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Quantitative Investment Management, LLC

Q2 2023 · 13F-HR

Quantitative Investment Management, LLCholdings as filed

Filed 2023-08-14 · accession 0001445911-23-000004

$1.1M
Reported value
264
Positions
2023-06-30
Period end
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Holdings as filed

CUSIPTickerIssuerValue% port.SharesClassVoting
78463V107GLDSPDR Gold Trust$50,4464.78%282,978CommonSOLE
464286400EWZiShares MSCI Brazil ETF$43,6864.14%1,347,101CommonSOLE
81369Y605XLFSPDR S&P Financial ETF$36,8343.49%1,092,684CommonSOLE
92189F106GDXVanEck Gold Miners ETF$31,1692.95%1,035,192CommonSOLE
922042858VWOVanguard FTSE Emerging Markets ETF$30,8162.92%757,536CommonSOLE
007903107AMDADVANCED MICRO DEVICES INC$29,1712.76%256,093CommonSOLE
464287739IYRISHARES U.S. REAL ESTATE ETF$27,8142.63%321,408CommonSOLE
81369Y100XLBMATERIALS SELECT SECTOR SPDR$23,8872.26%288,257CommonSOLE
931142103WMTWalmart Inc$23,1492.19%147,283CommonSOLE
81369Y860XLREReal Estate Select Sector SPDR Fund$21,3832.02%567,351CommonSOLE
922908553VNQVanguard Real Estate ETF$20,5031.94%245,374CommonSOLE
64110L106NFLXNETFLIX INC$20,0961.90%45,622CommonSOLE
81369Y704XLISPDR S&P Industrial ETF$18,7881.78%175,067CommonSOLE
78464A698KRESPDR S&P Regional Banking ETF$17,0511.61%417,616CommonSOLE
88160R101TSLATesla Inc$16,5201.56%63,110CommonSOLE
254687106DISWALT DISNEY CO (THE)$16,5051.56%184,870CommonSOLE
78464A714XRTSPDR S&P Retail ETF$15,3951.46%241,505CommonSOLE
81369Y506XLESPDR Energy Select Sector Fund$15,2721.45%188,158CommonSOLE
00214Q104ARKKARK Innovation ETF$14,2351.35%322,505CommonSOLE
22160K105COSTCOSTCO WHOLESALE CORP$14,0451.33%26,088CommonSOLE
81369Y209XLVSPDR S&P Health Care ETF$13,9021.32%104,745CommonSOLE
46428Q109SLVISHARES SILVER TRUST$13,4811.28%645,375CommonSOLE
345370860FFord Motor Co$12,0241.14%794,723CommonSOLE
874039100TSMTaiwan Semiconductor Manufacturing CoLtd$11,3251.07%112,219CommonSOLE
78464A870XBISPDR S&P Biotech ETF$10,7031.01%128,653CommonSOLE
G5960L103MDTMedtronic Plc$10,4470.99%118,588CommonSOLE
458140100INTCIntel Corp$10,1880.96%304,672CommonSOLE
285512109EAELECTRONIC ARTS INC$9,7600.92%75,255CommonSOLE
00724F101ADBEAdobe Inc$8,9620.85%18,329CommonSOLE
00206R102TAT&T Inc$8,9230.84%559,449CommonSOLE
02079K305GOOGLAlphabet Inc A$8,9050.84%74,399CommonSOLE
16119P108CHTRCharter Communications Inc$8,6870.82%23,647CommonSOLE
31620M106FISFidelity National Information Services$8,3450.79%152,573CommonSOLE
92189F791GDXJVanEck Junior Gold Miners ETF$8,1030.77%227,256CommonSOLE
78468R556XOPSPDR S&P Oil & Gas Exploration & Product$8,0190.76%62,245CommonSOLE
126650100CVSCvs Health Corp$7,4760.71%108,153CommonSOLE
