Quantitative Investment Management, LLC Quant / Systematic

CIK: 0001445911 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 14, 2023

Total Value ($000): $650 (100.0% shares, 0.0% debt)

Holdings (162)

SPY SPDR S&P 500 ETF 11.6%
Value ($000) $75 Shares 176,437 Est. Cost $0.43 Unrealized
XLI SPDR S&P Industrial ETF 6.2%
Value ($000) $40 Shares 398,449 Est. Cost $29.55 Unrealized
XLP SPDR S&P Consumer Staples Etf 5.4%
Value ($000) $35 Shares 509,466 Est. Cost $0.07 Unrealized
DAL Delta Air Lines Inc 3.5%
Value ($000) $23 Shares 610,019 Est. Cost $42.32 Unrealized 0.0%
JNJ Johnson & Johnson 3.3%
Value ($000) $21 Shares 135,770 Est. Cost $153.28 Unrealized 0.0%
GIS GENERAL MILLS INC 2.3%
Value ($000) $15 Shares 238,744 Est. Cost $66.80 Unrealized -3.3%
RTX Rtx Corp 2.2%
Value ($000) $15 Shares 202,349 Est. Cost $81.24 Unrealized 0.0%
CCL Carnival Corp 2.0%
Value ($000) $13 Shares 937,582 Est. Cost $16.57 Unrealized 0.0%
JETS U.S. Global Jets ETF 1.9%
Value ($000) $13 Shares 740,124 Est. Cost $0.02 Unrealized
JPM J P MORGAN CHASE & CO 1.8%
Value ($000) $12 Shares 81,517 Est. Cost $142.31 Unrealized 0.0%
UNP UNION PACIFIC CORP 1.7%
Value ($000) $11 Shares 54,356 Est. Cost $200.28 Unrealized +2.9%
UPS UNITED PARCEL SERVICE INC 1.7%
Value ($000) $11 Shares 69,962 Est. Cost $151.64 Unrealized 0.0%
DG Dollar General Corp 1.7%
Value ($000) $11 Shares 101,652 Est. Cost $141.69 Unrealized 0.0%
INDA iShares MSCI India 1.6%
Value ($000) $10 Shares 233,046 Est. Cost $0.04 Unrealized
ITB iShares U.S. Home Construction ETF 1.5%
Value ($000) $9 Shares 120,993 Est. Cost $0.08 Unrealized
CSCO Cisco Systems Inc 1.4%
Value ($000) $9 Shares 170,611 Est. Cost $50.30 Unrealized 0.0%
WMT Walmart Inc 1.4%
Value ($000) $9 Shares 57,324 Est. Cost $47.43 Unrealized +9.2%
HSY HERSHEY CO (THE) 1.4%
Value ($000) $9 Shares 44,085 Est. Cost $208.68 Unrealized 0.0%
ORCL Oracle Corp 1.3%
Value ($000) $9 Shares 82,774 Est. Cost $112.78 Unrealized 0.0%
AAL American Airlines Group Inc 1.3%
Value ($000) $9 Shares 673,851 Est. Cost $15.52 Unrealized 0.0%
DHI D.R. HORTON INC 1.3%
Value ($000) $9 Shares 80,270 Est. Cost $116.99 Unrealized 0.0%
FISV Fiserv Inc 1.3%
Value ($000) $9 Shares 75,950 Est. Cost $123.15 Unrealized 0.0%
XHB SPDR S&P Homebuilders ETF 1.1%
Value ($000) $7 Shares 96,558 Est. Cost $0.08 Unrealized
IBM International Business Machines Corp 1.1%
Value ($000) $7 Shares 50,695 Est. Cost $131.75 Unrealized 0.0%
UAL United Airlines Holdings Inc 1.1%
Value ($000) $7 Shares 165,167 Est. Cost $50.56 Unrealized 0.0%
