13F HOLDINGS REPORT
Quantitative Investment Management, LLC
Quarter ended Q1 2023 · Filed February 14, 2023 · Accession 0001445911-23-000002
Total Value
$526,025
Positions
206
Other Managers
0
Confidential Omitted
No
Holdings (206)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | SPDR S&P Financial ETF | 81369Y605 | 1,001,957 | $34,266 | 6.52% |
| 2 | Tesla Inc | TSLA | 223,973 | $27,588 | 5.25% |
| 3 | SPDR S&P Industrial ETF | 81369Y704 | 211,639 | $20,785 | 3.95% |
| 4 | Amazon.com Inc | AMZN | 245,332 | $20,607 | 3.92% |
| 5 | Alphabet Inc A | GOOG | 225,923 | $19,933 | 3.79% |
| 6 | MATERIALS SELECT SECTOR SPDR | 81369Y100 | 256,128 | $19,896 | 3.78% |
| 7 | AMGEN INC | AMGN | 73,279 | $19,245 | 3.66% |
| 8 | Consumer Discretionary Select Sector SPD | 81369Y407 | 136,908 | $17,683 | 3.36% |
| 9 | VanEck Semiconductor ETF | 92189F676 | 78,591 | $15,949 | 3.03% |
| 10 | SPDR S&P Technology ETF | 81369Y803 | 89,382 | $11,122 | 2.11% |
| 11 | ISHARES U.S. REAL ESTATE ETF | 464287739 | 127,870 | $10,765 | 2.05% |
| 12 | Walmart Inc | WMT | 72,428 | $10,269 | 1.95% |
| 13 | Vanguard FTSE Emerging Markets ETF | 922042858 | 236,787 | $9,229 | 1.75% |
| 14 | Vanguard Real Estate ETF | 922908553 | 108,934 | $8,984 | 1.71% |
| 15 | Taiwan Semiconductor Manufacturing CoLtd | 874039100 | 115,738 | $8,621 | 1.64% |
| 16 | VERIZON COMMUNICATIONS INC | VZ | 187,232 | $7,376 | 1.40% |
| 17 | J P MORGAN CHASE & CO | VYLD | 52,675 | $7,063 | 1.34% |
| 18 | iShares MSCI Taiwan ETF | 46434G772 | 169,764 | $6,817 | 1.30% |
| 19 | ISHARES MSCI JAPAN INDEX FUND | 46434G822 | 124,455 | $6,775 | 1.29% |
| 20 | GOLDMAN SACHS GROUP INC (THE) | GSCE | 19,634 | $6,741 | 1.28% |
| 21 | iShares Semiconductor ETF | 464287523 | 18,548 | $6,454 | 1.23% |
| 22 | General Electric Co | 369604301 | 76,984 | $6,450 | 1.23% |
| 23 | SPDR S&P Retail ETF | 78464A714 | 104,454 | $6,314 | 1.20% |
| 24 | Intel Corp | INTC | 230,544 | $6,093 | 1.16% |
| 25 | Vanguard FTSE Developed Markets ETF | 921943858 | 136,350 | $5,722 | 1.09% |
| 26 | Meta Platforms Inc | META | 38,145 | $4,590 | 0.87% |
| 27 | WALGREENS BOOTS ALLIANCE INC | 931427108 | 121,014 | $4,521 | 0.86% |
| 28 | International Business Machines Corp | INTR | 31,807 | $4,481 | 0.85% |
| 29 | iShares MSCI Mexico ETF | 464286822 | 83,457 | $4,126 | 0.78% |
| 30 | 3M CO | MMM | 31,944 | $3,830 | 0.73% |
| 31 | Honeywell International Inc | 438516106 | 15,871 | $3,401 | 0.65% |
| 32 | Diamondback Energy Inc | FANG | 24,821 | $3,395 | 0.65% |
| 33 | SPDR S&P Metals & Mining ETF | 78464A755 | 67,598 | $3,367 | 0.64% |
| 34 | Cisco Systems Inc | CSCO | 67,149 | $3,198 | 0.61% |
| 35 | ISHARES MSCI CANADA INDEX FUND | 464286509 | 93,879 | $3,072 | 0.58% |
