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Livermore
Livermore
ZHEN

Quantitative Investment Management, LLC

SEC CIK
0001445911
Latest filing
Aug 14, 2026

Holdings in Q2 2023

Holdings as of Jun 30, 2023, filed Aug 14, 2023. Long positions only; changes compare share counts with Q1 2023.

Institution overview
Positions
264
+50 vs. Q1 2023
Portfolio value
$1.06B
+$581.5M (+122.5%) vs. Q1 2023
Filed
Aug 14, 2023
SEC
Holdings of Quantitative Investment Management, LLC in Q2 2023
SecurityClassSharesValue% of portfolioShare changeActionHistory
GLDSPDR Gold TrustETF282,978$50.4M4.8%+282,978NewHistory
iShares Inc464286400MSCI BRAZIL ETF1,347,101$43.7M4.1%+1,347,101New–
State Street Financial Select Sector SPDR ETF81369Y605ETF1,092,684$36.8M3.5%+1,092,684New–
VanEck ETF Trust92189F106GOLD MINERS ETF1,035,192$31.2M3.0%+1,035,192New–
Vanguard Ftse Emerging Markets ETF922042858ETF757,536$30.8M2.9%+757,536New–
AMDAdvanced Micro Devices IncStock256,093$29.2M2.8%+162,982+175.0%AddedHistory
iShares Tr464287739U.S. REAL ES ETF321,408$27.8M2.6%+321,408New–
State Street Materials Select Sector SPDR ETF81369Y100ETF288,257$23.9M2.3%+288,257New–
WMTWalmart Inc.Stock147,283$23.1M2.2%+79,194+116.3%AddedHistory
State Street Real Estate Select Sector SPDR ETF81369Y860ETF567,351$21.4M2.0%+558,165+6,076.3%Added–
Vanguard Real Estate ETF922908553ETF245,374$20.5M1.9%+245,374New–
NFLXNetflix IncStock45,622$20.1M1.9%+45,622NewHistory
State Street Industrial Select Sector SPDR ETF81369Y704ETF175,067$18.8M1.8%+6,742+4.0%Added–
State Street SPDR S&P Regional Banking ETF78464A698ETF417,616$17.1M1.6%+417,616New–
TSLATesla, Inc.Stock63,110$16.5M1.6%+63,110NewHistory
DISWalt Disney CoStock184,870$16.5M1.6%+160,771+667.1%AddedHistory
SPDR Series Trust78464A714ST STR SP RETAIL241,505$15.4M1.5%+241,505New–
State Street Energy Select Sector SPDR ETF81369Y506ETF188,158$15.3M1.4%+188,158New–
ARK Innovation ETF00214Q104ETF322,505$14.2M1.3%+322,505New–
COSTCostco Wholesale CorpStock26,088$14.0M1.3%+26,088NewHistory
State Street Health Care Select Sector SPDR ETF81369Y209ETF104,745$13.9M1.3%+104,745New–
SLViShares Silver TrustETF645,375$13.5M1.3%+645,375NewHistory
FFord Motor CoStock794,723$12.0M1.1%+519,345+188.6%AddedHistory
TSMTaiwan Semiconductor Manufacturing Co LtdADR112,219$11.3M1.1%+112,219NewHistory
State Street SPDR S&P Biotech ETF78464A870ETF128,653$10.7M1.0%+128,653New–
MDTMedtronic plcStock118,588$10.4M1.0%+98,901+502.4%AddedHistory
INTCIntel CorpStock304,672$10.2M1.0%+193,812+174.8%AddedHistory
EAElectronic Arts Inc.COM75,255$9.76M0.9%+75,255NewHistory
ADBEAdobe Inc.Stock18,329$8.96M0.8%+11,099+153.5%AddedHistory
TAT&T Inc.Stock559,449$8.92M0.8%+288,699+106.6%AddedHistory
GOOGLAlphabet Inc.Stock74,399$8.90M0.8%+22,030+42.1%AddedHistory
CHTRCharter Communications, Inc.CL A23,647$8.69M0.8%+22,460+1,892.2%AddedHistory
FISFidelity National Information Services, Inc.Stock152,573$8.35M0.8%+113,955+295.1%AddedHistory
VanEck ETF Trust92189F791JUNIOR GOLD MINE227,256$8.10M0.8%+227,256New–
SPDR Series Trust78468R556SP O&G EXPL PRO62,245$8.02M0.8%+62,245New–
CVSCVS Health CorpStock108,153$7.48M0.7%+23,477+27.7%AddedHistory
iShares Inc46434G822MSCI JAPAN ETF120,196$7.44M0.7%−114,146−48.7%Reduced–
MRVLMarvell Technology, Inc.COM123,634$7.39M0.7%+123,634NewHistory
PYPLPayPal Holdings, Inc.Stock98,843$6.59M0.6%+98,843NewHistory
iShares Inc46434G772MSCI TAIWAN ETF139,632$6.57M0.6%+75,858+118.9%Added–
MUMicron Technology IncStock96,763$6.11M0.6%+96,763NewHistory
MMM3M CoStock57,760$5.78M0.5%+5,982+11.6%AddedHistory
NOWServiceNow, Inc.Stock10,116$5.68M0.5%+10,116NewHistory
LULUlululemon athletica inc.Stock14,978$5.67M0.5%−4,415−22.8%ReducedHistory
