13F HOLDINGS REPORT
Quantitative Investment Management, LLC
Quarter ended Q2 2023 · Filed May 15, 2023 · Accession 0001445911-23-000003
Total Value
$474,715
Positions
214
Other Managers
0
Confidential Omitted
No
Holdings (214)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | Pfizer Inc | PFE | 445,769 | $18,187 | 3.83% |
| 2 | SPDR S&P Industrial ETF | 81369Y704 | 168,325 | $17,031 | 3.59% |
| 3 | Johnson & Johnson | JNJ | 93,590 | $14,506 | 3.06% |
| 4 | Vanguard FTSE Developed Markets ETF | 921943858 | 308,851 | $13,950 | 2.94% |
| 5 | ISHARES MSCI JAPAN INDEX FUND | 46434G822 | 234,342 | $13,753 | 2.90% |
| 6 | SPDR S&P Consumer Staples Etf | 81369Y308 | 181,521 | $13,561 | 2.86% |
| 7 | REGENERON PHARMACEUTICALS INC | REGN | 14,556 | $11,960 | 2.52% |
| 8 | HOME DEPOT INC (THE) | HD | 37,378 | $11,030 | 2.32% |
| 9 | Cigna Group | 125523100 | 42,934 | $10,970 | 2.31% |
| 10 | Walmart Inc | WMT | 68,089 | $10,039 | 2.12% |
| 11 | ADVANCED MICRO DEVICES INC | AMD | 93,111 | $9,125 | 1.92% |
| 12 | Honeywell International Inc | 438516106 | 41,722 | $7,973 | 1.68% |
| 13 | Lululemon Athletica inc. | LULU | 19,393 | $7,062 | 1.49% |
| 14 | Apple Inc | AAPL | 41,001 | $6,761 | 1.42% |
| 15 | BOEING CO (THE) | BA-PA | 30,030 | $6,379 | 1.34% |
| 16 | Cvs Health Corp | CVS | 84,676 | $6,292 | 1.33% |
| 17 | VISA Inc | V | 25,937 | $5,847 | 1.23% |
| 18 | Kroger Co (The) | KR | 115,658 | $5,710 | 1.20% |
| 19 | International Business Machines Corp | INTR | 42,920 | $5,626 | 1.19% |
| 20 | Activision Blizzard Inc | 00507V109 | 64,938 | $5,558 | 1.17% |
| 21 | Vanguard FTSE All World Ex US ETF | 922042775 | 102,919 | $5,503 | 1.16% |
| 22 | 3M CO | MMM | 51,778 | $5,442 | 1.15% |
| 23 | Alphabet Inc A | GOOG | 52,369 | $5,432 | 1.14% |
| 24 | AT&T Inc | T-PC | 270,750 | $5,211 | 1.10% |
| 25 | MERCK & CO INC | MRK | 48,177 | $5,125 | 1.08% |
| 26 | MCDONALD'S CORP | MCD | 17,572 | $4,913 | 1.04% |
| 27 | Philip Morris International Inc | 718172109 | 48,463 | $4,713 | 0.99% |
| 28 | AIR PRODUCTS AND CHEMICALS INC | AIIR | 15,798 | $4,537 | 0.96% |
| 29 | Starbucks Corp | SBUX | 41,598 | $4,331 | 0.91% |
| 30 | TJX COMPANIES INC (THE) | 872540109 | 54,437 | $4,265 | 0.90% |
| 31 | MONSTER BEVERAGE CORP | MNST | 76,076 | $4,108 | 0.87% |
| 32 | AUTOMATIC DATA PROCESSING INC | ADP | 18,020 | $4,011 | 0.85% |
| 33 | Schwab International Equity ETF | 808524805 | 111,487 | $3,879 | 0.82% |
| 34 | Boston Scientific Corp | BSX | 72,999 | $3,652 | 0.77% |
| 35 | LOWE'S COMPANIES INC | 548661107 | 18,241 | $3,647 | 0.77% |
| 36 | T-Mobile US Inc | TMUSZ | 25,097 | $3,635 | 0.77% |
| 37 | Intel Corp | INTC | 110,860 | $3,621 | 0.76% |
| 38 | Dominion Energy Inc | D | 64,697 | $3,617 | 0.76% |
