Skip to main content
Livermore
Livermore
ZHEN

Quantitative Investment Management, LLC

SEC CIK
0001445911
Latest filing
Aug 14, 2026

Holdings in Q3 2023

Holdings as of Sep 30, 2023, filed Nov 14, 2023. Long positions only; changes compare share counts with Q2 2023.

Institution overview
Positions
162
−102 vs. Q2 2023
Portfolio value
$650.2M
−$405.8M (−38.4%) vs. Q2 2023
Filed
Nov 14, 2023
SEC
Holdings of Quantitative Investment Management, LLC in Q3 2023
SecurityClassSharesValue% of portfolioShare changeActionHistory
SPYSPDR S&P 500 ETF TrustETF176,437$75.4M11.6%+176,437NewHistory
State Street Industrial Select Sector SPDR ETF81369Y704ETF398,449$40.4M6.2%+223,382+127.6%Added–
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF509,466$35.1M5.4%+501,523+6,314.0%Added–
DALDelta Air Lines, Inc.COM NEW610,019$22.6M3.5%+610,019NewHistory
JNJJohnson & JohnsonStock135,770$21.1M3.3%+135,770NewHistory
GISGeneral Mills IncStock238,744$15.3M2.3%+197,426+477.8%AddedHistory
RTXRTX CorpStock202,349$14.6M2.2%+202,349NewHistory
CCLCarnival Corp Ltd.UNIT 99/99/9999937,582$12.9M2.0%+937,582NewHistory
U.S. Global Jets ETF26922A842ETF740,124$12.6M1.9%+740,124New–
JPMJPMorgan Chase & CoStock81,517$11.8M1.8%+81,517NewHistory
UNPUnion Pacific CorpStock54,356$11.1M1.7%+37,687+226.1%AddedHistory
UPSUnited Parcel Service IncStock69,962$10.9M1.7%+69,962NewHistory
DGDollar General CorpCOM101,652$10.8M1.7%+101,652NewHistory
iShares MSCI India ETF46429B598ETF233,046$10.3M1.6%+201,654+642.4%Added–
iShares Tr464288752US HOME CONS ETF120,993$9.50M1.5%+120,993New–
CSCOCisco Systems, Inc.Stock170,611$9.17M1.4%+170,611NewHistory
WMTWalmart Inc.Stock57,324$9.17M1.4%−89,959−61.1%ReducedHistory
HSYHershey CoCOM44,085$8.82M1.4%+44,085NewHistory
ORCLOracle CorpStock82,774$8.77M1.3%+82,774NewHistory
AALAmerican Airlines Group Inc.Stock673,851$8.63M1.3%+673,851NewHistory
DHIHorton D R IncCOM80,270$8.63M1.3%+80,270NewHistory
FISVFiserv IncStock75,950$8.58M1.3%+75,950NewHistory
State Street SPDR S&P Homebuilders ETF78464A888ETF96,558$7.39M1.1%+96,558New–
IBMInternational Business Machines CorpStock50,695$7.11M1.1%+50,695NewHistory
UALUnited Airlines Holdings, Inc.COM165,167$6.99M1.1%+165,167NewHistory
FANGDiamondback Energy, Inc.Stock44,485$6.89M1.1%+44,485NewHistory
LUVSouthwest Airlines CoCOM249,478$6.75M1.0%+115,815+86.6%AddedHistory
COSTCostco Wholesale CorpStock11,751$6.64M1.0%−14,337−55.0%ReducedHistory
ELEstee Lauder Companies IncCL A44,766$6.47M1.0%+37,843+546.6%AddedHistory
RCLRoyal Caribbean Cruises LtdCOM66,303$6.11M0.9%+66,303NewHistory
ADPAutomatic Data Processing IncStock25,171$6.05M0.9%+25,171NewHistory
JCIJohnson Controls International plcStock104,655$5.57M0.9%+104,655NewHistory
DRIDarden Restaurants IncCOM36,930$5.29M0.8%+34,574+1,467.5%AddedHistory
DEDeere & CoStock13,168$4.97M0.8%+3,940+42.7%AddedHistory
TPRTapestry, Inc.COM165,794$4.77M0.7%+165,794NewHistory
STZConstellation Brands, Inc.Stock18,660$4.69M0.7%+2,762+17.4%AddedHistory
State Street Technology Select Sector SPDR ETF81369Y803ETF26,930$4.41M0.7%+26,930New–
MGMMGM Resorts InternationalStock116,927$4.30M0.7%+116,927NewHistory
MAMastercard IncStock10,688$4.23M0.7%+6,256+141.2%AddedHistory
ISRGIntuitive Surgical IncCOM NEW14,106$4.12M0.6%+14,106NewHistory
USBUS Bancorp DECOM NEW116,846$3.86M0.6%+66,550+132.3%AddedHistory
SEDGSolaredge Technologies, Inc.COM29,586$3.83M0.6%+29,586NewHistory
CATCaterpillar IncStock13,687$3.74M0.6%+2,130+18.4%AddedHistory
DFSDiscover Financial ServicesCOM42,895$3.71M0.6%+42,895NewHistory
