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Livermore
Livermore
ZHEN

Quantitative Investment Management, LLC

SEC CIK
0001445911
Latest filing
Aug 14, 2026

Holdings in Q3 2022

Holdings as of Sep 30, 2022, filed Nov 14, 2022. Long positions only; changes compare share counts with Q2 2022.

Institution overview
Positions
265
+58 vs. Q2 2022
Portfolio value
$602.2M
−$54.3M (−8.3%) vs. Q2 2022
Filed
Nov 14, 2022
SEC
Holdings of Quantitative Investment Management, LLC in Q3 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
GLDSPDR Gold TrustETF162,977$25.2M4.2%−167,045−50.6%ReducedHistory
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF322,326$21.5M3.6%+322,326New–
VZVerizon Communications IncStock486,911$18.5M3.1%+486,911NewHistory
METAMeta Platforms, Inc.Stock127,528$17.3M2.9%−18,723−12.8%ReducedHistory
State Street SPDR S&P Biotech ETF78464A870ETF210,670$16.7M2.8%−106,692−33.6%Reduced–
VanEck Semiconductor ETF92189F676ETF89,600$16.6M2.8%+82,824+1,222.3%Added–
AMZNAmazon Com IncStock141,728$16.0M2.7%+141,728NewHistory
State Street Industrial Select Sector SPDR ETF81369Y704ETF178,316$14.8M2.5%+178,316New–
TAT&T Inc.Stock915,402$14.0M2.3%+915,402NewHistory
State Street Technology Select Sector SPDR ETF81369Y803ETF115,875$13.8M2.3%+115,875New–
BABoeing CoStock108,288$13.1M2.2%+85,667+378.7%AddedHistory
State Street Consumer Discretionary Select Sector SPDR ETF81369Y407ETF85,801$12.2M2.0%−90,942−51.5%Reduced–
INTCIntel CorpStock436,656$11.3M1.9%+373,265+588.8%AddedHistory
CMCSAComcast CorpStock361,509$10.6M1.8%+153,536+73.8%AddedHistory
SPDR Series Trust78464A714ST STR SP RETAIL166,505$9.40M1.6%−88,500−34.7%Reduced–
iShares Semiconductor ETF464287523ETF23,597$7.52M1.2%+19,297+448.8%Added–
CHTRCharter Communications, Inc.CL A24,709$7.50M1.2%+3,449+16.2%AddedHistory
NEMNEWMONT CorpStock148,463$6.24M1.0%+82,388+124.7%AddedHistory
Vanguard Ftse Developed Markets ETF921943858ETF168,397$6.12M1.0%+11,068+7.0%Added–
DISWalt Disney CoStock64,590$6.09M1.0%−67,835−51.2%ReducedHistory
iShares Tr464287739U.S. REAL ES ETF73,890$6.02M1.0%+73,890New–
iShares Tr464287515EXPANDED TECH22,161$5.54M0.9%−12,737−36.5%Reduced–
iShares Inc46434G822MSCI JAPAN ETF112,848$5.51M0.9%−201,177−64.1%Reduced–
LRCXLam Research CorpCOM15,043$5.50M0.9%+15,043NewHistory
State Street SPDR S&P Homebuilders ETF78464A888ETF99,265$5.43M0.9%+29,518+42.3%Added–
GOOGLAlphabet Inc.Stock56,343$5.39M0.9%+56,343NewHistory
