Skip to main content
Livermore
Livermore
ZHEN

Quantitative Investment Management, LLC

SEC CIK
0001445911
Latest filing
Aug 14, 2026

Holdings in Q1 2023

Holdings as of Mar 31, 2023, filed May 15, 2023. Long positions only; changes compare share counts with Q4 2022.

Institution overview
Positions
214
+8 vs. Q4 2022
Portfolio value
$474.6M
−$51.3M (−9.8%) vs. Q4 2022
Filed
May 15, 2023
SEC
Holdings of Quantitative Investment Management, LLC in Q1 2023
SecurityClassSharesValue% of portfolioShare changeActionHistory
PFEPfizer IncStock445,769$18.2M3.8%+445,769NewHistory
State Street Industrial Select Sector SPDR ETF81369Y704ETF168,325$17.0M3.6%−43,314−20.5%Reduced–
JNJJohnson & JohnsonStock93,590$14.5M3.1%+93,590NewHistory
Vanguard Ftse Developed Markets ETF921943858ETF308,851$13.9M2.9%+172,501+126.5%Added–
iShares Inc46434G822MSCI JAPAN ETF234,342$13.8M2.9%+109,887+88.3%Added–
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF181,521$13.6M2.9%+181,521New–
REGNRegeneron Pharmaceuticals, Inc.COM14,556$12.0M2.5%+14,556NewHistory
HDHome Depot, Inc.Stock37,378$11.0M2.3%+37,378NewHistory
CICigna GroupStock42,934$11.0M2.3%+42,934NewHistory
WMTWalmart Inc.Stock68,089$10.0M2.1%−4,339−6.0%ReducedHistory
AMDAdvanced Micro Devices IncStock93,111$9.13M1.9%+93,111NewHistory
HONHoneywell International IncCOM41,722$7.97M1.7%+25,851+162.9%AddedHistory
LULUlululemon athletica inc.Stock19,393$7.06M1.5%+19,393NewHistory
AAPLApple Inc.Stock41,001$6.76M1.4%+41,001NewHistory
BABoeing CoStock30,030$6.38M1.3%+30,030NewHistory
CVSCVS Health CorpStock84,676$6.29M1.3%+84,676NewHistory
VVisa Inc.Stock25,937$5.85M1.2%+25,937NewHistory
KRKroger CoStock115,658$5.71M1.2%+115,658NewHistory
IBMInternational Business Machines CorpStock42,920$5.63M1.2%+11,113+34.9%AddedHistory
ATVIActivision Blizzard, Inc.COM64,938$5.56M1.2%+64,938NewHistory
Vanguard Ftse All-World Ex-US Index Fund922042775ETF102,919$5.50M1.2%+57,166+124.9%Added–
MMM3M CoStock51,778$5.44M1.1%+19,834+62.1%AddedHistory
GOOGLAlphabet Inc.Stock52,369$5.43M1.1%−173,554−76.8%ReducedHistory
TAT&T Inc.Stock270,750$5.21M1.1%+127,629+89.2%AddedHistory
MRKMerck & Co., Inc.Stock48,177$5.13M1.1%+48,177NewHistory
MCDMcDonalds CorpStock17,572$4.91M1.0%+17,572NewHistory
PMPhilip Morris International Inc.Stock48,463$4.71M1.0%+48,463NewHistory
APDAir Products & Chemicals, Inc.Stock15,798$4.54M1.0%+15,798NewHistory
SBUXStarbucks CorpStock41,598$4.33M0.9%+41,598NewHistory
TJXTJX Companies IncStock54,437$4.26M0.9%+54,437NewHistory
MNSTMonster Beverage CorpCOM76,076$4.11M0.9%+76,076NewHistory
ADPAutomatic Data Processing IncStock18,020$4.01M0.8%+18,020NewHistory
Schwab International Equity ETF808524805ETF111,487$3.88M0.8%+55,663+99.7%Added–
BSXBoston Scientific CorpStock72,999$3.65M0.8%+72,999NewHistory
LOWLowes Companies IncStock18,241$3.65M0.8%+18,241NewHistory
TMUST-Mobile US, Inc.Stock25,097$3.63M0.8%+25,097NewHistory
INTCIntel CorpStock110,860$3.62M0.8%−119,684−51.9%ReducedHistory
DDominion Energy, IncStock64,697$3.62M0.8%+64,697NewHistory
VRTXVertex Pharmaceuticals IncStock11,053$3.48M0.7%+11,053NewHistory
FFord Motor CoStock275,378$3.47M0.7%+275,378NewHistory
ULTAUlta Beauty, Inc.Stock6,141$3.35M0.7%+3,495+132.1%AddedHistory
TGTTarget CorpStock20,116$3.33M0.7%+20,116NewHistory
Vanguard Intl Equity Index F922042874FTSE EUROPE ETF51,985$3.17M0.7%+26,537+104.3%Added–
RTXRTX CorpStock32,108$3.14M0.7%+32,108NewHistory
URIUnited Rentals, Inc.COM7,900$3.13M0.7%+7,283+1,180.4%AddedHistory