| 39 | VERTEX PHARMACEUTICALS INC | VRTX | 11,053 | $3,482 | 0.73% |
| 40 | Ford Motor Co | 345370860 | 275,378 | $3,469 | 0.73% |
| 41 | Ulta Beauty Inc | ULTA | 6,141 | $3,350 | 0.71% |
| 42 | TARGET CORP | TGT | 20,116 | $3,331 | 0.70% |
| 43 | Vanguard FTSEEuropean ETF | 922042874 | 51,985 | $3,168 | 0.67% |
| 44 | Raytheon Technologies Corp | RTX | 32,108 | $3,144 | 0.66% |
| 45 | United Rentals Inc | URI | 7,900 | $3,126 | 0.66% |
| 46 | AMERICAN EXPRESS CO | AXP | 18,826 | $3,105 | 0.65% |
| 47 | Accenture Plc | ACN | 10,702 | $3,058 | 0.64% |
| 48 | iShares MSCI Taiwan ETF | 46434G772 | 63,774 | $2,890 | 0.61% |
| 49 | Adobe Inc | ADBE | 7,230 | $2,786 | 0.59% |
| 50 | Chubb Limited | CB | 14,137 | $2,745 | 0.58% |
| 51 | Dollar General Corp | 256677105 | 12,937 | $2,722 | 0.57% |
| 52 | ON Semiconductor Corp | ON | 32,823 | $2,701 | 0.57% |
| 53 | Berkshire Hathaway Inc Cl B | BRK-A | 8,556 | $2,641 | 0.56% |
| 54 | Burlington Stores Inc | BURL | 13,010 | $2,629 | 0.55% |
| 55 | iShares MSCI ACWI ex US Index Fund | 464288240 | 53,160 | $2,592 | 0.55% |
| 56 | TEXAS INSTRUMENTS INC | 882508104 | 13,433 | $2,498 | 0.53% |
| 57 | CHIPOTLE MEXICAN GRILL INC | CMG | 1,458 | $2,490 | 0.52% |
| 58 | WALT DISNEY CO (THE) | 254687106 | 24,099 | $2,413 | 0.51% |
| 59 | Linde PLC | LIN | 6,662 | $2,367 | 0.50% |
| 60 | BAXTER INTERNATIONAL INC | 071813109 | 56,516 | $2,292 | 0.48% |
| 61 | Mastercard Incorp Common Stock | MA | 5,956 | $2,164 | 0.46% |
| 62 | Royal Caribbean Cruises Ltd | V7780T103 | 32,610 | $2,129 | 0.45% |
| 63 | Fidelity National Information Services | 31620M106 | 38,618 | $2,098 | 0.44% |
| 64 | EATON CORP PLC | ETN | 12,191 | $2,088 | 0.44% |
| 65 | DECKERS OUTDOOR CORP | DECK | 4,556 | $2,048 | 0.43% |
| 66 | Oracle Corp | ORCL-PD | 20,833 | $1,935 | 0.41% |
| 67 | O'reilly Automotive Inc | 67103H107 | 2,240 | $1,901 | 0.40% |
| 68 | YUM! BRANDS INC | YUM | 13,964 | $1,844 | 0.39% |
| 69 | ALIGN TECHNOLOGY INC | ALGN | 5,494 | $1,835 | 0.39% |
| 70 | iShares MSCI EAFE Small-Cap ETF | 464288273 | 30,791 | $1,832 | 0.39% |
| 71 | Aptiv PLC | APTV | 15,728 | $1,764 | 0.37% |
| 72 | MICROCHIP TECHNOLOGY INC | MCHPP | 20,960 | $1,756 | 0.37% |
| 73 | Hilton Worldwide Holdings Inc | HLT | 12,197 | $1,718 | 0.36% |
| 74 | Albemarle Corp | ALB-PA | 7,660 | $1,693 | 0.36% |
| 75 | iShares MSCI United Kingdom Etf | 46435G334 | 52,034 | $1,678 | 0.35% |
| 76 | PLUG POWER INC | PLUG | 142,426 | $1,669 | 0.35% |
| 77 | SHERWIN-WILLIAMS CO (THE) | SHW | 7,418 | $1,667 | 0.35% |
| 78 | EDWARDS LIFESCIENCES CORP | EW | 20,060 | $1,659 | 0.35% |
| 79 | AUTOZONE INC | AZO | 667 | $1,639 | 0.35% |
| 80 | ESTEE LAUDER COMPANIES INC (THE) | 518439104 | 6,513 | $1,605 | 0.34% |
