13F HOLDINGS REPORT
Quantitative Investment Management, LLC
Quarter ended Q4 2023 · Filed November 14, 2023 · Accession 0001445911-23-000005
Total Value
$650,315
Positions
162
Other Managers
0
Confidential Omitted
No
Holdings (162)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF | SPY | 176,437 | $75,423 | 11.60% |
| 2 | SPDR S&P Industrial ETF | 81369Y704 | 398,449 | $40,394 | 6.21% |
| 3 | SPDR S&P Consumer Staples Etf | 81369Y308 | 509,466 | $35,056 | 5.39% |
| 4 | Delta Air Lines Inc | DAL | 610,019 | $22,570 | 3.47% |
| 5 | Johnson & Johnson | JNJ | 135,770 | $21,146 | 3.25% |
| 6 | GENERAL MILLS INC | 370334104 | 238,744 | $15,277 | 2.35% |
| 7 | Rtx Corp | RTX | 202,349 | $14,563 | 2.24% |
| 8 | Carnival Corp | CUKPF | 937,582 | $12,863 | 1.98% |
| 9 | U.S. Global Jets ETF | 26922A842 | 740,124 | $12,604 | 1.94% |
| 10 | J P MORGAN CHASE & CO | VYLD | 81,517 | $11,821 | 1.82% |
| 11 | UNION PACIFIC CORP | UNP | 54,356 | $11,068 | 1.70% |
| 12 | UNITED PARCEL SERVICE INC | UPS | 69,962 | $10,904 | 1.68% |
| 13 | Dollar General Corp | 256677105 | 101,652 | $10,754 | 1.65% |
| 14 | iShares MSCI India | 46429B598 | 233,046 | $10,305 | 1.58% |
| 15 | iShares U.S. Home Construction ETF | 464288752 | 120,993 | $9,496 | 1.46% |
| 16 | Cisco Systems Inc | CSCO | 170,611 | $9,172 | 1.41% |
| 17 | Walmart Inc | WMT | 57,324 | $9,167 | 1.41% |
| 18 | HERSHEY CO (THE) | HSY | 44,085 | $8,820 | 1.36% |
| 19 | Oracle Corp | ORCL-PD | 82,774 | $8,767 | 1.35% |
| 20 | American Airlines Group Inc | 02376R102 | 673,851 | $8,632 | 1.33% |
| 21 | D.R. HORTON INC | 23331A109 | 80,270 | $8,626 | 1.33% |
| 22 | Fiserv Inc | FISV | 75,950 | $8,579 | 1.32% |
| 23 | SPDR S&P Homebuilders ETF | 78464A888 | 96,558 | $7,393 | 1.14% |
| 24 | International Business Machines Corp | INTR | 50,695 | $7,112 | 1.09% |
| 25 | United Airlines Holdings Inc | UNTCW | 165,167 | $6,986 | 1.07% |
| 26 | Diamondback Energy Inc | FANG | 44,485 | $6,889 | 1.06% |
| 27 | SOUTHWEST AIRLINES CO | 844741108 | 249,478 | $6,753 | 1.04% |
| 28 | COSTCO WHOLESALE CORP | 22160K105 | 11,751 | $6,638 | 1.02% |
| 29 | ESTEE LAUDER COMPANIES INC (THE) | 518439104 | 44,766 | $6,470 | 1.00% |
| 30 | Royal Caribbean Cruises Ltd | V7780T103 | 66,303 | $6,109 | 0.94% |
| 31 | AUTOMATIC DATA PROCESSING INC | ADP | 25,171 | $6,055 | 0.93% |
| 32 | Johnson Controls Inc | G51502105 | 104,655 | $5,568 | 0.86% |
| 33 | DARDEN RESTAURANTS INC | DRI | 36,930 | $5,289 | 0.81% |
| 34 | Deere & Co | DE | 13,168 | $4,969 | 0.76% |
| 35 | Tapestry Inc | TPR | 165,794 | $4,766 | 0.73% |
| 36 | CONSTELLATION BRANDS INC-A | STZ | 18,660 | $4,689 | 0.72% |
