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Quantitative Investment Management, LLC

Q1 2024 · 13F-HR

Quantitative Investment Management, LLCholdings as filed

Filed 2024-05-15 · accession 0001445911-24-000003

$1.7M
Reported value
228
Positions
2024-03-31
Period end
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Holdings as filed

CUSIPTickerIssuerValue% port.SharesClassVoting
78462F103SPYSPDR S&P 500 ETF$663,41839.1%1,268,316CommonSOLE
78463V107GLDSPDR Gold Trust$48,8762.88%237,586CommonSOLE
81369Y506XLESPDR Energy Select Sector Fund$36,2392.13%383,850CommonSOLE
723787107PXDEURPioneer Natural Resources Co$35,4222.09%134,942CommonSOLE
097023105BABOEING CO (THE)$26,1541.54%135,523CommonSOLE
713448108PEPPepsico Inc$25,6881.51%146,782CommonSOLE
20825C104COPCONOCOPHILLIPS$25,2181.49%198,134CommonSOLE
78468R556XOPSPDR S&P Oil & Gas Exploration & Product$22,1541.30%143,000CommonSOLE
244199105DEDeere & Co$20,4111.20%49,695CommonSOLE
02209S103MOAltria Group$18,8041.11%431,101CommonSOLE
717081103PFEPfizer Inc$18,1411.07%653,742CommonSOLE
68389X105ORCLOracle Corp$17,5731.04%139,902CommonSOLE
02079K305GOOGLAlphabet Inc A$17,3901.02%115,219CommonSOLE
191216100KOCOCA-COLA CO (THE)$15,8290.93%258,730CommonSOLE
G54950103LINLinde PLC$15,1700.89%32,673CommonSOLE
26875P101EOGEOG RESOURCES INC$14,6980.87%114,974CommonSOLE
91913Y100VLOValero Energy Corp$12,7940.75%74,960CommonSOLE
78464A755XMESPDR S&P Metals & Mining ETF$12,4470.73%206,491CommonSOLE
35671D857FCXFREEPORT-MCMORAN INC$12,4270.73%264,308CommonSOLE
17275R102CSCOCisco Systems Inc$12,3080.72%246,620CommonSOLE
444859102HUMHumana Inc$12,2170.72%35,238CommonSOLE
806857108SLBSCHLUMBERGER N.V.$11,6940.69%213,357CommonSOLE
25179M103DVNDEVON ENERGY CORP$11,2340.66%223,886CommonSOLE
808513105SCHWTHE CHARLES SCHWAB CORP$11,2020.66%154,865CommonSOLE
46428Q109SLVISHARES SILVER TRUST$11,0990.65%487,883CommonSOLE
31428X106FDXFedEx Corp$10,8400.64%37,413CommonSOLE
42809H107HESHess Corp$10,2700.60%67,288CommonSOLE
478160104JNJJohnson & Johnson$10,1390.60%64,099CommonSOLE
539830109LMTLockheed Martin Corp$9,5340.56%20,962CommonSOLE
617446448MSMORGAN STANLEY COM NEW$9,5040.56%100,935CommonSOLE
718172109PMPhilip Morris International Inc$9,1630.54%100,016CommonSOLE
92532F100VRTXVERTEX PHARMACEUTICALS INC$8,6920.51%20,794CommonSOLE
969457100WMBWILLIAMS COMPANIES INC (THE)$8,4940.50%217,971CommonSOLE
872540109TJXTJX COMPANIES INC (THE)$8,3960.49%82,791CommonSOLE
56585A102MPCMarathon Petroleum Corp$8,3370.49%41,377CommonSOLE
166764100CVXCHEVRON CORP$8,2280.48%52,168CommonSOLE
25278X109FANGDiamondback Energy Inc$8,0300.47%40,521CommonSOLE
126650100CVSCvs Health Corp$7,9440.47%99,608CommonSOLE
92189F106GDXVanEck Gold Miners ETF$7,8770.46%249,141CommonSOLE
G5960L103MDTMedtronic Plc$7,8600.46%90,190CommonSOLE
