Quantitative Investment Management, LLC Portfolio Holdings by Sector
Quantitative Investment Management, LLC
- $1.7 Billion
- Q1 2024
Industry | Value | Buys | Sells | New Positions | Closed Positions | Options |
---|---|---|---|---|---|---|
ETFs | ETFs
SPY GLD XLE XOP XME SLV GDX XLY 22 stocks |
$842,616
50.11% of portfolio
|
  15  
|
  7  
|
  9  
|
- |
0
Calls
0
Puts
|
Oil & Gas E&P | Energy
PXD COP EOG DVN HES FANG CNQ CTRA 15 stocks |
$124,031
7.38% of portfolio
|
  10  
|
  5  
|
  1  
|
- |
0
Calls
0
Puts
|
Beverages—Non-Alcoholic | Consumer Defensive
PEP KO CELH MNST KDP 5 stocks |
$53,517
3.18% of portfolio
|
  5  
|
- |
  4  
|
- |
0
Calls
0
Puts
|
Drug Manufacturers—General | Healthcare
PFE JNJ AZN BIIB ABBV GILD AMGN BMY 9 stocks |
$46,889
2.79% of portfolio
|
  2  
|
  7  
|
  1  
|
- |
0
Calls
0
Puts
|
Aerospace & Defense | Industrials
BA LMT NOC 3 stocks |
$38,804
2.31% of portfolio
|
  2  
|
  1  
|
  1  
|
- |
0
Calls
0
Puts
|
Capital Markets | Financial Services
SCHW MS GS RJF LPLA 5 stocks |
$28,000
1.67% of portfolio
|
  4  
|
  1  
|
  3  
|
- |
0
Calls
0
Puts
|
Tobacco | Consumer Defensive
MO PM 2 stocks |
$27,967
1.66% of portfolio
|
  1  
|
  1  
|
- | - |
0
Calls
0
Puts
|
Software—Infrastructure | Technology
ORCL PANW ADBE AKAM 4 stocks |
$25,026
1.49% of portfolio
|
- |
  4  
|
- | - |
0
Calls
0
Puts
|
Healthcare Plans | Healthcare
HUM CVS ELV CNC 4 stocks |
$24,644
1.47% of portfolio
|
  1  
|
  3  
|
- | - |
0
Calls
0
Puts
|
Oil & Gas Refining & Marketing | Energy
VLO MPC DINO PBF 4 stocks |
$24,113
1.43% of portfolio
|
  1  
|
  3  
|
- | - |
0
Calls
0
Puts
|
Oil & Gas Equipment & Services | Energy
SLB HAL FTI 3 stocks |
$23,105
1.37% of portfolio
|
  3  
|
- | - | - |
0
Calls
0
Puts
|
Oil & Gas Integrated | Energy
CVX SHEL BP SU 4 stocks |
$20,496
1.22% of portfolio
|
  3  
|
  1  
|
  1  
|
- |
0
Calls
0
Puts
|
$20,411
1.21% of portfolio
|
  1  
|
- | - | - |
0
Calls
0
Puts
|
|
Internet Content & Information | Communication Services
GOOGL 1 stocks |
$17,390
1.03% of portfolio
|
- |
  1  
|
- | - |
0
Calls
0
Puts
|
Oil & Gas Midstream | Energy
WMB KMI OKE ENB 4 stocks |
$17,322
1.03% of portfolio
|
  2  
|
  2  
|
  1  
|
- |
0
Calls
0
Puts
|
Biotechnology | Healthcare
VRTX REGN ALNY 3 stocks |
$16,566
0.99% of portfolio
|
  1  
|
  2  
|
  1  
|
- |
0
Calls
0
Puts
|
Utilities—Regulated Electric | Utilities
NEE PCG DUK SO ED FE 6 stocks |
$16,130
0.96% of portfolio
|
  4  
|
  2  
|
  4  
|
- |
0
Calls
0
Puts
|
Communication Equipment | Technology
CSCO MSI HPE 3 stocks |
$14,862
0.88% of portfolio
|
  1  
|
  2  
|
- | - |
0
Calls
0
Puts
|
Copper | Basic Materials
FCX SCCO 2 stocks |
$14,174
0.84% of portfolio
|
  1  
|
  1  
|
  1  
|
- |
0
Calls
0
Puts
|
Medical Devices | Healthcare
MDT ZBH DXCM PODD 4 stocks |
$12,976
0.77% of portfolio
|
  4  
|
- |
  4  
|
- |
0
Calls
0
Puts
|
Integrated Freight & Logistics | Industrials
FDX EXPD JBHT 3 stocks |
$12,761
0.76% of portfolio
|
  3  
|
- |
  2  
|
- |
0
Calls
0
Puts
|
Financial Data & Stock Exchanges | Financial Services
SPGI CME MCO NDAQ MSCI 5 stocks |
$12,272
0.73% of portfolio
|
  2  
|
  3  
|
  2  
|
- |
0
Calls
0
Puts
|
Specialty Chemicals | Basic Materials
LYB PPG IFF APD ALB 5 stocks |
$12,056
0.72% of portfolio
|
  4  
|
  1  
|
  3  
|
- |
0
Calls
0
Puts
|
Apparel Retail | Consumer Cyclical
TJX GPS 2 stocks |
$11,306
0.67% of portfolio
|
  1  
|
  1  
|
  1  
|
- |
0
Calls
0
Puts
|
Airlines | Industrials
DAL UAL AAL ALK 4 stocks |
$9,906
0.59% of portfolio
|
  4  
|
- |
  4  
|
- |
0
Calls
0
Puts
|
