Q3 2023 · 13F-HR
Quantitative Investment Management, LLCholdings as filed
Filed 2023-11-14 · accession 0001445911-23-000005
$650,234
Reported value
162
Positions
2023-09-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 78462F103 | SPY | SPDR S&P 500 ETF | $75,423 | 11.6% | 176,437 | Common | SOLE |
| 81369Y704 | XLI | SPDR S&P Industrial ETF | $40,394 | 6.21% | 398,449 | Common | SOLE |
| 81369Y308 | XLP | SPDR S&P Consumer Staples Etf | $35,056 | 5.39% | 509,466 | Common | SOLE |
| 247361702 | DAL | Delta Air Lines Inc | $22,570 | 3.47% | 610,019 | Common | SOLE |
| 478160104 | JNJ | Johnson & Johnson | $21,146 | 3.25% | 135,770 | Common | SOLE |
| 370334104 | GIS | GENERAL MILLS INC | $15,277 | 2.35% | 238,744 | Common | SOLE |
| 75513E101 | RTX | Rtx Corp | $14,563 | 2.24% | 202,349 | Common | SOLE |
| 143658300 | CCL1EUR | Carnival Corp | $12,863 | 1.98% | 937,582 | Common | SOLE |
| 26922A842 | JETS | U.S. Global Jets ETF | $12,604 | 1.94% | 740,124 | Common | SOLE |
| 46625H100 | JPM | J P MORGAN CHASE & CO | $11,821 | 1.82% | 81,517 | Common | SOLE |
| 907818108 | UNP | UNION PACIFIC CORP | $11,068 | 1.70% | 54,356 | Common | SOLE |
| 911312106 | UPS | UNITED PARCEL SERVICE INC | $10,904 | 1.68% | 69,962 | Common | SOLE |
| 256677105 | DG | Dollar General Corp | $10,754 | 1.65% | 101,652 | Common | SOLE |
| 46429B598 | INDA | iShares MSCI India | $10,305 | 1.58% | 233,046 | Common | SOLE |
| 464288752 | ITB | iShares U.S. Home Construction ETF | $9,496 | 1.46% | 120,993 | Common | SOLE |
| 17275R102 | CSCO | Cisco Systems Inc | $9,172 | 1.41% | 170,611 | Common | SOLE |
| 931142103 | WMT | Walmart Inc | $9,167 | 1.41% | 57,324 | Common | SOLE |
| 427866108 | HSY | HERSHEY CO (THE) | $8,820 | 1.36% | 44,085 | Common | SOLE |
| 68389X105 | ORCL | Oracle Corp | $8,767 | 1.35% | 82,774 | Common | SOLE |
| 02376R102 | AAL | American Airlines Group Inc | $8,632 | 1.33% | 673,851 | Common | SOLE |
| 23331A109 | DHI | D.R. HORTON INC | $8,626 | 1.33% | 80,270 | Common | SOLE |
| 337738108 | FISV | Fiserv Inc | $8,579 | 1.32% | 75,950 | Common | SOLE |
| 78464A888 | XHB | SPDR S&P Homebuilders ETF | $7,393 | 1.14% | 96,558 | Common | SOLE |
| 459200101 | IBM | International Business Machines Corp | $7,112 | 1.09% | 50,695 | Common | SOLE |
| 910047109 | UAL | United Airlines Holdings Inc | $6,986 | 1.07% | 165,167 | Common | SOLE |
| 25278X109 | FANG | Diamondback Energy Inc | $6,889 | 1.06% | 44,485 | Common | SOLE |
| 844741108 | LUV | SOUTHWEST AIRLINES CO | $6,753 | 1.04% | 249,478 | Common | SOLE |
| 22160K105 | COST | COSTCO WHOLESALE CORP | $6,638 | 1.02% | 11,751 | Common | SOLE |
| 518439104 | EL | ESTEE LAUDER COMPANIES INC (THE) | $6,470 | 1.00% | 44,766 | Common | SOLE |
| V7780T103 | RCL | Royal Caribbean Cruises Ltd | $6,109 | 0.94% | 66,303 | Common | SOLE |