70450Y103PYPLPayPal Holdings Inc$7,7270.46%115,347CommonSOLE
81369Y407XLYConsumer Discretionary Select Sector SPD$7,7230.45%42,002CommonSOLE
78409V104SPGIS&P GLOBAL INC$7,6700.45%18,029CommonSOLE
21036P108STZCONSTELLATION BRANDS INC-A$7,5690.45%27,855CommonSOLE
75886F107REGNREGENERON PHARMACEUTICALS INC$7,3560.43%7,643CommonSOLE
406216101HALHalliburton Co$7,2370.43%183,590CommonSOLE
65339F101NEENEXTERA ENERGY INC COM$7,1890.42%112,496CommonSOLE
501044101KRKroger Co (The)$7,0350.41%123,150CommonSOLE
654106103NKENIKE INC$6,9430.41%73,885CommonSOLE
49456B101KMIKinder Morgan Inc$6,6910.39%364,866CommonSOLE
075887109BDXBECTON DICKINSON AND CO$6,5890.39%26,630CommonSOLE
438516106HONHoneywell International Inc$6,5070.38%31,707CommonSOLE
38141G104GSGOLDMAN SACHS GROUP INC (THE)$6,4740.38%15,501CommonSOLE
247361702DALDelta Air Lines Inc$6,3310.37%132,259CommonSOLE
15118V207CELHCelsius Holdings$6,3280.37%76,324CommonSOLE
609207105MDLZMONDELEZ INTERNATIONAL INC$6,1310.36%87,588CommonSOLE
N53745100LYBLyondellBasell Industries NV$5,9400.35%58,084CommonSOLE
878742204TECKTeck Resources Ltd$5,7870.34%126,418CommonSOLE
780259305SHELShell PLC$5,6530.33%84,335CommonSOLE
552953101MGMMGM RESORTS INTERNATIONAL$5,5130.32%116,786CommonSOLE
G1151C101ACNAccenture Plc$5,3050.31%15,308CommonSOLE
494368103KMBKIMBERLY-CLARK CORP$5,1830.31%40,077CommonSOLE
046353108AZNNAstrazeneca PLC$4,8440.29%71,505CommonSOLE
61174X109MNSTMONSTER BEVERAGE CORP$4,7110.28%79,484CommonSOLE
278642103EBAYeBay Inc$4,6760.28%88,611CommonSOLE
857477103STTState Street Corp$4,6270.27%59,854CommonSOLE
055622104BPBP P.L.C.$4,6230.27%122,696CommonSOLE
09062X103BIIBBiogen Inc$4,6080.27%21,371CommonSOLE
136385101CNQCANADIAN NATURAL RESOURCES LTD$4,5480.27%59,596CommonSOLE
697435105PANWPALO ALTO NETWORKS INC$4,4810.26%15,772CommonSOLE
69331C108PCGPG&E Corp$4,2530.25%253,790CommonSOLE
127097103CTRACoterra Energy Inc$4,1890.25%150,262CommonSOLE
G87110105FTITechnipFMC plc Ordinary Share$4,1740.25%166,268CommonSOLE
09857L108BKNGBooking Holdings Inc$4,1140.24%1,134CommonSOLE
931427108WFCWALGREENS BOOTS ALLIANCE INC$4,0740.24%187,836CommonSOLE
500754106KHCThe Kraft Heinz Co$3,9200.23%106,255CommonSOLE
370334104GISGENERAL MILLS INC$3,8810.23%55,478CommonSOLE
580135101MCDMCDONALD'S CORP$3,8060.22%13,500CommonSOLE
70432V102PAYCPaycom Software Inc$3,7620.22%18,906CommonSOLE
053015103ADPAUTOMATIC DATA PROCESSING INC$3,7560.22%15,040CommonSOLE
78464A698KRESPDR S&P Regional Banking ETF$3,6460.21%72,519CommonSOLE
16119P108CHTRCharter Communications Inc$3,6330.21%12,501CommonSOLE
26922A842JETSU.S. Global Jets ETF$3,6200.21%172,305CommonSOLE
125269100CFCF INDUSTRIES HOLDINGS INC$3,5020.21%42,097CommonSOLE
571748102MRSHMARSH & MCLENNAN COMPANIES INC$3,4300.20%16,655CommonSOLE
