Quantitative Investment Management as of March 31, 2024
Portfolio Holdings for Quantitative Investment Management
Quantitative Investment Management holds 228 positions in its portfolio as reported in the March 2024 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf (SPY) | 39.1 | $663M | 1.3M | 523.07 | |
| SPDR Gold Trust (GLD) | 2.9 | $49M | 238k | 205.72 | |
| Energy Select Sector SPDR (XLE) | 2.1 | $36M | 384k | 94.41 | |
| Pioneer Natural Resources | 2.1 | $35M | 135k | 262.50 | |
| Boeing Company (BA) | 1.5 | $26M | 136k | 192.99 | |
| Pepsi (PEP) | 1.5 | $26M | 147k | 175.01 | |
| ConocoPhillips (COP) | 1.5 | $25M | 198k | 127.28 | |
| Spdr Ser Tr s&p oilgas exp (XOP) | 1.3 | $22M | 143k | 154.92 | |
| Deere & Company (DE) | 1.2 | $20M | 50k | 410.73 | |
| Altria (MO) | 1.1 | $19M | 431k | 43.62 | |
| Pfizer (PFE) | 1.1 | $18M | 654k | 27.75 | |
| Oracle Corporation (ORCL) | 1.0 | $18M | 140k | 125.61 | |
| Alphabet Inc Class A cs (GOOGL) | 1.0 | $17M | 115k | 150.93 | |
| Coca-Cola Company (KO) | 0.9 | $16M | 259k | 61.18 | |
| Linde (LIN) | 0.9 | $15M | 33k | 464.30 | |
| EOG Resources (EOG) | 0.9 | $15M | 115k | 127.84 | |
| Valero Energy Corporation (VLO) | 0.8 | $13M | 75k | 170.68 | |
| SPDR S&P Metals and Mining (XME) | 0.7 | $12M | 207k | 60.28 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.7 | $12M | 264k | 47.02 | |
| Cisco Systems (CSCO) | 0.7 | $12M | 247k | 49.91 | |
| Humana (HUM) | 0.7 | $12M | 35k | 346.70 | |
| Schlumberger (SLB) | 0.7 | $12M | 213k | 54.81 | |
| Devon Energy Corporation (DVN) | 0.7 | $11M | 224k | 50.18 | |
| Charles Schwab Corporation (SCHW) | 0.7 | $11M | 155k | 72.33 | |
| iShares Silver Trust (SLV) | 0.7 | $11M | 488k | 22.75 | |
| FedEx Corporation (FDX) | 0.6 | $11M | 37k | 289.74 | |
| Hess (HES) | 0.6 | $10M | 67k | 152.63 | |
| Johnson & Johnson (JNJ) | 0.6 | $10M | 64k | 158.18 | |
| Lockheed Martin Corporation (LMT) | 0.6 | $9.5M | 21k | 454.82 | |
| Morgan Stanley (MS) | 0.6 | $9.5M | 101k | 94.16 | |
| Philip Morris International (PM) | 0.5 | $9.2M | 100k | 91.62 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.5 | $8.7M | 21k | 418.01 | |
| Williams Companies (WMB) | 0.5 | $8.5M | 218k | 38.97 | |
| TJX Companies (TJX) | 0.5 | $8.4M | 83k | 101.41 | |
| Marathon Petroleum Corp (MPC) | 0.5 | $8.3M | 41k | 201.49 | |
| Chevron Corporation (CVX) | 0.5 | $8.2M | 52k | 157.72 | |
| Diamondback Energy (FANG) | 0.5 | $8.0M | 41k | 198.17 | |
| CVS Caremark Corporation (CVS) | 0.5 | $7.9M | 100k | 79.75 | |
| Vaneck Vectors Gold Miners mutual (GDX) | 0.5 | $7.9M | 249k | 31.62 | |
| Medtronic (MDT) | 0.5 | $7.9M | 90k | 87.15 | |
| Paypal Holdings (PYPL) | 0.5 | $7.7M | 115k | 66.99 | |
| Consumer Discretionary SPDR (XLY) | 0.5 | $7.7M | 42k | 183.87 | |
