13F HOLDINGS REPORT
Quantitative Investment Management, LLC
Quarter ended Q1 2024 · Filed May 15, 2024 · Accession 0001445911-24-000003
Total Value
$1.7M
Positions
228
Other Managers
0
Confidential Omitted
No
Holdings (228)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF | SPY | 1,268,316 | $663,418 | 39.08% |
| 2 | SPDR Gold Trust | GLD | 237,586 | $48,876 | 2.88% |
| 3 | SPDR Energy Select Sector Fund | 81369Y506 | 383,850 | $36,239 | 2.13% |
| 4 | Pioneer Natural Resources Co | 723787107 | 134,942 | $35,422 | 2.09% |
| 5 | BOEING CO (THE) | BA-PA | 135,523 | $26,154 | 1.54% |
| 6 | Pepsico Inc | PEP | 146,782 | $25,688 | 1.51% |
| 7 | CONOCOPHILLIPS | COP | 198,134 | $25,218 | 1.49% |
| 8 | SPDR S&P Oil & Gas Exploration & Product | 78468R556 | 143,000 | $22,154 | 1.30% |
| 9 | Deere & Co | DE | 49,695 | $20,411 | 1.20% |
| 10 | Altria Group | MO | 431,101 | $18,804 | 1.11% |
| 11 | Pfizer Inc | PFE | 653,742 | $18,141 | 1.07% |
| 12 | Oracle Corp | ORCL-PD | 139,902 | $17,573 | 1.04% |
| 13 | Alphabet Inc A | GOOG | 115,219 | $17,390 | 1.02% |
| 14 | COCA-COLA CO (THE) | KO | 258,730 | $15,829 | 0.93% |
| 15 | Linde PLC | LIN | 32,673 | $15,170 | 0.89% |
| 16 | EOG RESOURCES INC | EOG | 114,974 | $14,698 | 0.87% |
| 17 | Valero Energy Corp | VLO | 74,960 | $12,794 | 0.75% |
| 18 | SPDR S&P Metals & Mining ETF | 78464A755 | 206,491 | $12,447 | 0.73% |
| 19 | FREEPORT-MCMORAN INC | FCX | 264,308 | $12,427 | 0.73% |
| 20 | Cisco Systems Inc | CSCO | 246,620 | $12,308 | 0.72% |
| 21 | Humana Inc | HUM | 35,238 | $12,217 | 0.72% |
| 22 | SCHLUMBERGER N.V. | SLB | 213,357 | $11,694 | 0.69% |
| 23 | DEVON ENERGY CORP | 25179M103 | 223,886 | $11,234 | 0.66% |
| 24 | THE CHARLES SCHWAB CORP | SCHW-PJ | 154,865 | $11,202 | 0.66% |
| 25 | ISHARES SILVER TRUST | SLV | 487,883 | $11,099 | 0.65% |
| 26 | FedEx Corp | FDX | 37,413 | $10,840 | 0.64% |
| 27 | Hess Corp | HESM | 67,288 | $10,270 | 0.60% |
| 28 | Johnson & Johnson | JNJ | 64,099 | $10,139 | 0.60% |
| 29 | Lockheed Martin Corp | LMT | 20,962 | $9,534 | 0.56% |
| 30 | MORGAN STANLEY COM NEW | MS-PQ | 100,935 | $9,504 | 0.56% |
| 31 | Philip Morris International Inc | 718172109 | 100,016 | $9,163 | 0.54% |
| 32 | VERTEX PHARMACEUTICALS INC | VRTX | 20,794 | $8,692 | 0.51% |
| 33 | WILLIAMS COMPANIES INC (THE) | 969457100 | 217,971 | $8,494 | 0.50% |
| 34 | TJX COMPANIES INC (THE) | 872540109 | 82,791 | $8,396 | 0.49% |
