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Livermore
Livermore
ZHEN

Quantitative Investment Management, LLC

SEC CIK
0001445911
Latest filing
Aug 14, 2026

Holdings in Q4 2023

Holdings as of Dec 31, 2023, filed Feb 13, 2024. Long positions only; changes compare share counts with Q3 2023.

Institution overview
Positions
303
+141 vs. Q3 2023
Portfolio value
$1.74B
+$1.09B (+167.4%) vs. Q3 2023
Filed
Feb 13, 2024
SEC
Holdings of Quantitative Investment Management, LLC in Q4 2023
SecurityClassSharesValue% of portfolioShare changeActionHistory
AAPLApple Inc.Stock416,190$80.1M4.6%+416,190NewHistory
State Street Energy Select Sector SPDR ETF81369Y506ETF564,320$47.3M2.7%+564,320New–
AMDAdvanced Micro Devices IncStock262,276$38.7M2.2%+262,276NewHistory
VVisa Inc.Stock126,157$32.8M1.9%+126,157NewHistory
MSFTMicrosoft CorpStock86,804$32.6M1.9%+86,804NewHistory
UNHUnitedHealth Group IncStock59,092$31.1M1.8%+59,092NewHistory
GOOGLAlphabet Inc.Stock221,448$30.9M1.8%+221,448NewHistory
NVDANVIDIA CorpStock57,294$28.4M1.6%+57,294NewHistory
SPDR Series Trust78468R556SP O&G EXPL PRO203,088$27.8M1.6%+203,088New–
ABBVAbbVie Inc.Stock177,421$27.5M1.6%+177,421NewHistory
TMUST-Mobile US, Inc.Stock166,706$26.7M1.5%+166,706NewHistory
METAMeta Platforms, Inc.Stock71,949$25.5M1.5%+71,949NewHistory
SPDR Series Trust78464A755ST STR SP METAL421,535$25.2M1.5%+421,535New–
REGNRegeneron Pharmaceuticals, Inc.COM25,195$22.1M1.3%+22,087+710.6%AddedHistory
MRKMerck & Co., Inc.Stock200,444$21.9M1.3%+200,444NewHistory
VRTXVertex Pharmaceuticals IncStock53,694$21.8M1.3%+50,515+1,589.0%AddedHistory
TJXTJX Companies IncStock229,656$21.5M1.2%+209,746+1,053.5%AddedHistory
NFLXNetflix IncStock43,962$21.4M1.2%+43,962NewHistory
BRK.BBerkshire Hathaway IncStock59,401$21.2M1.2%+58,577+7,108.9%AddedHistory
COSTCostco Wholesale CorpStock31,904$21.1M1.2%+20,153+171.5%AddedHistory
ORCLOracle CorpStock198,901$21.0M1.2%+116,127+140.3%AddedHistory
GILDGilead Sciences, Inc.Stock219,756$17.8M1.0%+219,756NewHistory
MUMicron Technology IncStock203,455$17.4M1.0%+194,808+2,252.9%AddedHistory
XOMExxonMobil Holdings CorpCOM172,657$17.3M1.0%+172,657NewHistory
PFEPfizer IncStock565,929$16.3M0.9%+565,929NewHistory
MELIMercadolibre IncCOM10,056$15.8M0.9%+10,056NewHistory
MAMastercard IncStock36,943$15.8M0.9%+26,255+245.6%AddedHistory
LINLinde PLCStock38,229$15.7M0.9%+38,229NewHistory
PGProcter & Gamble CoStock100,549$14.7M0.8%+100,549NewHistory
WMTWalmart Inc.Stock91,482$14.4M0.8%+34,158+59.6%AddedHistory
JNJJohnson & JohnsonStock90,818$14.2M0.8%−44,952−33.1%ReducedHistory
LULUlululemon athletica inc.Stock25,097$12.8M0.7%+25,097NewHistory
DISWalt Disney CoStock140,739$12.7M0.7%+140,739NewHistory
IBMInternational Business Machines CorpStock76,344$12.5M0.7%+25,649+50.6%AddedHistory
PANWPalo Alto Networks IncStock41,918$12.4M0.7%+41,918NewHistory
VZVerizon Communications IncStock327,230$12.3M0.7%+327,230NewHistory
SBUXStarbucks CorpStock127,710$12.3M0.7%+127,710NewHistory
DEDeere & CoStock30,642$12.3M0.7%+17,474+132.7%AddedHistory
CMGChipotle Mexican Grill IncCOM5,346$12.2M0.7%+5,346NewHistory
CVSCVS Health CorpStock154,527$12.2M0.7%+154,527NewHistory
iShares MSCI India ETF46429B598ETF240,546$11.7M0.7%+7,500+3.2%Added–
TEAMAtlassian CorpCL A48,410$11.5M0.7%+48,410NewHistory
ELVElevance Health, Inc.Stock24,033$11.3M0.7%+24,033NewHistory
PBRPetrobras - Petroleo Brasileiro SASPONSORED ADR699,387$11.2M0.6%+699,387NewHistory