| S&p Global (SPGI) | 0.5 | $7.7M | 18k | 425.43 | |
| Constellation Brands (STZ) | 0.4 | $7.6M | 28k | 271.73 | |
| Regeneron Pharmaceuticals (REGN) | 0.4 | $7.4M | 7.6k | 962.45 | |
| Halliburton Company (HAL) | 0.4 | $7.2M | 184k | 39.42 | |
| Nextera Energy (NEE) | 0.4 | $7.2M | 113k | 63.90 | |
| Kroger (KR) | 0.4 | $7.0M | 123k | 57.13 | |
| Nike (NKE) | 0.4 | $6.9M | 74k | 93.97 | |
| Kinder Morgan (KMI) | 0.4 | $6.7M | 365k | 18.34 | |
| Becton, Dickinson and (BDX) | 0.4 | $6.6M | 27k | 247.43 | |
| Honeywell International (HON) | 0.4 | $6.5M | 32k | 205.22 | |
| Goldman Sachs (GS) | 0.4 | $6.5M | 16k | 417.65 | |
| Delta Air Lines (DAL) | 0.4 | $6.3M | 132k | 47.87 | |
| Celsius Holdings (CELH) | 0.4 | $6.3M | 76k | 82.91 | |
| Mondelez Int (MDLZ) | 0.4 | $6.1M | 88k | 70.00 | |
| Industries N shs - a - (LYB) | 0.3 | $5.9M | 58k | 102.27 | |
| Teck Resources Ltd cl b (TECK) | 0.3 | $5.8M | 126k | 45.78 | |
| Shell Adr Each Rep 2 Ord Wi (SHEL) | 0.3 | $5.7M | 84k | 67.03 | |
| MGM Resorts International. (MGM) | 0.3 | $5.5M | 117k | 47.21 | |
| Accenture (ACN) | 0.3 | $5.3M | 15k | 346.55 | |
| Kimberly-Clark Corporation (KMB) | 0.3 | $5.2M | 40k | 129.33 | |
| AstraZeneca (AZN) | 0.3 | $4.8M | 72k | 67.74 | |
| Monster Beverage Corp (MNST) | 0.3 | $4.7M | 80k | 59.27 | |
| eBay (EBAY) | 0.3 | $4.7M | 89k | 52.77 | |
| State Street Corporation (STT) | 0.3 | $4.6M | 60k | 77.30 | |
| BP (BP) | 0.3 | $4.6M | 123k | 37.68 | |
| Biogen Idec (BIIB) | 0.3 | $4.6M | 21k | 215.62 | |
| Canadian Natural Resources (CNQ) | 0.3 | $4.5M | 60k | 76.31 | |
| Palo Alto Networks (PANW) | 0.3 | $4.5M | 16k | 284.11 | |
| PG&E Corporation (PCG) | 0.3 | $4.3M | 254k | 16.76 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.2 | $4.2M | 150k | 27.88 | |
| Technipfmc (FTI) | 0.2 | $4.2M | 166k | 25.10 | |
| Booking Holdings (BKNG) | 0.2 | $4.1M | 1.1k | 3627.87 | |
| Walgreen Boots Alliance (WBA) | 0.2 | $4.1M | 188k | 21.69 | |
| Kraft Heinz (KHC) | 0.2 | $3.9M | 106k | 36.89 | |
| General Mills (GIS) | 0.2 | $3.9M | 56k | 69.96 | |
| McDonald's Corporation (MCD) | 0.2 | $3.8M | 14k | 281.93 | |
| Paycom Software (PAYC) | 0.2 | $3.8M | 19k | 198.98 | |
| Automatic Data Processing (ADP) | 0.2 | $3.8M | 15k | 249.73 | |
| SPDR KBW Regional Banking (KRE) | 0.2 | $3.6M | 73k | 50.28 | |
| Charter Communications Inc New Cl A cl a (CHTR) | 0.2 | $3.6M | 13k | 290.62 | |
| Etf Ser Solutions (JETS) | 0.2 | $3.6M | 172k | 21.01 | |
| CF Industries Holdings (CF) | 0.2 | $3.5M | 42k | 83.19 | |
| Marsh & McLennan Companies (MMC) | 0.2 | $3.4M | 17k | 205.94 | |
| Vanguard Energy ETF (VDE) | 0.2 | $3.4M | 26k | 131.69 | |
| Delphi Automotive Inc international (APTV) | 0.2 | $3.4M | 43k | 79.65 | |
| Starbucks Corporation (SBUX) | 0.2 | $3.3M | 37k | 91.39 | |