46434G822EWJISHARES MSCI JAPAN INDEX FUND$7,4400.70%120,196CommonSOLE
573874104MRVLMarvell Technology Group Ltd$7,3900.70%123,634CommonSOLE
70450Y103PYPLPayPal Holdings Inc$6,5950.62%98,843CommonSOLE
46434G772EWTiShares MSCI Taiwan ETF$6,5650.62%139,632CommonSOLE
595112103MUMICRON TECHNOLOGY INC$6,1060.58%96,763CommonSOLE
88579Y101MMM3M CO$5,7810.55%57,760CommonSOLE
81762P102NOWServiceNow Inc$5,6840.54%10,116CommonSOLE
550021109LULULululemon Athletica inc.$5,6690.54%14,978CommonSOLE
464286509EWCISHARES MSCI CANADA INDEX FUND$5,5050.52%157,355CommonSOLE
252131107DXCMDexCom Inc$5,3660.51%41,761CommonSOLE
438516106HONHoneywell International Inc$5,0430.48%24,307CommonSOLE
922475108VEEVVeeva Systems Inc$5,0290.48%25,434CommonSOLE
844741108LUVSOUTHWEST AIRLINES CO$4,8390.46%133,663CommonSOLE
872540109TJXTJX COMPANIES INC (THE)$4,7710.45%56,276CommonSOLE
28176E108EWEDWARDS LIFESCIENCES CORP$4,6730.44%49,542CommonSOLE
90138F102TWLOTwilio Inc Cl A$4,5210.43%71,073CommonSOLE
03027X100AMTAMERICAN TOWER CORP (REIT)$4,4990.43%23,198CommonSOLE
92826C839VVISA Inc$4,3420.41%18,287CommonSOLE
464286772EWYiShares MSCI South Korea ETF$4,3310.41%68,347CommonSOLE
46138E354SPLVInvesco S&P 500 Low Volatility ETF$4,1960.40%66,806CommonSOLE
921943858VEAVanguard FTSE Developed Markets ETF$4,0120.38%86,879CommonSOLE
37045V100GMGeneral Motors Co$4,0110.38%104,042CommonSOLE
14040H105COFCAPITAL ONE FINANCIAL CORP$3,9970.38%36,551CommonSOLE
922042874VGKVanguard FTSEEuropean ETF$3,9540.37%64,093CommonSOLE
78463X509SPEMSPDR Port Emerging Markets ETF$3,9210.37%114,049CommonSOLE
21036P108STZCONSTELLATION BRANDS INC-A$3,9120.37%15,898CommonSOLE
086516101BBYBest Buy Co. Inc$3,8370.36%46,829CommonSOLE
459506101IFFINTERNATIONAL FLAVORS & FRAGRANCES INC$3,7720.36%47,398CommonSOLE
244199105DEDeere & Co$3,7390.35%9,228CommonSOLE
74967X103RHRH Common Stock$3,7090.35%11,255CommonSOLE
565788106MARAMarathon Digital Holdings Inc$3,4690.33%250,319CommonSOLE
00214Q302ARKGARK Genomic Revolution ETF$3,4220.32%100,409CommonSOLE
907818108UNPUNION PACIFIC CORP$3,4100.32%16,669CommonSOLE
64110W102NTESNetEase Inc$3,4070.32%35,245CommonSOLE
002824100ABTAbbott Laboratories$3,3580.32%30,809CommonSOLE
81369Y886XLUSPDR S&P Utilities ETF$3,3580.32%51,329CommonSOLE
92532F100VRTXVERTEX PHARMACEUTICALS INC$3,2210.30%9,153CommonSOLE
25746U109DDominion Energy Inc$3,1820.30%61,457CommonSOLE
370334104GISGENERAL MILLS INC$3,1690.30%41,318CommonSOLE
61174X109MNSTMONSTER BEVERAGE CORP$3,1600.30%55,022CommonSOLE
37940X102GPNGlobal Payments Inc$3,1070.29%31,546CommonSOLE
852234103XYZBlock Inc$3,1030.29%46,614CommonSOLE
30212P303EXPEExpedia Group Inc$3,0800.29%28,158CommonSOLE
G1151C101ACNAccenture Plc$3,0300.29%9,821CommonSOLE
778296103ROSTROSS STORES INC$3,0150.29%26,892CommonSOLE
