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Livermore
Livermore
ZHEN

Quantitative Investment Management, LLC

SEC CIK
0001445911
Latest filing
Aug 14, 2026

Holdings in Q2 2022

Holdings as of Jun 30, 2022, filed Aug 15, 2022. Long positions only; changes compare share counts with Q1 2022.

Institution overview
Positions
207
+15 vs. Q1 2022
Portfolio value
$656.5M
−$269.0M (−29.1%) vs. Q1 2022
Filed
Aug 15, 2022
SEC
Holdings of Quantitative Investment Management, LLC in Q2 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
GLDSPDR Gold TrustETF330,022$55.6M8.5%−268,270−44.8%ReducedHistory
VanEck ETF Trust92189F106GOLD MINERS ETF1,087,482$29.8M4.5%+620,928+133.1%Added–
State Street Consumer Discretionary Select Sector SPDR ETF81369Y407ETF176,743$24.3M3.7%+176,743New–
METAMeta Platforms, Inc.Stock146,251$23.6M3.6%+146,251NewHistory
State Street SPDR S&P Biotech ETF78464A870ETF317,362$23.6M3.6%+317,362New–
iShares Inc46434G822MSCI JAPAN ETF314,025$16.6M2.5%+314,025New–
SPDR Series Trust78464A714ST STR SP RETAIL255,005$14.8M2.3%+255,005New–
DISWalt Disney CoStock132,425$12.5M1.9%+87,114+192.3%AddedHistory
TGTTarget CorpStock82,359$11.6M1.8%+82,359NewHistory
VanEck ETF Trust92189F791JUNIOR GOLD MINE355,247$11.4M1.7%−18,837−5.0%Reduced–
iShares Tr464287556ISHARES BIOTECH86,447$10.2M1.5%+86,447New–
CHTRCharter Communications, Inc.CL A21,260$9.96M1.5%−4,041−16.0%ReducedHistory
GEGeneral Electric CoStock152,326$9.70M1.5%+152,326NewHistory
iShares Tr464287515EXPANDED TECH34,898$9.41M1.4%+34,898New–
GMGeneral Motors CoCOM283,428$9.00M1.4%+269,863+1,989.4%AddedHistory
BACBank of America CorpStock284,724$8.86M1.4%+284,724NewHistory
CCitigroup IncStock186,180$8.56M1.3%+186,180NewHistory
NFLXNetflix IncStock48,306$8.45M1.3%+48,306NewHistory
CMCSAComcast CorpStock207,973$8.16M1.2%+122,509+143.3%AddedHistory
DEDeere & CoStock25,676$7.69M1.2%+14,195+123.6%AddedHistory
BRK.BBerkshire Hathaway IncStock27,630$7.54M1.1%+27,630NewHistory
JPMJPMorgan Chase & CoStock63,943$7.20M1.1%+63,943NewHistory
SHOPShopify Inc.Stock222,597$6.95M1.1%+222,597NewHistory
FFord Motor CoStock599,941$6.68M1.0%+449,129+297.8%AddedHistory
TSMTaiwan Semiconductor Manufacturing Co LtdADR80,345$6.57M1.0%+80,345NewHistory
HCAHCA Healthcare, Inc.COM38,791$6.52M1.0%+31,778+453.1%AddedHistory
CSCOCisco Systems, Inc.Stock152,506$6.50M1.0%+152,506NewHistory
Vanguard Ftse Developed Markets ETF921943858ETF157,329$6.42M1.0%+157,329New–
WDAYWorkday, Inc.CL A44,646$6.23M0.9%+44,646NewHistory
EBAYeBay IncCOM149,320$6.22M0.9%+149,320NewHistory
SPDR Series Trust78464A755ST STR SP METAL140,663$6.10M0.9%+140,663New–
ADBEAdobe Inc.Stock14,370$5.26M0.8%−3,751−20.7%ReducedHistory
ALGNAlign Technology IncCOM21,148$5.00M0.8%+20,197+2,123.8%AddedHistory
NKENIKE, Inc.Stock48,870$4.99M0.8%+48,870NewHistory
EXPEExpedia Group, Inc.Stock49,739$4.72M0.7%+49,739NewHistory
MOSMosaic CoCOM97,506$4.61M0.7%+97,506NewHistory
SBUXStarbucks CorpStock58,092$4.44M0.7%+58,092NewHistory
iShares Inc46434G772MSCI TAIWAN ETF85,940$4.33M0.7%+85,940New–
AAAlcoa CorpStock94,444$4.30M0.7%+94,444NewHistory
XUnited States Steel CorpCOM233,093$4.17M0.6%+233,093NewHistory
HDHome Depot, Inc.Stock14,968$4.11M0.6%−22,811−60.4%ReducedHistory
CLFCleveland-Cliffs Inc.COM264,765$4.07M0.6%+264,765NewHistory
NEMNEWMONT CorpStock66,075$3.94M0.6%+66,075NewHistory
ARK Next Generation Technology ETF00214Q401ETF79,188$3.88M0.6%+79,188New–
State Street SPDR S&P Homebuilders ETF78464A888ETF69,747$3.81M0.6%−27,734−28.5%Reduced–
BBWIBath & Body Works, Inc.COM140,785$3.79M0.6%+140,785NewHistory
