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 | 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 (GAP) | 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 | 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 | 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 |