609207105MDLZMONDELEZ INTERNATIONAL INC$3,0050.28%41,199CommonSOLE
70432V102PAYCPaycom Software Inc$2,9460.28%9,173CommonSOLE
22822V101CCICrown Castle Inc$2,8690.27%25,184CommonSOLE
149123101CATCaterpillar Inc$2,8430.27%11,557CommonSOLE
89832Q109TFCTruist Financial Corp$2,8390.27%93,563CommonSOLE
78464A797KBESPDR S&P Bank ETF$2,8190.27%78,331CommonSOLE
20030N101CMCSACOMCAST CORP-CLASS A$2,7710.26%66,697CommonSOLE
020002101ALLAllstate Corp (The)$2,7510.26%25,238CommonSOLE
00846U101AAgilent Technologies Inc$2,7280.26%22,687CommonSOLE
055622104BPBP P.L.C.$2,7030.26%76,600CommonSOLE
855244109SBUXStarbucks Corp$2,6210.25%26,467CommonSOLE
052769106ADSKAutodesk Inc$2,5480.24%12,453CommonSOLE
61945C103MOSMOSAIC CO (THE)$2,5300.24%72,304CommonSOLE
922042775VEUVanguard FTSE All World Ex US ETF$2,5000.24%45,961CommonSOLE
368736104GNRCGenerac Holdlings Inc$2,4870.24%16,683CommonSOLE
192446102CTSHCognizant Technology Solutions Corp$2,4490.23%37,517CommonSOLE
464288877EFViShares MSCI EAFE Value ETF$2,3880.23%48,796CommonSOLE
594972408MSTRMicrostrategy Inc$2,3350.22%6,822CommonSOLE
H84989104TEL1USDTE Connectivity Ltd$2,3270.22%16,609CommonSOLE
278642103EBAYeBay Inc$2,2740.22%50,897CommonSOLE
049468101TEAMAtlassian Corporation PLC$2,2420.21%13,365CommonSOLE
29444U700EQIXEQUINIX INC$2,2100.21%2,820CommonSOLE
74624M102PPure Storage$2,2070.21%59,942CommonSOLE
174610105CFGCitizens Financial Group Inc$2,1510.20%82,495CommonSOLE
46138E628KBWBInvesco KBW Bank ETF$2,0720.20%50,496CommonSOLE
013872106AAAlcoa Corp$2,0520.19%60,498CommonSOLE
H1467J104CBChubb Limited$2,0500.19%10,649CommonSOLE
92556H2060VVBParamount Global B$1,9820.19%124,606CommonSOLE
71654V408PBRPETROLEO BRASILEIRO S.A.- PETROBRAS$1,9510.18%141,124CommonSOLE
12769G100CZRCaesars Entertainment Inc$1,8740.18%36,784CommonSOLE
808524706SCHESchwab Emerging Markets Equity ETF$1,8710.18%75,969CommonSOLE
902494103TSNTYSON FOODS INC$1,8530.18%36,318CommonSOLE
437076102HDHOME DEPOT INC (THE)$1,8530.18%5,966CommonSOLE
126408103CSXCSX Corp$1,8490.18%54,229CommonSOLE
464288224ICLNiShares S&P Global Clean Energy Index Fd$1,7970.17%97,699CommonSOLE
57636Q104MAMastercard Incorp Common Stock$1,7430.17%4,432CommonSOLE
13321L108CCJCAMECO CORP$1,7300.16%55,245CommonSOLE
776696106ROPRoper Technologies Inc$1,7150.16%3,567CommonSOLE
871607107SNPSSynopsys Inc$1,7050.16%3,918CommonSOLE
854502101SWKSTANLEY BLACK & DECKER INC$1,6780.16%17,908CommonSOLE
548661107LOWLOWE'S COMPANIES INC$1,6750.16%7,424CommonSOLE
169656105CMGCHIPOTLE MEXICAN GRILL INC$1,6740.16%783CommonSOLE
902973304USBU.S. BANCORP$1,6610.16%50,296CommonSOLE
N6596X109NXPINXP Semiconductors N.V.$1,6490.16%8,058CommonSOLE
G1890L107CPRICapri Holdings Ltd$1,6410.16%45,734CommonSOLE