AXPAmerican Express CoStock18,826$3.10M0.7%+18,826NewHistory
ACNAccenture plcStock10,702$3.06M0.6%+10,702NewHistory
iShares Inc46434G772MSCI TAIWAN ETF63,774$2.89M0.6%−105,990−62.4%Reduced–
ADBEAdobe Inc.Stock7,230$2.79M0.6%+7,230NewHistory
CBChubb LtdStock14,137$2.75M0.6%+14,137NewHistory
DGDollar General CorpCOM12,937$2.72M0.6%+12,937NewHistory
ONOn Semiconductor CorpStock32,823$2.70M0.6%+32,823NewHistory
BRK.BBerkshire Hathaway IncStock8,556$2.64M0.6%+8,556NewHistory
BURLBurlington Stores, Inc.COM13,010$2.63M0.6%+13,010NewHistory
iShares MSCI Acwi Ex U.S. ETF464288240ETF53,160$2.59M0.5%+23,793+81.0%Added–
TXNTexas Instruments IncStock13,433$2.50M0.5%−2,857−17.5%ReducedHistory
CMGChipotle Mexican Grill IncCOM1,458$2.49M0.5%+1,458NewHistory
DISWalt Disney CoStock24,099$2.41M0.5%−8,301−25.6%ReducedHistory
LINLinde PLCStock6,662$2.37M0.5%+1,020+18.1%AddedHistory
BAXBaxter International IncStock56,516$2.29M0.5%+25,842+84.2%AddedHistory
MAMastercard IncStock5,956$2.16M0.5%+5,956NewHistory
RCLRoyal Caribbean Cruises LtdCOM32,610$2.13M0.4%+13,862+73.9%AddedHistory
FISFidelity National Information Services, Inc.Stock38,618$2.10M0.4%+27,286+240.8%AddedHistory
ETNEaton Corp plcStock12,191$2.09M0.4%+5,428+80.3%AddedHistory
DECKDeckers Outdoor CorpCOM4,556$2.05M0.4%+4,556NewHistory
ORCLOracle CorpStock20,833$1.94M0.4%+20,833NewHistory
ORLYO Reilly Automotive IncStock2,240$1.90M0.4%+2,240NewHistory
YUMYum Brands IncStock13,964$1.84M0.4%+13,964NewHistory
ALGNAlign Technology IncCOM5,494$1.83M0.4%+5,494NewHistory
iShares Tr464288273EAFE SML CP ETF30,791$1.83M0.4%+13,654+79.7%Added–
APTVAptiv PLCSHS15,728$1.76M0.4%+210+1.4%AddedHistory
MCHPMicrochip Technology IncStock20,960$1.76M0.4%−1,906−8.3%ReducedHistory
HLTHilton Worldwide Holdings Inc.COM12,197$1.72M0.4%+12,197NewHistory
ALBAlbemarle CorpStock7,660$1.69M0.4%−2,638−25.6%ReducedHistory
iShares Tr46435G334MSCI UK ETF NEW52,034$1.68M0.4%+37,763+264.6%Added–
PLUGPlug Power IncStock142,426$1.67M0.4%+142,426NewHistory
SHWSherwin Williams CoCOM7,418$1.67M0.4%+3,065+70.4%AddedHistory
EWEdwards Lifesciences CorpStock20,060$1.66M0.3%+5,488+37.7%AddedHistory
AZOAutoZone IncCOM667$1.64M0.3%+667NewHistory
ELEstee Lauder Companies IncCL A6,513$1.60M0.3%+6,513NewHistory
Invesco Exch Traded FD Tr II46138E354S&P500 LOW VOL25,703$1.60M0.3%+25,703New–
State Street SPDR S&P Homebuilders ETF78464A888ETF23,591$1.60M0.3%+18,756+387.9%Added–
MDTMedtronic plcStock19,687$1.59M0.3%−3,634−15.6%ReducedHistory
ROSTRoss Stores, Inc.COM14,605$1.55M0.3%+12,431+571.8%AddedHistory
CTASCintas CorpStock3,320$1.54M0.3%+3,320NewHistory
MOAltria Group, Inc.Stock34,234$1.53M0.3%+27,390+400.2%AddedHistory
NXPINXP Semiconductors N.V.COM8,063$1.50M0.3%+3,987+97.8%AddedHistory
EQIXEquinix IncCOM2,020$1.46M0.3%−316−13.5%ReducedHistory
GILDGilead Sciences, Inc.Stock17,476$1.45M0.3%+17,476NewHistory
EXPEExpedia Group, Inc.Stock14,650$1.42M0.3%+14,650NewHistory
WBAWalgreens Boots Alliance, Inc.COM40,472$1.40M0.3%−80,542−66.6%ReducedHistory
CDWCDW CorpCOM7,112$1.39M0.3%+7,112NewHistory
PODDInsulet CorpStock4,296$1.37M0.3%+3,382+370.0%AddedHistory
CMECME Group Inc.COM7,104$1.36M0.3%+7,104NewHistory
STZConstellation Brands, Inc.Stock5,667$1.28M0.3%+5,667NewHistory
TEAMAtlassian CorpCL A7,474$1.28M0.3%+7,474NewHistory
AAgilent Technologies, Inc.COM8,994$1.24M0.3%+8,994NewHistory
VLOValero Energy CorpStock8,841$1.23M0.3%+8,841NewHistory
iShares Tr464288877EAFE VALUE ETF25,382$1.23M0.3%+25,382New–
VEEVVeeva Systems IncStock6,624$1.22M0.3%+6,624NewHistory