ORLYO Reilly Automotive IncStock11,248$10.7M0.6%+11,248NewHistory
CSCOCisco Systems, Inc.Stock205,483$10.4M0.6%+34,872+20.4%AddedHistory
OXYOccidental Petroleum CorpStock167,502$10.0M0.6%+167,502NewHistory
XUnited States Steel CorpCOM201,817$9.82M0.6%+201,817NewHistory
AZOAutoZone IncCOM3,796$9.81M0.6%+3,505+1,204.5%AddedHistory
BSXBoston Scientific CorpStock166,838$9.64M0.6%+138,747+493.9%AddedHistory
PMPhilip Morris International Inc.Stock102,225$9.62M0.6%+102,225NewHistory
GEGeneral Electric CoStock75,328$9.61M0.6%+75,328NewHistory
EAElectronic Arts Inc.COM70,119$9.59M0.6%+70,119NewHistory
NOWServiceNow, Inc.Stock13,435$9.49M0.5%+13,435NewHistory
MPCMarathon Petroleum CorpStock59,108$8.77M0.5%+59,108NewHistory
LLYEli Lilly & CoStock14,985$8.73M0.5%+14,985NewHistory
COPConocoPhillipsStock74,533$8.65M0.5%+74,533NewHistory
VanEck ETF Trust92189F106GOLD MINERS ETF266,133$8.25M0.5%+266,133New–
ULTAUlta Beauty, Inc.Stock16,397$8.03M0.5%+15,871+3,017.3%AddedHistory
ADBEAdobe Inc.Stock13,268$7.92M0.5%+13,268NewHistory
VLOValero Energy CorpStock60,051$7.81M0.4%+60,051NewHistory
GLDSPDR Gold TrustETF40,812$7.80M0.4%+40,812NewHistory
LMTLockheed Martin CorpStock16,743$7.59M0.4%+16,743NewHistory
ACNAccenture plcStock21,604$7.58M0.4%+17,980+496.1%AddedHistory
HSYHershey CoCOM40,131$7.48M0.4%−3,954−9.0%ReducedHistory
NOCNorthrop Grumman CorpStock15,557$7.28M0.4%+15,557NewHistory
KMIKinder Morgan, Inc.Stock410,945$7.25M0.4%+410,945NewHistory
AVGOBroadcom Inc.Stock6,389$7.13M0.4%+6,389NewHistory
CBChubb LtdStock30,743$6.95M0.4%+30,743NewHistory
FANGDiamondback Energy, Inc.Stock44,348$6.88M0.4%−137−0.3%ReducedHistory
AMGNAmgen IncStock23,714$6.83M0.4%+23,714NewHistory
DDDuPont de Nemours, Inc.COM86,662$6.67M0.4%+74,556+615.9%AddedHistory
CNCCentene CorpStock87,947$6.53M0.4%+57,108+185.2%AddedHistory
PSXPhillips 66Stock46,740$6.22M0.4%+46,740NewHistory
LNGCheniere Energy, Inc.COM NEW36,348$6.20M0.4%+36,348NewHistory
DBX ETF Tr233051879XTRACK HRVST CSI259,235$6.20M0.4%+259,235New–
HESHess CorpStock41,469$5.98M0.3%+29,211+238.3%AddedHistory
JPMJPMorgan Chase & CoStock35,090$5.97M0.3%−46,427−57.0%ReducedHistory
DECKDeckers Outdoor CorpCOM8,884$5.94M0.3%+8,002+907.3%AddedHistory
CSXCSX CorpStock167,846$5.82M0.3%+167,846NewHistory
AZNAstraZeneca PLCSPONSORED ADR85,600$5.76M0.3%+85,600NewHistory
ODFLOld Dominion Freight Line, Inc.COM14,166$5.74M0.3%+14,166NewHistory
KRKroger CoStock124,422$5.69M0.3%+124,422NewHistory
ADSKAutodesk, Inc.COM23,287$5.67M0.3%+23,287NewHistory
CMECME Group Inc.COM26,885$5.66M0.3%+20,378+313.2%AddedHistory
CHTRCharter Communications, Inc.CL A14,539$5.65M0.3%+14,539NewHistory
SNPSSynopsys IncCOM10,927$5.63M0.3%+10,927NewHistory
NTAPNetApp, Inc.Stock63,742$5.62M0.3%+63,742NewHistory
EQIXEquinix IncCOM6,634$5.34M0.3%+6,634NewHistory
EOGEOG Resources IncStock43,560$5.27M0.3%+43,560NewHistory
VALEVale S.A.SPONSORED ADS325,662$5.16M0.3%+325,662NewHistory
CAHCardinal Health IncStock51,042$5.14M0.3%+51,042NewHistory
HLTHilton Worldwide Holdings Inc.COM28,142$5.12M0.3%+28,142NewHistory
ROPRoper Technologies IncStock9,332$5.09M0.3%+9,332NewHistory
PAYXPaychex IncStock42,587$5.07M0.3%+29,061+214.9%AddedHistory
MOAltria Group, Inc.Stock124,460$5.02M0.3%+124,460NewHistory
URIUnited Rentals, Inc.COM8,696$4.99M0.3%+7,924+1,026.4%AddedHistory
SLViShares Silver TrustETF222,368$4.84M0.3%+222,368NewHistory
PXDPioneer Natural Resources CoCOM21,297$4.79M0.3%+21,297NewHistory
MSIMotorola Solutions, Inc.Stock14,931$4.67M0.3%+14,931NewHistory