189054109CLXCLOROX CO (THE)$1,6180.15%10,174CommonSOLE
493267108KEYKEYCORP$1,6170.15%175,106CommonSOLE
73278L105POOLPool Corp$1,6140.15%4,309CommonSOLE
035710839NLYAnnaly Cap Management Inc$1,6050.15%80,211CommonSOLE
92204A306VDEVanguard Energy ETF$1,5600.15%13,823CommonSOLE
172967424CCITIGROUP INC COM NEW$1,5440.15%33,555CommonSOLE
464287390ILFiShares Latin America 40 ETF$1,5430.15%56,827CommonSOLE
45168D104IDXXIDEXX LABORATORIES INC$1,5420.15%3,072CommonSOLE
963320106WHRWHIRLPOOL CORP$1,5190.14%10,214CommonSOLE
25754A201DPZDOMINO'S PIZZA INC$1,4830.14%4,402CommonSOLE
311900104FASTFastenal Co$1,4620.14%24,785CommonSOLE
78410G104SBACSba Comms Corp$1,4520.14%6,267CommonSOLE
98389B100XELXcel Energy Inc$1,4470.14%23,288CommonSOLE
928563402VMWAVmware Inc$1,4390.14%10,016CommonSOLE
592688105MTDMETTLER-TOLEDO INTERNATIONAL INC$1,4320.14%1,092CommonSOLE
235851102DHRDanaher Corp$1,4320.14%5,968CommonSOLE
74736K101QRVOQorvo Inc$1,4310.14%14,032CommonSOLE
45104G104IBNICICI BANK LTD$1,3820.13%59,901CommonSOLE
46429B598INDAiShares MSCI India$1,3710.13%31,392CommonSOLE
464288810IHIiShares U.S. Medical Devices ETF$1,3670.13%24,226CommonSOLE
464286871EWHISHARES MSCI HONG KONG INDEX FUND$1,3670.13%70,765CommonSOLE
918204108VFCV.F. CORP$1,3660.13%71,597CommonSOLE
518439104ELESTEE LAUDER COMPANIES INC (THE)$1,3590.13%6,923CommonSOLE
571903202MARMARRIOTT INTERNATIONAL$1,3570.13%7,392CommonSOLE
194162103CLColgate-Palmolive Co$1,3430.13%17,434CommonSOLE
38059T106GFIGOLD FIELDS LTD$1,3340.13%96,526CommonSOLE
37954Y855LITGlobal X Lithium & Battery Tech ETF$1,3330.13%20,513CommonSOLE
464288182AAXJiShares MSCI All Cntry Asia Ex Japan$1,3280.13%19,997CommonSOLE
824348106SHWSHERWIN-WILLIAMS CO (THE)$1,2920.12%4,868CommonSOLE
693475105PNCPNC Financial Services Group$1,2860.12%10,217CommonSOLE
477143101JBLUJetBlue Airways Corp$1,2800.12%144,533CommonSOLE
060505104BACBANK AMER CORP COM$1,2720.12%44,362CommonSOLE
49271V100KDPKeurig Dr Pepper Inc$1,2550.12%40,157CommonSOLE
46435G334EWUiShares MSCI United Kingdom Etf$1,2550.12%38,805CommonSOLE
464286608EZUiShares MSCI Eurozone ETF$1,2470.12%27,217CommonSOLE
084670702BRK/BBerkshire Hathaway Inc Cl B$1,2390.12%3,635CommonSOLE
30225T102EXREXTRA SPACE STORAGE INC$1,2250.12%8,230CommonSOLE
464287796IYEISHARES U.S. ENERGY ETF$1,2120.11%28,292CommonSOLE
465562106ITUBITAU UNIBANCO BANCO HOLDING SA$1,2000.11%203,548CommonSOLE
00971T101AKAMAKAMAI TECHNOLOGIES INC$1,1880.11%13,221CommonSOLE
871829107SYYSysco Corp$1,1820.11%15,931CommonSOLE
464288240ACWXiShares MSCI ACWI ex US Index Fund$1,1680.11%23,733CommonSOLE
291011104EMREmerson Electric Co$1,1380.11%12,593CommonSOLE
45866F104ICEIntercontinental Exchange Inc$1,1320.11%10,012CommonSOLE