CCLCarnival Corp Ltd.UNIT 99/99/9999402,850$3.48M0.5%+402,850NewHistory
ROSTRoss Stores, Inc.COM49,456$3.47M0.5%+46,721+1,708.3%AddedHistory
MDTMedtronic plcStock38,502$3.46M0.5%+38,502NewHistory
ETSYEtsy IncCOM47,055$3.44M0.5%+43,005+1,061.9%AddedHistory
SPGSimon Property Group Inc.REIT34,818$3.30M0.5%+20,444+142.2%AddedHistory
Barrick Gold Corp067901108COM184,760$3.27M0.5%+72,476+64.5%Added–
EAElectronic Arts Inc.COM26,843$3.27M0.5%+14,859+124.0%AddedHistory
ILMNIllumina, Inc.COM17,353$3.20M0.5%+17,353NewHistory
MMM3M CoStock24,599$3.18M0.5%+24,599NewHistory
NUENucor CorpCOM30,402$3.17M0.5%+30,402NewHistory
BABoeing CoStock22,621$3.09M0.5%+22,621NewHistory
SWKStanley Black & Decker, Inc.COM29,406$3.08M0.5%+9,941+51.1%AddedHistory
iShares Tr464288273EAFE SML CP ETF56,134$3.06M0.5%+56,134New–
iShares Inc464286806MSCI GERMANY ETF131,182$3.02M0.5%+131,182New–
U.S. Global Jets ETF26922A842ETF181,608$3.00M0.5%+181,608New–
First Trust Dow Jones Internet Index Fund33733E302ETF23,328$2.96M0.5%+23,328New–
iShares Inc464286772MSCI STH KOR ETF50,754$2.95M0.4%+35,944+242.7%Added–
NVAXNovavax IncCOM NEW57,047$2.93M0.4%+24,901+77.5%AddedHistory
BBYBest Buy Co IncStock44,793$2.92M0.4%+31,964+249.2%AddedHistory
PENNPENN Entertainment, Inc.COM92,916$2.83M0.4%+33,446+56.2%AddedHistory
BIIBBiogen Inc.COM13,832$2.82M0.4%−7,078−33.8%ReducedHistory
MELIMercadolibre IncCOM4,427$2.82M0.4%+4,427NewHistory
SLViShares Silver TrustETF149,302$2.78M0.4%−392,247−72.4%ReducedHistory
JCIJohnson Controls International plcStock57,819$2.77M0.4%+57,819NewHistory
WFCWells Fargo & CompanyStock67,553$2.65M0.4%+67,553NewHistory
BURLBurlington Stores, Inc.COM19,242$2.62M0.4%+3,891+25.3%AddedHistory
RHRHCOM11,897$2.52M0.4%+6,590+124.2%AddedHistory
APTVAptiv PLCSHS27,370$2.44M0.4%+27,370NewHistory
INTCIntel CorpStock63,391$2.37M0.4%+18,437+41.0%AddedHistory
Schwab International Equity ETF808524805ETF75,018$2.36M0.4%+75,018New–
Vanguard Intl Equity Index F922042874FTSE EUROPE ETF44,594$2.35M0.4%+44,594New–
LOWLowes Companies IncStock13,389$2.34M0.4%+13,389NewHistory
ISRGIntuitive Surgical IncCOM NEW11,257$2.26M0.3%+11,257NewHistory
Vanguard Ftse All-World Ex-US Index Fund922042775ETF45,161$2.26M0.3%+45,161New–
SWKSSkyworks Solutions, Inc.Stock22,745$2.11M0.3%+22,745NewHistory
iShares Inc464286608MSCI EURZONE ETF57,398$2.09M0.3%+57,398New–
NCLHNorwegian Cruise Line Holdings Ltd.SHS176,843$1.97M0.3%+176,843NewHistory
Vanguard Information Technology ETF92204A702ETF5,915$1.93M0.3%+5,915New–
CFGCitizens Financial Group IncCOM52,763$1.88M0.3%+12,770+31.9%AddedHistory
ADSKAutodesk, Inc.COM10,936$1.88M0.3%+86+0.8%AddedHistory
WYNNWynn Resorts LtdCOM32,706$1.86M0.3%+32,706NewHistory
TTTrane Technologies plcSHS14,054$1.82M0.3%+14,054NewHistory
STTState Street CorpCOM29,277$1.80M0.3%+29,277NewHistory
QRVOQorvo, Inc.Stock18,230$1.72M0.3%+9,391+106.2%AddedHistory
GAPGap IncCOM204,795$1.69M0.3%+47,963+30.6%AddedHistory
SIVBSVB Financial GroupCOM4,225$1.67M0.3%+3,860+1,057.5%AddedHistory
IDXXIDEXX Laboratories IncCOM4,737$1.66M0.3%+4,737NewHistory
BABAAlibaba Group Holding LtdADR14,409$1.64M0.2%−115,820−88.9%ReducedHistory
VMWVmware LLCCL A COM13,899$1.58M0.2%+13,899NewHistory
iShares Tr464288182MSCI AC ASIA ETF22,851$1.58M0.2%+22,851New–
CZRCaesars Entertainment, Inc.COM41,244$1.58M0.2%+41,244NewHistory
SYFSynchrony FinancialCOM56,759$1.57M0.2%+20,107+54.9%AddedHistory
TDOCTeladoc Health, Inc.COM46,720$1.55M0.2%+26,530+131.4%AddedHistory
iShares Semiconductor ETF464287523ETF4,300$1.50M0.2%+4,300New–

