13F-HR filed by Quantitative Investment Management, LLC
Quantitative Investment Management, LLC filed this 13F-HR for the quarter ended 2023-09-30, filed 2023-11-14, with 162 holding rows worth $650,315,000.
- Accession
- 0001445911-23-000005
- Filer
- CIK 1445911
- Filed
- 2023-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2023
A holdings report, 162 entries on the cover page, a total value of $650,315,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $650,234,000 with VALUE read as thousands, detected and multiplied, 13F file number 028-13202. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| SPY | 78462F103 | SHS | 176,437 | $75,423,000 | thousands, detected and multiplied | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 398,449 | $40,394,000 | thousands, detected and multiplied | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 509,466 | $35,056,000 | thousands, detected and multiplied | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 610,019 | $22,570,000 | thousands, detected and multiplied | |
| Johnson & Johnson | 478160104 | COM | 135,770 | $21,146,000 | thousands, detected and multiplied | |
| GENERAL MILLS INC COM | 370334104 | Stock | 238,744 | $15,277,000 | thousands, detected and multiplied | |
| Raytheon Technologies Corporation | 75513E101 | COM | 202,349 | $14,563,000 | thousands, detected and multiplied | |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 937,582 | $12,863,000 | thousands, detected and multiplied | |
| U.S. GLOBAL JETS ETF | 26922A842 | ETF | 740,124 | $12,604,000 | thousands, detected and multiplied | |
| JPMorgan Chase & Co | 46625H100 | COM | 81,517 | $11,821,000 | thousands, detected and multiplied | |
| Union Pacific Corporation | 907818108 | COM | 54,356 | $11,068,000 | thousands, detected and multiplied | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 69,962 | $10,904,000 | thousands, detected and multiplied | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 101,652 | $10,754,000 | thousands, detected and multiplied | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 233,046 | $10,305,000 | thousands, detected and multiplied | |
| ISHARES TR | 464288752 | US HOME CONS ETF | 120,993 | $9,496,000 | thousands, detected and multiplied | |
| Cisco Systems,Inc. | 17275R102 | COM | 170,611 | $9,172,000 | thousands, detected and multiplied | |
| Walmart Inc. | 931142103 | COM | 57,324 | $9,167,000 | thousands, detected and multiplied | |
| HERSHEY CO COM | 427866108 | Stock | 44,085 | $8,820,000 | thousands, detected and multiplied | |
| Oracle Corporation | 68389X105 | COM | 82,774 | $8,767,000 | thousands, detected and multiplied | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 673,851 | $8,632,000 | thousands, detected and multiplied | |
| D R HORTON INC COM | 23331A109 | Stock | 80,270 | $8,626,000 | thousands, detected and multiplied | |
| FISERV INC | 337738108 | COM | 75,950 | $8,579,000 | thousands, detected and multiplied | |
| SPDR S&P Homebuilders ETF | 78464A888 | SHS | 96,558 | $7,393,000 | thousands, detected and multiplied | |
| International Business Machines Corporation | 459200101 | COM | 50,695 | $7,112,000 | thousands, detected and multiplied | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 165,167 | $6,986,000 | thousands, detected and multiplied | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 44,485 | $6,889,000 | thousands, detected and multiplied | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 249,478 | $6,753,000 | thousands, detected and multiplied | |
| Costco Wholesale Corporation | 22160K105 | COM | 11,751 | $6,638,000 | thousands, detected and multiplied | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 44,766 | $6,470,000 | thousands, detected and multiplied | |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 66,303 | $6,109,000 | thousands, detected and multiplied | |
| Automatic Data Processing,Inc. | 053015103 | COM | 25,171 | $6,055,000 | thousands, detected and multiplied | |
| JOHNSON CTLS INTL PLC SHS | G51502105 | Stock | 104,655 | $5,568,000 | thousands, detected and multiplied | |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 36,930 | $5,289,000 | thousands, detected and multiplied | |
| Deere & Company | 244199105 | COM | 13,168 | $4,969,000 | thousands, detected and multiplied | |