| 81 | Invesco S&P 500 Low Volatility ETF | IVZ | 25,703 | $1,603 | 0.34% |
| 82 | SPDR S&P Homebuilders ETF | 78464A888 | 23,591 | $1,598 | 0.34% |
| 83 | Medtronic Plc | MDT | 19,687 | $1,587 | 0.33% |
| 84 | ROSS STORES INC | ROST | 14,605 | $1,550 | 0.33% |
| 85 | CINTAS CORP | CTAS | 3,320 | $1,536 | 0.32% |
| 86 | Altria Group | MO | 34,234 | $1,527 | 0.32% |
| 87 | NXP Semiconductors N.V. | NXPI | 8,063 | $1,503 | 0.32% |
| 88 | EQUINIX INC | EQIX | 2,020 | $1,456 | 0.31% |
| 89 | GILEAD SCIENCES INC | GILD | 17,476 | $1,449 | 0.31% |
| 90 | Expedia Group Inc | EXPE | 14,650 | $1,421 | 0.30% |
| 91 | WALGREENS BOOTS ALLIANCE INC | 931427108 | 40,472 | $1,399 | 0.29% |
| 92 | Cdw Corp | CDW | 7,112 | $1,386 | 0.29% |
| 93 | Insulet Corp | PODD | 4,296 | $1,370 | 0.29% |
| 94 | CME Group Inc | CME | 7,104 | $1,360 | 0.29% |
| 95 | CONSTELLATION BRANDS INC-A | STZ | 5,667 | $1,280 | 0.27% |
| 96 | Atlassian Corporation PLC | TEAM | 7,474 | $1,279 | 0.27% |
| 97 | Agilent Technologies Inc | A | 8,994 | $1,244 | 0.26% |
| 98 | Valero Energy Corp | VLO | 8,841 | $1,234 | 0.26% |
| 99 | iShares MSCI EAFE Value ETF | 464288877 | 25,382 | $1,231 | 0.26% |
| 100 | Veeva Systems Inc | VEEV | 6,624 | $1,217 | 0.26% |
| 101 | Tapestry Inc | TPR | 27,685 | $1,193 | 0.25% |
| 102 | OLD DOMINION FREIGHT LINE INC | ODFL | 3,428 | $1,168 | 0.25% |
| 103 | DARDEN RESTAURANTS INC | DRI | 7,481 | $1,160 | 0.24% |
| 104 | Quanta Services Inc | 74762E102 | 6,944 | $1,157 | 0.24% |
| 105 | Pool Corp | POOL | 3,305 | $1,131 | 0.24% |
| 106 | DILLARD'S INC | 254067101 | 3,583 | $1,102 | 0.23% |
| 107 | Roper Technologies Inc | ROP | 2,394 | $1,055 | 0.22% |
| 108 | Take-Two Interactive Software Inc | TTWO | 8,790 | $1,048 | 0.22% |
| 109 | MONDELEZ INTERNATIONAL INC | 609207105 | 14,904 | $1,039 | 0.22% |
| 110 | Fastenal Co | FAST | 19,222 | $1,036 | 0.22% |
| 111 | WASTE MANAGEMENT INC | 94106L109 | 6,348 | $1,035 | 0.22% |
| 112 | Keurig Dr Pepper Inc | KDP | 29,149 | $1,028 | 0.22% |
| 113 | KLA Corp | KLAC | 2,574 | $1,027 | 0.22% |
| 114 | Tractor Supply Co | TSCO | 4,368 | $1,026 | 0.22% |
| 115 | DuPont de Nemours Inc | DD | 14,151 | $1,015 | 0.21% |
| 116 | RIO TINTO PLC | RTNTF | 14,641 | $1,004 | 0.21% |
| 117 | PARKER-HANNIFIN CORP | PH | 2,961 | $995 | 0.21% |
| 118 | AutoNation Inc | AN | 7,383 | $991 | 0.21% |
| 119 | CAPITAL ONE FINANCIAL CORP | 14040H105 | 10,197 | $980 | 0.21% |
| 120 | ZIMMER BIOMET HOLDINGS INC | ZBH | 7,592 | $980 | 0.21% |
| 121 | Willis Towers Watson PLC | WTW | 4,136 | $961 | 0.20% |
| 122 | TE Connectivity Ltd | TEL | 7,152 | $937 | 0.20% |
| 123 | XPO Inc | XPO | 29,087 | $927 | 0.20% |
| 124 | GSK plc | GLAXF | 25,414 | $904 | 0.19% |