| 053015103 | ADP | AUTOMATIC DATA PROCESSING INC | $6,055 | 0.93% | 25,171 | Common | SOLE |
| G51502105 | JCI | Johnson Controls Inc | $5,568 | 0.86% | 104,655 | Common | SOLE |
| 237194105 | DRI | DARDEN RESTAURANTS INC | $5,289 | 0.81% | 36,930 | Common | SOLE |
| 244199105 | DE | Deere & Co | $4,969 | 0.76% | 13,168 | Common | SOLE |
| 876030107 | TPR | Tapestry Inc | $4,766 | 0.73% | 165,794 | Common | SOLE |
| 21036P108 | STZ | CONSTELLATION BRANDS INC-A | $4,689 | 0.72% | 18,660 | Common | SOLE |
| 81369Y803 | XLK | SPDR S&P Technology ETF | $4,414 | 0.68% | 26,930 | Common | SOLE |
| 552953101 | MGM | MGM RESORTS INTERNATIONAL | $4,298 | 0.66% | 116,927 | Common | SOLE |
| 57636Q104 | MA | Mastercard Incorp Common Stock | $4,231 | 0.65% | 10,688 | Common | SOLE |
| 46120E602 | ISRG | INTUITIVE SURGICAL INC | $4,123 | 0.63% | 14,106 | Common | SOLE |
| 902973304 | USB | U.S. BANCORP | $3,862 | 0.59% | 116,846 | Common | SOLE |
| 83417M104 | SEDG | SOLAREDGE TECHNOLOGIES INC | $3,831 | 0.59% | 29,586 | Common | SOLE |
| 149123101 | CAT | Caterpillar Inc | $3,736 | 0.57% | 13,687 | Common | SOLE |
| 254709108 | DFSEUR | Discover Financial Services | $3,715 | 0.57% | 42,895 | Common | SOLE |
| 15118V207 | CELH | Celsius Holdings | $3,601 | 0.55% | 20,989 | Common | SOLE |
| 929160109 | VMC | VULCAN MATERIALS CO | $3,453 | 0.53% | 17,093 | Common | SOLE |
| 81181C104 | — | Seagen Inc | $3,326 | 0.51% | 15,678 | Common | SOLE |
| 191216100 | KO | COCA-COLA CO (THE) | $3,230 | 0.50% | 57,707 | Common | SOLE |
| 40434L105 | HPQ | HP Inc | $3,179 | 0.49% | 123,697 | Common | SOLE |
| 78409V104 | SPGI | S&P GLOBAL INC | $3,119 | 0.48% | 8,538 | Common | SOLE |
| 526057104 | LEN | LENNAR CORP | $3,084 | 0.47% | 27,480 | Common | SOLE |
| 931427108 | WFC | WALGREENS BOOTS ALLIANCE INC | $2,966 | 0.46% | 133,378 | Common | SOLE |
| 74967X103 | RH | RH Common Stock | $2,900 | 0.45% | 10,971 | Common | SOLE |
| 37940X102 | GPN | Global Payments Inc | $2,819 | 0.43% | 24,437 | Common | SOLE |
| 464287192 | IYT | iShares US Transportation ETF | $2,736 | 0.42% | 11,708 | Common | SOLE |
| 28176E108 | EW | EDWARDS LIFESCIENCES CORP | $2,722 | 0.42% | 39,297 | Common | SOLE |
| 571903202 | MAR | MARRIOTT INTERNATIONAL | $2,637 | 0.41% | 13,420 | Common | SOLE |
| 681919106 | OMC | Omnicom Group Inc | $2,628 | 0.40% | 35,291 | Common | SOLE |
| 75886F107 | REGN | REGENERON PHARMACEUTICALS INC | $2,557 | 0.39% | 3,108 | Common | SOLE |
| 097023105 | BA | BOEING CO (THE) | $2,538 | 0.39% | 13,241 | Common | SOLE |
| 654106103 | NKE | NIKE INC | $2,521 | 0.39% | 26,368 | Common | SOLE |
| 756109104 | O | Realty Income Corp | $2,508 | 0.39% | 50,233 | Common | SOLE |
| H84989104 | TEL1USD | TE Connectivity Ltd | $2,452 | 0.38% | 19,853 | Common | SOLE |