Sold out since Q4 2022 (134)

Positions held at the end of Q4 2022 that are gone from this filing.

The largest 100 of 134 by value last quarter.

Positions of Quantitative Investment Management, LLC sold out since Q4 2022
SecurityClassShares in Q4 2022Value in Q4 2022% of portfolio in Q4 2022History
State Street Financial Select Sector SPDR ETF81369Y605ETF1,001,957$34.3M6.5%–
TSLATesla, Inc.Stock223,973$27.6M5.2%History
AMZNAmazon Com IncStock245,332$20.6M3.9%History
State Street Materials Select Sector SPDR ETF81369Y100ETF256,128$19.9M3.8%–
AMGNAmgen IncStock73,279$19.2M3.7%History
State Street Consumer Discretionary Select Sector SPDR ETF81369Y407ETF136,908$17.7M3.4%–
VanEck Semiconductor ETF92189F676ETF78,591$15.9M3.0%–
State Street Technology Select Sector SPDR ETF81369Y803ETF89,382$11.1M2.1%–
iShares Tr464287739U.S. REAL ES ETF127,870$10.8M2.0%–
Vanguard Ftse Emerging Markets ETF922042858ETF236,787$9.23M1.8%–
Vanguard Real Estate ETF922908553ETF108,934$8.98M1.7%–
TSMTaiwan Semiconductor Manufacturing Co LtdADR115,738$8.62M1.6%History
VZVerizon Communications IncStock187,232$7.38M1.4%History
JPMJPMorgan Chase & CoStock52,675$7.06M1.3%History
GSGoldman Sachs Group IncStock19,634$6.74M1.3%History
iShares Semiconductor ETF464287523ETF18,548$6.45M1.2%–
GEGeneral Electric CoStock76,984$6.45M1.2%History
SPDR Series Trust78464A714ST STR SP RETAIL104,454$6.31M1.2%–
METAMeta Platforms, Inc.Stock38,145$4.59M0.9%History
iShares Inc464286822MSCI MEXICO ETF83,457$4.13M0.8%–
FANGDiamondback Energy, Inc.Stock24,821$3.40M0.6%History
SPDR Series Trust78464A755ST STR SP METAL67,598$3.37M0.6%–
CSCOCisco Systems, Inc.Stock67,149$3.20M0.6%History
iShares Inc464286509MSCI CDA ETF93,879$3.07M0.6%–
VanEck ETF Trust92189F791JUNIOR GOLD MINE85,788$3.06M0.6%–
BIIBBiogen Inc.COM10,611$2.94M0.6%History
AMATApplied Materials IncStock30,056$2.93M0.6%History
LRCXLam Research CorpCOM6,831$2.87M0.5%History
U.S. Global Jets ETF26922A842ETF165,090$2.82M0.5%–
GNRCGenerac Holdings Inc.Stock24,878$2.50M0.5%History
Vanguard Information Technology ETF92204A702ETF7,525$2.40M0.5%–
BMRNBiomarin Pharmaceutical IncCOM23,163$2.40M0.5%History
SPGIS&P Global Inc.Stock6,825$2.29M0.4%History
CCLCarnival Corp Ltd.UNIT 99/99/9999275,545$2.22M0.4%History
XUnited States Steel CorpCOM88,450$2.21M0.4%History
USBUS Bancorp DECOM NEW49,317$2.15M0.4%History
BBYBest Buy Co IncStock26,775$2.15M0.4%History
METMetlife IncStock29,146$2.11M0.4%History
iShares Inc464286103MSCI AUST ETF89,083$1.98M0.4%–
iShares Inc464286608MSCI EURZONE ETF49,209$1.94M0.4%–
iShares Inc464286772MSCI STH KOR ETF32,796$1.85M0.4%–
QCOMQualcomm IncStock16,302$1.79M0.3%History
ZTSZoetis Inc.Stock12,192$1.79M0.3%History
iShares Tr464287515EXPANDED TECH6,663$1.70M0.3%–
Signature BK New York N Y82669G104COM14,001$1.61M0.3%–
SPDR Index Shs FDS78463X202ST STR EU 50 ETF39,337$1.52M0.3%–