| 125 | Microstrategy Inc | STRK | 3,006 | $878 | 0.18% |
| 126 | Nordstrom Inc | 655664100 | 52,966 | $861 | 0.18% |
| 127 | Verisk Analytics Inc | VRSK | 4,440 | $851 | 0.18% |
| 128 | MARRIOTT INTERNATIONAL | 571903202 | 5,074 | $842 | 0.18% |
| 129 | AMPHENOL CORP | 032095101 | 10,202 | $833 | 0.18% |
| 130 | The Kraft Heinz Co | KHC | 21,534 | $832 | 0.18% |
| 131 | ILLUMINA INC | ILMN | 3,412 | $793 | 0.17% |
| 132 | Trane Technologies Plc | TT | 4,250 | $781 | 0.16% |
| 133 | THE CHARLES SCHWAB CORP | SCHW-PJ | 14,788 | $774 | 0.16% |
| 134 | Paychex Inc | PAYX | 6,703 | $768 | 0.16% |
| 135 | Xylem Inc | XYL | 7,312 | $765 | 0.16% |
| 136 | DexCom Inc | DXCM | 6,584 | $764 | 0.16% |
| 137 | Franklin Resources Inc | BEN | 28,359 | $763 | 0.16% |
| 138 | Phillips 66 | PSX | 7,426 | $752 | 0.16% |
| 139 | M&T Bank Corp | 55261F104 | 6,205 | $741 | 0.16% |
| 140 | Realty Income Corp | O | 11,548 | $731 | 0.15% |
| 141 | Motorola Solutions Inc | MSI | 2,426 | $694 | 0.15% |
| 142 | Ralph Lauren Corp | RL | 5,691 | $663 | 0.14% |
| 143 | Expeditors International of Washington | 302130109 | 5,963 | $656 | 0.14% |
| 144 | Natera Inc | NTRA | 11,558 | $641 | 0.14% |
| 145 | Cognizant Technology Solutions Corp | CTSH | 9,707 | $591 | 0.12% |
| 146 | Vmware Inc | 928563402 | 4,718 | $589 | 0.12% |
| 147 | Fortive Corporation | FTV | 8,410 | $573 | 0.12% |
| 148 | Juniper Networks Inc | 48203R104 | 16,014 | $551 | 0.12% |
| 149 | Transdigm Group Inc | TDG | 746 | $549 | 0.12% |
| 150 | MASCO CORP | MAS | 10,930 | $543 | 0.11% |
| 151 | Riot Platforms Inc | RIOT | 53,958 | $539 | 0.11% |
| 152 | ILLINOIS TOOL WORKS INC | 452308109 | 2,209 | $537 | 0.11% |
| 153 | Aon Class A | AON | 1,698 | $535 | 0.11% |
| 154 | Thor Industries Inc | 885160101 | 6,641 | $528 | 0.11% |
| 155 | EXTRA SPACE STORAGE INC | EXR | 3,124 | $508 | 0.11% |
| 156 | Warner Bros Disc Inc | WBD | 33,576 | $506 | 0.11% |
| 157 | Madrigl Phrm Inc | MDGL | 2,070 | $501 | 0.11% |
| 158 | LITHIA MOTORS INC | 536797103 | 2,176 | $498 | 0.10% |
| 159 | CarMax Inc | KMX | 7,440 | $478 | 0.10% |
| 160 | Weyerhaeuser Co | WY | 15,612 | $470 | 0.10% |
| 161 | AGNC Investment Corp | 00123Q104 | 46,435 | $468 | 0.10% |
| 162 | AVALONBAY COMMUNITIES INC | AWX | 2,743 | $460 | 0.10% |
| 163 | ASML HOLDING N.V. | ASMLF | 662 | $450 | 0.09% |
| 164 | PBF Energy Inc | PBF | 10,288 | $446 | 0.09% |
| 165 | WESCO INTERNATIONAL INC | 95082P105 | 2,793 | $431 | 0.09% |
| 166 | Charter Communications Inc | 16119P108 | 1,187 | $424 | 0.09% |
| 167 | BORGWARNER INC | BWA | 8,631 | $423 | 0.09% |
| 168 | INTUITIVE SURGICAL INC | ISRG | 1,650 | $421 | 0.09% |
| 169 | Host Hotels& Resorts Inc | HST | 25,331 | $417 | 0.09% |