| TAPESTRY INC COM | 876030107 | Stock | 165,794 | $4,766,000 | thousands, detected and multiplied | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 18,660 | $4,689,000 | thousands, detected and multiplied | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 26,930 | $4,414,000 | thousands, detected and multiplied | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 116,927 | $4,298,000 | thousands, detected and multiplied | |
| MasterCard, Inc | 57636Q104 | COM | 10,688 | $4,231,000 | thousands, detected and multiplied | |
| Intuitive Surgical,Inc. | 46120E602 | COM | 14,106 | $4,123,000 | thousands, detected and multiplied | |
| USBANCORPDEL | 902973304 | COM NEW | 116,846 | $3,862,000 | thousands, detected and multiplied | |
| SOLAREDGE TECHNOLOGIES INC | 83417M104 | COM | 29,586 | $3,831,000 | thousands, detected and multiplied | |
| Caterpillar Inc. | 149123101 | COM | 13,687 | $3,736,000 | thousands, detected and multiplied | |
| DISCOVER FINL SVCS | 254709108 | COM | 42,895 | $3,715,000 | thousands, detected and multiplied | |
| CELSIUS HLDGS INC | 15118V207 | COM NEW | 20,989 | $3,601,000 | thousands, detected and multiplied | |
| VULCAN MATLS CO COM | 929160109 | Stock | 17,093 | $3,453,000 | thousands, detected and multiplied | |
| SEAGEN INC | 81181C104 | COM | 15,678 | $3,326,000 | thousands, detected and multiplied | |
| Coca-Cola Company | 191216100 | COM | 57,707 | $3,230,000 | thousands, detected and multiplied | |
| HP INC COM | 40434L105 | Stock | 123,697 | $3,179,000 | thousands, detected and multiplied | |
| S&P Global,Inc. | 78409V104 | COM | 8,538 | $3,119,000 | thousands, detected and multiplied | |
| LENNAR CORP CL A | 526057104 | Stock | 27,480 | $3,084,000 | thousands, detected and multiplied | |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 133,378 | $2,966,000 | thousands, detected and multiplied | |
| RH | 74967X103 | COM | 10,971 | $2,900,000 | thousands, detected and multiplied | |
| GLOBAL PMTS INC | 37940X102 | COM | 24,437 | $2,819,000 | thousands, detected and multiplied | |
| ISHARES TR | 464287192 | US TRSPRTION | 11,708 | $2,736,000 | thousands, detected and multiplied | |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 39,297 | $2,722,000 | thousands, detected and multiplied | |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 13,420 | $2,637,000 | thousands, detected and multiplied | |
| OMNICOM GROUP INC COM | 681919106 | Stock | 35,291 | $2,628,000 | thousands, detected and multiplied | |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 3,108 | $2,557,000 | thousands, detected and multiplied | |
| Boeing Company | 097023105 | COM | 13,241 | $2,538,000 | thousands, detected and multiplied | |
| NIKE,Inc. Class B | 654106103 | COM | 26,368 | $2,521,000 | thousands, detected and multiplied | |
| REALTY INCOME CORP COM | 756109104 | REIT | 50,233 | $2,508,000 | thousands, detected and multiplied | |
| TE CONNECTIVITY LTD | H84989104 | SHS | 19,853 | $2,452,000 | thousands, detected and multiplied | |
| CDW CORP COM | 12514G108 | Stock | 12,043 | $2,429,000 | thousands, detected and multiplied | |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 138,794 | $2,387,000 | thousands, detected and multiplied | |
| PULTE GROUP INC COM | 745867101 | Stock | 31,926 | $2,364,000 | thousands, detected and multiplied | |
| SHERWIN WILLIAMS CO | 824348106 | COM | 8,719 | $2,223,000 | thousands, detected and multiplied | |
| INTERPUBLIC GROUP COS | 460690100 | COM | 75,993 | $2,177,000 | thousands, detected and multiplied | |
| FORTIVE CORP COM | 34959J108 | Stock | 28,870 | $2,140,000 | thousands, detected and multiplied | |
| CENTENE CORP DEL COM | 15135B101 | Stock | 30,839 | $2,124,000 | thousands, detected and multiplied | |
| iShares S&P Global Clean Energy Index Fund | 464288224 | COM | 144,084 | $2,106,000 | thousands, detected and multiplied | |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 5,193 | $2,022,000 | thousands, detected and multiplied | |
| AMPHENOL CORP NEW | 032095101 | COM | 23,030 | $1,934,000 | thousands, detected and multiplied | |
| MARTIN MARIETTA MATLS INC COM | 573284106 | Stock | 4,687 | $1,923,000 | thousands, detected and multiplied | |
| HESS CORP | 42809H107 | COM | 12,258 | $1,875,000 | thousands, detected and multiplied | |
| VGT | 92204A702 | SHS | 4,483 | $1,859,000 | thousands, detected and multiplied | |
| GSK PLC SPONSORED ADR | 37733W204 | ADR | 50,705 | $1,838,000 | thousands, detected and multiplied | |