92204A306VDEVanguard Energy ETF$3,4210.20%25,977CommonSOLE
G6095L109Aptiv PLC$3,3940.20%42,612CommonSOLE
855244109SBUXStarbucks Corp$3,3320.20%36,461CommonSOLE
40434L105HPQHP Inc$3,3270.20%110,106CommonSOLE
452308109ITWILLINOIS TOOL WORKS INC$3,2430.19%12,089CommonSOLE
00287Y109ABBVAbbVie Inc$3,1410.19%17,249CommonSOLE
666807102NOCNorthrop Grumman Corp$3,1160.18%6,511CommonSOLE
126408103CSXCSX Corp$3,0350.18%81,881CommonSOLE
922908553VNQVanguard Real Estate ETF$3,0250.18%34,985CommonSOLE
345370860FFord Motor Co$2,9630.17%223,183CommonSOLE
036752103ELVElevance Health Inc$2,9620.17%5,713CommonSOLE
46435G334EWUiShares MSCI United Kingdom Etf$2,9150.17%85,233CommonSOLE
364760108GAPGAP INC (THE)$2,9100.17%105,639CommonSOLE
464286822EWWiShares MSCI Mexico ETF$2,8900.17%41,700CommonSOLE
464287739IYRISHARES U.S. REAL ESTATE ETF$2,8760.17%31,997CommonSOLE
92189H607OIHVanEck Oil Services ETF$2,6930.16%8,009CommonSOLE
375558103GILDGILEAD SCIENCES INC$2,6200.15%35,780CommonSOLE
693506107PPGPPG Industries Inc$2,5420.15%17,546CommonSOLE
92189F791GDXJVanEck Junior Gold Miners ETF$2,5230.15%65,143CommonSOLE
98956P102ZBHZIMMER BIOMET HOLDINGS INC$2,4580.14%18,627CommonSOLE
252131107DXCMDexCom Inc$2,4380.14%17,581CommonSOLE
620076307MSIMotorola Solutions Inc$2,3060.14%6,498CommonSOLE
845467109SWN1EURSOUTHWESTERN ENERGY CO$2,2970.14%303,100CommonSOLE
26441C204DUKDuke Energy Corp$2,2960.14%23,746CommonSOLE
459506101IFFINTERNATIONAL FLAVORS & FRAGRANCES INC$2,2850.13%26,575CommonSOLE
00724F101ADBEAdobe Inc$2,2380.13%4,436CommonSOLE
910047109UALUnited Airlines Holdings Inc$2,2300.13%46,585CommonSOLE
704326107PAYXPaychex Inc$2,2290.13%18,158CommonSOLE
465562106ITUBITAU UNIBANCO BANCO HOLDING SA$2,2140.13%319,599CommonSOLE
22160N109CSGPCoStar Group Inc$2,1990.13%22,766CommonSOLE
464288877EFViShares MSCI EAFE Value ETF$2,1240.13%39,049CommonSOLE
756109104ORealty Income Corp$2,1140.12%39,094CommonSOLE
89832Q109TFCTruist Financial Corp$2,0520.12%52,655CommonSOLE
576485205MTDRMatador Resources Co$2,0480.12%30,675CommonSOLE
12572Q105CMECME Group Inc$2,0260.12%9,411CommonSOLE
872590104TMUST-Mobile US Inc$2,0030.12%12,272CommonSOLE
867224107SUSUNCOR ENERGY INC$1,9920.12%53,995CommonSOLE
670346105NUENucor Corp$1,9650.12%9,930CommonSOLE
47215P106JDJD.com Inc$1,9550.12%71,386CommonSOLE
934423104WBDWarner Bros Disc Inc$1,9440.11%222,712CommonSOLE
217204106CPRTCopart Inc$1,8440.11%31,840CommonSOLE
031162100AMGNAMGEN INC$1,8330.11%6,450CommonSOLE
50540R409LSILaboratory Corp of America Holdings$1,8310.11%8,384CommonSOLE
776696106ROPRoper Technologies Inc$1,7950.11%3,201CommonSOLE
464288224ICLNiShares S&P Global Clean Energy Index Fd$1,7800.10%127,365CommonSOLE
84265V105SCCOSOUTHERN COPPER CORP$1,7470.10%16,410CommonSOLE
458140100INTCIntel Corp$1,7420.10%39,442CommonSOLE