| 12514G108 | CDW | Cdw Corp | $2,429 | 0.37% | 12,043 | Common | SOLE |
| 7591EP100 | RF | REGIONS FINANCIAL CORP | $2,387 | 0.37% | 138,794 | Common | SOLE |
| 745867101 | PHM | Pultegroup Inc | $2,364 | 0.36% | 31,926 | Common | SOLE |
| 824348106 | SHW | SHERWIN-WILLIAMS CO (THE) | $2,223 | 0.34% | 8,719 | Common | SOLE |
| 460690100 | IPG | Interpublic Group of Companies Inc (The) | $2,177 | 0.33% | 75,993 | Common | SOLE |
| 34959J108 | FTV | Fortive Corporation | $2,140 | 0.33% | 28,870 | Common | SOLE |
| 15135B101 | CNC | Centene Corp | $2,124 | 0.33% | 30,839 | Common | SOLE |
| 464288224 | ICLN | iShares S&P Global Clean Energy Index Fd | $2,106 | 0.32% | 144,084 | Common | SOLE |
| 701094104 | PH | PARKER-HANNIFIN CORP | $2,022 | 0.31% | 5,193 | Common | SOLE |
| 032095101 | APH | AMPHENOL CORP | $1,934 | 0.30% | 23,030 | Common | SOLE |
| 573284106 | MLM | Martin Marietta Materials Inc | $1,923 | 0.30% | 4,687 | Common | SOLE |
| 42809H107 | HES | Hess Corp | $1,875 | 0.29% | 12,258 | Common | SOLE |
| 92204A702 | VGT | Vanguard Information Tech ETF - DNQ | $1,859 | 0.29% | 4,483 | Common | SOLE |
| 37733W204 | GSK | GSK plc | $1,838 | 0.28% | 50,705 | Common | SOLE |
| 872540109 | TJX | TJX COMPANIES INC (THE) | $1,769 | 0.27% | 19,910 | Common | SOLE |
| 452308109 | ITW | ILLINOIS TOOL WORKS INC | $1,754 | 0.27% | 7,617 | Common | SOLE |
| 039483102 | ADM | ARCHER-DANIELS-MIDLAND CO | $1,752 | 0.27% | 23,235 | Common | SOLE |
| 002824100 | ABT | Abbott Laboratories | $1,686 | 0.26% | 17,417 | Common | SOLE |
| 45168D104 | IDXX | IDEXX LABORATORIES INC | $1,613 | 0.25% | 3,689 | Common | SOLE |
| G66721104 | NCLH | Norwegian Cruise Line Holdings Ltd | $1,611 | 0.25% | 97,763 | Common | SOLE |
| 922475108 | VEEV | Veeva Systems Inc | $1,593 | 0.24% | 7,830 | Common | SOLE |
| 704326107 | PAYX | Paychex Inc | $1,559 | 0.24% | 13,526 | Common | SOLE |
| 12008R107 | BLDR | Builders FirstSource Inc | $1,552 | 0.24% | 12,472 | Common | SOLE |
| 682680103 | OKE | ONEOK Inc | $1,542 | 0.24% | 24,314 | Common | SOLE |
| 573874104 | MRVL | Marvell Technology Group Ltd | $1,526 | 0.23% | 28,202 | Common | SOLE |
| 101137107 | BSX | Boston Scientific Corp | $1,483 | 0.23% | 28,091 | Common | SOLE |
| 31428X106 | FDX | FedEx Corp | $1,477 | 0.23% | 5,579 | Common | SOLE |
| 538034109 | LYV | Live Nation Entertainment Inc | $1,462 | 0.22% | 17,610 | Common | SOLE |
| 22160N109 | CSGP | CoStar Group Inc | $1,378 | 0.21% | 17,934 | Common | SOLE |
| 446150104 | HBAN | HUNTINGTON BANCSHARES INC | $1,370 | 0.21% | 131,826 | Common | SOLE |
| 464286822 | EWW | iShares MSCI Mexico ETF | $1,358 | 0.21% | 23,326 | Common | SOLE |
| 464287515 | IGV | Ishr S&P Gs Sftw | $1,341 | 0.21% | 3,931 | Common | SOLE |
| 256746108 | DLTR | Dollar Tree Inc | $1,312 | 0.20% | 12,330 | Common | SOLE |