| 35 | Marathon Petroleum Corp | MARA | 41,377 | $8,337 | 0.49% |
| 36 | CHEVRON CORP | CVX | 52,168 | $8,228 | 0.48% |
| 37 | Diamondback Energy Inc | FANG | 40,521 | $8,030 | 0.47% |
| 38 | Cvs Health Corp | CVS | 99,608 | $7,944 | 0.47% |
| 39 | VanEck Gold Miners ETF | 92189F106 | 249,141 | $7,877 | 0.46% |
| 40 | Medtronic Plc | MDT | 90,190 | $7,860 | 0.46% |
| 41 | PayPal Holdings Inc | PYPL | 115,347 | $7,727 | 0.46% |
| 42 | Consumer Discretionary Select Sector SPD | 81369Y407 | 42,002 | $7,723 | 0.45% |
| 43 | S&P GLOBAL INC | SPGI | 18,029 | $7,670 | 0.45% |
| 44 | CONSTELLATION BRANDS INC-A | STZ | 27,855 | $7,569 | 0.45% |
| 45 | REGENERON PHARMACEUTICALS INC | REGN | 7,643 | $7,356 | 0.43% |
| 46 | Halliburton Co | HAL | 183,590 | $7,237 | 0.43% |
| 47 | NEXTERA ENERGY INC COM | NEE-PW | 112,496 | $7,189 | 0.42% |
| 48 | Kroger Co (The) | KR | 123,150 | $7,035 | 0.41% |
| 49 | NIKE INC | NKE | 73,885 | $6,943 | 0.41% |
| 50 | Kinder Morgan Inc | EP-PC | 364,866 | $6,691 | 0.39% |
| 51 | BECTON DICKINSON AND CO | BDX | 26,630 | $6,589 | 0.39% |
| 52 | Honeywell International Inc | 438516106 | 31,707 | $6,507 | 0.38% |
| 53 | GOLDMAN SACHS GROUP INC (THE) | GSCE | 15,501 | $6,474 | 0.38% |
| 54 | Delta Air Lines Inc | DAL | 132,259 | $6,331 | 0.37% |
| 55 | Celsius Holdings | CELH | 76,324 | $6,328 | 0.37% |
| 56 | MONDELEZ INTERNATIONAL INC | 609207105 | 87,588 | $6,131 | 0.36% |
| 57 | LyondellBasell Industries NV | LYB | 58,084 | $5,940 | 0.35% |
| 58 | Teck Resources Ltd | TCKRF | 126,418 | $5,787 | 0.34% |
| 59 | Shell PLC | RYDAF | 84,335 | $5,653 | 0.33% |
| 60 | MGM RESORTS INTERNATIONAL | MGM | 116,786 | $5,513 | 0.32% |
| 61 | Accenture Plc | ACN | 15,308 | $5,305 | 0.31% |
| 62 | KIMBERLY-CLARK CORP | KMB | 40,077 | $5,183 | 0.31% |
| 63 | Astrazeneca PLC | AZN | 71,505 | $4,844 | 0.29% |
| 64 | MONSTER BEVERAGE CORP | MNST | 79,484 | $4,711 | 0.28% |
| 65 | eBay Inc | EBAY | 88,611 | $4,676 | 0.28% |
| 66 | State Street Corp | STT-PG | 59,854 | $4,627 | 0.27% |
| 67 | BP P.L.C. | BPPFF | 122,696 | $4,623 | 0.27% |
| 68 | Biogen Inc | BIIB | 21,371 | $4,608 | 0.27% |
| 69 | CANADIAN NATURAL RESOURCES LTD | 136385101 | 59,596 | $4,548 | 0.27% |
| 70 | PALO ALTO NETWORKS INC | PANW | 15,772 | $4,481 | 0.26% |
| 71 | PG&E Corp | PCG-PX | 253,790 | $4,253 | 0.25% |
| 72 | Coterra Energy Inc | CTRA | 150,262 | $4,189 | 0.25% |
| 73 | TechnipFMC plc Ordinary Share | FTI | 166,268 | $4,174 | 0.25% |
