0001445911-23-000005.txt : 20231114 0001445911-23-000005.hdr.sgml : 20231114 20231114090600 ACCESSION NUMBER: 0001445911-23-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231114 DATE AS OF CHANGE: 20231114 EFFECTIVENESS DATE: 20231114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Quantitative Investment Management, LLC CENTRAL INDEX KEY: 0001445911 IRS NUMBER: 141885299 STATE OF INCORPORATION: VA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13202 FILM NUMBER: 231401944 BUSINESS ADDRESS: STREET 1: 240 W. MAIN STREET STREET 2: SUITE 300 CITY: CHARLOTTESVILLE STATE: VA ZIP: 22902 BUSINESS PHONE: 434-817-4800 MAIL ADDRESS: STREET 1: 240 W. MAIN STREET STREET 2: SUITE 300 CITY: CHARLOTTESVILLE STATE: VA ZIP: 22902 13F-HR 1 primary_doc.xml X0202 13F-HR LIVE false true false 0001445911 XXXXXXXX 09-30-2023 09-30-2023 Quantitative Investment Management, LLC
240 W. MAIN STREET SUITE 300 CHARLOTTESVILLE VA 22902
13F HOLDINGS REPORT 028-13202 N
Jonathan Bryan General Counsel / CCO 434.817.4197 Jonathan Bryan Charlottesville VA 11-14-2023 0 162 650315 false
INFORMATION TABLE 2 form13fInfoTable20230929.xml Abbott Laboratories COM 002824100 1686 17417 SH SOLE 17417 0 0 Accenture Plc COM G1151C101 1112 3624 SH SOLE 3624 0 0 Advanced Drainage Systems Inc COM 00790R104 623 5480 SH SOLE 5480 0 0 Albemarle Corp COM 012653101 1049 6173 SH SOLE 6173 0 0 Allstate Corp (The) COM 020002101 377 3391 SH SOLE 3391 0 0 American Airlines Group Inc COM 02376R102 8632 673851 SH SOLE 673851 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 425 1291 SH SOLE 1291 0 0 AMPHENOL CORP COM 032095101 1934 23030 SH SOLE 23030 0 0 ARCHER-DANIELS-MIDLAND CO COM 039483102 1752 23235 SH SOLE 23235 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 6055 25171 SH SOLE 25171 0 0 AUTOZONE INC COM 053332102 739 291 SH SOLE 291 0 0 BAXTER INTERNATIONAL INC COM 071813109 894 23694 SH SOLE 23694 0 0 Berkshire Hathaway Inc Cl B COM 084670702 288 824 SH SOLE 824 0 0 BOEING CO (THE) COM 097023105 2538 13241 SH SOLE 13241 0 0 Boston Scientific Corp COM 101137107 1483 28091 SH SOLE 28091 0 0 Builders FirstSource Inc COM 12008R107 1552 12472 SH SOLE 12472 0 0 CANADIAN NATURAL RESOURCES LTD COM 136385101 946 14639 SH SOLE 14639 0 0 CAPITAL ONE FINANCIAL CORP COM 14040H105 333 3435 SH SOLE 3435 0 0 CARLISLE COMPANIES INC COM 142339100 634 2446 SH SOLE 2446 0 0 Carnival Corp COM 143658300 12863 937582 SH SOLE 937582 0 0 Caterpillar Inc COM 149123101 3736 13687 SH SOLE 13687 0 0 Cdw Corp COM 12514G108 2429 12043 SH SOLE 12043 0 0 Celanese Corp COM 150870103 340 2713 SH SOLE 2713 0 0 Celsius Holdings COM 15118V207 3601 20989 SH SOLE 20989 0 0 Centene Corp COM 15135B101 2124 30839 SH SOLE 30839 0 0 Cisco Systems Inc COM 17275R102 9172 170611 SH SOLE 170611 0 0 Citizens Financial Group Inc COM 174610105 1100 41054 SH SOLE 41054 0 0 CME Group Inc COM 12572Q105 1302 6507 