iShares Inc464286509MSCI CDA ETF157,355$5.50M0.5%+157,355New–
DXCMDexcom IncCOM41,761$5.37M0.5%+35,177+534.3%AddedHistory
HONHoneywell International IncCOM24,307$5.04M0.5%−17,415−41.7%ReducedHistory
VEEVVeeva Systems IncStock25,434$5.03M0.5%+18,810+284.0%AddedHistory
LUVSouthwest Airlines CoCOM133,663$4.84M0.5%+133,663NewHistory
TJXTJX Companies IncStock56,276$4.77M0.5%+1,839+3.4%AddedHistory
EWEdwards Lifesciences CorpStock49,542$4.67M0.4%+29,482+147.0%AddedHistory
TWLOTwilio IncCL A71,073$4.52M0.4%+71,073NewHistory
AMTAmerican Tower CorpREIT23,198$4.50M0.4%+23,198NewHistory
VVisa Inc.Stock18,287$4.34M0.4%−7,650−29.5%ReducedHistory
iShares Inc464286772MSCI STH KOR ETF68,347$4.33M0.4%+68,347New–
Invesco Exch Traded FD Tr II46138E354S&P500 LOW VOL66,806$4.20M0.4%+41,103+159.9%Added–
Vanguard Ftse Developed Markets ETF921943858ETF86,879$4.01M0.4%−221,972−71.9%Reduced–
GMGeneral Motors CoCOM104,042$4.01M0.4%+104,042NewHistory
COFCapital One Financial CorpStock36,551$4.00M0.4%+26,354+258.4%AddedHistory
Vanguard Intl Equity Index F922042874FTSE EUROPE ETF64,093$3.95M0.4%+12,108+23.3%Added–
SPDR Index Shs FDS78463X509ST PORT MARK ETF114,049$3.92M0.4%+114,049New–
STZConstellation Brands, Inc.Stock15,898$3.91M0.4%+10,231+180.5%AddedHistory
BBYBest Buy Co IncStock46,829$3.84M0.4%+46,829NewHistory
IFFInternational Flavors & Fragrances IncCOM47,398$3.77M0.4%+47,398NewHistory
DEDeere & CoStock9,228$3.74M0.4%+9,228NewHistory
RHRHCOM11,255$3.71M0.4%+11,255NewHistory
MARAMARA Holdings, Inc.COM250,319$3.47M0.3%+234,304+1,463.0%AddedHistory
ARK ETF Tr00214Q302GENOMIC REV ETF100,409$3.42M0.3%+100,409New–
UNPUnion Pacific CorpStock16,669$3.41M0.3%+16,669NewHistory
NTESNetEase, Inc.SPONSORED ADS35,245$3.41M0.3%+35,245NewHistory
State Street Utilities Select Sector SPDR ETF81369Y886ETF51,329$3.36M0.3%+51,329New–
ABTAbbott LaboratoriesStock30,809$3.36M0.3%+30,809NewHistory
VRTXVertex Pharmaceuticals IncStock9,153$3.22M0.3%−1,900−17.2%ReducedHistory
DDominion Energy, IncStock61,457$3.18M0.3%−3,240−5.0%ReducedHistory
GISGeneral Mills IncStock41,318$3.17M0.3%+41,318NewHistory
MNSTMonster Beverage CorpCOM55,022$3.16M0.3%−21,054−27.7%ReducedHistory
GPNGlobal Payments IncStock31,546$3.11M0.3%+31,546NewHistory
XYZBlock, Inc.CL A46,614$3.10M0.3%+46,614NewHistory
EXPEExpedia Group, Inc.Stock28,158$3.08M0.3%+13,508+92.2%AddedHistory
ACNAccenture plcStock9,821$3.03M0.3%−881−8.2%ReducedHistory
ROSTRoss Stores, Inc.COM26,892$3.02M0.3%+12,287+84.1%AddedHistory
MDLZMondelez International, Inc.Stock41,199$3.00M0.3%+26,295+176.4%AddedHistory
PAYCPaycom Software, Inc.Stock9,173$2.95M0.3%+9,173NewHistory
CCICrown Castle Inc.REIT25,184$2.87M0.3%+25,184NewHistory
CATCaterpillar IncStock11,557$2.84M0.3%+11,557NewHistory
TFCTruist Financial CorpCOM93,563$2.84M0.3%+93,563NewHistory
State Street SPDR S&P Bank ETF78464A797ETF78,331$2.82M0.3%+78,331New–
CMCSAComcast CorpStock66,697$2.77M0.3%+66,697NewHistory
ALLAllstate CorpStock25,238$2.75M0.3%+25,238NewHistory
AAgilent Technologies, Inc.COM22,687$2.73M0.3%+13,693+152.2%AddedHistory
BPBP PLCADR76,600$2.70M0.3%+76,600NewHistory
SBUXStarbucks CorpStock26,467$2.62M0.2%−15,131−36.4%ReducedHistory
ADSKAutodesk, Inc.COM12,453$2.55M0.2%+11,462+1,156.6%AddedHistory
MOSMosaic CoCOM72,304$2.53M0.2%+72,304NewHistory
Vanguard Ftse All-World Ex-US Index Fund922042775ETF45,961$2.50M0.2%−56,958−55.3%Reduced–
GNRCGenerac Holdings Inc.Stock16,683$2.49M0.2%+16,683NewHistory
CTSHCognizant Technology Solutions CorpCL A37,517$2.45M0.2%+27,810+286.5%AddedHistory
iShares Tr464288877EAFE VALUE ETF48,796$2.39M0.2%+23,414+92.2%Added–
MSTRStrategy IncStock6,822$2.33M0.2%+3,816+126.9%AddedHistory
TELTE Connectivity plcREG SHS16,609$2.33M0.2%+9,457+132.2%AddedHistory