FANG Diamondback Energy Inc 1.1%
Value ($000) $7 Shares 44,485 Est. Cost $134.18 Unrealized 0.0%
LUV SOUTHWEST AIRLINES CO 1.0%
Value ($000) $7 Shares 249,478 Est. Cost $30.15 Unrealized +2.5%
COST COSTCO WHOLESALE CORP 1.0%
Value ($000) $7 Shares 11,751 Est. Cost $487.14 Unrealized +9.3%
EL ESTEE LAUDER COMPANIES INC (THE) 1.0%
Value ($000) $6 Shares 44,766 Est. Cost $171.27 Unrealized -7.2%
RCL Royal Caribbean Cruises Ltd 0.9%
Value ($000) $6 Shares 66,303 Est. Cost $98.44 Unrealized 0.0%
ADP AUTOMATIC DATA PROCESSING INC 0.9%
Value ($000) $6 Shares 25,171 Est. Cost $231.16 Unrealized 0.0%
JCI Johnson Controls Inc 0.9%
Value ($000) $6 Shares 104,655 Est. Cost $59.18 Unrealized 0.0%
DRI DARDEN RESTAURANTS INC 0.8%
Value ($000) $5 Shares 36,930 Est. Cost $146.37 Unrealized +0.5%
DE Deere & Co 0.8%
Value ($000) $5 Shares 13,168 Est. Cost $376.88 Unrealized +5.6%
TPR Tapestry Inc 0.7%
Value ($000) $5 Shares 165,794 Est. Cost $34.31 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC-A 0.7%
Value ($000) $5 Shares 18,660 Est. Cost $223.07 Unrealized +11.7%
XLK SPDR S&P Technology ETF 0.7%
Value ($000) $4 Shares 26,930 Est. Cost $0.16 Unrealized
MGM MGM RESORTS INTERNATIONAL 0.7%
Value ($000) $4 Shares 116,927 Est. Cost $44.19 Unrealized 0.0%
MA Mastercard Incorp Common Stock 0.7%
Value ($000) $4 Shares 10,688 Est. Cost $380.15 Unrealized +4.2%
ISRG INTUITIVE SURGICAL INC 0.6%
Value ($000) $4 Shares 14,106 Est. Cost $312.30 Unrealized 0.0%
USB U.S. BANCORP 0.6%
Value ($000) $4 Shares 116,846 Est. Cost $30.74 Unrealized +5.7%
SEDG SOLAREDGE TECHNOLOGIES INC 0.6%
Value ($000) $4 Shares 29,586 Est. Cost $191.85 Unrealized 0.0%
CAT Caterpillar Inc 0.6%
Value ($000) $4 Shares 13,687 Est. Cost $221.19 Unrealized +18.2%
Discover Financial Services 0.6%
Value ($000) $4 Shares 42,895 Est. Cost $0.09 Unrealized
CELH Celsius Holdings 0.6%
Value ($000) $4 Shares 20,989 Est. Cost $56.23 Unrealized 0.0%
VMC VULCAN MATERIALS CO 0.5%
Value ($000) $3 Shares 17,093 Est. Cost $213.74 Unrealized 0.0%
Seagen Inc 0.5%
Value ($000) $3 Shares 15,678 Est. Cost $0.21 Unrealized
KO COCA-COLA CO (THE) 0.5%
Value ($000) $3 Shares 57,707 Est. Cost $55.72 Unrealized 0.0%
HPQ HP Inc 0.5%
Value ($000) $3 Shares 123,697 Est. Cost $27.96 Unrealized 0.0%
SPGI S&P GLOBAL INC 0.5%
Value ($000) $3 Shares 8,538 Est. Cost $385.89 Unrealized 0.0%
LEN LENNAR CORP 0.5%
Value ($000) $3 Shares 27,480 Est. Cost $113.48 Unrealized 0.0%
WALGREENS BOOTS ALLIANCE INC 0.5%
Value ($000) $3 Shares 133,378 Est. Cost $0.02 Unrealized
RH RH Common Stock 0.4%