| 12572Q105 | CME | CME Group Inc | $1,302 | 0.20% | 6,507 | Common | SOLE |
| 45784P101 | PODD | Insulet Corp | $1,292 | 0.20% | 8,101 | Common | SOLE |
| 98419M100 | XYL | Xylem Inc | $1,285 | 0.20% | 14,121 | Common | SOLE |
| 464288810 | IHI | iShares U.S. Medical Devices ETF | $1,225 | 0.19% | 25,274 | Common | SOLE |
| 445658107 | JBHT | J.B. HUNT TRANSPORT SERVICES INC | $1,218 | 0.19% | 6,462 | Common | SOLE |
| 958102105 | WDC | Western Digital Corp | $1,166 | 0.18% | 25,557 | Common | SOLE |
| G1151C101 | ACN | Accenture Plc | $1,112 | 0.17% | 3,624 | Common | SOLE |
| 74762E102 | QURE | Quanta Services Inc | $1,105 | 0.17% | 5,908 | Common | SOLE |
| 92532F100 | VRTX | VERTEX PHARMACEUTICALS INC | $1,105 | 0.17% | 3,179 | Common | SOLE |
| 174610105 | CFG | Citizens Financial Group Inc | $1,100 | 0.17% | 41,054 | Common | SOLE |
| 592688105 | MTD | METTLER-TOLEDO INTERNATIONAL INC | $1,074 | 0.17% | 970 | Common | SOLE |
| 012653101 | ALB | Albemarle Corp | $1,049 | 0.16% | 6,173 | Common | SOLE |
| 858119100 | STLD | STEEL DYNAMICS INC | $1,002 | 0.15% | 9,346 | Common | SOLE |
| 136385101 | CNQ | CANADIAN NATURAL RESOURCES LTD | $946 | 0.15% | 14,639 | Common | SOLE |
| 48666K109 | KBH | KB Home | $906 | 0.14% | 19,587 | Common | SOLE |
| 26614N102 | DD | DuPont de Nemours Inc | $902 | 0.14% | 12,106 | Common | SOLE |
| 071813109 | BAX | BAXTER INTERNATIONAL INC | $894 | 0.14% | 23,694 | Common | SOLE |
| 874039100 | TSM | Taiwan Semiconductor Manufacturing CoLtd | $893 | 0.14% | 10,279 | Common | SOLE |
| 854502101 | SWK | STANLEY BLACK & DECKER INC | $833 | 0.13% | 9,975 | Common | SOLE |
| 98956P102 | ZBH | ZIMMER BIOMET HOLDINGS INC | $817 | 0.13% | 7,282 | Common | SOLE |
| 761152107 | RMD | Resmed Inc | $787 | 0.12% | 5,328 | Common | SOLE |
| 19247G107 | COHR | Coherent Corp | $767 | 0.12% | 23,519 | Common | SOLE |
| 574599106 | MAS | MASCO CORP | $766 | 0.12% | 14,336 | Common | SOLE |
| 882681109 | TXRH | TEXAS ROADHOUSE INC | $747 | 0.11% | 7,774 | Common | SOLE |
| 053332102 | AZO | AUTOZONE INC | $739 | 0.11% | 291 | Common | SOLE |
| 384802104 | GWW | W.W. GRAINGER INC | $738 | 0.11% | 1,067 | Common | SOLE |
| 885160101 | THO | Thor Industries Inc | $730 | 0.11% | 7,682 | Common | SOLE |
| 977852102 | WOLF* | Wolfspeed Inc | $727 | 0.11% | 19,099 | Common | SOLE |
| 95082P105 | WCC | WESCO INTERNATIONAL INC | $705 | 0.11% | 4,903 | Common | SOLE |
| 861012102 | STM | STMICROELECTRONICS N.V. | $675 | 0.10% | 15,647 | Common | SOLE |
| 773903109 | ROK | Rockwell Automation Inc | $656 | 0.10% | 2,298 | Common | SOLE |
| 142339100 | CSL | CARLISLE COMPANIES INC | $634 | 0.10% | 2,446 | Common | SOLE |
| 55354G100 | MSCI | MSCI Inc | $627 | 0.10% | 1,223 | Common | SOLE |