| 37 | SPDR S&P Technology ETF | 81369Y803 | 26,930 | $4,414 | 0.68% |
| 38 | MGM RESORTS INTERNATIONAL | MGM | 116,927 | $4,298 | 0.66% |
| 39 | Mastercard Incorp Common Stock | MA | 10,688 | $4,231 | 0.65% |
| 40 | INTUITIVE SURGICAL INC | ISRG | 14,106 | $4,123 | 0.63% |
| 41 | U.S. BANCORP | USB-PS | 116,846 | $3,862 | 0.59% |
| 42 | SOLAREDGE TECHNOLOGIES INC | SEDG | 29,586 | $3,831 | 0.59% |
| 43 | Caterpillar Inc | CAT | 13,687 | $3,736 | 0.57% |
| 44 | Discover Financial Services | 254709108 | 42,895 | $3,715 | 0.57% |
| 45 | Celsius Holdings | CELH | 20,989 | $3,601 | 0.55% |
| 46 | VULCAN MATERIALS CO | 929160109 | 17,093 | $3,453 | 0.53% |
| 47 | Seagen Inc | SE | 15,678 | $3,326 | 0.51% |
| 48 | COCA-COLA CO (THE) | KO | 57,707 | $3,230 | 0.50% |
| 49 | HP Inc | HPQ | 123,697 | $3,179 | 0.49% |
| 50 | S&P GLOBAL INC | SPGI | 8,538 | $3,119 | 0.48% |
| 51 | LENNAR CORP | LEN-B | 27,480 | $3,084 | 0.47% |
| 52 | WALGREENS BOOTS ALLIANCE INC | 931427108 | 133,378 | $2,966 | 0.46% |
| 53 | RH Common Stock | RH | 10,971 | $2,900 | 0.45% |
| 54 | Global Payments Inc | 37940X102 | 24,437 | $2,819 | 0.43% |
| 55 | iShares US Transportation ETF | 464287192 | 11,708 | $2,736 | 0.42% |
| 56 | EDWARDS LIFESCIENCES CORP | EW | 39,297 | $2,722 | 0.42% |
| 57 | MARRIOTT INTERNATIONAL | 571903202 | 13,420 | $2,637 | 0.41% |
| 58 | Omnicom Group Inc | OMC | 35,291 | $2,628 | 0.40% |
| 59 | REGENERON PHARMACEUTICALS INC | REGN | 3,108 | $2,557 | 0.39% |
| 60 | BOEING CO (THE) | BA-PA | 13,241 | $2,538 | 0.39% |
| 61 | NIKE INC | NKE | 26,368 | $2,521 | 0.39% |
| 62 | Realty Income Corp | O | 50,233 | $2,508 | 0.39% |
| 63 | TE Connectivity Ltd | TEL | 19,853 | $2,452 | 0.38% |
| 64 | Cdw Corp | CDW | 12,043 | $2,429 | 0.37% |
| 65 | REGIONS FINANCIAL CORP | RF-PF | 138,794 | $2,387 | 0.37% |
| 66 | Pultegroup Inc | 745867101 | 31,926 | $2,364 | 0.36% |
| 67 | SHERWIN-WILLIAMS CO (THE) | SHW | 8,719 | $2,223 | 0.34% |
| 68 | Interpublic Group of Companies Inc (The) | INTR | 75,993 | $2,177 | 0.33% |
| 69 | Fortive Corporation | FTV | 28,870 | $2,140 | 0.33% |
| 70 | Centene Corp | CNC | 30,839 | $2,124 | 0.33% |
| 71 | iShares S&P Global Clean Energy Index Fd | 464288224 | 144,084 | $2,106 | 0.32% |
| 72 | PARKER-HANNIFIN CORP | PH | 5,193 | $2,022 | 0.31% |
| 73 | AMPHENOL CORP | 032095101 | 23,030 | $1,934 | 0.30% |
| 74 | Martin Marietta Materials Inc | 573284106 | 4,687 | $1,923 | 0.30% |
| 75 | Hess Corp | HESM | 12,258 | $1,875 | 0.29% |
| 76 | Vanguard Information Tech ETF - DNQ | 92204A702 | 4,483 | $1,859 | 0.29% |
| 77 | GSK plc | GLAXF | 50,705 | $1,838 | 0.28% |
| 78 | TJX COMPANIES INC (THE) | 872540109 | 19,910 | $1,769 | 0.27% |