CELHCelsius Holdings, Inc.COM NEW20,989$3.60M0.6%+20,989NewHistory
VMCVulcan Materials COCOM17,093$3.45M0.5%+17,093NewHistory
SGENSeagen Inc.COM15,678$3.33M0.5%+15,678NewHistory
KOCoca Cola CoStock57,707$3.23M0.5%+57,707NewHistory
HPQHP IncStock123,697$3.18M0.5%+123,697NewHistory
SPGIS&P Global Inc.Stock8,538$3.12M0.5%+8,538NewHistory
LENLennar CorpCL A27,480$3.08M0.5%+27,480NewHistory
WBAWalgreens Boots Alliance, Inc.COM133,378$2.97M0.5%+133,378NewHistory
RHRHCOM10,971$2.90M0.4%−284−2.5%ReducedHistory
GPNGlobal Payments IncStock24,437$2.82M0.4%−7,109−22.5%ReducedHistory
iShares Tr464287192US TRSPRTION11,708$2.74M0.4%+9,705+484.5%Added–
EWEdwards Lifesciences CorpStock39,297$2.72M0.4%−10,245−20.7%ReducedHistory
MARMarriott International IncStock13,420$2.64M0.4%+6,028+81.5%AddedHistory
OMCOmnicom Group Inc.COM35,291$2.63M0.4%+35,291NewHistory
REGNRegeneron Pharmaceuticals, Inc.COM3,108$2.56M0.4%+3,108NewHistory
BABoeing CoStock13,241$2.54M0.4%+13,241NewHistory
NKENIKE, Inc.Stock26,368$2.52M0.4%+26,368NewHistory
ORealty Income CorpREIT50,233$2.51M0.4%+35,297+236.3%AddedHistory
TELTE Connectivity plcREG SHS19,853$2.45M0.4%+3,244+19.5%AddedHistory
CDWCDW CorpCOM12,043$2.43M0.4%+12,043NewHistory
RFRegions Financial CorpCOM138,794$2.39M0.4%+138,794NewHistory
PHMPultegroup IncCOM31,926$2.36M0.4%+31,926NewHistory
SHWSherwin Williams CoCOM8,719$2.22M0.3%+3,851+79.1%AddedHistory
IPGInterpublic Group of Companies, Inc.COM75,993$2.18M0.3%+75,993NewHistory
FTVFortive CorpStock28,870$2.14M0.3%+16,022+124.7%AddedHistory
CNCCentene CorpStock30,839$2.12M0.3%+30,839NewHistory
iShares Global Clean Energy ETF464288224ETF144,084$2.11M0.3%+46,385+47.5%Added–
PHParker-Hannifin CorpStock5,193$2.02M0.3%+5,193NewHistory
APHAmphenol CorpCL A23,030$1.93M0.3%+12,048+109.7%AddedHistory
MLMMartin Marietta Materials IncCOM4,687$1.92M0.3%+4,687NewHistory
HESHess CorpStock12,258$1.88M0.3%+12,258NewHistory
Vanguard Information Technology ETF92204A702ETF4,483$1.86M0.3%+4,483New–
GSKGSK plcADR50,705$1.84M0.3%+50,705NewHistory
TJXTJX Companies IncStock19,910$1.77M0.3%−36,366−64.6%ReducedHistory
ITWIllinois Tool Works IncStock7,617$1.75M0.3%+7,617NewHistory
ADMArcher-Daniels-Midland CoStock23,235$1.75M0.3%+23,235NewHistory
ABTAbbott LaboratoriesStock17,417$1.69M0.3%−13,392−43.5%ReducedHistory
IDXXIDEXX Laboratories IncCOM3,689$1.61M0.2%+617+20.1%AddedHistory
NCLHNorwegian Cruise Line Holdings Ltd.SHS97,763$1.61M0.2%+97,763NewHistory
VEEVVeeva Systems IncStock7,830$1.59M0.2%−17,604−69.2%ReducedHistory
PAYXPaychex IncStock13,526$1.56M0.2%+13,526NewHistory
BLDRBuilders FirstSource, Inc.Stock12,472$1.55M0.2%+12,472NewHistory
OKEONEOK IncCOM24,314$1.54M0.2%+24,314NewHistory
MRVLMarvell Technology, Inc.COM28,202$1.53M0.2%−95,432−77.2%ReducedHistory
BSXBoston Scientific CorpStock28,091$1.48M0.2%+28,091NewHistory
FDXFedEx CorpStock5,579$1.48M0.2%+2,498+81.1%AddedHistory
LYVLive Nation Entertainment, Inc.COM17,610$1.46M0.2%+17,610NewHistory
CSGPCostar Group, Inc.COM17,934$1.38M0.2%+17,934NewHistory
HBANHuntington Bancshares IncCOM131,826$1.37M0.2%+131,826NewHistory
iShares Inc464286822MSCI MEXICO ETF23,326$1.36M0.2%+23,326New–
iShares Tr464287515EXPANDED TECH3,931$1.34M0.2%+3,931New–
DLTRDollar Tree, Inc.COM12,330$1.31M0.2%+12,330NewHistory
CMECME Group Inc.COM6,507$1.30M0.2%+6,507NewHistory
PODDInsulet CorpStock8,101$1.29M0.2%+8,101NewHistory
XYLXylem Inc.COM14,121$1.28M0.2%+6,389+82.6%AddedHistory
iShares U.S. Medical Devices ETF464288810ETF25,274$1.23M0.2%+1,048+4.3%Added–