Value ($000) $3 Shares 10,971 Est. Cost $261.37 Unrealized +33.0%
GPN Global Payments Inc 0.4%
Value ($000) $3 Shares 24,437 Est. Cost $100.11 Unrealized +16.0%
IYT iShares US Transportation ETF 0.4%
Value ($000) $3 Shares 11,708 Est. Cost $9.21 Unrealized
EW EDWARDS LIFESCIENCES CORP 0.4%
Value ($000) $3 Shares 39,297 Est. Cost $86.70 Unrealized -7.3%
MAR MARRIOTT INTERNATIONAL 0.4%
Value ($000) $3 Shares 13,420 Est. Cost $177.52 Unrealized +9.3%
OMC Omnicom Group Inc 0.4%
Value ($000) $3 Shares 35,291 Est. Cost $75.86 Unrealized 0.0%
REGN REGENERON PHARMACEUTICALS INC 0.4%
Value ($000) $3 Shares 3,108 Est. Cost $781.58 Unrealized 0.0%
BA BOEING CO (THE) 0.4%
Value ($000) $3 Shares 13,241 Est. Cost $218.79 Unrealized 0.0%
NKE NIKE INC 0.4%
Value ($000) $3 Shares 26,368 Est. Cost $98.24 Unrealized 0.0%
O Realty Income Corp 0.4%
Value ($000) $3 Shares 50,233 Est. Cost $51.46 Unrealized -2.5%
TE Connectivity Ltd 0.4%
Value ($000) $2 Shares 19,853 Est. Cost $12.47 Unrealized
CDW Cdw Corp 0.4%
Value ($000) $2 Shares 12,043 Est. Cost $193.29 Unrealized 0.0%
RF REGIONS FINANCIAL CORP 0.4%
Value ($000) $2 Shares 138,794 Est. Cost $16.95 Unrealized 0.0%
PHM Pultegroup Inc 0.4%
Value ($000) $2 Shares 31,926 Est. Cost $78.26 Unrealized 0.0%
SHW SHERWIN-WILLIAMS CO (THE) 0.3%
Value ($000) $2 Shares 8,719 Est. Cost $242.51 Unrealized +8.1%
Interpublic Group of Companies Inc (The) 0.3%
Value ($000) $2 Shares 75,993 Est. Cost $30.28 Unrealized 0.0%
FTV Fortive Corporation 0.3%
Value ($000) $2 Shares 28,870 Est. Cost $53.74 Unrealized +5.9%
CNC Centene Corp 0.3%
Value ($000) $2 Shares 30,839 Est. Cost $66.53 Unrealized 0.0%
ICLN iShares S&P Global Clean Energy Index Fd 0.3%
Value ($000) $2 Shares 144,084 Est. Cost $0.02 Unrealized
PH PARKER-HANNIFIN CORP 0.3%
Value ($000) $2 Shares 5,193 Est. Cost $391.41 Unrealized 0.0%
APH AMPHENOL CORP 0.3%
Value ($000) $2 Shares 23,030 Est. Cost $40.38 Unrealized +4.4%
MLM Martin Marietta Materials Inc 0.3%
Value ($000) $2 Shares 4,687 Est. Cost $436.08 Unrealized 0.0%
Hess Corp 0.3%
Value ($000) $2 Shares 12,258 Est. Cost $0.15 Unrealized
VGT Vanguard Information Tech ETF - DNQ 0.3%
Value ($000) $2 Shares 4,483 Est. Cost $0.41 Unrealized
GSK GSK plc 0.3%
Value ($000) $2 Shares 50,705 Est. Cost $0.04 Unrealized
TJX TJX COMPANIES INC (THE) 0.3%
Value ($000) $2 Shares 19,910 Est. Cost $75.66 Unrealized +12.8%
ITW ILLINOIS TOOL WORKS INC 0.3%
Value ($000) $2 Shares 7,617 Est. Cost $230.07 Unrealized 0.0%
ADM ARCHER-DANIELS-MIDLAND CO 0.3%
Value ($000) $2 Shares 23,235 Est. Cost $74.59 Unrealized 0.0%