Sold out since Q3 2023 (102)

Positions held at the end of Q3 2023 that are gone from this filing.

The largest 100 of 102 by value last quarter.

Positions of Quantitative Investment Management, LLC sold out since Q3 2023
SecurityClassShares in Q3 2023Value in Q3 2023% of portfolio in Q3 2023History
SPYSPDR S&P 500 ETF TrustETF176,437$75.4M11.6%History
State Street Industrial Select Sector SPDR ETF81369Y704ETF398,449$40.4M6.2%–
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF509,466$35.1M5.4%–
DALDelta Air Lines, Inc.COM NEW610,019$22.6M3.5%History
RTXRTX CorpStock202,349$14.6M2.2%History
CCLCarnival Corp Ltd.UNIT 99/99/9999937,582$12.9M2.0%History
U.S. Global Jets ETF26922A842ETF740,124$12.6M1.9%–
UNPUnion Pacific CorpStock54,356$11.1M1.7%History
UPSUnited Parcel Service IncStock69,962$10.9M1.7%History
iShares Tr464288752US HOME CONS ETF120,993$9.50M1.5%–
AALAmerican Airlines Group Inc.Stock673,851$8.63M1.3%History
DHIHorton D R IncCOM80,270$8.63M1.3%History
State Street SPDR S&P Homebuilders ETF78464A888ETF96,558$7.39M1.1%–
UALUnited Airlines Holdings, Inc.COM165,167$6.99M1.1%History
LUVSouthwest Airlines CoCOM249,478$6.75M1.0%History
ELEstee Lauder Companies IncCL A44,766$6.47M1.0%History
RCLRoyal Caribbean Cruises LtdCOM66,303$6.11M0.9%History
JCIJohnson Controls International plcStock104,655$5.57M0.9%History
DRIDarden Restaurants IncCOM36,930$5.29M0.8%History
TPRTapestry, Inc.COM165,794$4.77M0.7%History
State Street Technology Select Sector SPDR ETF81369Y803ETF26,930$4.41M0.7%–
MGMMGM Resorts InternationalStock116,927$4.30M0.7%History
ISRGIntuitive Surgical IncCOM NEW14,106$4.12M0.6%History
USBUS Bancorp DECOM NEW116,846$3.86M0.6%History
SEDGSolaredge Technologies, Inc.COM29,586$3.83M0.6%History
DFSDiscover Financial ServicesCOM42,895$3.71M0.6%History
SGENSeagen Inc.COM15,678$3.33M0.5%History
KOCoca Cola CoStock57,707$3.23M0.5%History
HPQHP IncStock123,697$3.18M0.5%History
SPGIS&P Global Inc.Stock8,538$3.12M0.5%History
LENLennar CorpCL A27,480$3.08M0.5%History
WBAWalgreens Boots Alliance, Inc.COM133,378$2.97M0.5%History
RHRHCOM10,971$2.90M0.4%History
GPNGlobal Payments IncStock24,437$2.82M0.4%History
iShares Tr464287192US TRSPRTION11,708$2.74M0.4%–
EWEdwards Lifesciences CorpStock39,297$2.72M0.4%History
OMCOmnicom Group Inc.COM35,291$2.63M0.4%History
BABoeing CoStock13,241$2.54M0.4%History
ORealty Income CorpREIT50,233$2.51M0.4%History
TELTE Connectivity plcREG SHS19,853$2.45M0.4%History
RFRegions Financial CorpCOM138,794$2.39M0.4%History
PHMPultegroup IncCOM31,926$2.36M0.4%History
