Quantitative Investment Management as of Sept. 30, 2023
Portfolio Holdings for Quantitative Investment Management
Quantitative Investment Management holds 162 positions in its portfolio as reported in the September 2023 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf (SPY) | 11.6 | $75M | 176k | 427.48 | |
| Industrial SPDR (XLI) | 6.2 | $40M | 398k | 101.38 | |
| Consumer Staples Select Sect. SPDR (XLP) | 5.4 | $35M | 510k | 68.81 | |
| Delta Air Lines (DAL) | 3.5 | $23M | 610k | 37.00 | |
| Johnson & Johnson (JNJ) | 3.3 | $21M | 136k | 155.75 | |
| General Mills (GIS) | 2.3 | $15M | 239k | 63.99 | |
| Raytheon Technologies Corp (RTX) | 2.2 | $15M | 202k | 71.97 | |
| Carnival Corporation (CCL) | 2.0 | $13M | 938k | 13.72 | |
| Etf Ser Solutions (JETS) | 1.9 | $13M | 740k | 17.03 | |
| JPMorgan Chase & Co. (JPM) | 1.8 | $12M | 82k | 145.01 | |
| Union Pacific Corporation (UNP) | 1.7 | $11M | 54k | 203.62 | |
| United Parcel Service (UPS) | 1.7 | $11M | 70k | 155.86 | |
| Dollar General (DG) | 1.7 | $11M | 102k | 105.79 | |
| Ishares Inc msci india index (INDA) | 1.6 | $10M | 233k | 44.22 | |
| iShares Dow Jones US Home Const. (ITB) | 1.5 | $9.5M | 121k | 78.48 | |
| Cisco Systems (CSCO) | 1.4 | $9.2M | 171k | 53.76 | |
| Wal-Mart Stores (WMT) | 1.4 | $9.2M | 57k | 159.92 | |
| Hershey Company (HSY) | 1.4 | $8.8M | 44k | 200.07 | |
| Oracle Corporation (ORCL) | 1.3 | $8.8M | 83k | 105.91 | |
| American Airls (AAL) | 1.3 | $8.6M | 674k | 12.81 | |
| D.R. Horton (DHI) | 1.3 | $8.6M | 80k | 107.46 | |
| Fiserv (FI) | 1.3 | $8.6M | 76k | 112.96 | |
| SPDR S&P Homebuilders (XHB) | 1.1 | $7.4M | 97k | 76.57 | |
| International Business Machines (IBM) | 1.1 | $7.1M | 51k | 140.29 | |
| Hldgs (UAL) | 1.1 | $7.0M | 165k | 42.30 | |
| Diamondback Energy (FANG) | 1.1 | $6.9M | 45k | 154.86 | |
| Southwest Airlines (LUV) | 1.0 | $6.8M | 250k | 27.07 | |
| Costco Wholesale Corporation (COST) | 1.0 | $6.6M | 12k | 564.89 | |
| Estee Lauder Companies (EL) | 1.0 | $6.5M | 45k | 144.53 | |
| Royal Caribbean Cruises (RCL) | 0.9 | $6.1M | 66k | 92.14 | |
| Automatic Data Processing (ADP) | 0.9 | $6.1M | 25k | 240.55 | |
| Johnson Controls International Plc equity (JCI) | 0.9 | $5.6M | 105k | 53.20 | |
| Darden Restaurants (DRI) | 0.8 | $5.3M | 37k | 143.22 | |
| Deere & Company (DE) | 0.8 | $5.0M | 13k | 377.35 | |
| Tapestry (TPR) | 0.7 | $4.8M | 166k | 28.75 | |
| Constellation Brands (STZ) | 0.7 | $4.7M | 19k | 251.29 | |
| Technology SPDR (XLK) | 0.7 | $4.4M | 27k | 163.91 | |