ABT Abbott Laboratories 0.3%
Value ($000) $2 Shares 17,417 Est. Cost $101.46 Unrealized -1.0%
IDXX IDEXX LABORATORIES INC 0.2%
Value ($000) $2 Shares 3,689 Est. Cost $482.46 Unrealized +3.4%
NCLH Norwegian Cruise Line Holdings Ltd 0.2%
Value ($000) $2 Shares 97,763 Est. Cost $18.45 Unrealized 0.0%
VEEV Veeva Systems Inc 0.2%
Value ($000) $2 Shares 7,830 Est. Cost $179.31 Unrealized +12.4%
PAYX Paychex Inc 0.2%
Value ($000) $2 Shares 13,526 Est. Cost $112.19 Unrealized 0.0%
BLDR Builders FirstSource Inc 0.2%
Value ($000) $2 Shares 12,472 Est. Cost $137.97 Unrealized 0.0%
OKE ONEOK Inc 0.2%
Value ($000) $2 Shares 24,314 Est. Cost $57.97 Unrealized 0.0%
MRVL Marvell Technology Group Ltd 0.2%
Value ($000) $2 Shares 28,202 Est. Cost $48.12 Unrealized +21.6%
BSX Boston Scientific Corp 0.2%
Value ($000) $1 Shares 28,091 Est. Cost $52.45 Unrealized 0.0%
FDX FedEx Corp 0.2%
Value ($000) $1 Shares 5,579 Est. Cost $229.80 Unrealized +7.4%
LYV Live Nation Entertainment Inc 0.2%
Value ($000) $1 Shares 17,610 Est. Cost $87.14 Unrealized 0.0%
CSGP CoStar Group Inc 0.2%
Value ($000) $1 Shares 17,934 Est. Cost $82.85 Unrealized 0.0%
HBAN HUNTINGTON BANCSHARES INC 0.2%
Value ($000) $1 Shares 131,826 Est. Cost $10.09 Unrealized 0.0%
EWW iShares MSCI Mexico ETF 0.2%
Value ($000) $1 Shares 23,326 Est. Cost $0.06 Unrealized
IGV Ishr S&P Gs Sftw 0.2%
Value ($000) $1 Shares 3,931 Est. Cost $0.34 Unrealized
DLTR Dollar Tree Inc 0.2%
Value ($000) $1 Shares 12,330 Est. Cost $133.96 Unrealized 0.0%
CME CME Group Inc 0.2%
Value ($000) $1 Shares 6,507 Est. Cost $180.18 Unrealized 0.0%
PODD Insulet Corp 0.2%
Value ($000) $1 Shares 8,101 Est. Cost $223.91 Unrealized 0.0%
XYL Xylem Inc 0.2%
Value ($000) $1 Shares 14,121 Est. Cost $100.66 Unrealized -0.4%
IHI iShares U.S. Medical Devices ETF 0.2%
Value ($000) $1 Shares 25,274 Est. Cost $0.06 Unrealized
JBHT J.B. HUNT TRANSPORT SERVICES INC 0.2%
Value ($000) $1 Shares 6,462 Est. Cost $176.48 Unrealized +6.2%
WDC Western Digital Corp 0.2%
Value ($000) $1 Shares 25,557 Est. Cost $29.93 Unrealized +5.0%
ACN Accenture Plc 0.2%
Value ($000) $1 Shares 3,624 Est. Cost $261.35 Unrealized +16.5%
PWR Quanta Services Inc 0.2%
Value ($000) $1 Shares 5,908 Est. Cost $199.88 Unrealized 0.0%
VRTX VERTEX PHARMACEUTICALS INC 0.2%
Value ($000) $1 Shares 3,179 Est. Cost $299.93 Unrealized +16.6%
CFG Citizens Financial Group Inc 0.2%
Value ($000) $1 Shares 41,054 Est. Cost $24.48 Unrealized +5.2%
MTD METTLER-TOLEDO INTERNATIONAL INC 0.2%
Value ($000) $1 Shares 970 Est. Cost $1406.01 Unrealized -12.8%