Vanguard Real Estate ETF922908553ETF66,950$5.37M0.9%+66,950New–
State Street SPDR S&P Regional Banking ETF78464A698ETF85,033$5.01M0.8%+85,033New–
VanEck ETF Trust92189F106GOLD MINERS ETF205,368$4.95M0.8%−882,114−81.1%Reduced–
ADIAnalog Devices IncStock33,701$4.70M0.8%+33,701NewHistory
iShares Tr464288752US HOME CONS ETF83,371$4.34M0.7%+83,371New–
TXNTexas Instruments IncStock27,960$4.33M0.7%+27,960NewHistory
MMM3M CoStock37,023$4.09M0.7%+12,424+50.5%AddedHistory
TSMTaiwan Semiconductor Manufacturing Co LtdADR59,468$4.08M0.7%−20,877−26.0%ReducedHistory
AMATApplied Materials IncStock49,545$4.06M0.7%+49,545NewHistory
FFord Motor CoStock360,508$4.04M0.7%−239,433−39.9%ReducedHistory
SHOPShopify Inc.Stock140,851$3.79M0.6%−81,746−36.7%ReducedHistory
MELIMercadolibre IncCOM3,946$3.27M0.5%−481−10.9%ReducedHistory
FISVFiserv IncStock34,000$3.18M0.5%+34,000NewHistory
iShares Inc464286772MSCI STH KOR ETF66,449$3.15M0.5%+15,695+30.9%Added–
ADPAutomatic Data Processing IncStock13,448$3.04M0.5%+13,448NewHistory
iShares Tr464287556ISHARES BIOTECH25,485$2.98M0.5%−60,962−70.5%Reduced–
SBUXStarbucks CorpStock35,031$2.95M0.5%−23,061−39.7%ReducedHistory
Schwab International Equity ETF808524805ETF102,315$2.88M0.5%+27,297+36.4%Added–
iShares Inc46434G772MSCI TAIWAN ETF66,753$2.88M0.5%−19,187−22.3%Reduced–
Vanguard Information Technology ETF92204A702ETF9,360$2.88M0.5%+3,445+58.2%Added–
PGProcter & Gamble CoStock22,590$2.85M0.5%+22,590NewHistory
ADSKAutodesk, Inc.COM14,985$2.80M0.5%+4,049+37.0%AddedHistory
QCOMQualcomm IncStock24,350$2.75M0.5%+24,350NewHistory
PLUGPlug Power IncStock125,003$2.63M0.4%+125,003NewHistory
ROSTRoss Stores, Inc.COM30,559$2.58M0.4%−18,897−38.2%ReducedHistory
TJXTJX Companies IncStock41,211$2.56M0.4%+41,211NewHistory
Vanguard Intl Equity Index F922042874FTSE EUROPE ETF53,717$2.48M0.4%+9,123+20.5%Added–
MSMorgan StanleyStock31,196$2.46M0.4%+31,196NewHistory
ORealty Income CorpREIT42,295$2.46M0.4%+42,295NewHistory
CLColgate Palmolive CoStock34,895$2.45M0.4%+27,054+345.0%AddedHistory
GSGoldman Sachs Group IncStock8,318$2.44M0.4%+8,318NewHistory
U.S. Global Jets ETF26922A842ETF161,765$2.43M0.4%−19,843−10.9%Reduced–
ASMLASML Holding NVADR5,797$2.41M0.4%+4,384+310.3%AddedHistory
DEDeere & CoStock7,117$2.38M0.4%−18,559−72.3%ReducedHistory
DHRDanaher CorpStock9,191$2.37M0.4%+9,191NewHistory
PBRPetrobras - Petroleo Brasileiro SASPONSORED ADR190,761$2.35M0.4%+190,761NewHistory
ZTSZoetis Inc.Stock15,803$2.34M0.4%+15,803NewHistory
