k 58.14
Globant S A (GLOB) 0.1 $632k 3.5k 179.60
Enbridge (ENB) 0.1 $628k 17k 37.10
Tg Therapeutics (TGTX) 0.1 $604k 24k 24.80
Medical Properties Trust (MPW) 0.1 $596k 65k 9.25
Consumer Staples Select Sect. SPDR (XLP) 0.1 $589k 7.9k 74.15
Public Service Enterprise (PEG) 0.1 $586k 9.4k 62.59
Vanguard Financials ETF (VFH) 0.1 $581k 7.2k 81.11
Fifth Third Ban (FITB) 0.1 $575k 22k 26.20
Ralph Lauren Corp (RL) 0.1 $566k 4.6k 123.18
T. Rowe Price (TROW) 0.1 $558k 5.0k 111.96
AvalonBay Communities (AVB) 0.1 $534k 2.8k 189.16
Agnico (AEM) 0.0 $505k 10k 49.91
Kimberly-Clark Corporation (KMB) 0.0 $502k 3.6k 137.80
iShares Dow Jones Transport. Avg. (IYT) 0.0 $500k 2.0k 249.63
Ally Financial (ALLY) 0.0 $493k 18k 26.97
Corning Incorporated (GLW) 0.0 $461k 13k 34.97
Wingstop (WING) 0.0 $455k 2.3k 199.91
Ptc (PTC) 0.0 $435k 3.1k 142.16
AGCO Corporation (AGCO) 0.0 $431k 3.3k 131.12
NetApp (NTAP) 0.0 $419k 5.5k 76.36
Darden Restaurants (DRI) 0.0 $393k 2.4k 166.81
Western Digital (WDC) 0.0 $389k 10k 37.87
Entegris (ENTG) 0.0 $387k 3.5k 110.79
Canadian Pacific Kansas City (CP) 0.0 $383k 4.7k 80.70
NRG Energy (NRG) 0.0 $381k 10k 37.38
Intellia Therapeutics (NTLA) 0.0 $376k 9.2k 40.69
Baxter International (BAX) 0.0 $372k 8.2k 45.53
Williams Companies (WMB) 0.0 $363k 11k 32.57
Canadian Natl Ry (CNI) 0.0 $361k 3.0k 120.98
Global X Fds global x uranium (URA) 0.0 $356k 16k 21.67
AngloGold Ashanti 0.0 $347k 17k 21.05
Altria (MO) 0.0 $330k 7.3k 45.29
Wabtec Corporation (WAB) 0.0 $314k 2.9k 109.60
Verizon Communications (VZ) 0.0 $314k 8.5k 37.12
Western Alliance Bancorporation (WAL) 0.0 $295k 8.1k 36.45
Penn National Gaming (PENN) 0.0 $286k 12k 24.03
Invesco (IVZ) 0.0 $267k 16k 16.80
Blackberry (BB) 0.0 $260k 47k 5.53
Five9 (FIVN) 0.0 $258k 3.1k 82.32
Synchrony Financial (SYF) 0.0 $246k 7.3k 33.86
Natera (NTRA) 0.0 $243k 5.0k 48.55
Skechers USA (SKX) 0.0 $232k 4.4k 52.61
Burlington Stores (BURL) 0.0 $231k 1.5k 157.14
Riot Blockchain (RIOT) 0.0 $228k 19k 11.78
Public Storage (PSA) 0.0 $223k 767.00 290.74
Dover Corporation (DOV) 0.0 $218k 1.5k 147.60
Coherent Corp (COHR) 0.0 $215k 4.2k 50.96
Zions Bancorporation (ZION) 0.0 $211k 7.9k 26.75
Kinder Morgan (KMI) 0.0 $181k 11k 17.20
Warner Bros. Discovery (WBD) 0.0 $173k 14k 12.52
Goodyear Tire & Rubber Company (GT) 0.0 $153k 11k 13.68
Pacific Biosciences of California (PACB) 0.0 $138k 10k 13.25
Gap (GPS) 0.0 $104k 12k 8.91