05464T104AXSMAxsome Therapeutics Inc$1,0990.10%15,300CommonSOLE
92763W103VIPSVipshop Holdings Ltd$1,0510.10%63,753CommonSOLE
57060D108MKTXMarketAxess Holdings Inc$1,0440.10%3,994CommonSOLE
969904101WSMWILLIAMS-SONOMA INC$1,0300.10%8,236CommonSOLE
87918A105TDOCTeladoc Health Inc$1,0280.10%40,627CommonSOLE
500255104KSSKOHL'S CORP$1,0160.10%44,087CommonSOLE
43300A203HLTHilton Worldwide Holdings Inc$1,0020.09%6,888CommonSOLE
848637104SPLKCHFSplunk Inc$9960.09%9,393CommonSOLE
34959J108FTVFortive Corporation$9600.09%12,848CommonSOLE
89417E109TRVTHE TRAVELERS COMPANIES INC$9590.09%5,523CommonSOLE
482480100KLACKLA Corp$9340.09%1,927CommonSOLE
032095101APHAMPHENOL CORP$9320.09%10,982CommonSOLE
00123Q104AGNCAGNC Investment Corp$9100.09%89,863CommonSOLE
N07059210ASMLASML HOLDING N.V.$8930.08%1,233CommonSOLE
756109104ORealty Income Corp$8930.08%14,936CommonSOLE
962166104WYWeyerhaeuser Co$8780.08%26,215CommonSOLE
98419M100XYLXylem Inc$8700.08%7,732CommonSOLE
690370101BBBYOVERSTOCK.COM INC$8640.08%26,546CommonSOLE
989207105ZBRAZEBRA TECHNOLOGIES CORP$8560.08%2,895CommonSOLE
110122108BMYBRISTOL-MYERS SQUIBB CO$8410.08%13,159CommonSOLE
55261F104MTBM&T Bank Corp$8190.08%6,624CommonSOLE
816851109SRESempra Energy$8160.08%5,610CommonSOLE
464287879IJSISHARES S&P SMALLCAP 600 VALUE ETF$8160.08%8,589CommonSOLE
962879102WPMWheaton Precious Metals Corp$8140.08%18,837CommonSOLE
50540R409LSILaboratory Corp of America Holdings$8120.08%3,366CommonSOLE
500754106KHCThe Kraft Heinz Co$7900.07%22,275CommonSOLE
941848103WATWaters Corp$7800.07%2,930CommonSOLE
92276F100VTRVentas Inc$7750.07%16,401CommonSOLE
496902404KGCKINROSS GOLD CORP COM NO PAR$7700.07%161,572CommonSOLE
31428X106FDXFedEx Corp$7630.07%3,081CommonSOLE
880770102TERTeradyne Inc$7460.07%6,706CommonSOLE
N53745100LYBLyondellBasell Industries NV$7310.07%7,971CommonSOLE
29414B104EPAMEpam Systems Inc$7130.07%3,174CommonSOLE
445658107JBHTJ.B. HUNT TRANSPORT SERVICES INC$7120.07%3,936CommonSOLE
26441C204DUKDuke Energy Corp$7080.07%7,898CommonSOLE
29476L107EQREquity Residential$6950.07%10,537CommonSOLE
574599106MASMASCO CORP$6930.07%12,083CommonSOLE
42824C109HPEHewlett Packard Enterprise Co$6870.07%40,921CommonSOLE
461202103INTUIntuit Inc$6580.06%1,437CommonSOLE
808524805SCHFSchwab International Equity ETF$6460.06%18,147CommonSOLE
058498106BALLBall Corp$6440.06%11,076CommonSOLE
L44385109GLOBGlobant S.A.$6320.06%3,519CommonSOLE
29250N105ENBEnbridge Inc$6280.06%16,928CommonSOLE
88322Q108TGTXTG Therapeutics Inc$6040.06%24,351CommonSOLE
58463J304MPTMedical Properties Trust Inc$5960.06%64,453CommonSOLE
81369Y308XLPSPDR S&P Consumer Staples Etf$5890.06%7,943CommonSOLE
744573106PEGPublic Service Enterprise Group Inco$5860.06%9,362CommonSOLE