Sold out since Q1 2022 (127)

Positions held at the end of Q1 2022 that are gone from this filing.

The largest 100 of 127 by value last quarter.

Positions of Quantitative Investment Management, LLC sold out since Q1 2022
SecurityClassShares in Q1 2022Value in Q1 2022% of portfolio in Q1 2022History
SPYSPDR S&P 500 ETF TrustETF827,335$373.7M40.4%History
AAPLApple Inc.Stock168,817$29.5M3.2%History
TSLATesla, Inc.Stock20,260$21.8M2.4%History
REGNRegeneron Pharmaceuticals, Inc.COM23,747$16.6M1.8%History
TAT&T Inc.Stock566,941$13.4M1.4%History
iShares Inc464286400MSCI BRAZIL ETF215,716$8.16M0.9%–
DUKDuke Energy CORPStock58,280$6.51M0.7%History
FCXFreeport-McMoran IncStock124,120$6.17M0.7%History
NVDANVIDIA CorpStock17,586$4.80M0.5%History
State Street SPDR S&P Regional Banking ETF78464A698ETF67,616$4.66M0.5%–
PGProcter & Gamble CoStock30,112$4.60M0.5%History
CATCaterpillar IncStock19,463$4.34M0.5%History
iShares Tr464288752US HOME CONS ETF72,483$4.29M0.5%–
BDXBecton Dickinson & CoStock15,865$4.22M0.5%History
JNJJohnson & JohnsonStock23,232$4.12M0.4%History
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF52,102$3.95M0.4%–
CICigna GroupStock14,206$3.40M0.4%History
iShares Inc464286822MSCI MEXICO ETF60,529$3.33M0.4%–
LHXL3HARRIS Technologies, Inc.Stock12,623$3.14M0.3%History
KMIKinder Morgan, Inc.Stock158,840$3.00M0.3%History
FANGDiamondback Energy, Inc.Stock21,591$2.96M0.3%History
PBRPetrobras - Petroleo Brasileiro SASPONSORED ADR182,789$2.71M0.3%History
CLXClorox CoStock19,068$2.65M0.3%History
MMacy's, Inc.COM101,616$2.48M0.3%History
TTWOTake Two Interactive Software IncCOM15,541$2.39M0.3%History
QCOMQualcomm IncStock15,622$2.39M0.3%History
KOCoca Cola CoStock36,853$2.28M0.2%History
iShares Inc464286509MSCI CDA ETF50,916$2.05M0.2%–
KDPKeurig Dr Pepper Inc.COM53,156$2.01M0.2%History
PSXPhillips 66Stock21,708$1.88M0.2%History
INTUIntuit Inc.Stock3,850$1.85M0.2%History
LLYEli Lilly & CoStock6,076$1.74M0.2%History
MDLZMondelez International, Inc.Stock26,515$1.66M0.2%History
Kraneshares Trust500767306CSI CHI INTERNET56,989$1.62M0.2%–
LACLithium Americas Corp.COM NEW39,536$1.52M0.2%History
ZTSZoetis Inc.Stock8,058$1.52M0.2%History
ELEstee Lauder Companies IncCL A5,499$1.50M0.2%History
AEPAmerican Electric Power Co IncStock14,621$1.46M0.2%History
LYBLyondellBasell Industries N.V.SHS - A -14,155$1.46M0.2%History
ORLYO Reilly Automotive IncStock2,123$1.45M0.2%History
CNCCentene CorpStock17,197$1.45M0.2%History
XELXcel Energy IncStock19,838$1.43M0.2%History
FTNTFortinet, Inc.Stock4,082$1.39M0.2%History
BBDBank BradescoSP ADR PFD NEW293,268$1.36M0.1%History
CTXSCitrix Systems IncCOM13,195$1.33M0.1%History
INCYIncyte CorpCOM16,510$1.31M0.1%History
DPZDominos Pizza IncCOM3,201$1.30M0.1%History
