Quantitative Investment Management as of March 31, 2022
Portfolio Holdings for Quantitative Investment Management
Quantitative Investment Management holds 192 positions in its portfolio as reported in the March 2022 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Spdr S&p 500 Etf (SPY) | 40.4 | $374M | 827k | 451.64 | |
| SPDR Gold Trust (GLD) | 11.7 | $108M | 598k | 180.65 | |
| Apple (AAPL) | 3.2 | $30M | 169k | 174.61 | |
| Tesla Motors (TSLA) | 2.4 | $22M | 20k | 1077.59 | |
| Vaneck Vectors Gold Miners mutual (GDX) | 1.9 | $18M | 467k | 38.35 | |
| Vaneck Vectors Junior Gold Miners Etf etf (GDXJ) | 1.9 | $18M | 374k | 46.87 | |
| Regeneron Pharmaceuticals (REGN) | 1.8 | $17M | 24k | 698.40 | |
| Alibaba Group Holding (BABA) | 1.5 | $14M | 130k | 108.79 | |
| Charter Communications Inc New Cl A cl a (CHTR) | 1.5 | $14M | 25k | 545.51 | |
| At&t (T) | 1.4 | $13M | 567k | 23.63 | |
| iShares Silver Trust (SLV) | 1.3 | $12M | 542k | 22.88 | |
| Home Depot (HD) | 1.2 | $11M | 38k | 299.32 | |
| Adobe Systems Incorporated (ADBE) | 0.9 | $8.3M | 18k | 455.60 | |
| iShares MSCI Brazil Index (EWZ) | 0.9 | $8.2M | 216k | 37.81 | |
| Duke Energy (DUK) | 0.7 | $6.5M | 58k | 111.65 | |
| Wayfair (W) | 0.7 | $6.4M | 58k | 110.77 | |
| Walt Disney Company (DIS) | 0.7 | $6.2M | 45k | 137.14 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.7 | $6.2M | 124k | 49.73 | |
| SPDR S&P Homebuilders (XHB) | 0.7 | $6.2M | 98k | 63.19 | |
| NVIDIA Corporation (NVDA) | 0.5 | $4.8M | 18k | 272.83 | |
| Deere & Company (DE) | 0.5 | $4.8M | 12k | 415.38 | |
| SPDR KBW Regional Banking (KRE) | 0.5 | $4.7M | 68k | 68.89 | |
| Procter & Gamble Company (PG) | 0.5 | $4.6M | 30k | 152.80 | |
| Biogen Idec (BIIB) | 0.5 | $4.4M | 21k | 210.57 | |
| Caterpillar (CAT) | 0.5 | $4.3M | 20k | 222.78 | |
| iShares Dow Jones US Home Const. (ITB) | 0.5 | $4.3M | 73k | 59.26 | |
| Becton, Dickinson and (BDX) | 0.5 | $4.2M | 16k | 265.99 | |
| Johnson & Johnson (JNJ) | 0.4 | $4.1M | 23k | 177.21 | |
| Comcast Corporation (CMCSA) | 0.4 | $4.0M | 86k | 46.81 | |
| Consumer Staples Select Sect. SPDR (XLP) | 0.4 | $4.0M | 52k | 75.89 | |
| stock | 0.4 | $3.5M | 24k | 148.58 | |
| Colgate-Palmolive Company (CL) | 0.4 | $3.5M | 47k | 75.81 | |
| Cigna Corp (CI) | 0.4 | $3.4M | 14k | 239.55 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 0.4 | $3.3M | 61k | 54.97 | |
| Avis Budget (CAR) | 0.4 | $3.3M | 13k | 263.28 | |
| L3harris Technologies (LHX) | 0.3 | $3.1M | 13k | 248.44 | |
| Kinder Morgan (KMI) | 0.3 | $3.0M | 159k | 18.91 | |
| Diamondback Energy (FANG) | 0.3 | $3.0M | 22k | 137.05 | |
| Burlington Stores (BURL) | 0.3 | $2.8M | 15k | 182.14 | |
| Kimberly-Clark Corporation (KMB) | 0.3 | $2.8M | 23k | 123.15 | |
| Barrick Gold Corp (GOLD) | 0.3 | $2.8M | 112k | 24.53 | |
| Stanley Black & Decker (SWK) | 0.3 | $2.7M | 20k | 139.79 | |
| Petroleo Brasileiro SA (PBR) | 0.3 | $2.7M | 183k | 14.80 | |