Paramount Global92556H206CL B84,829$1.43M0.3%–
SIVBSVB Financial GroupCOM6,039$1.39M0.3%History
SYFSynchrony FinancialCOM41,043$1.35M0.3%History
GGBGerdau S.A.SPON ADR REP PFD237,791$1.32M0.3%History
NCLHNorwegian Cruise Line Holdings Ltd.SHS107,676$1.32M0.3%History
JCIJohnson Controls International plcStock20,406$1.30M0.2%History
CVXChevron CorpStock6,937$1.25M0.2%History
Invesco Exch Traded FD Tr II46138E628KBW BK ETF23,892$1.23M0.2%–
AEOAmerican Eagle Outfitters IncCOM84,655$1.18M0.2%History
BKNGBooking Holdings Inc.Stock582$1.17M0.2%History
LUMNLumen Technologies, Inc.Stock206,751$1.08M0.2%History
INCYIncyte CorpCOM13,438$1.08M0.2%History
Vanguard Financials ETF92204A405ETF12,625$1.04M0.2%–
PRUPrudential Financial IncStock10,440$1.04M0.2%History
BALLBALL CorpCOM19,469$995.0K0.2%History
DLRDigital Realty Trust, Inc.COM9,905$993.0K0.2%History
VanEck ETF Trust92189H607OIL SERVICES ETF3,246$986.0K0.2%–
DPZDominos Pizza IncCOM2,833$981.0K0.2%History
CPRICapri Holdings LtdSHS17,051$977.0K0.2%History
WYNNWynn Resorts LtdCOM11,825$975.0K0.2%History
NOVNOV Inc.COM46,201$965.0K0.2%History
State Street SPDR S&P Bank ETF78464A797ETF19,864$896.0K0.2%–
iShares S&P Small-Cap 600 Value ETF464287879ETF9,706$886.0K0.2%–
ENTGEntegris IncCOM13,353$875.0K0.2%History
VFCV F CorpStock30,916$853.0K0.2%History
WOLFWolfspeed, Inc.Stock11,863$819.0K0.2%History
First Rep BK San Francisco C33616C100COM6,619$806.0K0.2%–
AXONAxon Enterprise, Inc.COM4,829$801.0K0.2%History
CLFCleveland-Cliffs Inc.COM47,349$762.0K0.1%History
SRPTSarepta Therapeutics, Inc.COM5,510$713.0K0.1%History
PPGPPG Industries IncStock5,503$691.0K0.1%History
IQVIQVIA Holdings Inc.Stock3,159$647.0K0.1%History
AMPAmeriprise Financial IncCOM2,025$630.0K0.1%History
MTArcelorMittalNY REGISTRY SH23,646$619.0K0.1%History
BKRBaker Hughes CoCL A20,730$612.0K0.1%History
CLXClorox CoStock4,322$606.0K0.1%History
NSCNorfolk Southern CorpStock2,403$592.0K0.1%History
Global X Lithium & Battery Tech ETF37954Y855ETF10,073$590.0K0.1%–
Vanguard Energy ETF92204A306ETF4,617$559.0K0.1%–
VTRSViatris IncStock49,799$554.0K0.1%History
NBIXNeurocrine Biosciences IncStock4,604$549.0K0.1%History
PCARPaccar IncCOM5,404$534.0K0.1%History
BBBY20230930-DK-Butterfly-1, Inc.COM206,932$519.0K0.1%History
DFSDiscover Financial ServicesCOM4,999$489.0K0.1%History
WELLWelltower Inc.REIT7,436$487.0K0.1%History
UALUnited Airlines Holdings, Inc.COM12,803$482.0K0.1%History
iShares MSCI India ETF46429B598ETF11,056$461.0K0.1%–
CFGCitizens Financial Group IncCOM11,614$457.0K0.1%History
TFCTruist Financial CorpCOM10,601$456.0K0.1%History
PFGPrincipal Financial Group IncCOM5,428$455.0K0.1%History
TSNTyson Foods, Inc.Stock7,222$449.0K0.1%History
MCOMoodys CorpStock1,607$447.0K0.1%History
TERTeradyne, IncStock5,091$444.0K0.1%History
LSCCLattice Semiconductor CorpCOM6,745$437.0K0.1%History