Sold out since Q2 2023 (206)

Positions held at the end of Q2 2023 that are gone from this filing.

The largest 100 of 206 by value last quarter.

Positions of Quantitative Investment Management, LLC sold out since Q2 2023
SecurityClassShares in Q2 2023Value in Q2 2023% of portfolio in Q2 2023History
GLDSPDR Gold TrustETF282,978$50.4M4.8%History
iShares Inc464286400MSCI BRAZIL ETF1,347,101$43.7M4.1%–
State Street Financial Select Sector SPDR ETF81369Y605ETF1,092,684$36.8M3.5%–
VanEck ETF Trust92189F106GOLD MINERS ETF1,035,192$31.2M3.0%–
Vanguard Ftse Emerging Markets ETF922042858ETF757,536$30.8M2.9%–
AMDAdvanced Micro Devices IncStock256,093$29.2M2.8%History
iShares Tr464287739U.S. REAL ES ETF321,408$27.8M2.6%–
State Street Materials Select Sector SPDR ETF81369Y100ETF288,257$23.9M2.3%–
State Street Real Estate Select Sector SPDR ETF81369Y860ETF567,351$21.4M2.0%–
Vanguard Real Estate ETF922908553ETF245,374$20.5M1.9%–
NFLXNetflix IncStock45,622$20.1M1.9%History
TSLATesla, Inc.Stock63,110$16.5M1.6%History
DISWalt Disney CoStock184,870$16.5M1.6%History
SPDR Series Trust78464A714ST STR SP RETAIL241,505$15.4M1.5%–
State Street Energy Select Sector SPDR ETF81369Y506ETF188,158$15.3M1.4%–
ARK Innovation ETF00214Q104ETF322,505$14.2M1.3%–
State Street Health Care Select Sector SPDR ETF81369Y209ETF104,745$13.9M1.3%–
SLViShares Silver TrustETF645,375$13.5M1.3%History
FFord Motor CoStock794,723$12.0M1.1%History
State Street SPDR S&P Biotech ETF78464A870ETF128,653$10.7M1.0%–
MDTMedtronic plcStock118,588$10.4M1.0%History
INTCIntel CorpStock304,672$10.2M1.0%History
EAElectronic Arts Inc.COM75,255$9.76M0.9%History
ADBEAdobe Inc.Stock18,329$8.96M0.8%History
TAT&T Inc.Stock559,449$8.92M0.8%History
GOOGLAlphabet Inc.Stock74,399$8.90M0.8%History
CHTRCharter Communications, Inc.CL A23,647$8.69M0.8%History
FISFidelity National Information Services, Inc.Stock152,573$8.35M0.8%History
VanEck ETF Trust92189F791JUNIOR GOLD MINE227,256$8.10M0.8%–
SPDR Series Trust78468R556SP O&G EXPL PRO62,245$8.02M0.8%–
CVSCVS Health CorpStock108,153$7.48M0.7%History
iShares Inc46434G822MSCI JAPAN ETF120,196$7.44M0.7%–
PYPLPayPal Holdings, Inc.Stock98,843$6.59M0.6%History
iShares Inc46434G772MSCI TAIWAN ETF139,632$6.57M0.6%–
MMM3M CoStock57,760$5.78M0.5%History
NOWServiceNow, Inc.Stock10,116$5.68M0.5%History
LULUlululemon athletica inc.Stock14,978$5.67M0.5%History
iShares Inc464286509MSCI CDA ETF157,355$5.50M0.5%–
DXCMDexcom IncCOM41,761$5.37M0.5%History
HONHoneywell International IncCOM24,307$5.04M0.5%History
TWLOTwilio IncCL A71,073$4.52M0.4%History
AMTAmerican Tower CorpREIT23,198$4.50M0.4%History
VVisa Inc.Stock18,287$4.34M0.4%History
iShares Inc464286772MSCI STH KOR ETF68,347$4.33M0.4%–
Invesco Exch Traded FD Tr II46138E354S&P500 LOW VOL66,806$4.20M0.4%–