| 36 | VanEck Junior Gold Miners ETF | 92189F791 | 85,788 | $3,058 | 0.58% |
| 37 | Biogen Inc | BIIB | 10,611 | $2,938 | 0.56% |
| 38 | Applied Materials Inc | 038222105 | 30,056 | $2,926 | 0.56% |
| 39 | LAM RESEARCH CORP | LRCX | 6,831 | $2,871 | 0.55% |
| 40 | U.S. Global Jets ETF | 26922A842 | 165,090 | $2,819 | 0.54% |
| 41 | WALT DISNEY CO (THE) | 254687106 | 32,400 | $2,814 | 0.54% |
| 42 | Charter Communications Inc | 16119P108 | 8,197 | $2,779 | 0.53% |
| 43 | TEXAS INSTRUMENTS INC | 882508104 | 16,290 | $2,691 | 0.51% |
| 44 | AT&T Inc | T-PC | 143,121 | $2,634 | 0.50% |
| 45 | Phillips 66 | PSX | 24,188 | $2,517 | 0.48% |
| 46 | Generac Holdlings Inc | GNRC | 24,878 | $2,504 | 0.48% |
| 47 | Vanguard Information Tech ETF - DNQ | 92204A702 | 7,525 | $2,403 | 0.46% |
| 48 | BioMarin Pharmaceutical Inc | BMRN | 23,163 | $2,397 | 0.46% |
| 49 | Vanguard FTSE All World Ex US ETF | 922042775 | 45,753 | $2,294 | 0.44% |
| 50 | S&P GLOBAL INC | SPGI | 6,825 | $2,285 | 0.43% |
| 51 | Albemarle Corp | ALB-PA | 10,298 | $2,233 | 0.42% |
| 52 | Carnival Corp | CUKPF | 275,545 | $2,220 | 0.42% |
| 53 | UNITED STATES STEEL CORP | UNTCW | 88,450 | $2,215 | 0.42% |
| 54 | U.S. BANCORP | USB-PS | 49,317 | $2,150 | 0.41% |
| 55 | Best Buy Co. Inc | BBY | 26,775 | $2,147 | 0.41% |
| 56 | METLIFE INC | MET-PF | 29,146 | $2,109 | 0.40% |
| 57 | ISHARES MSCI AUSTRALIA INDEX FUND | 464286103 | 89,083 | $1,980 | 0.38% |
| 58 | iShares MSCI Eurozone ETF | 464286608 | 49,209 | $1,942 | 0.37% |
| 59 | iShares MSCI South Korea ETF | 464286772 | 32,796 | $1,852 | 0.35% |
| 60 | Linde PLC | LIN | 5,642 | $1,840 | 0.35% |
| 61 | Medtronic Plc | MDT | 23,321 | $1,812 | 0.34% |
| 62 | Schwab International Equity ETF | 808524805 | 55,824 | $1,798 | 0.34% |
| 63 | Qualcomm Inc | QCOM | 16,302 | $1,792 | 0.34% |
| 64 | Zoetis Inc | ZTS | 12,192 | $1,786 | 0.34% |
| 65 | Ishr S&P Gs Sftw | 464287515 | 6,663 | $1,704 | 0.32% |
| 66 | SIGNATURE BANK | 82669G104 | 14,001 | $1,613 | 0.31% |
| 67 | MICROCHIP TECHNOLOGY INC | MCHPP | 22,866 | $1,606 | 0.31% |
| 68 | ISHARES MSCI GERMANY INDEX FUND | 464286806 | 64,416 | $1,593 | 0.30% |
| 69 | BAXTER INTERNATIONAL INC | 071813109 | 30,674 | $1,563 | 0.30% |
| 70 | EQUINIX INC | EQIX | 2,336 | $1,530 | 0.29% |
| 71 | SPDR DJ EURO STOXX 50 ETF | 78463X202 | 39,337 | $1,522 | 0.29% |
| 72 | iShares US Transportation ETF | 464287192 | 6,812 | $1,454 | 0.28% |
| 73 | Aptiv PLC | APTV | 15,518 | $1,445 | 0.27% |
| 74 | ASML HOLDING N.V. | ASMLF | 2,630 | $1,437 | 0.27% |
| 75 | Paramount Global B | 92556H206 | 84,829 | $1,431 | 0.27% |
| 76 | Vanguard FTSEEuropean ETF | 922042874 | 25,448 | $1,410 | 0.27% |
| 77 | SVB FINANCIAL GROUP | 78486Q101 | 6,039 | $1,389 | 0.26% |