| TJX Companies Inc | 872540109 | COM | 19,910 | $1,769,000 | thousands, detected and multiplied | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 7,617 | $1,754,000 | thousands, detected and multiplied | |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 23,235 | $1,752,000 | thousands, detected and multiplied | |
| Abbott Laboratories | 002824100 | COM | 17,417 | $1,686,000 | thousands, detected and multiplied | |
| IDEXX LABS INC COM | 45168D104 | Stock | 3,689 | $1,613,000 | thousands, detected and multiplied | |
| NORWEGIAN CRUISE LINE HLDGS LT SHS | G66721104 | Stock | 97,763 | $1,611,000 | thousands, detected and multiplied | |
| VEEVA SYS INC CL A COM | 922475108 | Stock | 7,830 | $1,593,000 | thousands, detected and multiplied | |
| PAYCHEX INC | 704326107 | COM | 13,526 | $1,559,000 | thousands, detected and multiplied | |
| BUILDERS FIRSTSOURCE INC COM | 12008R107 | Stock | 12,472 | $1,552,000 | thousands, detected and multiplied | |
| ONEOK INC NEW | 682680103 | COM | 24,314 | $1,542,000 | thousands, detected and multiplied | |
| MARVELL TECHNOLOGY INC | 573874104 | COM | 28,202 | $1,526,000 | thousands, detected and multiplied | |
| Boston Scientific Corporation | 101137107 | COM | 28,091 | $1,483,000 | thousands, detected and multiplied | |
| FEDEX CORP COM | 31428X106 | Stock | 5,579 | $1,477,000 | thousands, detected and multiplied | |
| LIVE NATION ENTERTAINMENT INC COM | 538034109 | Stock | 17,610 | $1,462,000 | thousands, detected and multiplied | |
| COSTAR GROUP INC COM | 22160N109 | Stock | 17,934 | $1,378,000 | thousands, detected and multiplied | |
| HUNTINGTON BANCSHARES INC COM | 446150104 | Stock | 131,826 | $1,370,000 | thousands, detected and multiplied | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 23,326 | $1,358,000 | thousands, detected and multiplied | |
| iShares Expanded Tech-Software Sector ETF | 464287515 | SHS | 3,931 | $1,341,000 | thousands, detected and multiplied | |
| DOLLAR TREE INC COM | 256746108 | Stock | 12,330 | $1,312,000 | thousands, detected and multiplied | |
| CME Group Inc. Class A | 12572Q105 | COM | 6,507 | $1,302,000 | thousands, detected and multiplied | |
| INSULET CORP COM | 45784P101 | Stock | 8,101 | $1,292,000 | thousands, detected and multiplied | |
| XYLEM INC COM | 98419M100 | Stock | 14,121 | $1,285,000 | thousands, detected and multiplied | |
| iShares U.S. Medical Devices ETF | 464288810 | SHS | 25,274 | $1,225,000 | thousands, detected and multiplied | |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 6,462 | $1,218,000 | thousands, detected and multiplied | |
| WESTERN DIGITAL CORP | 958102105 | COM | 25,557 | $1,166,000 | thousands, detected and multiplied | |
| Accenture Plc Class A | G1151C101 | COM | 3,624 | $1,112,000 | thousands, detected and multiplied | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 3,179 | $1,105,000 | thousands, detected and multiplied | |
| QUANTA SVCS INC | 74762E102 | COM | 5,908 | $1,105,000 | thousands, detected and multiplied | |
| CITIZENS FINL GROUP INC COM | 174610105 | Stock | 41,054 | $1,100,000 | thousands, detected and multiplied | |
| METTLER TOLEDO INTERNATIONAL COM | 592688105 | Stock | 970 | $1,074,000 | thousands, detected and multiplied | |
| ALBEMARLE CORP | 012653101 | COM | 6,173 | $1,049,000 | thousands, detected and multiplied | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 9,346 | $1,002,000 | thousands, detected and multiplied | |
| CANADIAN NAT RES LTD MED TERM COM | 136385101 | Stock | 14,639 | $946,000 | thousands, detected and multiplied | |
| KBHOME | 48666K109 | COM | 19,587 | $906,000 | thousands, detected and multiplied | |
| DUPONT DE NEMOURS INC COM | 26614N102 | Stock | 12,106 | $902,000 | thousands, detected and multiplied | |
| BAXTER INTL INC | 071813109 | COM | 23,694 | $894,000 | thousands, detected and multiplied | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 10,279 | $893,000 | thousands, detected and multiplied | |
| STANLEY BLACK & DECKER INC COM | 854502101 | Stock | 9,975 | $833,000 | thousands, detected and multiplied | |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 7,282 | $817,000 | thousands, detected and multiplied | |
| RESMED INC COM | 761152107 | Stock | 5,328 | $787,000 | thousands, detected and multiplied | |
| COHERENT CORP COM | 19247G107 | Stock | 23,519 | $767,000 | thousands, detected and multiplied | |
| MASCO CORP | 574599106 | COM | 14,336 | $766,000 | thousands, detected and multiplied | |
| TEXAS ROADHOUSE INC COM | 882681109 | Stock | 7,774 | $747,000 | thousands, detected and multiplied | |