| MGM Resorts International. (MGM) | 0.7 | $4.3M | 117k | 36.76 | |
| MasterCard Incorporated (MA) | 0.7 | $4.2M | 11k | 395.86 | |
| Intuitive Surgical (ISRG) | 0.6 | $4.1M | 14k | 292.29 | |
| U.S. Bancorp (USB) | 0.6 | $3.9M | 117k | 33.05 | |
| Solaredge Technologies (SEDG) | 0.6 | $3.8M | 30k | 129.49 | |
| Caterpillar (CAT) | 0.6 | $3.7M | 14k | 272.96 | |
| Discover Financial Services (DFS) | 0.6 | $3.7M | 43k | 86.61 | |
| Celsius Holdings (CELH) | 0.6 | $3.6M | 21k | 171.57 | |
| Vulcan Materials Company (VMC) | 0.5 | $3.5M | 17k | 202.01 | |
| Seagen | 0.5 | $3.3M | 16k | 212.14 | |
| Coca-Cola Company (KO) | 0.5 | $3.2M | 58k | 55.97 | |
| Hp (HPQ) | 0.5 | $3.2M | 124k | 25.70 | |
| S&p Global (SPGI) | 0.5 | $3.1M | 8.5k | 365.31 | |
| Lennar Corporation (LEN) | 0.5 | $3.1M | 28k | 112.23 | |
| Walgreen Boots Alliance (WBA) | 0.5 | $3.0M | 133k | 22.24 | |
| Rh (RH) | 0.4 | $2.9M | 11k | 264.33 | |
| Global Payments (GPN) | 0.4 | $2.8M | 24k | 115.36 | |
| iShares Dow Jones Transport. Avg. (IYT) | 0.4 | $2.7M | 12k | 233.69 | |
| Edwards Lifesciences (EW) | 0.4 | $2.7M | 39k | 69.27 | |
| Marriott International (MAR) | 0.4 | $2.6M | 13k | 196.50 | |
| Omni (OMC) | 0.4 | $2.6M | 35k | 74.47 | |
| Regeneron Pharmaceuticals (REGN) | 0.4 | $2.6M | 3.1k | 822.72 | |
| Boeing Company (BA) | 0.4 | $2.5M | 13k | 191.68 | |
| Nike (NKE) | 0.4 | $2.5M | 26k | 95.61 | |
| Realty Income (O) | 0.4 | $2.5M | 50k | 49.93 | |
| Te Connectivity Ltd for (TEL) | 0.4 | $2.5M | 20k | 123.51 | |
| Cdw (CDW) | 0.4 | $2.4M | 12k | 201.69 | |
| Regions Financial Corporation (RF) | 0.4 | $2.4M | 139k | 17.20 | |
| Pulte (PHM) | 0.4 | $2.4M | 32k | 74.05 | |
| Sherwin-Williams Company (SHW) | 0.3 | $2.2M | 8.7k | 254.96 | |
| Interpublic Group of Companies (IPG) | 0.3 | $2.2M | 76k | 28.65 | |
| Fortive (FTV) | 0.3 | $2.1M | 29k | 74.13 | |
| Centene Corporation (CNC) | 0.3 | $2.1M | 31k | 68.87 | |
| iShares S&P Global Clean Energy Index (ICLN) | 0.3 | $2.1M | 144k | 14.62 | |
| Parker-Hannifin Corporation (PH) | 0.3 | $2.0M | 5.2k | 389.37 | |
| Amphenol Corporation (APH) | 0.3 | $1.9M | 23k | 83.98 | |
| Martin Marietta Materials (MLM) | 0.3 | $1.9M | 4.7k | 410.28 | |
| Hess (HES) | 0.3 | $1.9M | 12k | 152.96 | |
| Vanguard Information Technology ETF (VGT) | 0.3 | $1.9M | 4.5k | 414.68 | |
| GSK (GSK) | 0.3 | $1.8M | 51k | 36.25 | |
| TJX Companies (TJX) | 0.3 | $1.8M | 20k | 88.85 | |
| Illinois Tool Works (ITW) | 0.3 | $1.8M | 7.6k | 230.27 | |
| Archer Daniels Midland Company (ADM) | 0.3 | $1.8M | 23k | 75.40 | |