| 78 | Synchrony Financial | SYF-PB | 41,043 | $1,348 | 0.26% |
| 79 | iShares MSCI ACWI ex US Index Fund | 464288240 | 29,367 | $1,336 | 0.25% |
| 80 | GAP INC (THE) | GAP | 117,817 | $1,328 | 0.25% |
| 81 | Norwegian Cruise Line Holdings Ltd | NCLH | 107,676 | $1,317 | 0.25% |
| 82 | GERDAU S.A. | GGB | 237,791 | $1,317 | 0.25% |
| 83 | Johnson Controls Inc | G51502105 | 20,406 | $1,305 | 0.25% |
| 84 | Ally Financial Inc | 02005N100 | 51,243 | $1,252 | 0.24% |
| 85 | CHEVRON CORP | CVX | 6,937 | $1,245 | 0.24% |
| 86 | Ulta Beauty Inc | ULTA | 2,646 | $1,241 | 0.24% |
| 87 | Invesco KBW Bank ETF | IVZ | 23,892 | $1,233 | 0.23% |
| 88 | American Eagle Outfitters Inc | AEO | 84,655 | $1,181 | 0.22% |
| 89 | PARKER-HANNIFIN CORP | PH | 4,039 | $1,175 | 0.22% |
| 90 | Booking Holdings Inc | BKNG | 582 | $1,172 | 0.22% |
| 91 | EDWARDS LIFESCIENCES CORP | EW | 14,572 | $1,087 | 0.21% |
| 92 | Incyte Corp | INCY | 13,438 | $1,079 | 0.21% |
| 93 | CenturyLink Inc | LUMN | 206,751 | $1,079 | 0.21% |
| 94 | EATON CORP PLC | ETN | 6,763 | $1,061 | 0.20% |
| 95 | Vanguard Financials ETF - DNQ | 92204A405 | 12,625 | $1,044 | 0.20% |
| 96 | PRUDENTIAL FINANCIAL INC | PUKPF | 10,440 | $1,038 | 0.20% |
| 97 | SHERWIN-WILLIAMS CO (THE) | SHW | 4,353 | $1,033 | 0.20% |
| 98 | AVALONBAY COMMUNITIES INC | AWX | 6,339 | $1,023 | 0.19% |
| 99 | Ball Corp | BALL | 19,469 | $995 | 0.19% |
| 100 | DIGITAL RLTY TR INC COM | 253868103 | 9,905 | $993 | 0.19% |
| 101 | VanEck Oil Services ETF | 92189H607 | 3,246 | $986 | 0.19% |
| 102 | DOMINO'S PIZZA INC | DPZ | 2,833 | $981 | 0.19% |
| 103 | Capri Holdings Ltd | CPRI | 17,051 | $977 | 0.19% |
| 104 | WYNN RESORTS LTD | WYNN | 11,825 | $975 | 0.19% |
| 105 | iShares MSCI EAFE Small-Cap ETF | 464288273 | 17,137 | $967 | 0.18% |
| 106 | Nov Inc | NOV | 46,201 | $965 | 0.18% |
| 107 | Royal Caribbean Cruises Ltd | V7780T103 | 18,748 | $926 | 0.18% |
| 108 | HARLEY-DAVIDSON INC | HOG | 21,619 | $899 | 0.17% |
| 109 | SPDR S&P Bank ETF | 78464A797 | 19,864 | $896 | 0.17% |
| 110 | DuPont de Nemours Inc | DD | 12,948 | $888 | 0.17% |
| 111 | ISHARES S&P SMALLCAP 600 VALUE ETF | 464287879 | 9,706 | $886 | 0.17% |
| 112 | Entegris Inc | ENTG | 13,353 | $875 | 0.17% |
| 113 | V.F. CORP | VFC | 30,916 | $853 | 0.16% |
| 114 | ILLINOIS TOOL WORKS INC | 452308109 | 3,802 | $837 | 0.16% |
| 115 | Wolfspeed Inc | WOLF | 11,863 | $819 | 0.16% |
| 116 | First Republic Bank | 33616C100 | 6,619 | $806 | 0.15% |
| 117 | Axon Enterprise Inc | AXON | 4,829 | $801 | 0.15% |
| 118 | Ralph Lauren Corp | RL | 7,387 | $780 | 0.15% |
| 119 | Fidelity National Information Services | 31620M106 | 11,332 | $768 | 0.15% |
| 120 | Cleveland-Cliffs Inc | CLF | 47,349 | $762 | 0.14% |