| 170 | Sysco Corp | SYY | 5,296 | $409 | 0.09% |
| 171 | Saia Inc | SAIA | 1,489 | $405 | 0.09% |
| 172 | Nasdaq Inc | NDAQ | 7,351 | $401 | 0.08% |
| 173 | NIKE INC | NKE | 3,248 | $398 | 0.08% |
| 174 | Ally Financial Inc | 02005N100 | 15,473 | $394 | 0.08% |
| 175 | AMTEK INC | AME | 2,665 | $387 | 0.08% |
| 176 | HARLEY-DAVIDSON INC | HOG | 10,148 | $385 | 0.08% |
| 177 | Entergy Corp | ENO | 3,488 | $375 | 0.08% |
| 178 | Scorpio Tankers Inc | STNG | 6,556 | $369 | 0.08% |
| 179 | Wheaton Precious Metals Corp | WPM | 7,569 | $364 | 0.08% |
| 180 | ISHARES MSCI GERMANY INDEX FUND | 464286806 | 12,705 | $361 | 0.08% |
| 181 | Sempra Energy | SREA | 2,375 | $359 | 0.08% |
| 182 | Northrop Grumman Corp | NOC | 768 | $354 | 0.07% |
| 183 | Public Service Enterprise Group Inco | 744573106 | 5,570 | $347 | 0.07% |
| 184 | Real Estate Select Sector SPDR Fund | 81369Y860 | 9,186 | $343 | 0.07% |
| 185 | Hologic Inc | HOLX | 4,228 | $341 | 0.07% |
| 186 | EXELON CORP | EXC | 8,153 | $341 | 0.07% |
| 187 | NOKIA CORP | NOKBF | 67,439 | $331 | 0.07% |
| 188 | Danaher Corp | 235851102 | 1,299 | $327 | 0.07% |
| 189 | Rockwell Automation Inc | ROK | 1,090 | $319 | 0.07% |
| 190 | Intuit Inc | INTU | 712 | $317 | 0.07% |
| 191 | PROLOGIS INC | PLDGP | 2,493 | $311 | 0.07% |
| 192 | W.W. GRAINGER INC | 384802104 | 448 | $308 | 0.06% |
| 193 | MGM RESORTS INTERNATIONAL | MGM | 6,476 | $287 | 0.06% |
| 194 | Genuine Parts Co | GPC | 1,668 | $279 | 0.06% |
| 195 | Hyatt Hotels Corp | H | 2,453 | $274 | 0.06% |
| 196 | iShares US Transportation ETF | 464287192 | 1,155 | $263 | 0.06% |
| 197 | OWENS CORNING NEW COM | OC | 2,661 | $254 | 0.05% |
| 198 | C.H. Robinson Worldwide Inc | CHRW | 2,520 | $250 | 0.05% |
| 199 | CANADIAN NATIONAL RAILWAY CO | 136375102 | 2,115 | $249 | 0.05% |
| 200 | Flex Ltd | FLEX | 10,173 | $234 | 0.05% |
| 201 | iShares U.S. Aerospace & Defense ETF | 464288760 | 2,004 | $230 | 0.05% |
| 202 | GAP INC (THE) | GAP | 22,208 | $222 | 0.05% |
| 203 | Ollie's Bargain Outlet Holdings Inc | 681116109 | 3,823 | $221 | 0.05% |
| 204 | Ecolab Inc | ECL | 1,275 | $211 | 0.04% |
| 205 | DOVER CORP | DOV | 1,383 | $210 | 0.04% |
| 206 | Celsius Holdings | CELH | 2,231 | $207 | 0.04% |
| 207 | Autodesk Inc | ADSK | 991 | $206 | 0.04% |
| 208 | INTERNATIONAL PAPER CO | 460146103 | 5,642 | $203 | 0.04% |
| 209 | SKYWORKS SOLUTIONS INC | SWKS | 1,721 | $203 | 0.04% |
| 210 | Enbridge Inc | ENNPF | 5,247 | $200 | 0.04% |
| 211 | Pacific Biosciences of California Inc | 69404D108 | 15,092 | $174 | 0.04% |
| 212 | Marathon Digital Holdings Inc | MARA | 16,015 | $139 | 0.03% |
| 213 | Novavax Inc | NVAX | 17,753 | $123 | 0.03% |
| 214 | HECLA MINING CO | 422704106 | 15,089 | $95 | 0.02% |