| Abbott Laboratories (ABT) | 0.3 | $1.7M | 17k | 96.80 | |
| IDEXX Laboratories (IDXX) | 0.2 | $1.6M | 3.7k | 437.25 | |
| Norwegian Cruise Line Hldgs (NCLH) | 0.2 | $1.6M | 98k | 16.48 | |
| Veeva Sys Inc cl a (VEEV) | 0.2 | $1.6M | 7.8k | 203.45 | |
| Paychex (PAYX) | 0.2 | $1.6M | 14k | 115.26 | |
| Builders FirstSource (BLDR) | 0.2 | $1.6M | 13k | 124.44 | |
| Oneok (OKE) | 0.2 | $1.5M | 24k | 63.42 | |
| Marvell Technology (MRVL) | 0.2 | $1.5M | 28k | 54.11 | |
| Boston Scientific Corporation (BSX) | 0.2 | $1.5M | 28k | 52.79 | |
| FedEx Corporation (FDX) | 0.2 | $1.5M | 5.6k | 264.74 | |
| Live Nation Entertainment (LYV) | 0.2 | $1.5M | 18k | 83.02 | |
| CoStar (CSGP) | 0.2 | $1.4M | 18k | 76.84 | |
| Huntington Bancshares Incorporated (HBAN) | 0.2 | $1.4M | 132k | 10.39 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 0.2 | $1.4M | 23k | 58.22 | |
| iShares S&P NA Tec.-SW. Idx. Fund (IGV) | 0.2 | $1.3M | 3.9k | 341.13 | |
| Dollar Tree (DLTR) | 0.2 | $1.3M | 12k | 106.41 | |
| Cme (CME) | 0.2 | $1.3M | 6.5k | 200.09 | |
| Insulet Corporation (PODD) | 0.2 | $1.3M | 8.1k | 159.49 | |
| Xylem (XYL) | 0.2 | $1.3M | 14k | 91.00 | |
| iShares Dow Jones US Medical Dev. (IHI) | 0.2 | $1.2M | 25k | 48.47 | |
| J.B. Hunt Transport Services (JBHT) | 0.2 | $1.2M | 6.5k | 188.49 | |
| Western Digital (WDC) | 0.2 | $1.2M | 26k | 45.62 | |
| Accenture (ACN) | 0.2 | $1.1M | 3.6k | 306.84 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.2 | $1.1M | 3.2k | 347.59 | |
| Quanta Services (PWR) | 0.2 | $1.1M | 5.9k | 187.03 | |
| Citizens Financial (CFG) | 0.2 | $1.1M | 41k | 26.79 | |
| Mettler-Toledo International (MTD) | 0.2 | $1.1M | 970.00 | 1107.22 | |
| Albemarle Corporation (ALB) | 0.2 | $1.0M | 6.2k | 169.93 | |
| Steel Dynamics (STLD) | 0.2 | $1.0M | 9.3k | 107.21 | |
| Canadian Natural Resources (CNQ) | 0.1 | $946k | 15k | 64.62 | |
| KB Home (KBH) | 0.1 | $906k | 20k | 46.26 | |
| Dupont De Nemours (DD) | 0.1 | $902k | 12k | 74.51 | |
| Baxter International (BAX) | 0.1 | $894k | 24k | 37.73 | |
| Taiwan Semiconductor Mfg (TSM) | 0.1 | $893k | 10k | 86.88 | |
| Stanley Black & Decker (SWK) | 0.1 | $833k | 10k | 83.51 | |
| Zimmer Holdings (ZBH) | 0.1 | $817k | 7.3k | 112.19 | |
| ResMed (RMD) | 0.1 | $787k | 5.3k | 147.71 | |
| Coherent Corp (COHR) | 0.1 | $767k | 24k | 32.61 | |
| Masco Corporation (MAS) | 0.1 | $766k | 14k | 53.43 | |
| Texas Roadhouse (TXRH) | 0.1 | $747k | 7.8k | 96.09 | |
| AutoZone (AZO) | 0.1 | $739k | 291.00 | 2539.52 | |