| 121 | KLA Corp | KLAC | 1,979 | $746 | 0.14% |
| 122 | CAPITAL ONE FINANCIAL CORP | 14040H105 | 7,750 | $720 | 0.14% |
| 123 | Trane Technologies Plc | TT | 4,283 | $719 | 0.14% |
| 124 | SAREPTA THERAPEUTICS INC | SRPT | 5,510 | $713 | 0.14% |
| 125 | Expeditors International of Washington | 302130109 | 6,805 | $707 | 0.13% |
| 126 | PPG Industries Inc | 693506107 | 5,503 | $691 | 0.13% |
| 127 | Iqvia Holdings Inc | IQV | 3,159 | $647 | 0.12% |
| 128 | NXP Semiconductors N.V. | NXPI | 4,076 | $644 | 0.12% |
| 129 | AMERIPRISE FINANCIAL INC | 03076C106 | 2,025 | $630 | 0.12% |
| 130 | ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH | ARCXF | 23,646 | $619 | 0.12% |
| 131 | Baker Hughes Co | BKR | 20,730 | $612 | 0.12% |
| 132 | CLOROX CO (THE) | CLX | 4,322 | $606 | 0.12% |
| 133 | NORFOLK SOUTHERN CORP | 655844108 | 2,403 | $592 | 0.11% |
| 134 | Global X Lithium & Battery Tech ETF | 37954Y855 | 10,073 | $590 | 0.11% |
| 135 | XPO Inc | XPO | 17,669 | $588 | 0.11% |
| 136 | Vanguard Energy ETF | 92204A306 | 4,617 | $559 | 0.11% |
| 137 | Viatris Inc | VTRS | 49,799 | $554 | 0.11% |
| 138 | Vmware Inc | 928563402 | 4,510 | $553 | 0.11% |
| 139 | Neurocrine Biosciences Inc | NBIX | 4,604 | $549 | 0.10% |
| 140 | PBF Energy Inc | PBF | 13,409 | $546 | 0.10% |
| 141 | PACCAR Inc | PCAR | 5,404 | $534 | 0.10% |
| 142 | BORGWARNER INC | BWA | 12,954 | $521 | 0.10% |
| 143 | W.W. GRAINGER INC | 384802104 | 937 | $521 | 0.10% |
| 144 | BED BATH & BEYOND INC | BBBY-WT | 206,932 | $519 | 0.10% |
| 145 | Cognizant Technology Solutions Corp | CTSH | 8,996 | $514 | 0.10% |
| 146 | Discover Financial Services | 254709108 | 4,999 | $489 | 0.09% |
| 147 | Welltower Inc | WELL | 7,436 | $487 | 0.09% |
| 148 | United Airlines Holdings Inc | UNTCW | 12,803 | $482 | 0.09% |
| 149 | CarMax Inc | KMX | 7,708 | $469 | 0.09% |
| 150 | iShares MSCI India | 46429B598 | 11,056 | $461 | 0.09% |
| 151 | Citizens Financial Group Inc | CIA | 11,614 | $457 | 0.09% |
| 152 | Truist Financial Corp | 89832Q109 | 10,601 | $456 | 0.09% |
| 153 | PRINCIPAL FINANCIAL GROUP INC | PFG | 5,428 | $455 | 0.09% |
| 154 | TYSON FOODS INC | TSN | 7,222 | $449 | 0.09% |
| 155 | MOODY'S CORP | MCO | 1,607 | $447 | 0.08% |
| 156 | Teradyne Inc | TER | 5,091 | $444 | 0.08% |
| 157 | LATTICE SEMICONDUCTOR CORP | LSCC | 6,745 | $437 | 0.08% |
| 158 | iShares MSCI United Kingdom Etf | 46435G334 | 14,271 | $437 | 0.08% |
| 159 | iShares MSCI All Cntry Asia Ex Japan | 464288182 | 6,638 | $430 | 0.08% |
| 160 | Roper Technologies Inc | ROP | 969 | $418 | 0.08% |
| 161 | CHECK POINT SOFTWARE TECHNOLOGIES LTD | M22465104 | 3,215 | $405 | 0.08% |
| 162 | Intercontinental Exchange Inc | 45866F104 | 3,843 | $394 | 0.07% |