SNPSSynopsys IncCOM7,624$2.33M0.4%+7,624NewHistory
MDLZMondelez International, Inc.Stock42,088$2.31M0.4%+42,088NewHistory
SYFSynchrony FinancialCOM80,947$2.28M0.4%+24,188+42.6%AddedHistory
NXPINXP Semiconductors N.V.COM15,266$2.25M0.4%+15,266NewHistory
WDAYWorkday, Inc.CL A14,581$2.22M0.4%−30,065−67.3%ReducedHistory
BLKBlackRock, Inc.COM4,030$2.22M0.4%+4,030NewHistory
NOWServiceNow, Inc.Stock5,675$2.14M0.4%+5,675NewHistory
State Street SPDR S&P Bank ETF78464A797ETF47,927$2.12M0.4%+47,927New–
HONHoneywell International IncCOM12,563$2.10M0.3%+9,223+276.1%AddedHistory
LENLennar CorpCL A27,703$2.06M0.3%+23,206+516.0%AddedHistory
AALAmerican Airlines Group Inc.Stock170,875$2.06M0.3%+157,640+1,191.1%AddedHistory
COFCapital One Financial CorpStock22,178$2.04M0.3%+10,199+85.1%AddedHistory
SWKStanley Black & Decker, Inc.COM27,123$2.04M0.3%−2,283−7.8%ReducedHistory
iShares Inc464286608MSCI EURZONE ETF62,686$2.00M0.3%+5,288+9.2%Added–
KDPKeurig Dr Pepper Inc.COM55,764$2.00M0.3%+55,764NewHistory
SPGIS&P Global Inc.Stock6,523$1.99M0.3%+6,523NewHistory
LULUlululemon athletica inc.Stock6,907$1.93M0.3%+6,907NewHistory
KLACKLA CorpCOM NEW6,335$1.92M0.3%+6,335NewHistory
NKENIKE, Inc.Stock23,012$1.91M0.3%−25,858−52.9%ReducedHistory
HUBSHubSpot IncCOM7,024$1.90M0.3%+2,488+54.9%AddedHistory
IQVIQVIA Holdings Inc.Stock10,420$1.89M0.3%+10,420NewHistory
GILDGilead Sciences, Inc.Stock30,468$1.88M0.3%+30,468NewHistory
PHParker-Hannifin CorpStock7,754$1.88M0.3%+7,754NewHistory
ITWIllinois Tool Works IncStock10,255$1.85M0.3%+10,255NewHistory
SPGSimon Property Group Inc.REIT20,438$1.83M0.3%−14,380−41.3%ReducedHistory
UALUnited Airlines Holdings, Inc.COM54,773$1.78M0.3%+35,458+183.6%AddedHistory
iShares Inc464286806MSCI GERMANY ETF89,125$1.76M0.3%−42,057−32.1%Reduced–
MCHPMicrochip Technology IncStock28,498$1.74M0.3%+28,498NewHistory
SIVBSVB Financial GroupCOM5,163$1.73M0.3%+938+22.2%AddedHistory
Invesco Exch Traded FD Tr II46138E354S&P500 LOW VOL29,797$1.72M0.3%+29,797New–
APDAir Products & Chemicals, Inc.Stock7,250$1.69M0.3%+7,250NewHistory
MPWRMonolithic Power Systems, Inc.COM4,576$1.66M0.3%+4,576NewHistory
WYNNWynn Resorts LtdCOM25,454$1.60M0.3%−7,252−22.2%ReducedHistory
VRSKVerisk Analytics, Inc.COM9,346$1.59M0.3%+9,346NewHistory
State Street Financial Select Sector SPDR ETF81369Y605ETF51,918$1.58M0.3%+51,918New–
BAXBaxter International IncStock29,136$1.57M0.3%+24,004+467.7%AddedHistory
WSMWilliams Sonoma IncCOM13,070$1.54M0.3%+8,599+192.3%AddedHistory