| 74 | Booking Holdings Inc | BKNG | 1,134 | $4,114 | 0.24% |
| 75 | WALGREENS BOOTS ALLIANCE INC | 931427108 | 187,836 | $4,074 | 0.24% |
| 76 | The Kraft Heinz Co | KHC | 106,255 | $3,920 | 0.23% |
| 77 | GENERAL MILLS INC | 370334104 | 55,478 | $3,881 | 0.23% |
| 78 | MCDONALD'S CORP | MCD | 13,500 | $3,806 | 0.22% |
| 79 | Paycom Software Inc | PAYC | 18,906 | $3,762 | 0.22% |
| 80 | AUTOMATIC DATA PROCESSING INC | ADP | 15,040 | $3,756 | 0.22% |
| 81 | SPDR S&P Regional Banking ETF | 78464A698 | 72,519 | $3,646 | 0.21% |
| 82 | Charter Communications Inc | 16119P108 | 12,501 | $3,633 | 0.21% |
| 83 | U.S. Global Jets ETF | 26922A842 | 172,305 | $3,620 | 0.21% |
| 84 | CF INDUSTRIES HOLDINGS INC | 125269100 | 42,097 | $3,502 | 0.21% |
| 85 | MARSH & MCLENNAN COMPANIES INC | 571748102 | 16,655 | $3,430 | 0.20% |
| 86 | Vanguard Energy ETF | 92204A306 | 25,977 | $3,421 | 0.20% |
| 87 | Aptiv PLC | APTV | 42,612 | $3,394 | 0.20% |
| 88 | Starbucks Corp | SBUX | 36,461 | $3,332 | 0.20% |
| 89 | HP Inc | HPQ | 110,106 | $3,327 | 0.20% |
| 90 | ILLINOIS TOOL WORKS INC | 452308109 | 12,089 | $3,243 | 0.19% |
| 91 | AbbVie Inc | ABBV | 17,249 | $3,141 | 0.19% |
| 92 | Northrop Grumman Corp | NOC | 6,511 | $3,116 | 0.18% |
| 93 | CSX Corp | CSX | 81,881 | $3,035 | 0.18% |
| 94 | Vanguard Real Estate ETF | 922908553 | 34,985 | $3,025 | 0.18% |
| 95 | Ford Motor Co | 345370860 | 223,183 | $2,963 | 0.17% |
| 96 | Elevance Health Inc | ELV | 5,713 | $2,962 | 0.17% |
| 97 | iShares MSCI United Kingdom Etf | 46435G334 | 85,233 | $2,915 | 0.17% |
| 98 | GAP INC (THE) | GAP | 105,639 | $2,910 | 0.17% |
| 99 | iShares MSCI Mexico ETF | 464286822 | 41,700 | $2,890 | 0.17% |
| 100 | ISHARES U.S. REAL ESTATE ETF | 464287739 | 31,997 | $2,876 | 0.17% |
| 101 | VanEck Oil Services ETF | 92189H607 | 8,009 | $2,693 | 0.16% |
| 102 | GILEAD SCIENCES INC | GILD | 35,780 | $2,620 | 0.15% |
| 103 | PPG Industries Inc | 693506107 | 17,546 | $2,542 | 0.15% |
| 104 | VanEck Junior Gold Miners ETF | 92189F791 | 65,143 | $2,523 | 0.15% |
| 105 | ZIMMER BIOMET HOLDINGS INC | ZBH | 18,627 | $2,458 | 0.14% |
| 106 | DexCom Inc | DXCM | 17,581 | $2,438 | 0.14% |
| 107 | Motorola Solutions Inc | MSI | 6,498 | $2,306 | 0.14% |
| 108 | SOUTHWESTERN ENERGY CO | 845467109 | 303,100 | $2,297 | 0.14% |
| 109 | Duke Energy Corp | DUKB | 23,746 | $2,296 | 0.14% |
| 110 | INTERNATIONAL FLAVORS & FRAGRANCES INC | 459506101 | 26,575 | $2,285 | 0.13% |