ALB Albemarle Corp 0.2%
Value ($000) $1 Shares 6,173 Est. Cost $191.29 Unrealized 0.0%
STLD STEEL DYNAMICS INC 0.2%
Value ($000) $1 Shares 9,346 Est. Cost $100.40 Unrealized 0.0%
CNQ CANADIAN NATURAL RESOURCES LTD 0.1%
Value ($000) $1 Shares 14,639 Est. Cost $27.87 Unrealized 0.0%
KBH KB Home 0.1%
Value ($000) $1 Shares 19,587 Est. Cost $48.87 Unrealized 0.0%
DD DuPont de Nemours Inc 0.1%
Value ($000) $1 Shares 12,106 Est. Cost $29.88 Unrealized 0.0%
BAX BAXTER INTERNATIONAL INC 0.1%
Value ($000) $1 Shares 23,694 Est. Cost $43.38 Unrealized -7.4%
TSM Taiwan Semiconductor Manufacturing CoLtd 0.1%
Value ($000) $1 Shares 10,279 Est. Cost $0.10 Unrealized
SWK STANLEY BLACK & DECKER INC 0.1%
Value ($000) $1 Shares 9,975 Est. Cost $74.47 Unrealized +13.0%
ZBH ZIMMER BIOMET HOLDINGS INC 0.1%
Value ($000) $1 Shares 7,282 Est. Cost $124.17 Unrealized 0.0%
RMD Resmed Inc 0.1%
Value ($000) $1 Shares 5,328 Est. Cost $176.73 Unrealized 0.0%
COHR Coherent Corp 0.1%
Value ($000) $1 Shares 23,519 Est. Cost $40.35 Unrealized +1.8%
MAS MASCO CORP 0.1%
Value ($000) $1 Shares 14,336 Est. Cost $49.99 Unrealized +10.6%
TXRH TEXAS ROADHOUSE INC 0.1%
Value ($000) $1 Shares 7,774 Est. Cost $102.44 Unrealized 0.0%
AZO AUTOZONE INC 0.1%
Value ($000) $1 Shares 291 Est. Cost $2509.45 Unrealized 0.0%
GWW W.W. GRAINGER INC 0.1%
Value ($000) $1 Shares 1,067 Est. Cost $708.54 Unrealized 0.0%
THO Thor Industries Inc 0.1%
Value ($000) $1 Shares 7,682 Est. Cost $99.20 Unrealized 0.0%
Wolfspeed Inc 0.1%
Value ($000) $1 Shares 19,099 Est. Cost $0.04 Unrealized
WCC WESCO INTERNATIONAL INC 0.1%
Value ($000) $1 Shares 4,903 Est. Cost $157.78 Unrealized 0.0%
STM STMICROELECTRONICS N.V. 0.1%
Value ($000) $1 Shares 15,647 Est. Cost $0.04 Unrealized
ROK Rockwell Automation Inc 0.1%
Value ($000) $1 Shares 2,298 Est. Cost $296.68 Unrealized 0.0%
CSL CARLISLE COMPANIES INC 0.1%
Value ($000) $1 Shares 2,446 Est. Cost $260.64 Unrealized 0.0%
MSCI MSCI Inc 0.1%
Value ($000) $1 Shares 1,223 Est. Cost $510.96 Unrealized 0.0%
WMS Advanced Drainage Systems Inc 0.1%
Value ($000) $1 Shares 5,480 Est. Cost $120.72 Unrealized 0.0%
KRE SPDR S&P Regional Banking ETF 0.1%
Value ($000) $1 Shares 14,292 Est. Cost $0.04 Unrealized
MU MICRON TECHNOLOGY INC 0.1%
Value ($000) $1 Shares 8,647 Est. Cost $63.48 Unrealized +4.4%
IRM Iron Mountain Inc 0.1%
Value ($000) $1 Shares 9,620 Est. Cost $56.32 Unrealized 0.0%
WMB WILLIAMS COMPANIES INC (THE) 0.1%
Value ($000) $1 Shares 16,916 Est. Cost $28.17 Unrealized +9.6%
NXPI NXP Semiconductors N.V. 0.1%