| Hp (HPQ) | 0.2 | $3.3M | 110k | 30.22 | |
| Illinois Tool Works (ITW) | 0.2 | $3.2M | 12k | 268.26 | |
| Abbvie (ABBV) | 0.2 | $3.1M | 17k | 182.10 | |
| Northrop Grumman Corporation (NOC) | 0.2 | $3.1M | 6.5k | 478.57 | |
| CSX Corporation (CSX) | 0.2 | $3.0M | 82k | 37.07 | |
| Vanguard REIT ETF (VNQ) | 0.2 | $3.0M | 35k | 86.47 | |
| Ford Motor Company (F) | 0.2 | $3.0M | 223k | 13.28 | |
| Anthem (ELV) | 0.2 | $3.0M | 5.7k | 518.47 | |
| Ishares Msci United Kingdom Index etf (EWU) | 0.2 | $2.9M | 85k | 34.20 | |
| Gap (GPS) | 0.2 | $2.9M | 106k | 27.55 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 0.2 | $2.9M | 42k | 69.30 | |
| iShares Dow Jones US Real Estate (IYR) | 0.2 | $2.9M | 32k | 89.88 | |
| Vaneck Vectors Oil Services Etf ef (OIH) | 0.2 | $2.7M | 8.0k | 336.25 | |
| Gilead Sciences (GILD) | 0.2 | $2.6M | 36k | 73.23 | |
| PPG Industries (PPG) | 0.1 | $2.5M | 18k | 144.88 | |
| Vaneck Vectors Junior Gold Miners Etf etf (GDXJ) | 0.1 | $2.5M | 65k | 38.73 | |
| Zimmer Holdings (ZBH) | 0.1 | $2.5M | 19k | 131.96 | |
| Dex (DXCM) | 0.1 | $2.4M | 18k | 138.67 | |
| Motorola Solutions (MSI) | 0.1 | $2.3M | 6.5k | 354.88 | |
| Southwestern Energy Company (SWN) | 0.1 | $2.3M | 303k | 7.58 | |
| Duke Energy (DUK) | 0.1 | $2.3M | 24k | 96.69 | |
| International Flavors & Fragrances (IFF) | 0.1 | $2.3M | 27k | 85.98 | |
| Adobe Systems Incorporated (ADBE) | 0.1 | $2.2M | 4.4k | 504.51 | |
| Hldgs (UAL) | 0.1 | $2.2M | 47k | 47.87 | |
| Paychex (PAYX) | 0.1 | $2.2M | 18k | 122.76 | |
| Banco Itau Holding Financeira (ITUB) | 0.1 | $2.2M | 320k | 6.93 | |
| CoStar (CSGP) | 0.1 | $2.2M | 23k | 96.59 | |
| iShares MSCI EAFE Value Index (EFV) | 0.1 | $2.1M | 39k | 54.39 | |
| Realty Income (O) | 0.1 | $2.1M | 39k | 54.07 | |
| Truist Financial Corp equities (TFC) | 0.1 | $2.1M | 53k | 38.97 | |
| Matador Resources (MTDR) | 0.1 | $2.0M | 31k | 66.76 | |
| Cme (CME) | 0.1 | $2.0M | 9.4k | 215.28 | |
| Metropcs Communications (TMUS) | 0.1 | $2.0M | 12k | 163.22 | |
| Suncor Energy (SU) | 0.1 | $2.0M | 54k | 36.89 | |
| Nucor Corporation (NUE) | 0.1 | $2.0M | 9.9k | 197.89 | |
| Jd (JD) | 0.1 | $2.0M | 71k | 27.39 | |
| Warner Bros. Discovery (WBD) | 0.1 | $1.9M | 223k | 8.73 | |
| Copart (CPRT) | 0.1 | $1.8M | 32k | 57.91 | |
| Amgen (AMGN) | 0.1 | $1.8M | 6.5k | 284.19 | |
| Laboratory Corp. of America Holdings | 0.1 | $1.8M | 8.4k | 218.39 | |
| Roper Industries (ROP) | 0.1 | $1.8M | 3.2k | 560.76 | |
| iShares S&P Global Clean Energy Index (ICLN) | 0.1 | $1.8M | 127k | 13.98 | |
| Southern Copper Corporation (SCCO) | 0.1 | $1.7M | 16k | 106.46 | |
| Intel Corporation (INTC) | 0.1 | $1.7M | 39k | 44.17 | |
| Regions Financial Corporation (RF) | 0.1 | $1.7M | 83k | 21.04 | |
| Dbx Etf Tr dbxtr har cs 300 (ASHR) | 0.1 | $1.7M | 70k | 24.06 | |