| 111 | Adobe Inc | ADBE | 4,436 | $2,238 | 0.13% |
| 112 | United Airlines Holdings Inc | UNTCW | 46,585 | $2,230 | 0.13% |
| 113 | Paychex Inc | PAYX | 18,158 | $2,229 | 0.13% |
| 114 | ITAU UNIBANCO BANCO HOLDING SA | 465562106 | 319,599 | $2,214 | 0.13% |
| 115 | CoStar Group Inc | CSGP | 22,766 | $2,199 | 0.13% |
| 116 | iShares MSCI EAFE Value ETF | 464288877 | 39,049 | $2,124 | 0.13% |
| 117 | Realty Income Corp | O | 39,094 | $2,114 | 0.12% |
| 118 | Truist Financial Corp | 89832Q109 | 52,655 | $2,052 | 0.12% |
| 119 | Matador Resources Co | MTDR | 30,675 | $2,048 | 0.12% |
| 120 | CME Group Inc | CME | 9,411 | $2,026 | 0.12% |
| 121 | T-Mobile US Inc | TMUSZ | 12,272 | $2,003 | 0.12% |
| 122 | SUNCOR ENERGY INC | SU | 53,995 | $1,992 | 0.12% |
| 123 | Nucor Corp | NUE | 9,930 | $1,965 | 0.12% |
| 124 | JD.com Inc | JDCMF | 71,386 | $1,955 | 0.12% |
| 125 | Warner Bros Disc Inc | WBD | 222,712 | $1,944 | 0.11% |
| 126 | Copart Inc | CPRT | 31,840 | $1,844 | 0.11% |
| 127 | AMGEN INC | AMGN | 6,450 | $1,833 | 0.11% |
| 128 | Laboratory Corp of America Holdings | 50540R409 | 8,384 | $1,831 | 0.11% |
| 129 | Roper Technologies Inc | ROP | 3,201 | $1,795 | 0.11% |
| 130 | iShares S&P Global Clean Energy Index Fd | 464288224 | 127,365 | $1,780 | 0.10% |
| 131 | SOUTHERN COPPER CORP | SCCO | 16,410 | $1,747 | 0.10% |
| 132 | Intel Corp | INTC | 39,442 | $1,742 | 0.10% |
| 133 | REGIONS FINANCIAL CORP | RF-PF | 82,606 | $1,738 | 0.10% |
| 134 | Xtrackers Harvest CSI 300 China A-Shares | 233051879 | 70,242 | $1,690 | 0.10% |
| 135 | MICRON TECHNOLOGY INC | MU | 14,268 | $1,682 | 0.10% |
| 136 | Range Resources Corp | RRC | 48,796 | $1,680 | 0.10% |
| 137 | AGNICO EAGLE MINES LTD | AEM | 28,021 | $1,671 | 0.10% |
| 138 | Keysight Technologies Inc | KEYS | 10,554 | $1,650 | 0.10% |
| 139 | WHIRLPOOL CORP | WHR-PA | 13,797 | $1,650 | 0.10% |
| 140 | Expedia Group Inc | EXPE | 11,563 | $1,592 | 0.09% |
| 141 | ONEOK Inc | OKE | 19,408 | $1,555 | 0.09% |
| 142 | Centene Corp | CNC | 19,382 | $1,521 | 0.09% |
| 143 | HF Sinclair Corp | DINO | 25,080 | $1,514 | 0.09% |
| 144 | PRINCIPAL FINANCIAL GROUP INC | PFG | 17,475 | $1,508 | 0.09% |
| 145 | PBF Energy Inc | PBF | 25,514 | $1,468 | 0.09% |
| 146 | STEEL DYNAMICS INC | STLD | 9,670 | $1,433 | 0.08% |
| 147 | Live Nation Entertainment Inc | LYV | 13,222 | $1,398 | 0.08% |
| 148 | Ovintiv Inc | OVV | 26,597 | $1,380 | 0.08% |