Banks—Regional | Financial Services
ITUB TFC RF IBN FCNCA CMA WAL 7 stocks |
$9,032
0.54% of portfolio
|
  4  
|
  3  
|
  3  
|
- |
0
Calls
0
Puts
|
Restaurants | Consumer Cyclical
MCD SBUX YUM DRI 4 stocks |
$8,180
0.49% of portfolio
|
  3  
|
  1  
|
  3  
|
- |
0
Calls
0
Puts
|
Packaged Foods | Consumer Defensive
KHC GIS 2 stocks |
$7,801
0.46% of portfolio
|
  2  
|
- | - | - |
0
Calls
0
Puts
|
Credit Services | Financial Services
PYPL 1 stocks |
$7,727
0.46% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
$7,569
0.45% of portfolio
|
  1  
|
- | - | - |
0
Calls
0
Puts
|
|
Travel Services | Consumer Cyclical
BKNG EXPE TCOM RCL 4 stocks |
$7,295
0.43% of portfolio
|
  3  
|
  1  
|
  2  
|
- |
0
Calls
0
Puts
|
Footwear & Accessories | Consumer Cyclical
NKE SKX 2 stocks |
$7,291
0.43% of portfolio
|
  1  
|
  1  
|
- | - |
0
Calls
0
Puts
|
Conglomerates | Industrials
HON MMM 2 stocks |
$7,095
0.42% of portfolio
|
  2  
|
- |
  2  
|
- |
0
Calls
0
Puts
|
Grocery Stores | Consumer Defensive
KR 1 stocks |
$7,035
0.42% of portfolio
|
- |
  1  
|
- | - |
0
Calls
0
Puts
|
Confectioners | Consumer Defensive
MDLZ HSY 2 stocks |
$6,909
0.41% of portfolio
|
  1  
|
  1  
|
- | - |
0
Calls
0
Puts
|
Specialty Industrial Machinery | Industrials
ITW ROP GNRC ROK 4 stocks |
$6,851
0.41% of portfolio
|
  3  
|
  1  
|
  2  
|
- |
0
Calls
0
Puts
|
Internet Retail | Consumer Cyclical
EBAY JD 2 stocks |
$6,631
0.39% of portfolio
|
  1  
|
  1  
|
  1  
|
- |
0
Calls
0
Puts
|
Medical Instruments & Supplies | Healthcare
BDX 1 stocks |
$6,589
0.39% of portfolio
|
  1  
|
- | - | - |
0
Calls
0
Puts
|
Information Technology Services | Technology
ACN INFY CTSH 3 stocks |
$6,417
0.38% of portfolio
|
- |
  3  
|
- | - |
0
Calls
0
Puts
|
Asset Management | Financial Services
STT PFG IVZ 3 stocks |
$6,320
0.38% of portfolio
|
  3  
|
- |
  2  
|
- |
0
Calls
0
Puts
|
Resorts & Casinos | Consumer Cyclical
MGM CZR 2 stocks |
$6,169
0.37% of portfolio
|
  2  
|
- |
  2  
|
- |
0
Calls
0
Puts
|
Staffing & Employment Services | Industrials
ADP PAYX 2 stocks |
$5,985
0.36% of portfolio
|
- |
  2  
|
- | - |
0
Calls
0
Puts
|
Other Industrial Metals & Mining | Basic Materials
TECK 1 stocks |
$5,787
0.34% of portfolio
|
  1  
|
- | - | - |
0
Calls
0
Puts
|
Telecom Services | Communication Services
CHTR TMUS 2 stocks |
$5,636
0.34% of portfolio
|
- |
  2  
|
- | - |
0
Calls
0
Puts
|
Household & Personal Products | Consumer Defensive
KMB 1 stocks |
$5,183
0.31% of portfolio
|
  1  
|
- | - | - |
0
Calls
0
Puts
|
Computer Hardware | Technology
HPQ NTAP 2 stocks |
$4,516
0.27% of portfolio
|
  1  
|
  1  
|
  1  
|
- |
0
Calls
0
Puts
|
Software—Application | Technology
PAYC ANSS 2 stocks |
$4,366
0.26% of portfolio
|
  2  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Semiconductors | Technology
INTC MU SWKS WOLF 4 stocks |
$4,310
0.26% of portfolio
|
  2  
|
  2  
|
  2  
|
- |
0
Calls
0
Puts
|
Steel | Basic Materials
NUE STLD CLF 3 stocks |
$4,192
0.25% of portfolio
|
- |
  3  
|
- | - |
0
Calls
0
Puts
|
Pharmaceutical Retailers | Healthcare
WBA 1 stocks |
$4,074
0.24% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Auto & Truck Dealerships | Consumer Cyclical
CPRT AN LAD 3 stocks |
$3,608
0.21% of portfolio
|
  2  
|
  1  
|
  2  
|
- |
0
Calls
0
Puts
|
Agricultural Inputs | Basic Materials
CF 1 stocks |
$3,502
0.21% of portfolio
|
- |
  1  
|
- | - |
0
Calls
0
Puts
|
Entertainment | Communication Services
WBD LYV PARA 3 stocks |
$3,467
0.21% of portfolio
|
  2  
|
  1  
|
  2  
|
- |
0
Calls
0
Puts
|