SH SOLE 6507 0 0 COCA-COLA CO (THE) COM 191216100 3230 57707 SH SOLE 57707 0 0 Cognizant Technology Solutions Corp COM 192446102 360 5315 SH SOLE 5315 0 0 Coherent Corp COM 19247G107 767 23519 SH SOLE 23519 0 0 CONSTELLATION BRANDS INC-A COM 21036P108 4689 18660 SH SOLE 18660 0 0 CoStar Group Inc COM 22160N109 1378 17934 SH SOLE 17934 0 0 COSTCO WHOLESALE CORP COM 22160K105 6638 11751 SH SOLE 11751 0 0 Crown Castle Inc COM 22822V101 220 2401 SH SOLE 2401 0 0 D.R. HORTON INC COM 23331A109 8626 80270 SH SOLE 80270 0 0 DARDEN RESTAURANTS INC COM 237194105 5289 36930 SH SOLE 36930 0 0 DECKERS OUTDOOR CORP COM 243537107 453 882 SH SOLE 882 0 0 Deere & Co COM 244199105 4969 13168 SH SOLE 13168 0 0 Delta Air Lines Inc COM 247361702 22570 610019 SH SOLE 610019 0 0 Diamondback Energy Inc COM 25278X109 6889 44485 SH SOLE 44485 0 0 Discover Financial Services COM 254709108 3715 42895 SH SOLE 42895 0 0 Dollar General Corp COM 256677105 10754 101652 SH SOLE 101652 0 0 Dollar Tree Inc COM 256746108 1312 12330 SH SOLE 12330 0 0 DuPont de Nemours Inc COM 26614N102 902 12106 SH SOLE 12106 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 2722 39297 SH SOLE 39297 0 0 EQUIFAX INC COM 294429105 423 2310 SH SOLE 2310 0 0 ESTEE LAUDER COMPANIES INC (THE) COM 518439104 6470 44766 SH SOLE 44766 0 0 FedEx Corp COM 31428X106 1477 5579 SH SOLE 5579 0 0 Fiserv Inc COM 337738108 8579 75950 SH SOLE 75950 0 0 Fortive Corporation COM 34959J108 2140 28870 SH SOLE 28870 0 0 Franklin Resources Inc COM 354613101 301 12271 SH SOLE 12271 0 0 GENERAL DYNAMICS CORP COM 369550108 286 1295 SH SOLE 1295 0 0 GENERAL MILLS INC COM 370334104 15277 238744 SH SOLE 238744 0 0 Global Payments Inc COM 37940X102 2819 24437 SH SOLE 24437 0 0 GSK plc COM 37733W204 1838 50705 SH SOLE 50705 0 0 HERSHEY CO (THE) COM 427866108 8820 44085 SH SOLE 44085 0 0 Hess Corp COM 42809H107 1875 12258 SH SOLE 12258 0 0 HP Inc COM 40434L105 3179 123697 SH SOLE 123697 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1370 131826 SH SOLE 131826 0 0 Hyatt Hotels Corp COM 448579102 294 2773 SH SOLE 2773 0 0 IDEXX LABORATORIES INC COM 45168D104 1613 3689 SH SOLE 3689 0 0 ILLINOIS TOOL WORKS INC COM 452308109 1754 7617 SH SOLE 7617 0 0 Insulet Corp COM 45784P101 1292 8101 SH SOLE 8101 0 0 International Business Machines Corp COM 459200101 7112 50695 SH SOLE 50695 0 0 Interpublic Group of Companies Inc (The) COM 460690100 2177 75993 SH SOLE 75993 0 0 INTUITIVE SURGICAL INC COM 46120E602 4123 14106 SH SOLE 14106 0 0 Iron Mountain Inc COM 46284V101 571 9620 SH SOLE 9620 0 0 iShares MSCI India COM 46429B598 10305 233046 SH SOLE 233046 0 0 iShares MSCI Mexico ETF COM 464286822 1358 23326 SH SOLE 23326 0 0 iShares S&P Global Clean Energy Index Fd COM 464288224 2106 144084 SH SOLE 144084 0 0 iShares U.S. Home Construction ETF COM 464288752 9496 120993 SH SOLE 120993 0 0 iShares U.S. Medical Devices ETF