| Clorox Company (CLX) | 0.3 | $2.7M | 19k | 139.03 | |
| Ford Motor Company (F) | 0.3 | $2.6M | 151k | 16.91 | |
| Penn National Gaming (PENN) | 0.3 | $2.5M | 60k | 42.41 | |
| Macy's (M) | 0.3 | $2.5M | 102k | 24.36 | |
| Take-Two Interactive Software (TTWO) | 0.3 | $2.4M | 16k | 153.72 | |
| Qualcomm (QCOM) | 0.3 | $2.4M | 16k | 152.80 | |
| Novavax (NVAX) | 0.3 | $2.4M | 32k | 73.63 | |
| Autodesk (ADSK) | 0.3 | $2.3M | 11k | 214.29 | |
| Coca-Cola Company (KO) | 0.2 | $2.3M | 37k | 61.98 | |
| Intel Corporation (INTC) | 0.2 | $2.2M | 45k | 49.54 | |
| Gap (GPS) | 0.2 | $2.2M | 157k | 14.08 | |
| Gold Fields (GFI) | 0.2 | $2.2M | 141k | 15.45 | |
| Ringcentral (RNG) | 0.2 | $2.1M | 18k | 117.17 | |
| iShares MSCI Canada Index (EWC) | 0.2 | $2.0M | 51k | 40.20 | |
| Keurig Dr Pepper (KDP) | 0.2 | $2.0M | 53k | 37.89 | |
| Simon Property (SPG) | 0.2 | $1.9M | 14k | 131.56 | |
| Phillips 66 (PSX) | 0.2 | $1.9M | 22k | 86.37 | |
| Intuit (INTU) | 0.2 | $1.9M | 3.9k | 480.78 | |
| Wal-Mart Stores (WMT) | 0.2 | $1.8M | 12k | 148.88 | |
| Citizens Financial (CFG) | 0.2 | $1.8M | 40k | 45.31 | |
| Hca Holdings (HCA) | 0.2 | $1.8M | 7.0k | 250.53 | |
| Eli Lilly & Co. (LLY) | 0.2 | $1.7M | 6.1k | 286.21 | |
| Rh (RH) | 0.2 | $1.7M | 5.3k | 325.98 | |
| Mondelez Int (MDLZ) | 0.2 | $1.7M | 27k | 62.76 | |
| Kraneshares Tr csi chi internet (KWEB) | 0.2 | $1.6M | 57k | 28.50 | |
| Lithium Americas Corp | 0.2 | $1.5M | 40k | 38.47 | |
| Zoetis Inc Cl A (ZTS) | 0.2 | $1.5M | 8.1k | 188.51 | |
| Electronic Arts (EA) | 0.2 | $1.5M | 12k | 126.50 | |
| Estee Lauder Companies (EL) | 0.2 | $1.5M | 5.5k | 272.23 | |
| American Electric Power Company (AEP) | 0.2 | $1.5M | 15k | 99.72 | |
| Teladoc (TDOC) | 0.2 | $1.5M | 20k | 72.11 | |
| Industries N shs - a - (LYB) | 0.2 | $1.5M | 14k | 102.79 | |
| O'reilly Automotive (ORLY) | 0.2 | $1.5M | 2.1k | 684.88 | |
| Centene Corporation (CNC) | 0.2 | $1.4M | 17k | 84.14 | |
| Xcel Energy (XEL) | 0.2 | $1.4M | 20k | 72.13 | |
| Fortinet (FTNT) | 0.2 | $1.4M | 4.1k | 341.50 | |
| Banco Bradesco SA (BBD) | 0.1 | $1.4M | 293k | 4.64 | |
| Citrix Systems | 0.1 | $1.3M | 13k | 100.87 | |
| Incyte Corporation (INCY) | 0.1 | $1.3M | 17k | 79.41 | |
| Domino's Pizza (DPZ) | 0.1 | $1.3M | 3.2k | 406.75 | |
| Synchrony Financial (SYF) | 0.1 | $1.3M | 37k | 34.79 | |
| Wheaton Precious Metals Corp (WPM) | 0.1 | $1.3M | 27k | 47.58 | |
| TJX Companies (TJX) | 0.1 | $1.2M | 20k | 60.56 | |
| Tyson Foods (TSN) | 0.1 | $1.2M | 13k | 89.58 | |
| Entergy Corporation (ETR) | 0.1 | $1.2M | 10k | 116.70 | |
| Best Buy (BBY) | 0.1 | $1.2M | 13k | 90.89 | |
| Northrop Grumman Corporation (NOC) | 0.1 | $1.2M | 2.6k | 446.88 | |
| AngloGold Ashanti | 0.1 | $1.2M | 49k | 23.67 | |
| Nortonlifelock (GEN) | 0.1 | $1.1M | 43k | 26.51 | |
| Boston Scientific Corporation (BSX) | 0.1 | $1.1M | 26k | 44.26 | |
| Agnico (AEM) | 0.1 | $1.1M | 18k | 61.20 | |