92204A405VFHVanguard Financials ETF - DNQ$5810.06%7,163CommonSOLE
316773100FITBFifth Third Bancorp$5750.05%21,946CommonSOLE
751212101RLRalph Lauren Corp$5660.05%4,595CommonSOLE
74144T108TROWT. ROWE PRICE GROUP INC$5580.05%4,984CommonSOLE
053484101AVBAVALONBAY COMMUNITIES INC$5340.05%2,823CommonSOLE
008474108AEMAGNICO EAGLE MINES LTD$5050.05%10,119CommonSOLE
494368103KMBKIMBERLY-CLARK CORP$5020.05%3,643CommonSOLE
464287192IYTiShares US Transportation ETF$5000.05%2,003CommonSOLE
02005N100ALLYAlly Financial Inc$4930.05%18,278CommonSOLE
219350105GLWCorning Inc$4610.04%13,181CommonSOLE
974155103WINGWingstop Inc$4550.04%2,276CommonSOLE
69370C100PTCPtc Inc$4350.04%3,060CommonSOLE
001084102AGCOAGCO Corp$4310.04%3,287CommonSOLE
64110D104NTAPNetApp Inc$4190.04%5,487CommonSOLE
237194105DRIDARDEN RESTAURANTS INC$3930.04%2,356CommonSOLE
958102105WDCWestern Digital Corp$3890.04%10,272CommonSOLE
29362U104ENTGEntegris Inc$3870.04%3,493CommonSOLE
13646K108CPCanadian Pacific Kansas City Limited$3830.04%4,746CommonSOLE
629377508NRGNRG Energy Inc$3810.04%10,192CommonSOLE
45826J105NTLAIntellia Therapeutics Inc$3760.04%9,240CommonSOLE
071813109BAXBAXTER INTERNATIONAL INC$3720.04%8,170CommonSOLE
969457100WMBWILLIAMS COMPANIES INC (THE)$3630.03%11,146CommonSOLE
136375102CNICANADIAN NATIONAL RAILWAY CO$3610.03%2,984CommonSOLE
37954Y871URAGlobal X Uranium ETF$3560.03%16,427CommonSOLE
035128206AUUSDANGLOGOLD ASHANTI-SPON ADR$3470.03%16,484CommonSOLE
02209S103MOAltria Group$3300.03%7,287CommonSOLE
929740108WABWestinghouse Air Brake Technologies Corp$3140.03%2,865CommonSOLE
92343V104VZVERIZON COMMUNICATIONS INC$3140.03%8,460CommonSOLE
957638109WALWESTERN ALLIANCE BANCORPORATION$2950.03%8,093CommonSOLE
707569109PENNPENN Entertainment Inc$2860.03%11,903CommonSOLE
G491BT108IVZINVESCO PLC$2670.03%15,889CommonSOLE
09228F103BBBlackBerry Ltd$2600.02%47,018CommonSOLE
338307101FIVNFive9 Inc$2580.02%3,134CommonSOLE
87165B103SYFSynchrony Financial$2460.02%7,266CommonSOLE
632307104NTRANatera Inc$2430.02%5,005CommonSOLE
830566105SKAASKECHERS U.S.A. INC$2320.02%4,410CommonSOLE
122017106BURLBurlington Stores Inc$2310.02%1,470CommonSOLE
767292105RIOTRiot Platforms Inc$2280.02%19,359CommonSOLE
74460D109PSAPUBLIC STORAGE COM$2230.02%767CommonSOLE
260003108DOVDOVER CORP$2180.02%1,477CommonSOLE
19247G107COHRCoherent Corp$2150.02%4,219CommonSOLE
989701107ZIONZions Bancorp$2110.02%7,888CommonSOLE
49456B101KMIKinder Morgan Inc$1810.02%10,523CommonSOLE
934423104WBDWarner Bros Disc Inc$1730.02%13,817CommonSOLE
382550101GTGOODYEAR TIRE & RUBBER CO$1530.01%11,186CommonSOLE
69404D108PACBPacific Biosciences of California Inc$1380.01%10,417CommonSOLE
364760108GAPGAP INC (THE)$1040.01%11,672CommonSOLE

Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.