| Micron Technology (MU) | 0.1 | $1.7M | 14k | 117.89 | |
| Range Resources (RRC) | 0.1 | $1.7M | 49k | 34.43 | |
| Agnico (AEM) | 0.1 | $1.7M | 28k | 59.63 | |
| Whirlpool Corporation (WHR) | 0.1 | $1.6M | 14k | 119.59 | |
| Keysight Technologies (KEYS) | 0.1 | $1.6M | 11k | 156.34 | |
| Expedia (EXPE) | 0.1 | $1.6M | 12k | 137.68 | |
| Oneok (OKE) | 0.1 | $1.6M | 19k | 80.12 | |
| Centene Corporation (CNC) | 0.1 | $1.5M | 19k | 78.47 | |
| Hf Sinclair Corp (DINO) | 0.1 | $1.5M | 25k | 60.37 | |
| Principal Financial (PFG) | 0.1 | $1.5M | 18k | 86.29 | |
| Pbf Energy Inc cl a (PBF) | 0.1 | $1.5M | 26k | 57.54 | |
| Steel Dynamics (STLD) | 0.1 | $1.4M | 9.7k | 148.19 | |
| Live Nation Entertainment (LYV) | 0.1 | $1.4M | 13k | 105.73 | |
| Encana Corporation (OVV) | 0.1 | $1.4M | 27k | 51.89 | |
| Plug Power (PLUG) | 0.1 | $1.3M | 390k | 3.44 | |
| Southern Company (SO) | 0.1 | $1.3M | 18k | 71.74 | |
| ICICI Bank (IBN) | 0.1 | $1.3M | 48k | 26.39 | |
| Solaredge Technologies (SEDG) | 0.1 | $1.2M | 17k | 70.98 | |
| Atlassian Corporation Cl A (TEAM) | 0.1 | $1.2M | 6.3k | 194.98 | |
| Generac Holdings (GNRC) | 0.1 | $1.2M | 9.6k | 126.09 | |
| Owens Corning (OC) | 0.1 | $1.2M | 7.2k | 166.67 | |
| NetApp (NTAP) | 0.1 | $1.2M | 11k | 104.92 | |
| Moody's Corporation (MCO) | 0.1 | $1.2M | 3.0k | 392.98 | |
| SM Energy (SM) | 0.1 | $1.2M | 24k | 49.82 | |
| AutoNation (AN) | 0.1 | $1.1M | 6.7k | 165.54 | |
| iShares Dow Jones US Energy Sector (IYE) | 0.1 | $1.1M | 22k | 49.38 | |
| Civitas Resources (CIVI) | 0.1 | $1.1M | 14k | 75.87 | |
| Verisk Analytics (VRSK) | 0.1 | $1.1M | 4.6k | 235.61 | |
| Expeditors International of Washington (EXPD) | 0.1 | $1.0M | 8.4k | 121.46 | |
| Keurig Dr Pepper (KDP) | 0.1 | $961k | 31k | 30.66 | |
| Kohl's Corporation (KSS) | 0.1 | $955k | 33k | 29.14 | |
| Te Connectivity Ltd for (TEL) | 0.1 | $948k | 6.5k | 145.20 | |
| Watsco, Incorporated (WSO) | 0.1 | $944k | 2.2k | 431.84 | |
| J.B. Hunt Transport Services (JBHT) | 0.1 | $904k | 4.5k | 199.12 | |
| Air Products & Chemicals (APD) | 0.0 | $835k | 3.4k | 242.17 | |
| Bristol Myers Squibb (BMY) | 0.0 | $833k | 15k | 54.22 | |
| Sempra Energy (SRE) | 0.0 | $830k | 12k | 71.79 | |
| iShares S&P SmallCap 600 Value Idx (IJS) | 0.0 | $819k | 8.0k | 102.71 | |
| Trip Com Intl Ltd Sponsored Ad (TCOM) | 0.0 | $809k | 18k | 43.87 | |
| AES Corporation (AES) | 0.0 | $803k | 45k | 17.91 | |
| Cleveland-cliffs (CLF) | 0.0 | $794k | 35k | 22.74 | |
| Royal Caribbean Cruises (RCL) | 0.0 | $780k | 5.6k | 138.86 | |
| Hershey Company (HSY) | 0.0 | $778k | 4.0k | 194.40 | |
| Viatris (VTRS) | 0.0 | $761k | 64k | 11.93 | |
| Nasdaq Omx (NDAQ) | 0.0 | $758k | 12k | 63.06 | |
| Marathon Oil Corporation (MRO) | 0.0 | $754k | 27k | 28.32 | |
| American Airls (AAL) | 0.0 | $740k | 48k | 15.34 | |