Vanguard Ftse Developed Markets ETF921943858ETF86,879$4.01M0.4%–
GMGeneral Motors CoCOM104,042$4.01M0.4%History
Vanguard Intl Equity Index F922042874FTSE EUROPE ETF64,093$3.95M0.4%–
SPDR Index Shs FDS78463X509ST PORT MARK ETF114,049$3.92M0.4%–
BBYBest Buy Co IncStock46,829$3.84M0.4%History
IFFInternational Flavors & Fragrances IncCOM47,398$3.77M0.4%History
MARAMARA Holdings, Inc.COM250,319$3.47M0.3%History
ARK ETF Tr00214Q302GENOMIC REV ETF100,409$3.42M0.3%–
NTESNetEase, Inc.SPONSORED ADS35,245$3.41M0.3%History
State Street Utilities Select Sector SPDR ETF81369Y886ETF51,329$3.36M0.3%–
DDominion Energy, IncStock61,457$3.18M0.3%History
MNSTMonster Beverage CorpCOM55,022$3.16M0.3%History
XYZBlock, Inc.CL A46,614$3.10M0.3%History
EXPEExpedia Group, Inc.Stock28,158$3.08M0.3%History
ROSTRoss Stores, Inc.COM26,892$3.02M0.3%History
MDLZMondelez International, Inc.Stock41,199$3.00M0.3%History
PAYCPaycom Software, Inc.Stock9,173$2.95M0.3%History
TFCTruist Financial CorpCOM93,563$2.84M0.3%History
CMCSAComcast CorpStock66,697$2.77M0.3%History
AAgilent Technologies, Inc.COM22,687$2.73M0.3%History
BPBP PLCADR76,600$2.70M0.3%History
SBUXStarbucks CorpStock26,467$2.62M0.2%History
ADSKAutodesk, Inc.COM12,453$2.55M0.2%History
MOSMosaic CoCOM72,304$2.53M0.2%History
Vanguard Ftse All-World Ex-US Index Fund922042775ETF45,961$2.50M0.2%–
GNRCGenerac Holdings Inc.Stock16,683$2.49M0.2%History
iShares Tr464288877EAFE VALUE ETF48,796$2.39M0.2%–
MSTRStrategy IncStock6,822$2.33M0.2%History
EBAYeBay IncCOM50,897$2.27M0.2%History
TEAMAtlassian CorpCL A13,365$2.24M0.2%History
EQIXEquinix IncCOM2,820$2.21M0.2%History
PEverpure, Inc.CL A59,942$2.21M0.2%History
Invesco Exch Traded FD Tr II46138E628KBW BK ETF50,496$2.07M0.2%–
AAAlcoa CorpStock60,498$2.05M0.2%History
CBChubb LtdStock10,649$2.05M0.2%History
Paramount Global92556H206CL B124,606$1.98M0.2%–
PBRPetrobras - Petroleo Brasileiro SASPONSORED ADR141,124$1.95M0.2%History
CZRCaesars Entertainment, Inc.COM36,784$1.87M0.2%History
Schwab Emerging Markets Equity ETF808524706ETF75,969$1.87M0.2%–
HDHome Depot, Inc.Stock5,966$1.85M0.2%History
TSNTyson Foods, Inc.Stock36,318$1.85M0.2%History
CSXCSX CorpStock54,229$1.85M0.2%History
CCJCameco CorpStock55,245$1.73M0.2%History
ROPRoper Technologies IncStock3,567$1.72M0.2%History
SNPSSynopsys IncCOM3,918$1.71M0.2%History
LOWLowes Companies IncStock7,424$1.68M0.2%History
CMGChipotle Mexican Grill IncCOM783$1.67M0.2%History
CPRICapri Holdings LtdSHS45,734$1.64M0.2%History
CLXClorox CoStock10,174$1.62M0.2%History
KEYKeycorpCOM175,106$1.62M0.2%History
POOLPool CorpCOM4,309$1.61M0.2%History
NLYAnnaly Capital Management IncREIT80,211$1.60M0.2%History
Vanguard Energy ETF92204A306ETF13,823$1.56M0.1%–
CCitigroup IncStock33,555$1.54M0.1%History
iShares Tr464287390LATN AMER 40 ETF56,827$1.54M0.1%–