Value ($000) $1 Shares 2,586 Est. Cost $162.72 Unrealized +21.7%
KBE SPDR S&P Bank ETF 0.1%
Value ($000) $0 Shares 13,156 Est. Cost $0.04 Unrealized
TREX TREX CO INC 0.1%
Value ($000) $0 Shares 7,407 Est. Cost $68.61 Unrealized 0.0%
DECK DECKERS OUTDOOR CORP 0.1%
Value ($000) $0 Shares 882 Est. Cost $89.54 Unrealized 0.0%
AMP AMERIPRISE FINANCIAL INC 0.1%
Value ($000) $0 Shares 1,291 Est. Cost $330.58 Unrealized 0.0%
EFX EQUIFAX INC 0.1%
Value ($000) $0 Shares 2,310 Est. Cost $200.72 Unrealized 0.0%
SQM SOCIEDAD QUIMICA Y MINERA S.A. 0.1%
Value ($000) $0 Shares 7,096 Est. Cost $0.06 Unrealized
ALL Allstate Corp (The) 0.1%
Value ($000) $0 Shares 3,391 Est. Cost $106.77 Unrealized -3.0%
CTSH Cognizant Technology Solutions Corp 0.1%
Value ($000) $0 Shares 5,315 Est. Cost $58.47 Unrealized +13.6%
PPG PPG Industries Inc 0.1%
Value ($000) $0 Shares 2,772 Est. Cost $133.03 Unrealized 0.0%
WAB Westinghouse Air Brake Technologies Corp 0.1%
Value ($000) $0 Shares 3,364 Est. Cost $99.69 Unrealized +10.4%
NEW YORK COMMUNITY BANCORP INC 0.1%
Value ($000) $0 Shares 30,986 Est. Cost $0.01 Unrealized
URI United Rentals Inc 0.1%
Value ($000) $0 Shares 772 Est. Cost $447.53 Unrealized 0.0%
CE Celanese Corp 0.1%
Value ($000) $0 Shares 2,713 Est. Cost $119.33 Unrealized 0.0%
COF CAPITAL ONE FINANCIAL CORP 0.1%
Value ($000) $0 Shares 3,435 Est. Cost $98.71 Unrealized +4.4%
LYB LyondellBasell Industries NV 0.0%
Value ($000) $0 Shares 3,423 Est. Cost $75.96 Unrealized +6.7%
LAD LITHIA MOTORS INC 0.0%
Value ($000) $0 Shares 1,024 Est. Cost $304.77 Unrealized 0.0%
BEN Franklin Resources Inc 0.0%
Value ($000) $0 Shares 12,271 Est. Cost $23.60 Unrealized 0.0%
H Hyatt Hotels Corp 0.0%
Value ($000) $0 Shares 2,773 Est. Cost $112.68 Unrealized 0.0%
BRK/B Berkshire Hathaway Inc Cl B 0.0%
Value ($000) $0 Shares 824 Est. Cost $308.18 Unrealized +15.1%
GD GENERAL DYNAMICS CORP 0.0%
Value ($000) $0 Shares 1,295 Est. Cost $211.15 Unrealized 0.0%
SPG SIMON PROPERTY GROUP INC 0.0%
Value ($000) $0 Shares 2,469 Est. Cost $103.23 Unrealized 0.0%
SCCO SOUTHERN COPPER CORP 0.0%
Value ($000) $0 Shares 3,464 Est. Cost $69.85 Unrealized 0.0%
ZBRA ZEBRA TECHNOLOGIES CORP 0.0%
Value ($000) $0 Shares 1,011 Est. Cost $280.51 Unrealized -3.2%
CCI Crown Castle Inc 0.0%
Value ($000) $0 Shares 2,401 Est. Cost $102.41 Unrealized -11.7%
NVS NOVARTIS AG 0.0%
Value ($000) $0 Shares 2,124 Est. Cost $0.10 Unrealized
ULTA Ulta Beauty Inc 0.0%
Value ($000) $0 Shares 526 Est. Cost $437.16 Unrealized 0.0%
SIRIUS XM HOLDINGS INC 0.0%
Value ($000) $0 Shares 30,865 Est. Cost $0.00 Unrealized