| EXACT Sciences Corporation (EXAS) | 0.0 | $738k | 11k | 69.06 | |
| Akamai Technologies (AKAM) | 0.0 | $734k | 6.8k | 108.72 | |
| Novartis (NVS) | 0.0 | $730k | 7.6k | 96.60 | |
| First Citizens BancShares (FCNCA) | 0.0 | $725k | 444.00 | 1632.88 | |
| Infosys Technologies (INFY) | 0.0 | $723k | 40k | 17.91 | |
| iShares S&P Latin America 40 Index (ILF) | 0.0 | $702k | 25k | 28.40 | |
| Gold Fields (GFI) | 0.0 | $683k | 43k | 15.88 | |
| Interpublic Group of Companies (IPG) | 0.0 | $679k | 21k | 32.61 | |
| Lithia Motors (LAD) | 0.0 | $660k | 2.2k | 300.41 | |
| Caesars Entertainment (CZR) | 0.0 | $656k | 15k | 43.71 | |
| Msci (MSCI) | 0.0 | $643k | 1.1k | 559.62 | |
| Stanley Black & Decker (SWK) | 0.0 | $640k | 6.5k | 97.84 | |
| Tyson Foods (TSN) | 0.0 | $607k | 10k | 58.66 | |
| Alaska Air (ALK) | 0.0 | $605k | 14k | 42.97 | |
| Ansys (ANSS) | 0.0 | $604k | 1.7k | 347.13 | |
| Rockwell Automation (ROK) | 0.0 | $599k | 2.1k | 291.20 | |
| 3M Company (MMM) | 0.0 | $588k | 5.5k | 105.98 | |
| Enbridge (ENB) | 0.0 | $582k | 16k | 36.14 | |
| Consolidated Edison (ED) | 0.0 | $568k | 6.3k | 90.78 | |
| Best Buy (BBY) | 0.0 | $566k | 6.9k | 81.95 | |
| Invesco Solar Etf etf (TAN) | 0.0 | $541k | 12k | 45.31 | |
| Raymond James Financial (RJF) | 0.0 | $541k | 4.2k | 128.20 | |
| Comerica Incorporated (CMA) | 0.0 | $536k | 9.8k | 54.95 | |
| Yum! Brands (YUM) | 0.0 | $533k | 3.9k | 138.44 | |
| Skyworks Solutions (SWKS) | 0.0 | $526k | 4.9k | 108.23 | |
| FirstEnergy (FE) | 0.0 | $520k | 14k | 38.58 | |
| Alnylam Pharmaceuticals (ALNY) | 0.0 | $518k | 3.5k | 149.32 | |
| Rh (RH) | 0.0 | $510k | 1.5k | 347.65 | |
| Darden Restaurants (DRI) | 0.0 | $509k | 3.0k | 167.10 | |
| Western Alliance Bancorporation (WAL) | 0.0 | $504k | 7.9k | 64.09 | |
| Albemarle Corporation (ALB) | 0.0 | $454k | 3.4k | 131.71 | |
| Public Storage (PSA) | 0.0 | $416k | 1.4k | 289.49 | |
| Cognizant Technology Solutions (CTSH) | 0.0 | $389k | 5.3k | 73.22 | |
| Wolfspeed (WOLF) | 0.0 | $360k | 12k | 29.49 | |
| V.F. Corporation (VFC) | 0.0 | $358k | 23k | 15.30 | |
| Skechers USA (SKX) | 0.0 | $348k | 5.7k | 61.18 | |
| Teradyne (TER) | 0.0 | $329k | 2.9k | 112.63 | |
| Murphy Usa (MUSA) | 0.0 | $318k | 760.00 | 418.42 | |
| Boston Properties (BXP) | 0.0 | $313k | 4.8k | 65.22 | |
| Weyerhaeuser Company (WY) | 0.0 | $282k | 7.9k | 35.80 | |
| Lpl Financial Holdings (LPLA) | 0.0 | $279k | 1.1k | 263.46 | |
| Hewlett Packard Enterprise (HPE) | 0.0 | $248k | 14k | 17.67 | |
| Illumina (ILMN) | 0.0 | $238k | 1.7k | 137.18 | |
| Insulet Corporation (PODD) | 0.0 | $220k | 1.3k | 170.81 | |
| Cardinal Health (CAH) | 0.0 | $211k | 1.9k | 111.52 | |
| Invesco (IVZ) | 0.0 | $185k | 11k | 16.53 | |
| Viacomcbs (PARA) | 0.0 | $125k | 11k | 11.74 |