WPMWheaton Precious Metals Corp.COM26,547$1.26M0.1%History
TJXTJX Companies IncStock20,227$1.23M0.1%History
TSNTyson Foods, Inc.Stock13,384$1.20M0.1%History
ETREntergy CorpCOM10,060$1.17M0.1%History
NOCNorthrop Grumman CorpStock2,598$1.16M0.1%History
AUAngloGold Ashanti PLCSPONSORED ADR49,008$1.16M0.1%History
GENGen Digital Inc.Stock43,009$1.14M0.1%History
BSXBoston Scientific CorpStock25,622$1.13M0.1%History
AEMAgnico Eagle Mines LtdStock17,958$1.10M0.1%History
GISGeneral Mills IncStock16,092$1.09M0.1%History
BKRBaker Hughes CoCL A29,159$1.06M0.1%History
TSCOTractor Supply CoCOM4,513$1.05M0.1%History
SAMBoston Beer Co IncCL A2,625$1.02M0.1%History
ZENZendesk, Inc.COM8,430$1.01M0.1%History
CNPCenterpoint Energy IncCOM32,589$998.0K0.1%History
HOLXHologic IncCOM12,825$985.0K0.1%History
JKSJinkoSolar Holding Co., Ltd.SPONSORED ADR19,943$963.0K0.1%History
WBDWarner Bros. Discovery, Inc.COM SER A37,951$945.0K0.1%History
GGBGerdau S.A.SPON ADR REP PFD146,798$943.0K0.1%History
OKEONEOK IncCOM12,520$884.0K0.1%History
CPECallon Petroleum CoCOM14,626$864.0K0.1%History
CLRContinental Resources, IncCOM13,871$850.0K0.1%History
SRPTSarepta Therapeutics, Inc.COM10,860$848.0K0.1%History
PRKSUnited Parks & Resorts Inc.COM10,424$775.0K0.1%History
AIGAmerican International Group, Inc.Stock12,056$756.0K0.1%History
PSAPublic StorageCOM1,932$754.0K0.1%History
State Street SPDR S&P Bank ETF78464A797ETF13,202$691.0K0.1%–
FEFirstenergy CorpCOM14,289$655.0K0.1%History
HLHecla Mining CoCOM99,265$652.0K0.1%History
RFRegions Financial CorpCOM27,515$612.0K0.1%History
RVTYRevvity, Inc.COM3,497$610.0K0.1%History
iShares Tr46435G334MSCI UK ETF NEW17,793$598.0K0.1%–
PEGPublic Service Enterprise Group IncCOM7,767$543.0K0.1%History
TOLToll Brothers, Inc.COM11,246$528.0K0.1%History
HPQHP IncStock14,499$526.0K0.1%History
SMSM Energy CoCOM13,479$525.0K0.1%History
CNICanadian National Railway CoStock3,796$509.0K0.1%History
PAASPan American Silver CorpStock18,292$499.0K0.1%History
TFCTruist Financial CorpCOM8,808$499.0K0.1%History
PGRProgressive CorpStock4,295$489.0K0.1%History
NOVNOV Inc.COM24,927$488.0K0.1%History
WRKWestRock CoCOM10,174$478.0K0.1%History
SIGSignet Jewelers LtdSHS6,391$464.0K0.1%History
JBHTHunt J B Transport Services IncCOM2,285$458.0K<0.1%History
VTLEVital Energy, Inc.COM5,769$456.0K<0.1%History
TECKTeck Resources LtdCL B11,235$453.0K<0.1%History
SBSWSibanye Stillwater LtdSPONSORED ADR27,894$452.0K<0.1%History
AGFirst Majestic Silver CorpCOM32,927$433.0K<0.1%History
CHDChurch & Dwight Co IncCOM4,328$430.0K<0.1%History
WYWeyerhaeuser CoCOM NEW11,155$422.0K<0.1%History
FICOFair Isaac CorpCOM883$411.0K<0.1%History
CMAComerica IncCOM4,214$381.0K<0.1%History
MTDRMatador Resources CoCOM7,128$377.0K<0.1%History