COM 464288810 1225 25274 SH SOLE 25274 0 0 iShares US Transportation ETF COM 464287192 2736 11708 SH SOLE 11708 0 0 Ishr S&P Gs Sftw COM 464287515 1341 3931 SH SOLE 3931 0 0 J P MORGAN CHASE & CO COM 46625H100 11821 81517 SH SOLE 81517 0 0 J.B. HUNT TRANSPORT SERVICES INC COM 445658107 1218 6462 SH SOLE 6462 0 0 Johnson & Johnson COM 478160104 21146 135770 SH SOLE 135770 0 0 Johnson Controls Inc COM G51502105 5568 104655 SH SOLE 104655 0 0 KB Home COM 48666K109 906 19587 SH SOLE 19587 0 0 LENNAR CORP COM 526057104 3084 27480 SH SOLE 27480 0 0 LITHIA MOTORS INC COM 536797103 302 1024 SH SOLE 1024 0 0 Live Nation Entertainment Inc COM 538034109 1462 17610 SH SOLE 17610 0 0 LyondellBasell Industries NV COM N53745100 324 3423 SH SOLE 3423 0 0 MARRIOTT INTERNATIONAL COM 571903202 2637 13420 SH SOLE 13420 0 0 Martin Marietta Materials Inc COM 573284106 1923 4687 SH SOLE 4687 0 0 Marvell Technology Group Ltd COM 573874104 1526 28202 SH SOLE 28202 0 0 MASCO CORP COM 574599106 766 14336 SH SOLE 14336 0 0 Mastercard Incorp Common Stock COM 57636Q104 4231 10688 SH SOLE 10688 0 0 METTLER-TOLEDO INTERNATIONAL INC COM 592688105 1074 970 SH SOLE 970 0 0 MGM RESORTS INTERNATIONAL COM 552953101 4298 116927 SH SOLE 116927 0 0 MICRON TECHNOLOGY INC COM 595112103 588 8647 SH SOLE 8647 0 0 MSCI Inc COM 55354G100 627 1223 SH SOLE 1223 0 0 NEW YORK COMMUNITY BANCORP INC COM 649445103 351 30986 SH SOLE 30986 0 0 NIKE INC COM 654106103 2521 26368 SH SOLE 26368 0 0 Norwegian Cruise Line Holdings Ltd COM G66721104 1611 97763 SH SOLE 97763 0 0 NOVARTIS AG COM 66987V109 216 2124 SH SOLE 2124 0 0 NXP Semiconductors N.V. COM N6596X109 516 2586 SH SOLE 2586 0 0 Omnicom Group Inc COM 681919106 2628 35291 SH SOLE 35291 0 0 ONEOK Inc COM 682680103 1542 24314 SH SOLE 24314 0 0 Oracle Corp COM 68389X105 8767 82774 SH SOLE 82774 0 0 PARKER-HANNIFIN CORP COM 701094104 2022 5193 SH SOLE 5193 0 0 Paychex Inc COM 704326107 1559 13526 SH SOLE 13526 0 0 PPG Industries Inc COM 693506107 359 2772 SH SOLE 2772 0 0 Pultegroup Inc COM 745867101 2364 31926 SH SOLE 31926 0 0 Quanta Services Inc COM 74762E102 1105 5908 SH SOLE 5908 0 0 Realty Income Corp COM 756109104 2508 50233 SH SOLE 50233 0 0 REGENERON PHARMACEUTICALS INC COM 75886F107 2557 3108 SH SOLE 3108 0 0 REGIONS FINANCIAL CORP COM 7591EP100 2387 138794 SH SOLE 138794 0 0 Resmed Inc COM 761152107 787 5328 SH SOLE 5328 0 0 RH Common Stock COM 74967X103 2900 10971 SH SOLE 10971 0 0 Rockwell Automation Inc COM 773903109 656 2298 SH SOLE 2298 0 0 Royal Caribbean Cruises Ltd COM V7780T103 6109 66303 SH SOLE 66303 0 0 Rtx Corp COM 75513E101 14563 202349 SH SOLE 202349 0 0 S&P GLOBAL INC COM 78409V104 3119 8538 SH SOLE 8538 0 0 Seagen Inc COM 81181C104 3326 15678 SH SOLE 15678 0 0 SHERWIN-WILLIAMS CO (THE) COM 824348106 2223 8719 SH SOLE 8719 0 0 SIMON PROPERTY GROUP INC COM 828806109 266 2469 SH SOLE 2469 0 0 SIRIUS XM HOLDINGS