| W.W. Grainger (GWW) | 0.1 | $738k | 1.1k | 691.66 | |
| Thor Industries (THO) | 0.1 | $730k | 7.7k | 95.03 | |
| Wolfspeed (WOLF) | 0.1 | $727k | 19k | 38.06 | |
| WESCO International (WCC) | 0.1 | $705k | 4.9k | 143.79 | |
| STMicroelectronics (STM) | 0.1 | $675k | 16k | 43.14 | |
| Rockwell Automation (ROK) | 0.1 | $656k | 2.3k | 285.47 | |
| Carlisle Companies (CSL) | 0.1 | $634k | 2.4k | 259.20 | |
| Msci (MSCI) | 0.1 | $627k | 1.2k | 512.67 | |
| Advanced Drain Sys Inc Del (WMS) | 0.1 | $623k | 5.5k | 113.69 | |
| SPDR KBW Regional Banking (KRE) | 0.1 | $596k | 14k | 41.70 | |
| Micron Technology (MU) | 0.1 | $588k | 8.6k | 68.00 | |
| Iron Mountain (IRM) | 0.1 | $571k | 9.6k | 59.36 | |
| Williams Companies (WMB) | 0.1 | $569k | 17k | 33.64 | |
| Nxp Semiconductors N V (NXPI) | 0.1 | $516k | 2.6k | 199.54 | |
| SPDR KBW Bank (KBE) | 0.1 | $484k | 13k | 36.79 | |
| Trex Company (TREX) | 0.1 | $456k | 7.4k | 61.56 | |
| Deckers Outdoor Corporation (DECK) | 0.1 | $453k | 882.00 | 513.61 | |
| Ameriprise Financial (AMP) | 0.1 | $425k | 1.3k | 329.20 | |
| Equifax (EFX) | 0.1 | $423k | 2.3k | 183.12 | |
| Sociedad Quimica y Minera (SQM) | 0.1 | $423k | 7.1k | 59.61 | |
| Allstate Corporation (ALL) | 0.1 | $377k | 3.4k | 111.18 | |
| Cognizant Technology Solutions (CTSH) | 0.1 | $360k | 5.3k | 67.73 | |
| PPG Industries (PPG) | 0.1 | $359k | 2.8k | 129.51 | |
| Wabtec Corporation (WAB) | 0.1 | $357k | 3.4k | 106.12 | |
| New York Community Ban (NYCB) | 0.1 | $351k | 31k | 11.33 | |
| United Rentals (URI) | 0.1 | $343k | 772.00 | 444.30 | |
| Celanese Corporation (CE) | 0.1 | $340k | 2.7k | 125.32 | |
| Capital One Financial (COF) | 0.1 | $333k | 3.4k | 96.94 | |
| Industries N shs - a - (LYB) | 0.0 | $324k | 3.4k | 94.65 | |
| Lithia Motors (LAD) | 0.0 | $302k | 1.0k | 294.92 | |
| Franklin Resources (BEN) | 0.0 | $301k | 12k | 24.53 | |
| Hyatt Hotels Corporation (H) | 0.0 | $294k | 2.8k | 106.02 | |
| Berkshire Hathaway (BRK.B) | 0.0 | $288k | 824.00 | 349.51 | |
| General Dynamics Corporation (GD) | 0.0 | $286k | 1.3k | 220.85 | |
| Simon Property (SPG) | 0.0 | $266k | 2.5k | 107.74 | |
| Southern Copper Corporation (SCCO) | 0.0 | $260k | 3.5k | 75.06 | |
| Zebra Technologies (ZBRA) | 0.0 | $239k | 1.0k | 236.40 | |
| Crown Castle Intl (CCI) | 0.0 | $220k | 2.4k | 91.63 | |
| Novartis (NVS) | 0.0 | $216k | 2.1k | 101.69 | |
| Ulta Salon, Cosmetics & Fragrance (ULTA) | 0.0 | $210k | 526.00 | 399.24 | |
| Sirius Xm Holdings (SIRI) | 0.0 | $139k | 31k | 4.50 |