Sold out since Q1 2023 (113)

Positions held at the end of Q1 2023 that are gone from this filing.

The largest 100 of 113 by value last quarter.

Positions of Quantitative Investment Management, LLC sold out since Q1 2023
SecurityClassShares in Q1 2023Value in Q1 2023% of portfolio in Q1 2023History
PFEPfizer IncStock445,769$18.2M3.8%History
JNJJohnson & JohnsonStock93,590$14.5M3.1%History
REGNRegeneron Pharmaceuticals, Inc.COM14,556$12.0M2.5%History
CICigna GroupStock42,934$11.0M2.3%History
AAPLApple Inc.Stock41,001$6.76M1.4%History
BABoeing CoStock30,030$6.38M1.3%History
KRKroger CoStock115,658$5.71M1.2%History
IBMInternational Business Machines CorpStock42,920$5.63M1.2%History
ATVIActivision Blizzard, Inc.COM64,938$5.56M1.2%History
MRKMerck & Co., Inc.Stock48,177$5.13M1.1%History
MCDMcDonalds CorpStock17,572$4.91M1.0%History
PMPhilip Morris International Inc.Stock48,463$4.71M1.0%History
APDAir Products & Chemicals, Inc.Stock15,798$4.54M1.0%History
ADPAutomatic Data Processing IncStock18,020$4.01M0.8%History
BSXBoston Scientific CorpStock72,999$3.65M0.8%History
TMUST-Mobile US, Inc.Stock25,097$3.63M0.8%History
ULTAUlta Beauty, Inc.Stock6,141$3.35M0.7%History
TGTTarget CorpStock20,116$3.33M0.7%History
RTXRTX CorpStock32,108$3.14M0.7%History
URIUnited Rentals, Inc.COM7,900$3.13M0.7%History
AXPAmerican Express CoStock18,826$3.10M0.7%History
DGDollar General CorpCOM12,937$2.72M0.6%History
ONOn Semiconductor CorpStock32,823$2.70M0.6%History
TXNTexas Instruments IncStock13,433$2.50M0.5%History
LINLinde PLCStock6,662$2.37M0.5%History
RCLRoyal Caribbean Cruises LtdCOM32,610$2.13M0.4%History
ETNEaton Corp plcStock12,191$2.09M0.4%History
DECKDeckers Outdoor CorpCOM4,556$2.05M0.4%History
ORCLOracle CorpStock20,833$1.94M0.4%History
ORLYO Reilly Automotive IncStock2,240$1.90M0.4%History
YUMYum Brands IncStock13,964$1.84M0.4%History
ALGNAlign Technology IncCOM5,494$1.83M0.4%History
iShares Tr464288273EAFE SML CP ETF30,791$1.83M0.4%–
APTVAptiv PLCSHS15,728$1.76M0.4%History
MCHPMicrochip Technology IncStock20,960$1.76M0.4%History
ALBAlbemarle CorpStock7,660$1.69M0.4%History
PLUGPlug Power IncStock142,426$1.67M0.4%History
AZOAutoZone IncCOM667$1.64M0.3%History
State Street SPDR S&P Homebuilders ETF78464A888ETF23,591$1.60M0.3%–
CTASCintas CorpStock3,320$1.54M0.3%History
GILDGilead Sciences, Inc.Stock17,476$1.45M0.3%History
WBAWalgreens Boots Alliance, Inc.COM40,472$1.40M0.3%History
CDWCDW CorpCOM7,112$1.39M0.3%History
PODDInsulet CorpStock4,296$1.37M0.3%History
CMECME Group Inc.COM7,104$1.36M0.3%History
VLOValero Energy CorpStock8,841$1.23M0.3%History
TPRTapestry, Inc.COM27,685$1.19M0.3%History