| 79 | ILLINOIS TOOL WORKS INC | 452308109 | 7,617 | $1,754 | 0.27% |
| 80 | ARCHER-DANIELS-MIDLAND CO | ADM | 23,235 | $1,752 | 0.27% |
| 81 | Abbott Laboratories | ABLZF | 17,417 | $1,686 | 0.26% |
| 82 | IDEXX LABORATORIES INC | 45168D104 | 3,689 | $1,613 | 0.25% |
| 83 | Norwegian Cruise Line Holdings Ltd | NCLH | 97,763 | $1,611 | 0.25% |
| 84 | Veeva Systems Inc | VEEV | 7,830 | $1,593 | 0.24% |
| 85 | Paychex Inc | PAYX | 13,526 | $1,559 | 0.24% |
| 86 | Builders FirstSource Inc | BLDR | 12,472 | $1,552 | 0.24% |
| 87 | ONEOK Inc | OKE | 24,314 | $1,542 | 0.24% |
| 88 | Marvell Technology Group Ltd | MRVL | 28,202 | $1,526 | 0.23% |
| 89 | Boston Scientific Corp | BSX | 28,091 | $1,483 | 0.23% |
| 90 | FedEx Corp | FDX | 5,579 | $1,477 | 0.23% |
| 91 | Live Nation Entertainment Inc | LYV | 17,610 | $1,462 | 0.22% |
| 92 | CoStar Group Inc | CSGP | 17,934 | $1,378 | 0.21% |
| 93 | HUNTINGTON BANCSHARES INC | HBANP | 131,826 | $1,370 | 0.21% |
| 94 | iShares MSCI Mexico ETF | 464286822 | 23,326 | $1,358 | 0.21% |
| 95 | Ishr S&P Gs Sftw | 464287515 | 3,931 | $1,341 | 0.21% |
| 96 | Dollar Tree Inc | DLTR | 12,330 | $1,312 | 0.20% |
| 97 | CME Group Inc | CME | 6,507 | $1,302 | 0.20% |
| 98 | Insulet Corp | PODD | 8,101 | $1,292 | 0.20% |
| 99 | Xylem Inc | XYL | 14,121 | $1,285 | 0.20% |
| 100 | iShares U.S. Medical Devices ETF | 464288810 | 25,274 | $1,225 | 0.19% |
| 101 | J.B. HUNT TRANSPORT SERVICES INC | 445658107 | 6,462 | $1,218 | 0.19% |
| 102 | Western Digital Corp | WDC | 25,557 | $1,166 | 0.18% |
| 103 | Accenture Plc | ACN | 3,624 | $1,112 | 0.17% |
| 104 | Quanta Services Inc | 74762E102 | 5,908 | $1,105 | 0.17% |
| 105 | VERTEX PHARMACEUTICALS INC | VRTX | 3,179 | $1,105 | 0.17% |
| 106 | Citizens Financial Group Inc | CIA | 41,054 | $1,100 | 0.17% |
| 107 | METTLER-TOLEDO INTERNATIONAL INC | MTD | 970 | $1,074 | 0.17% |
| 108 | Albemarle Corp | ALB-PA | 6,173 | $1,049 | 0.16% |
| 109 | STEEL DYNAMICS INC | STLD | 9,346 | $1,002 | 0.15% |
| 110 | CANADIAN NATURAL RESOURCES LTD | 136385101 | 14,639 | $946 | 0.15% |
| 111 | KB Home | KBH | 19,587 | $906 | 0.14% |
| 112 | DuPont de Nemours Inc | DD | 12,106 | $902 | 0.14% |
| 113 | BAXTER INTERNATIONAL INC | 071813109 | 23,694 | $894 | 0.14% |
| 114 | Taiwan Semiconductor Manufacturing CoLtd | 874039100 | 10,279 | $893 | 0.14% |
| 115 | STANLEY BLACK & DECKER INC | SWK | 9,975 | $833 | 0.13% |
| 116 | ZIMMER BIOMET HOLDINGS INC | ZBH | 7,282 | $817 | 0.13% |
| 117 | Resmed Inc | RSMDF | 5,328 | $787 | 0.12% |
| 118 | Coherent Corp | COHR | 23,519 | $767 | 0.12% |
| 119 | MASCO CORP | MAS | 14,336 | $766 | 0.12% |
| 120 | TEXAS ROADHOUSE INC | TXRH | 7,774 | $747 | 0.11% |