Insurance Brokers | Financial Services
MMC 1 stocks |
$3,430
0.2% of portfolio
|
  1  
|
- | - | - |
0
Calls
0
Puts
|
Auto Parts | Consumer Cyclical
APTV 1 stocks |
$3,394
0.2% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Railroads | Industrials
CSX 1 stocks |
$3,035
0.18% of portfolio
|
- |
  1  
|
- | - |
0
Calls
0
Puts
|
Auto Manufacturers | Consumer Cyclical
F 1 stocks |
$2,963
0.18% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Closed-End Fund - Equity | ETFs
IYR 1 stocks |
$2,876
0.17% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Diagnostics & Research | Healthcare
LH EXAS ILMN 3 stocks |
$2,807
0.17% of portfolio
|
  3  
|
- |
  2  
|
- |
0
Calls
0
Puts
|
Gold | Basic Materials
AEM GFI 2 stocks |
$2,354
0.14% of portfolio
|
  1  
|
  1  
|
- | - |
0
Calls
0
Puts
|
Real Estate Services | Real Estate
CSGP 1 stocks |
$2,199
0.13% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
REIT—Retail | Real Estate
O 1 stocks |
$2,114
0.13% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Scientific & Technical Instruments | Technology
KEYS 1 stocks |
$1,650
0.1% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
$1,650
0.1% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
|
Utilities—Diversified | Utilities
SRE AES 2 stocks |
$1,633
0.1% of portfolio
|
  2  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Specialty Retail | Consumer Cyclical
BBY RH MUSA 3 stocks |
$1,394
0.08% of portfolio
|
  3  
|
- |
  3  
|
- |
0
Calls
0
Puts
|
Electrical Equipment & Parts | Industrials
PLUG 1 stocks |
$1,340
0.08% of portfolio
|
  1  
|
- | - | - |
0
Calls
0
Puts
|
Solar | Technology
SEDG 1 stocks |
$1,227
0.07% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Building Products & Equipment | Industrials
OC 1 stocks |
$1,199
0.07% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Consulting Services | Industrials
VRSK 1 stocks |
$1,085
0.06% of portfolio
|
- |
  1  
|
- | - |
0
Calls
0
Puts
|
Department Stores | Consumer Cyclical
KSS 1 stocks |
$955
0.06% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Electronic Components | Technology
TEL 1 stocks |
$948
0.06% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Industrial Distribution | Industrials
WSO 1 stocks |
$944
0.06% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Drug Manufacturers—Specialty & Generic | Healthcare
VTRS 1 stocks |
$761
0.05% of portfolio
|
  1  
|
- | - | - |
0
Calls
0
Puts
|
Closed-End Fund - Foreign | ETFs
ILF 1 stocks |
$702
0.04% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Advertising Agencies | Communication Services
IPG 1 stocks |
$679
0.04% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Tools & Accessories | Industrials
SWK 1 stocks |
$640
0.04% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Farm Products | Consumer Defensive
TSN 1 stocks |
$607
0.04% of portfolio
|
- |
  1  
|
- | - |
0
Calls
0
Puts
|
REIT—Industrial | Real Estate
PSA 1 stocks |
$416
0.02% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Apparel Manufacturing | Consumer Cyclical
VFC 1 stocks |
$358
0.02% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Semiconductor Equipment & Materials | Technology
TER 1 stocks |
$329
0.02% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
REIT—Office | Real Estate
BXP 1 stocks |
$313
0.02% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
REIT—Specialty | Real Estate
WY 1 stocks |
$282
0.02% of portfolio
|
  1  
|
- |
  1  
|
- |
0
Calls
0
Puts
|
Medical Distribution | Healthcare
CAH 1 stocks |
$211
0.01% of portfolio
|
- |
  1  
|
- | - |
0
Calls
0
Puts
|