7591EP100RFREGIONS FINANCIAL CORP$1,7380.10%82,606CommonSOLE
233051879ASHRXtrackers Harvest CSI 300 China A-Shares$1,6900.10%70,242CommonSOLE
595112103MUMICRON TECHNOLOGY INC$1,6820.10%14,268CommonSOLE
75281A109RRCRange Resources Corp$1,6800.10%48,796CommonSOLE
008474108AEMAGNICO EAGLE MINES LTD$1,6710.10%28,021CommonSOLE
963320106WHRWHIRLPOOL CORP$1,6500.10%13,797CommonSOLE
49338L103KEYSKeysight Technologies Inc$1,6500.10%10,554CommonSOLE
30212P303EXPEExpedia Group Inc$1,5920.09%11,563CommonSOLE
682680103OKEONEOK Inc$1,5550.09%19,408CommonSOLE
15135B101CNCCentene Corp$1,5210.09%19,382CommonSOLE
403949100DINOHF Sinclair Corp$1,5140.09%25,080CommonSOLE
74251V102PFGPRINCIPAL FINANCIAL GROUP INC$1,5080.09%17,475CommonSOLE
69318G106PBFPBF Energy Inc$1,4680.09%25,514CommonSOLE
858119100STLDSTEEL DYNAMICS INC$1,4330.08%9,670CommonSOLE
538034109LYVLive Nation Entertainment Inc$1,3980.08%13,222CommonSOLE
69047Q102OVVOvintiv Inc$1,3800.08%26,597CommonSOLE
72919P202PLUGPLUG POWER INC$1,3400.08%389,584CommonSOLE
842587107SOSOUTHERN CO (THE)$1,3040.08%18,178CommonSOLE
45104G104IBNICICI BANK LTD$1,2630.07%47,852CommonSOLE
83417M104SEDGSOLAREDGE TECHNOLOGIES INC$1,2270.07%17,287CommonSOLE
049468101TEAMAtlassian Corporation PLC$1,2190.07%6,252CommonSOLE
368736104GNRCGenerac Holdlings Inc$1,2140.07%9,628CommonSOLE
690742101OCOWENS CORNING NEW COM$1,1990.07%7,194CommonSOLE
64110D104NTAPNetApp Inc$1,1890.07%11,332CommonSOLE
615369105MCOMOODY'S CORP$1,1750.07%2,990CommonSOLE
78454L100SMSm Energy Co$1,1700.07%23,483CommonSOLE
05329W102ANAutoNation Inc$1,1040.07%6,669CommonSOLE
464287796IYEISHARES U.S. ENERGY ETF$1,0960.06%22,195CommonSOLE
17888H103CIVICivitas Resources Inc$1,0930.06%14,406CommonSOLE
92345Y106VRSKVerisk Analytics Inc$1,0850.06%4,605CommonSOLE
302130109EXPDExpeditors Intl of WA Inc$1,0170.06%8,373CommonSOLE
49271V100KDPKeurig Dr Pepper Inc$9610.06%31,342CommonSOLE
500255104KSSKOHL'S CORP$9550.06%32,775CommonSOLE
H84989104TEL1USDTE Connectivity Ltd$9480.06%6,529CommonSOLE
942622200WSOWatsco Inc Cl A$9440.06%2,186CommonSOLE
445658107JBHTJ.B. HUNT TRANSPORT SERVICES INC$9040.05%4,540CommonSOLE
009158106APDAIR PRODUCTS AND CHEMICALS INC$8350.05%3,448CommonSOLE
110122108BMYBRISTOL-MYERS SQUIBB CO$8330.05%15,364CommonSOLE
816851109SRESEMPRA$8300.05%11,561CommonSOLE
464287879IJSISHARES S&P SMALLCAP 600 VALUE ETF$8190.05%7,974CommonSOLE
89677Q107TCOMTrip.com Group Ltd$8090.05%18,439CommonSOLE
00130H105AESTHE AES CORP$8030.05%44,840CommonSOLE
185899101CLFCleveland-Cliffs Inc$7940.05%34,924CommonSOLE
V7780T103RCLRoyal Caribbean Cruises Ltd$7800.05%5,617CommonSOLE
427866108HSYHERSHEY CO (THE)$7780.05%4,002CommonSOLE
92556V106VTRSViatris Inc$7610.04%63,783CommonSOLE
631103108NDAQNasdaq Inc$7580.04%12,020CommonSOLE
565849106MRO*MARATHON OIL CORP$7540.04%26,628CommonSOLE