| Qorvo (QRVO) | 0.1 | $1.1M | 8.8k | 124.00 | |
| Kinross Gold Corp (KGC) | 0.1 | $1.1M | 186k | 5.88 | |
| General Mills (GIS) | 0.1 | $1.1M | 16k | 67.67 | |
| Baker Hughes A Ge Company (BKR) | 0.1 | $1.1M | 29k | 36.39 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.1 | $1.1M | 15k | 71.17 | |
| Tractor Supply Company (TSCO) | 0.1 | $1.1M | 4.5k | 233.33 | |
| American Express Company (AXP) | 0.1 | $1.0M | 5.5k | 186.85 | |
| Boston Beer Company (SAM) | 0.1 | $1.0M | 2.6k | 388.19 | |
| Zendesk | 0.1 | $1.0M | 8.4k | 120.28 | |
| CenterPoint Energy (CNP) | 0.1 | $998k | 33k | 30.62 | |
| Hologic (HOLX) | 0.1 | $985k | 13k | 76.80 | |
| JinkoSolar Holding (JKS) | 0.1 | $963k | 20k | 48.29 | |
| Discovery Communications | 0.1 | $945k | 38k | 24.90 | |
| Gerdau SA (GGB) | 0.1 | $943k | 147k | 6.42 | |
| Global Payments (GPN) | 0.1 | $894k | 6.5k | 136.70 | |
| EXACT Sciences Corporation (EXAS) | 0.1 | $886k | 13k | 69.90 | |
| Oneok (OKE) | 0.1 | $884k | 13k | 70.61 | |
| Yamana Gold | 0.1 | $881k | 158k | 5.58 | |
| Callon Petroleum (CPE) | 0.1 | $864k | 15k | 59.07 | |
| Continental Resources | 0.1 | $850k | 14k | 61.28 | |
| Sarepta Therapeutics (SRPT) | 0.1 | $848k | 11k | 78.08 | |
| American Eagle Outfitters (AEO) | 0.1 | $786k | 47k | 16.79 | |
| Seaworld Entertainment (PRKS) | 0.1 | $775k | 10k | 74.35 | |
| Baxter International (BAX) | 0.1 | $769k | 9.9k | 77.50 | |
| American International (AIG) | 0.1 | $756k | 12k | 62.71 | |
| Public Storage (PSA) | 0.1 | $754k | 1.9k | 390.27 | |
| SPDR KBW Bank (KBE) | 0.1 | $691k | 13k | 52.34 | |
| Fifth Third Ban (FITB) | 0.1 | $657k | 15k | 43.03 | |
| FirstEnergy (FE) | 0.1 | $655k | 14k | 45.84 | |
| Hecla Mining Company (HL) | 0.1 | $652k | 99k | 6.57 | |
| Signature Bank (SBNY) | 0.1 | $632k | 2.2k | 293.27 | |
| First Republic Bank/san F (FRCB) | 0.1 | $618k | 3.8k | 161.86 | |
| Regions Financial Corporation (RF) | 0.1 | $612k | 28k | 22.24 | |
| PerkinElmer (RVTY) | 0.1 | $610k | 3.5k | 174.44 | |
| Ishares Msci United Kingdom Index etf (EWU) | 0.1 | $598k | 18k | 33.61 | |
| General Motors Company (GM) | 0.1 | $593k | 14k | 43.72 | |
| Public Service Enterprise (PEG) | 0.1 | $543k | 7.8k | 69.91 | |
| Toll Brothers (TOL) | 0.1 | $528k | 11k | 46.95 | |
| Hp (HPQ) | 0.1 | $526k | 15k | 36.28 | |
| SM Energy (SM) | 0.1 | $525k | 14k | 38.95 | |
| Canadian Natl Ry (CNI) | 0.1 | $509k | 3.8k | 134.09 | |
| Etsy (ETSY) | 0.1 | $503k | 4.1k | 124.20 | |
| Lennar Corporation (LEN) | 0.1 | $503k | 6.2k | 81.12 | |
| Pan American Silver Corp Can (PAAS) | 0.1 | $499k | 18k | 27.28 | |
| Truist Financial Corp equities (TFC) | 0.1 | $499k | 8.8k | 56.65 | |
| Progressive Corporation (PGR) | 0.1 | $489k | 4.3k | 113.85 | |
| Nov (NOV) | 0.1 | $488k | 25k | 19.58 | |
| Westrock (WRK) | 0.1 | $478k | 10k | 46.98 | |
| Signet Jewelers (SIG) | 0.1 | $464k | 6.4k | 72.60 | |
| J.B. Hunt Transport Services (JBHT) | 0.0 | $458k | 2.3k | 200.44 | |