INC COM 82968B103 139 30865 SH SOLE 30865 0 0 SOCIEDAD QUIMICA Y MINERA S.A. COM 833635105 423 7096 SH SOLE 7096 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 3831 29586 SH SOLE 29586 0 0 SOUTHERN COPPER CORP COM 84265V105 260 3464 SH SOLE 3464 0 0 SOUTHWEST AIRLINES CO COM 844741108 6753 249478 SH SOLE 249478 0 0 SPDR S&P 500 ETF COM 78462F103 75423 176437 SH SOLE 176437 0 0 SPDR S&P Bank ETF COM 78464A797 484 13156 SH SOLE 13156 0 0 SPDR S&P Consumer Staples Etf COM 81369Y308 35056 509466 SH SOLE 509466 0 0 SPDR S&P Homebuilders ETF COM 78464A888 7393 96558 SH SOLE 96558 0 0 SPDR S&P Industrial ETF COM 81369Y704 40394 398449 SH SOLE 398449 0 0 SPDR S&P Regional Banking ETF COM 78464A698 596 14292 SH SOLE 14292 0 0 SPDR S&P Technology ETF COM 81369Y803 4414 26930 SH SOLE 26930 0 0 STANLEY BLACK & DECKER INC COM 854502101 833 9975 SH SOLE 9975 0 0 STEEL DYNAMICS INC COM 858119100 1002 9346 SH SOLE 9346 0 0 STMICROELECTRONICS N.V. COM 861012102 675 15647 SH SOLE 15647 0 0 Taiwan Semiconductor Manufacturing CoLtd COM 874039100 893 10279 SH SOLE 10279 0 0 Tapestry Inc COM 876030107 4766 165794 SH SOLE 165794 0 0 TE Connectivity Ltd COM H84989104 2452 19853 SH SOLE 19853 0 0 TEXAS ROADHOUSE INC COM 882681109 747 7774 SH SOLE 7774 0 0 Thor Industries Inc COM 885160101 730 7682 SH SOLE 7682 0 0 TJX COMPANIES INC (THE) COM 872540109 1769 19910 SH SOLE 19910 0 0 TREX CO INC COM 89531P105 456 7407 SH SOLE 7407 0 0 U.S. BANCORP COM 902973304 3862 116846 SH SOLE 116846 0 0 U.S. Global Jets ETF COM 26922A842 12604 740124 SH SOLE 740124 0 0 Ulta Beauty Inc COM 90384S303 210 526 SH SOLE 526 0 0 UNION PACIFIC CORP COM 907818108 11068 54356 SH SOLE 54356 0 0 United Airlines Holdings Inc COM 910047109 6986 165167 SH SOLE 165167 0 0 UNITED PARCEL SERVICE INC COM 911312106 10904 69962 SH SOLE 69962 0 0 United Rentals Inc COM 911363109 343 772 SH SOLE 772 0 0 Vanguard Information Tech ETF - DNQ COM 92204A702 1859 4483 SH SOLE 4483 0 0 Veeva Systems Inc COM 922475108 1593 7830 SH SOLE 7830 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1105 3179 SH SOLE 3179 0 0 VULCAN MATERIALS CO COM 929160109 3453 17093 SH SOLE 17093 0 0 W.W. GRAINGER INC COM 384802104 738 1067 SH SOLE 1067 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 2966 133378 SH SOLE 133378 0 0 Walmart Inc COM 931142103 9167 57324 SH SOLE 57324 0 0 WESCO INTERNATIONAL INC COM 95082P105 705 4903 SH SOLE 4903 0 0 Western Digital Corp COM 958102105 1166 25557 SH SOLE 25557 0 0 Westinghouse Air Brake Technologies Corp COM 929740108 357 3364 SH SOLE 3364 0 0 WILLIAMS COMPANIES INC (THE) COM 969457100 569 16916 SH SOLE 16916 0 0 Wolfspeed Inc COM 977852102 727 19099 SH SOLE 19099 0 0 Xylem Inc COM 98419M100 1285 14121 SH SOLE 14121 0 0 ZEBRA TECHNOLOGIES CORP COM 989207105 239 1011 SH SOLE 1011 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 817 7282 SH SOLE 7282 0 0