| 149 | PLUG POWER INC | PLUG | 389,584 | $1,340 | 0.08% |
| 150 | SOUTHERN CO (THE) | SOMN | 18,178 | $1,304 | 0.08% |
| 151 | ICICI BANK LTD | IBN | 47,852 | $1,263 | 0.07% |
| 152 | SOLAREDGE TECHNOLOGIES INC | SEDG | 17,287 | $1,227 | 0.07% |
| 153 | Atlassian Corporation PLC | TEAM | 6,252 | $1,219 | 0.07% |
| 154 | Generac Holdlings Inc | GNRC | 9,628 | $1,214 | 0.07% |
| 155 | OWENS CORNING NEW COM | OC | 7,194 | $1,199 | 0.07% |
| 156 | NetApp Inc | NTAP | 11,332 | $1,189 | 0.07% |
| 157 | MOODY'S CORP | MCO | 2,990 | $1,175 | 0.07% |
| 158 | Sm Energy Co | SM | 23,483 | $1,170 | 0.07% |
| 159 | AutoNation Inc | AN | 6,669 | $1,104 | 0.07% |
| 160 | ISHARES U.S. ENERGY ETF | 464287796 | 22,195 | $1,096 | 0.06% |
| 161 | Civitas Resources Inc | 17888H103 | 14,406 | $1,093 | 0.06% |
| 162 | Verisk Analytics Inc | VRSK | 4,605 | $1,085 | 0.06% |
| 163 | Expeditors Intl of WA Inc | 302130109 | 8,373 | $1,017 | 0.06% |
| 164 | Keurig Dr Pepper Inc | KDP | 31,342 | $961 | 0.06% |
| 165 | KOHL'S CORP | KSS | 32,775 | $955 | 0.06% |
| 166 | TE Connectivity Ltd | TEL | 6,529 | $948 | 0.06% |
| 167 | Watsco Inc Cl A | WSO-B | 2,186 | $944 | 0.06% |
| 168 | J.B. HUNT TRANSPORT SERVICES INC | 445658107 | 4,540 | $904 | 0.05% |
| 169 | AIR PRODUCTS AND CHEMICALS INC | AIIR | 3,448 | $835 | 0.05% |
| 170 | BRISTOL-MYERS SQUIBB CO | CELG-RI | 15,364 | $833 | 0.05% |
| 171 | SEMPRA | SREA | 11,561 | $830 | 0.05% |
| 172 | ISHARES S&P SMALLCAP 600 VALUE ETF | 464287879 | 7,974 | $819 | 0.05% |
| 173 | Trip.com Group Ltd | TRPCF | 18,439 | $809 | 0.05% |
| 174 | THE AES CORP | AES | 44,840 | $803 | 0.05% |
| 175 | Cleveland-Cliffs Inc | CLF | 34,924 | $794 | 0.05% |
| 176 | Royal Caribbean Cruises Ltd | V7780T103 | 5,617 | $780 | 0.05% |
| 177 | HERSHEY CO (THE) | HSY | 4,002 | $778 | 0.05% |
| 178 | Viatris Inc | VTRS | 63,783 | $761 | 0.04% |
| 179 | Nasdaq Inc | NDAQ | 12,020 | $758 | 0.04% |
| 180 | MARATHON OIL CORP | MARA | 26,628 | $754 | 0.04% |
| 181 | American Airlines Group Inc | 02376R102 | 48,236 | $740 | 0.04% |
| 182 | EXACT Sciences Corp | 30063P105 | 10,687 | $738 | 0.04% |
| 183 | AKAMAI TECHNOLOGIES INC | AKAM | 6,751 | $734 | 0.04% |
| 184 | NOVARTIS AG | NVSEF | 7,557 | $730 | 0.04% |
| 185 | FIRST CITIZENS BANCSHARES INC | 31946M103 | 444 | $725 | 0.04% |
| 186 | Infosys Ltd | INFY | 40,361 | $723 | 0.04% |
| 187 | iShares Latin America 40 ETF | 464287390 | 24,717 | $702 | 0.04% |
| 188 | GOLD FIELDS LTD | GFIOF | 43,020 | $683 | 0.04% |