| Laredo Petroleum (VTLE) | 0.0 | $456k | 5.8k | 79.04 | |
| Teck Resources Ltd cl b (TECK) | 0.0 | $453k | 11k | 40.32 | |
| Sibanye Stillwater (SBSW) | 0.0 | $452k | 28k | 16.20 | |
| First Majestic Silver Corp (AG) | 0.0 | $433k | 33k | 13.15 | |
| Church & Dwight (CHD) | 0.0 | $430k | 4.3k | 99.35 | |
| Weyerhaeuser Company (WY) | 0.0 | $422k | 11k | 37.83 | |
| Align Technology (ALGN) | 0.0 | $414k | 951.00 | 435.33 | |
| Fair Isaac Corporation (FICO) | 0.0 | $411k | 883.00 | 465.46 | |
| Comerica Incorporated (CMA) | 0.0 | $381k | 4.2k | 90.41 | |
| Harley-Davidson (HOG) | 0.0 | $378k | 9.6k | 39.38 | |
| Matador Resources (MTDR) | 0.0 | $377k | 7.1k | 52.89 | |
| Depository Vipshop Holdings Ltd - Ads receipt (VIPS) | 0.0 | $370k | 41k | 8.99 | |
| Willis Towers Watson (WTW) | 0.0 | $368k | 1.6k | 236.20 | |
| Charles River Laboratories (CRL) | 0.0 | $364k | 1.3k | 283.93 | |
| AvalonBay Communities (AVB) | 0.0 | $349k | 1.4k | 248.22 | |
| BioCryst Pharmaceuticals (BCRX) | 0.0 | $342k | 21k | 16.26 | |
| Franco-Nevada Corporation (FNV) | 0.0 | $337k | 2.1k | 159.41 | |
| Whirlpool Corporation (WHR) | 0.0 | $335k | 1.9k | 172.41 | |
| Foot Locker (FL) | 0.0 | $331k | 11k | 29.63 | |
| Olin Corporation (OLN) | 0.0 | $327k | 6.3k | 52.24 | |
| Pdc Energy | 0.0 | $319k | 4.4k | 72.53 | |
| Lithia Motors (LAD) | 0.0 | $319k | 1.1k | 299.53 | |
| NVR (NVR) | 0.0 | $303k | 68.00 | 4455.88 | |
| Nexstar Broadcasting (NXST) | 0.0 | $291k | 1.5k | 187.86 | |
| Arcelormittal Cl A Ny Registry (MT) | 0.0 | $290k | 9.1k | 32.00 | |
| Mohawk Industries (MHK) | 0.0 | $289k | 2.3k | 123.87 | |
| Dominion Resources (D) | 0.0 | $285k | 3.4k | 84.90 | |
| Wix (WIX) | 0.0 | $284k | 2.7k | 104.18 | |
| Wolfspeed (WOLF) | 0.0 | $277k | 2.4k | 113.71 | |
| Key (KEY) | 0.0 | $276k | 12k | 22.35 | |
| CHECK POINT SOFTWARE Technolog Com Stk (CHKP) | 0.0 | $274k | 2.0k | 138.17 | |
| Sirius Xm Holdings (SIRI) | 0.0 | $270k | 41k | 6.62 | |
| Akamai Technologies (AKAM) | 0.0 | $270k | 2.3k | 119.10 | |
| Tenet Healthcare Corporation (THC) | 0.0 | $268k | 3.1k | 85.84 | |
| Dillard's (DDS) | 0.0 | $266k | 992.00 | 268.15 | |
| Robert Half International (RHI) | 0.0 | $259k | 2.3k | 114.10 | |
| Godaddy Inc cl a (GDDY) | 0.0 | $257k | 3.1k | 83.58 | |
| Ross Stores (ROST) | 0.0 | $247k | 2.7k | 90.31 | |
| Seagate Technology (STX) | 0.0 | $244k | 2.7k | 89.71 | |
| Mattel (MAT) | 0.0 | $237k | 11k | 22.19 | |
| Thor Industries (THO) | 0.0 | $236k | 3.0k | 78.61 | |
| Crocs (CROX) | 0.0 | $233k | 3.1k | 76.19 | |
| Pbf Energy Inc cl a (PBF) | 0.0 | $207k | 8.5k | 24.30 | |
| Boyd Gaming Corporation (BYD) | 0.0 | $207k | 3.2k | 65.69 | |
| Owens & Minor (OMI) | 0.0 | $206k | 4.7k | 44.02 | |
| SVB Financial (SIVBQ) | 0.0 | $204k | 365.00 | 558.90 | |
| Teva Pharmaceutical Industries (TEVA) | 0.0 | $149k | 16k | 9.33 | |
| Vaxart (VXRT) | 0.0 | $104k | 21k | 5.00 |