ODFLOld Dominion Freight Line, Inc.COM3,428$1.17M0.2%History
PWRQuanta Services, Inc.COM6,944$1.16M0.2%History
DDSDillard's, Inc.CL A3,583$1.10M0.2%History
TTWOTake Two Interactive Software IncCOM8,790$1.05M0.2%History
WMWaste Management IncStock6,348$1.03M0.2%History
TSCOTractor Supply CoCOM4,368$1.03M0.2%History
DDDuPont de Nemours, Inc.COM14,151$1.01M0.2%History
RIORio Tinto PLCADR14,641$1.00M0.2%History
PHParker-Hannifin CorpStock2,961$995.0K0.2%History
ANAutonation, Inc.COM7,383$991.0K0.2%History
ZBHZimmer Biomet Holdings, Inc.Stock7,592$980.0K0.2%History
WTWWillis Towers Watson PLCSHS4,136$961.0K0.2%History
XPOXPO, Inc.COM29,087$927.0K0.2%History
GSKGSK plcADR25,414$904.0K0.2%History
JWNNordstrom IncStock52,966$861.0K0.2%History
VRSKVerisk Analytics, Inc.COM4,440$851.0K0.2%History
ILMNIllumina, Inc.COM3,412$793.0K0.2%History
TTTrane Technologies plcSHS4,250$781.0K0.2%History
SCHWSchwab Charles CorpStock14,788$774.0K0.2%History
PAYXPaychex IncStock6,703$768.0K0.2%History
BENFranklin Templeton IncCOM28,359$763.0K0.2%History
PSXPhillips 66Stock7,426$752.0K0.2%History
MSIMotorola Solutions, Inc.Stock2,426$694.0K0.1%History
EXPDExpeditors International of Washington IncCOM5,963$656.0K0.1%History
JNPRJuniper Networks IncCOM16,014$551.0K0.1%History
TDGTransDigm Group INCCOM746$549.0K0.1%History
ITWIllinois Tool Works IncStock2,209$537.0K0.1%History
AONAon plcCL A1,698$535.0K0.1%History
THOThor Industries IncCOM6,641$528.0K0.1%History
MDGLMadrigal Pharmaceuticals, Inc.COM2,070$501.0K0.1%History
LADLithia Motors IncCOM2,176$498.0K0.1%History
KMXCarMax IncCOM7,440$478.0K0.1%History
PBFPBF Energy Inc.CL A10,288$446.0K0.1%History
WCCWesco International IncCOM2,793$431.0K0.1%History
BWABorgwarner IncCOM8,631$423.0K0.1%History
ISRGIntuitive Surgical IncCOM NEW1,650$421.0K0.1%History
HSTHost Hotels & Resorts, Inc.COM25,331$417.0K0.1%History
SAIASaia IncCOM1,489$405.0K0.1%History
NDAQNasdaq, Inc.COM7,351$401.0K0.1%History
NKENIKE, Inc.Stock3,248$398.0K0.1%History
AMEAmetek IncCOM2,665$387.0K0.1%History
HOGHarley-Davidson, Inc.COM10,148$385.0K0.1%History
ETREntergy CorpCOM3,488$375.0K0.1%History
STNGScorpio Tankers Inc.SHS6,556$369.0K0.1%History
iShares Inc464286806MSCI GERMANY ETF12,705$361.0K0.1%–
NOCNorthrop Grumman CorpStock768$354.0K0.1%History
EXCExelon CorpStock8,153$341.0K0.1%History
HOLXHologic IncCOM4,228$341.0K0.1%History
NOKNokia CorpSPONSORED ADR67,439$331.0K0.1%History
ROKRockwell Automation, IncStock1,090$319.0K0.1%History
PLDPrologis, Inc.REIT2,493$311.0K0.1%History
GWWW.W. Grainger, Inc.Stock448$308.0K0.1%History
MGMMGM Resorts InternationalStock6,476$287.0K0.1%History