| 121 | AUTOZONE INC | AZO | 291 | $739 | 0.11% |
| 122 | W.W. GRAINGER INC | 384802104 | 1,067 | $738 | 0.11% |
| 123 | Thor Industries Inc | 885160101 | 7,682 | $730 | 0.11% |
| 124 | Wolfspeed Inc | WOLF | 19,099 | $727 | 0.11% |
| 125 | WESCO INTERNATIONAL INC | 95082P105 | 4,903 | $705 | 0.11% |
| 126 | STMICROELECTRONICS N.V. | STMEF | 15,647 | $675 | 0.10% |
| 127 | Rockwell Automation Inc | ROK | 2,298 | $656 | 0.10% |
| 128 | CARLISLE COMPANIES INC | 142339100 | 2,446 | $634 | 0.10% |
| 129 | MSCI Inc | MSCI | 1,223 | $627 | 0.10% |
| 130 | Advanced Drainage Systems Inc | 00790R104 | 5,480 | $623 | 0.10% |
| 131 | SPDR S&P Regional Banking ETF | 78464A698 | 14,292 | $596 | 0.09% |
| 132 | MICRON TECHNOLOGY INC | MU | 8,647 | $588 | 0.09% |
| 133 | Iron Mountain Inc | 46284V101 | 9,620 | $571 | 0.09% |
| 134 | WILLIAMS COMPANIES INC (THE) | 969457100 | 16,916 | $569 | 0.09% |
| 135 | NXP Semiconductors N.V. | NXPI | 2,586 | $516 | 0.08% |
| 136 | SPDR S&P Bank ETF | 78464A797 | 13,156 | $484 | 0.07% |
| 137 | TREX CO INC | TREX | 7,407 | $456 | 0.07% |
| 138 | DECKERS OUTDOOR CORP | DECK | 882 | $453 | 0.07% |
| 139 | AMERIPRISE FINANCIAL INC | 03076C106 | 1,291 | $425 | 0.07% |
| 140 | EQUIFAX INC | EFX | 2,310 | $423 | 0.07% |
| 141 | SOCIEDAD QUIMICA Y MINERA S.A. | 833635105 | 7,096 | $423 | 0.07% |
| 142 | Allstate Corp (The) | ALL-PJ | 3,391 | $377 | 0.06% |
| 143 | Cognizant Technology Solutions Corp | CTSH | 5,315 | $360 | 0.06% |
| 144 | PPG Industries Inc | 693506107 | 2,772 | $359 | 0.06% |
| 145 | Westinghouse Air Brake Technologies Corp | 929740108 | 3,364 | $357 | 0.05% |
| 146 | NEW YORK COMMUNITY BANCORP INC | 649445103 | 30,986 | $351 | 0.05% |
| 147 | United Rentals Inc | URI | 772 | $343 | 0.05% |
| 148 | Celanese Corp | CE | 2,713 | $340 | 0.05% |
| 149 | CAPITAL ONE FINANCIAL CORP | 14040H105 | 3,435 | $333 | 0.05% |
| 150 | LyondellBasell Industries NV | LYB | 3,423 | $324 | 0.05% |
| 151 | LITHIA MOTORS INC | 536797103 | 1,024 | $302 | 0.05% |
| 152 | Franklin Resources Inc | BEN | 12,271 | $301 | 0.05% |
| 153 | Hyatt Hotels Corp | H | 2,773 | $294 | 0.05% |
| 154 | Berkshire Hathaway Inc Cl B | BRK-A | 824 | $288 | 0.04% |
| 155 | GENERAL DYNAMICS CORP | GD | 1,295 | $286 | 0.04% |
| 156 | SIMON PROPERTY GROUP INC | 828806109 | 2,469 | $266 | 0.04% |
| 157 | SOUTHERN COPPER CORP | SCCO | 3,464 | $260 | 0.04% |
| 158 | ZEBRA TECHNOLOGIES CORP | ZBRA | 1,011 | $239 | 0.04% |
| 159 | Crown Castle Inc | CCI | 2,401 | $220 | 0.03% |
| 160 | NOVARTIS AG | NVSEF | 2,124 | $216 | 0.03% |
| 161 | Ulta Beauty Inc | ULTA | 526 | $210 | 0.03% |
| 162 | SIRIUS XM HOLDINGS INC | SIRI | 30,865 | $139 | 0.02% |