| AUTOZONE INC COM | 053332102 | Stock | 291 | $739,000 | thousands, detected and multiplied | |
| WW GRAINGER INC COM | 384802104 | Stock | 1,067 | $738,000 | thousands, detected and multiplied | |
| THOR INDS INC | 885160101 | COM | 7,682 | $730,000 | thousands, detected and multiplied | |
| WOLFSPEED INC | 977852102 | COM | 19,099 | $727,000 | thousands, detected and multiplied | |
| WESCO INTL INC COM | 95082P105 | Stock | 4,903 | $705,000 | thousands, detected and multiplied | |
| STMICROELECTRONICS N V NY REGISTRY | 861012102 | ADR | 15,647 | $675,000 | thousands, detected and multiplied | |
| ROCKWELL AUTOMATION INC COM | 773903109 | Stock | 2,298 | $656,000 | thousands, detected and multiplied | |
| CARLISLE COS INC COM | 142339100 | Stock | 2,446 | $634,000 | thousands, detected and multiplied | |
| MSCI INC COM | 55354G100 | Stock | 1,223 | $627,000 | thousands, detected and multiplied | |
| ADVANCED DRAIN SYS INC DEL COM | 00790R104 | Stock | 5,480 | $623,000 | thousands, detected and multiplied | |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 14,292 | $596,000 | thousands, detected and multiplied | |
| Micron Technology,Inc. | 595112103 | COM | 8,647 | $588,000 | thousands, detected and multiplied | |
| IRON MTN INC DEL COM | 46284V101 | REIT | 9,620 | $571,000 | thousands, detected and multiplied | |
| WILLIAMS COS INC COM | 969457100 | Stock | 16,916 | $569,000 | thousands, detected and multiplied | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 2,586 | $516,000 | thousands, detected and multiplied | |
| SPDR SERIES TRUST | 78464A797 | ST STR SP BANK | 13,156 | $484,000 | thousands, detected and multiplied | |
| TREX CO INC | 89531P105 | COM | 7,407 | $456,000 | thousands, detected and multiplied | |
| DECKERS OUTDOOR CORP | 243537107 | COM | 882 | $453,000 | thousands, detected and multiplied | |
| AMERIPRISE FINL INC COM | 03076C106 | Stock | 1,291 | $425,000 | thousands, detected and multiplied | |
| EQUIFAX INC COM | 294429105 | Stock | 2,310 | $423,000 | thousands, detected and multiplied | |
| SOCIEDAD QUIMICA Y MINERA DE C | 833635105 | SPON ADR SER B | 7,096 | $423,000 | thousands, detected and multiplied | |
| ALLSTATE CORP COM | 020002101 | Stock | 3,391 | $377,000 | thousands, detected and multiplied | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 5,315 | $360,000 | thousands, detected and multiplied | |
| PPG INDS INC COM | 693506107 | Stock | 2,772 | $359,000 | thousands, detected and multiplied | |
| WABTEC COM | 929740108 | Stock | 3,364 | $357,000 | thousands, detected and multiplied | |
| NEW YORK COMMUNITY BANCORP | 649445103 | COM | 30,986 | $351,000 | thousands, detected and multiplied | |
| UNITED RENTALS INC COM | 911363109 | Stock | 772 | $343,000 | thousands, detected and multiplied | |
| CELANESE CORP DEL COM | 150870103 | Stock | 2,713 | $340,000 | thousands, detected and multiplied | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 3,435 | $333,000 | thousands, detected and multiplied | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 3,423 | $324,000 | thousands, detected and multiplied | |
| LITHIA MTRS INC COM | 536797103 | Stock | 1,024 | $302,000 | thousands, detected and multiplied | |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 12,271 | $301,000 | thousands, detected and multiplied | |
| HYATT HOTELS CORP COM CL A | 448579102 | Stock | 2,773 | $294,000 | thousands, detected and multiplied | |
| Berkshire Hathaway Inc | 084670702 | COM | 824 | $288,000 | thousands, detected and multiplied | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 1,295 | $286,000 | thousands, detected and multiplied | |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 2,469 | $266,000 | thousands, detected and multiplied | |
| SOUTHERN COPPER CORP | 84265V105 | COM | 3,464 | $260,000 | thousands, detected and multiplied | |
| ZEBRA TECHNOLOGIES CORPORATION CL A | 989207105 | Stock | 1,011 | $239,000 | thousands, detected and multiplied | |
| CROWN CASTLE INC COM | 22822V101 | REIT | 2,401 | $220,000 | thousands, detected and multiplied | |
| NOVARTIS AG SPONSORED ADR | 66987V109 | ADR | 2,124 | $216,000 | thousands, detected and multiplied | |
| ULTA BEAUTY INC COM | 90384S303 | Stock | 526 | $210,000 | thousands, detected and multiplied | |
| SIRIUS XM HOLDINGS INC | 82968B103 | COM | 30,865 | $139,000 | thousands, detected and multiplied |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001445911-23-000005 | this filing | 2023-11-14 | acceptance time not in the bulk data set |