| 163 | CUMMINS INC | CMI | 1,611 | $390 | 0.07% |
| 164 | Olin Corp | OLN | 6,965 | $368 | 0.07% |
| 165 | Live Nation Entertainment Inc | LYV | 5,099 | $355 | 0.07% |
| 166 | Laboratory Corp of America Holdings | 50540R409 | 1,492 | $351 | 0.07% |
| 167 | EXTRA SPACE STORAGE INC | EXR | 2,371 | $348 | 0.07% |
| 168 | VULCAN MATERIALS CO | 929160109 | 1,960 | $343 | 0.07% |
| 169 | Xtrackers Harvest CSI 300 China A-Shares | 233051879 | 12,233 | $342 | 0.07% |
| 170 | Canadian Pacific Railway Ltd | 13645T100 | 4,582 | $341 | 0.06% |
| 171 | RAYMOND JAMES FINANCIAL INC | 754730109 | 3,151 | $336 | 0.06% |
| 172 | Patterson-UTI Energy Inc | PTEN | 19,757 | $332 | 0.06% |
| 173 | DOVER CORP | DOV | 2,456 | $332 | 0.06% |
| 174 | L3Harris Technologies Inc | LHX | 1,578 | $328 | 0.06% |
| 175 | LITHIA MOTORS INC | 536797103 | 1,585 | $324 | 0.06% |
| 176 | ISHARES U.S. ENERGY ETF | 464287796 | 6,795 | $315 | 0.06% |
| 177 | Novavax Inc | NVAX | 30,519 | $313 | 0.06% |
| 178 | Altria Group | MO | 6,844 | $312 | 0.06% |
| 179 | ADVANCE AUTO PARTS INC | AAP | 2,114 | $310 | 0.06% |
| 180 | State Street Corp | STT-PG | 3,976 | $308 | 0.06% |
| 181 | iShares Latin America 40 ETF | 464287390 | 13,319 | $304 | 0.06% |
| 182 | Aercap Holdings N.V. | AER | 5,118 | $298 | 0.06% |
| 183 | SPDR S&P Homebuilders ETF | 78464A888 | 4,835 | $291 | 0.06% |
| 184 | Pool Corp | POOL | 938 | $283 | 0.05% |
| 185 | Chart Industries Inc | 16115Q308 | 2,417 | $278 | 0.05% |
| 186 | KEYCORP | 493267108 | 15,912 | $277 | 0.05% |
| 187 | Fastenal Co | FAST | 5,751 | $272 | 0.05% |
| 188 | Analog Devices Inc | ADI | 1,661 | $272 | 0.05% |
| 189 | Insulet Corp | PODD | 914 | $269 | 0.05% |
| 190 | Verisk Analytics Inc | VRSK | 1,497 | $264 | 0.05% |
| 191 | Chegg Inc | CHGG | 10,245 | $258 | 0.05% |
| 192 | Murphy Oil Corp | MUR | 5,955 | $256 | 0.05% |
| 193 | TE Connectivity Ltd | TEL | 2,221 | $254 | 0.05% |
| 194 | ROSS STORES INC | ROST | 2,174 | $252 | 0.05% |
| 195 | Matador Resources Co | MTDR | 4,239 | $242 | 0.05% |
| 196 | ARK WEB X.0 ETF | 00214Q401 | 6,096 | $235 | 0.04% |
| 197 | Equity Residential | EQR | 3,967 | $234 | 0.04% |
| 198 | United Rentals Inc | URI | 617 | $219 | 0.04% |
| 199 | T. ROWE PRICE GROUP INC | TROW | 1,961 | $213 | 0.04% |
| 200 | MarketAxess Holdings Inc | MKTX | 759 | $211 | 0.04% |
| 201 | Vail Resorts Inc | MTN | 888 | $211 | 0.04% |
| 202 | WHIRLPOOL CORP | WHR-PA | 1,473 | $208 | 0.04% |
| 203 | Teck Resources Ltd | TCKRF | 5,426 | $205 | 0.04% |
| 204 | iShares U.S. Medical Devices ETF | 464288810 | 3,847 | $202 | 0.04% |
| 205 | GOLD FIELDS LTD | GFIOF | 17,612 | $182 | 0.03% |
| 206 | Kosmos Energy Ltd | KOS | 17,887 | $113 | 0.02% |