| 00790R104 | WMS | Advanced Drainage Systems Inc | $623 | 0.10% | 5,480 | Common | SOLE |
| 78464A698 | KRE | SPDR S&P Regional Banking ETF | $596 | 0.09% | 14,292 | Common | SOLE |
| 595112103 | MU | MICRON TECHNOLOGY INC | $588 | 0.09% | 8,647 | Common | SOLE |
| 46284V101 | IRM | Iron Mountain Inc | $571 | 0.09% | 9,620 | Common | SOLE |
| 969457100 | WMB | WILLIAMS COMPANIES INC (THE) | $569 | 0.09% | 16,916 | Common | SOLE |
| N6596X109 | NXPI | NXP Semiconductors N.V. | $516 | 0.08% | 2,586 | Common | SOLE |
| 78464A797 | KBE | SPDR S&P Bank ETF | $484 | 0.07% | 13,156 | Common | SOLE |
| 89531P105 | TREX | TREX CO INC | $456 | 0.07% | 7,407 | Common | SOLE |
| 243537107 | DECK | DECKERS OUTDOOR CORP | $453 | 0.07% | 882 | Common | SOLE |
| 03076C106 | AMP | AMERIPRISE FINANCIAL INC | $425 | 0.07% | 1,291 | Common | SOLE |
| 294429105 | EFX | EQUIFAX INC | $423 | 0.07% | 2,310 | Common | SOLE |
| 833635105 | SQM | SOCIEDAD QUIMICA Y MINERA S.A. | $423 | 0.07% | 7,096 | Common | SOLE |
| 020002101 | ALL | Allstate Corp (The) | $377 | 0.06% | 3,391 | Common | SOLE |
| 192446102 | CTSH | Cognizant Technology Solutions Corp | $360 | 0.06% | 5,315 | Common | SOLE |
| 693506107 | PPG | PPG Industries Inc | $359 | 0.06% | 2,772 | Common | SOLE |
| 929740108 | WAB | Westinghouse Air Brake Technologies Corp | $357 | 0.05% | 3,364 | Common | SOLE |
| 649445103 | NYCBEUR | NEW YORK COMMUNITY BANCORP INC | $351 | 0.05% | 30,986 | Common | SOLE |
| 911363109 | URI | United Rentals Inc | $343 | 0.05% | 772 | Common | SOLE |
| 150870103 | CE | Celanese Corp | $340 | 0.05% | 2,713 | Common | SOLE |
| 14040H105 | COF | CAPITAL ONE FINANCIAL CORP | $333 | 0.05% | 3,435 | Common | SOLE |
| N53745100 | LYB | LyondellBasell Industries NV | $324 | 0.05% | 3,423 | Common | SOLE |
| 536797103 | LAD | LITHIA MOTORS INC | $302 | 0.05% | 1,024 | Common | SOLE |
| 354613101 | BEN | Franklin Resources Inc | $301 | 0.05% | 12,271 | Common | SOLE |
| 448579102 | H | Hyatt Hotels Corp | $294 | 0.05% | 2,773 | Common | SOLE |
| 084670702 | BRK/B | Berkshire Hathaway Inc Cl B | $288 | 0.04% | 824 | Common | SOLE |
| 369550108 | GD | GENERAL DYNAMICS CORP | $286 | 0.04% | 1,295 | Common | SOLE |
| 828806109 | SPG | SIMON PROPERTY GROUP INC | $266 | 0.04% | 2,469 | Common | SOLE |
| 84265V105 | SCCO | SOUTHERN COPPER CORP | $260 | 0.04% | 3,464 | Common | SOLE |
| 989207105 | ZBRA | ZEBRA TECHNOLOGIES CORP | $239 | 0.04% | 1,011 | Common | SOLE |
| 22822V101 | CCI | Crown Castle Inc | $220 | 0.03% | 2,401 | Common | SOLE |
| 66987V109 | NVS | NOVARTIS AG | $216 | 0.03% | 2,124 | Common | SOLE |
| 90384S303 | ULTA | Ulta Beauty Inc | $210 | 0.03% | 526 | Common | SOLE |
| 82968B103 | SIRIEUR | SIRIUS XM HOLDINGS INC | $139 | 0.02% | 30,865 | Common | SOLE |
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.