Sold out since Q2 2022 (75)

Positions held at the end of Q2 2022 that are gone from this filing.

Positions of Quantitative Investment Management, LLC sold out since Q2 2022
SecurityClassShares in Q2 2022Value in Q2 2022% of portfolio in Q2 2022History
BACBank of America CorpStock284,724$8.86M1.4%History
CCitigroup IncStock186,180$8.56M1.3%History
NFLXNetflix IncStock48,306$8.45M1.3%History
BRK.BBerkshire Hathaway IncStock27,630$7.54M1.1%History
CSCOCisco Systems, Inc.Stock152,506$6.50M1.0%History
SPDR Series Trust78464A755ST STR SP METAL140,663$6.10M0.9%–
ADBEAdobe Inc.Stock14,370$5.26M0.8%History
EXPEExpedia Group, Inc.Stock49,739$4.72M0.7%History
MOSMosaic CoCOM97,506$4.61M0.7%History
AAAlcoa CorpStock94,444$4.30M0.7%History
XUnited States Steel CorpCOM233,093$4.17M0.6%History
HDHome Depot, Inc.Stock14,968$4.11M0.6%History
CLFCleveland-Cliffs Inc.COM264,765$4.07M0.6%History
MDTMedtronic plcStock38,502$3.46M0.5%History
Barrick Gold Corp067901108COM184,760$3.27M0.5%–
EAElectronic Arts Inc.COM26,843$3.27M0.5%History
ILMNIllumina, Inc.COM17,353$3.20M0.5%History
NUENucor CorpCOM30,402$3.17M0.5%History
BIIBBiogen Inc.COM13,832$2.82M0.4%History
SLViShares Silver TrustETF149,302$2.78M0.4%History
JCIJohnson Controls International plcStock57,819$2.77M0.4%History
WFCWells Fargo & CompanyStock67,553$2.65M0.4%History
LOWLowes Companies IncStock13,389$2.34M0.4%History
QRVOQorvo, Inc.Stock18,230$1.72M0.3%History
BABAAlibaba Group Holding LtdADR14,409$1.64M0.2%History
VMWVmware LLCCL A COM13,899$1.58M0.2%History
iShares Tr464288182MSCI AC ASIA ETF22,851$1.58M0.2%–
CZRCaesars Entertainment, Inc.COM41,244$1.58M0.2%History
SYKStryker CorpStock7,464$1.48M0.2%History
VFCV F CorpStock32,079$1.42M0.2%History
KEYKeycorpCOM79,995$1.38M0.2%History
Paramount Global92556H206CL B54,309$1.34M0.2%–
WMTWalmart Inc.Stock10,919$1.33M0.2%History
RCLRoyal Caribbean Cruises LtdCOM37,578$1.31M0.2%History
OMCOmnicom Group Inc.COM20,573$1.31M0.2%History
FISFidelity National Information Services, Inc.Stock13,936$1.28M0.2%History
SPLKSplunk IncCOM13,915$1.23M0.2%History
APPSDigital Turbine, Inc.COM NEW65,993$1.15M0.2%History
PVHPVH Corp.COM18,838$1.07M0.2%History
GPNGlobal Payments IncStock8,959$991.0K0.2%History
MOAltria Group, Inc.Stock16,382$684.0K0.1%History
GFIGold Fields LtdSPONSORED ADR73,744$672.0K0.1%History
KRKroger CoStock13,449$636.0K0.1%History
MARAMARA Holdings, Inc.COM117,641$628.0K0.1%History
iShares Inc464286871MSCI HONG KG ETF28,141$624.0K0.1%–
ZBHZimmer Biomet Holdings, Inc.Stock5,934$623.0K0.1%History
RNGRingCentral, Inc.CL A11,421$596.0K0.1%History
MSTRStrategy IncStock3,335$547.0K0.1%History
RIOTRiot Platforms, Inc.COM125,219$524.0K0.1%History
BGBunge Global SACOM5,677$514.0K0.1%History
THCTenet Healthcare CorpCOM NEW9,140$480.0K0.1%History
FIVNFive9, Inc.COM5,253$478.0K0.1%History
ADMArcher-Daniels-Midland CoStock5,834$452.0K0.1%History
THOThor Industries IncCOM5,896$440.0K0.1%History
LNCLincoln National CorpCOM7,689$359.0K0.1%History
BIOBio-Rad Laboratories, Inc.CL A715$353.0K0.1%History
EXASExact Sciences CorpCOM8,537$336.0K0.1%History
MHKMohawk Industries IncCOM2,659$329.0K0.1%History
NXHNeighborhood Intelligence, Inc.COM12,905$322.0K<0.1%History
AXPAmerican Express CoStock2,309$320.0K<0.1%History
NTAPNetApp, Inc.Stock4,778$311.0K<0.1%History
CARAvis Budget Group, Inc.COM2,110$310.0K<0.1%History
KMBKimberly Clark CorpStock2,206$298.0K<0.1%History
IPGInterpublic Group of Companies, Inc.COM10,438$287.0K<0.1%History
TCOMTrip.com Group LtdADS10,423$286.0K<0.1%History
ALKAlaska Air Group, Inc.COM7,154$286.0K<0.1%History
iShares MSCI India ETF46429B598ETF7,157$281.0K<0.1%–
Yamana Gold Inc98462Y100COM59,875$278.0K<0.1%–
DKSDick's Sporting Goods, Inc.Stock3,378$254.0K<0.1%History
SPRSpirit AeroSystems Holdings, Inc.COM CL A8,382$245.0K<0.1%History
FITBFifth Third BancorpCOM6,603$221.0K<0.1%History
DQDaqo New Energy Corp.SPNSRD ADS NEW2,997$213.0K<0.1%History
SYNASYNAPTICS IncStock1,752$206.0K<0.1%History
KGCKinross Gold CorpCOM37,608$134.0K<0.1%History
UAAUnder Armour, Inc.Stock10,977$91.0K<0.1%History