| 189 | Interpublic Group of Companies Inc (The) | INTR | 20,820 | $679 | 0.04% |
| 190 | LITHIA MOTORS INC | 536797103 | 2,197 | $660 | 0.04% |
| 191 | Caesars Entertainment Inc | 12769G100 | 15,009 | $656 | 0.04% |
| 192 | MSCI Inc | MSCI | 1,149 | $643 | 0.04% |
| 193 | STANLEY BLACK & DECKER INC | SWK | 6,541 | $640 | 0.04% |
| 194 | TYSON FOODS INC | TSN | 10,348 | $607 | 0.04% |
| 195 | ALASKA AIR GROUP INC | ALK | 14,080 | $605 | 0.04% |
| 196 | Ansys Inc | 03662Q105 | 1,740 | $604 | 0.04% |
| 197 | Rockwell Automation Inc | ROK | 2,057 | $599 | 0.04% |
| 198 | 3M CO | MMM | 5,548 | $588 | 0.03% |
| 199 | Enbridge Inc | ENNPF | 16,106 | $582 | 0.03% |
| 200 | Consolidated Edison Inc | ED | 6,257 | $568 | 0.03% |
| 201 | Best Buy Co. Inc | BBY | 6,907 | $566 | 0.03% |
| 202 | RAYMOND JAMES FINANCIAL INC | 754730109 | 4,220 | $541 | 0.03% |
| 203 | Invesco Solar ETF | IVZ | 11,940 | $541 | 0.03% |
| 204 | Comerica Inc | 200340107 | 9,754 | $536 | 0.03% |
| 205 | YUM! BRANDS INC | YUM | 3,850 | $533 | 0.03% |
| 206 | SKYWORKS SOLUTIONS INC | SWKS | 4,860 | $526 | 0.03% |
| 207 | FirstEnergy Corp | FE | 13,477 | $520 | 0.03% |
| 208 | ALNYLAM PHARMACEUTICALS INC | ALNY | 3,469 | $518 | 0.03% |
| 209 | RH Common Stock | RH | 1,467 | $510 | 0.03% |
| 210 | DARDEN RESTAURANTS INC | DRI | 3,046 | $509 | 0.03% |
| 211 | WESTERN ALLIANCE BANCORPORATION | WAL-PA | 7,864 | $504 | 0.03% |
| 212 | Albemarle Corp | ALB-PA | 3,447 | $454 | 0.03% |
| 213 | PUBLIC STORAGE COM | PSA-PS | 1,437 | $416 | 0.02% |
| 214 | Cognizant Technology Solutions Corp | CTSH | 5,313 | $389 | 0.02% |
| 215 | Wolfspeed Inc | WOLF | 12,208 | $360 | 0.02% |
| 216 | V.F. CORP | VFC | 23,397 | $358 | 0.02% |
| 217 | SKECHERS U.S.A. INC | 830566105 | 5,688 | $348 | 0.02% |
| 218 | Teradyne Inc | TER | 2,921 | $329 | 0.02% |
| 219 | Murphy Usa Inc | MUSA | 760 | $318 | 0.02% |
| 220 | Boston Properties Inc | BXP | 4,799 | $313 | 0.02% |
| 221 | Weyerhaeuser Co | WY | 7,877 | $282 | 0.02% |
| 222 | LPL Financial Holdings Inc | 50212V100 | 1,059 | $279 | 0.02% |
| 223 | Hewlett Packard Enterprise Co | HPE-PC | 14,035 | $248 | 0.01% |
| 224 | ILLUMINA INC | ILMN | 1,735 | $238 | 0.01% |
| 225 | Insulet Corp | PODD | 1,288 | $220 | 0.01% |
| 226 | Cardinal Health Inc | CAH | 1,892 | $211 | 0.01% |
| 227 | INVESCO PLC | IVZ | 11,189 | $185 | 0.01% |
| 228 | Paramount Global B | 92556H206 | 10,647 | $125 | 0.01% |