02376R102AALAmerican Airlines Group Inc$7400.04%48,236CommonSOLE
30063P105EXKEXACT Sciences Corp$7380.04%10,687CommonSOLE
00971T101AKAMAKAMAI TECHNOLOGIES INC$7340.04%6,751CommonSOLE
66987V109NVSNOVARTIS AG$7300.04%7,557CommonSOLE
31946M103FCNCAFIRST CITIZENS BANCSHARES INC$7250.04%444CommonSOLE
456788108INFYInfosys Ltd$7230.04%40,361CommonSOLE
464287390ILFiShares Latin America 40 ETF$7020.04%24,717CommonSOLE
38059T106GFIGOLD FIELDS LTD$6830.04%43,020CommonSOLE
460690100IPGInterpublic Group of Companies Inc (The)$6790.04%20,820CommonSOLE
536797103LADLITHIA MOTORS INC$6600.04%2,197CommonSOLE
12769G100CZRCaesars Entertainment Inc$6560.04%15,009CommonSOLE
55354G100MSCIMSCI Inc$6430.04%1,149CommonSOLE
854502101SWKSTANLEY BLACK & DECKER INC$6400.04%6,541CommonSOLE
902494103TSNTYSON FOODS INC$6070.04%10,348CommonSOLE
011659109ALKALASKA AIR GROUP INC$6050.04%14,080CommonSOLE
03662Q105AKXAnsys Inc$6040.04%1,740CommonSOLE
773903109ROKRockwell Automation Inc$5990.04%2,057CommonSOLE
88579Y101MMM3M CO$5880.03%5,548CommonSOLE
29250N105ENBEnbridge Inc$5820.03%16,106CommonSOLE
209115104EDConsolidated Edison Inc$5680.03%6,257CommonSOLE
086516101BBYBest Buy Co. Inc$5660.03%6,907CommonSOLE
46138G706TANInvesco Solar ETF$5410.03%11,940CommonSOLE
754730109RJFRAYMOND JAMES FINANCIAL INC$5410.03%4,220CommonSOLE
200340107CMAComerica Inc$5360.03%9,754CommonSOLE
988498101YUMYUM! BRANDS INC$5330.03%3,850CommonSOLE
83088M102SWKSSKYWORKS SOLUTIONS INC$5260.03%4,860CommonSOLE
337932107FEFirstEnergy Corp$5200.03%13,477CommonSOLE
02043Q107ALNYALNYLAM PHARMACEUTICALS INC$5180.03%3,469CommonSOLE
74967X103RHRH Common Stock$5100.03%1,467CommonSOLE
237194105DRIDARDEN RESTAURANTS INC$5090.03%3,046CommonSOLE
957638109WALWESTERN ALLIANCE BANCORPORATION$5040.03%7,864CommonSOLE
012653101ALBAlbemarle Corp$4540.03%3,447CommonSOLE
74460D109PSAPUBLIC STORAGE COM$4160.02%1,437CommonSOLE
192446102CTSHCognizant Technology Solutions Corp$3890.02%5,313CommonSOLE
977852102WOLF*Wolfspeed Inc$3600.02%12,208CommonSOLE
918204108VFCV.F. CORP$3580.02%23,397CommonSOLE
830566105SKAASKECHERS U.S.A. INC$3480.02%5,688CommonSOLE
880770102TERTeradyne Inc$3290.02%2,921CommonSOLE
626755102MUSAMurphy Usa Inc$3180.02%760CommonSOLE
101121101BXPBoston Properties Inc$3130.02%4,799CommonSOLE
962166104WYWeyerhaeuser Co$2820.02%7,877CommonSOLE
50212V100LPLALPL Financial Holdings Inc$2790.02%1,059CommonSOLE
42824C109HPEHewlett Packard Enterprise Co$2480.01%14,035CommonSOLE
452327109ILMNILLUMINA INC$2380.01%1,735CommonSOLE
45784P101PODDInsulet Corp$2200.01%1,288CommonSOLE
14149Y108CAHCardinal Health Inc$2110.01%1,892CommonSOLE
G491BT108IVZINVESCO PLC$1850.01%11,189CommonSOLE
92556H2060VVBParamount Global B$1250.01%10,647CommonSOLE

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.