SHWSherwin Williams CoCOM8,719$2.22M0.3%History
IPGInterpublic Group of Companies, Inc.COM75,993$2.18M0.3%History
FTVFortive CorpStock28,870$2.14M0.3%History
iShares Global Clean Energy ETF464288224ETF144,084$2.11M0.3%–
PHParker-Hannifin CorpStock5,193$2.02M0.3%History
MLMMartin Marietta Materials IncCOM4,687$1.92M0.3%History
Vanguard Information Technology ETF92204A702ETF4,483$1.86M0.3%–
ABTAbbott LaboratoriesStock17,417$1.69M0.3%History
IDXXIDEXX Laboratories IncCOM3,689$1.61M0.2%History
NCLHNorwegian Cruise Line Holdings Ltd.SHS97,763$1.61M0.2%History
VEEVVeeva Systems IncStock7,830$1.59M0.2%History
BLDRBuilders FirstSource, Inc.Stock12,472$1.55M0.2%History
CSGPCostar Group, Inc.COM17,934$1.38M0.2%History
HBANHuntington Bancshares IncCOM131,826$1.37M0.2%History
iShares Inc464286822MSCI MEXICO ETF23,326$1.36M0.2%–
iShares Tr464287515EXPANDED TECH3,931$1.34M0.2%–
DLTRDollar Tree, Inc.COM12,330$1.31M0.2%History
PODDInsulet CorpStock8,101$1.29M0.2%History
XYLXylem Inc.COM14,121$1.28M0.2%History
iShares U.S. Medical Devices ETF464288810ETF25,274$1.23M0.2%–
JBHTHunt J B Transport Services IncCOM6,462$1.22M0.2%History
WDCWestern Digital CorpCOM25,557$1.17M0.2%History
PWRQuanta Services, Inc.COM5,908$1.10M0.2%History
CFGCitizens Financial Group IncCOM41,054$1.10M0.2%History
MTDMettler Toledo International IncCOM970$1.07M0.2%History
ALBAlbemarle CorpStock6,173$1.05M0.2%History
KBHKB HomeCOM19,587$906.0K0.1%History
BAXBaxter International IncStock23,694$894.0K0.1%History
TSMTaiwan Semiconductor Manufacturing Co LtdADR10,279$893.0K0.1%History
SWKStanley Black & Decker, Inc.COM9,975$833.0K0.1%History
ZBHZimmer Biomet Holdings, Inc.Stock7,282$817.0K0.1%History
RMDResmed IncCOM5,328$787.0K0.1%History
COHRCoherent Corp.COM23,519$767.0K0.1%History
MASMasco CorpCOM14,336$766.0K0.1%History
TXRHTexas Roadhouse, Inc.COM7,774$747.0K0.1%History
THOThor Industries IncCOM7,682$730.0K0.1%History
WOLFWolfspeed, Inc.Stock19,099$727.0K0.1%History
WCCWesco International IncCOM4,903$705.0K0.1%History
STMSTMicroelectronics N.V.NY REGISTRY15,647$675.0K0.1%History
ROKRockwell Automation, IncStock2,298$656.0K0.1%History
CSLCarlisle Companies IncCOM2,446$634.0K0.1%History
WMSAdvanced Drainage Systems, Inc.COM5,480$623.0K0.1%History
State Street SPDR S&P Regional Banking ETF78464A698ETF14,292$596.0K0.1%–
NXPINXP Semiconductors N.V.COM2,586$516.0K0.1%History
State Street SPDR S&P Bank ETF78464A797ETF13,156$484.0K0.1%–
TREXTrex Co IncCOM7,407$456.0K0.1%History
EFXEquifax IncCOM2,310$423.0K0.1%History
SQMChemical & Mining Co of Chile IncSPON ADR SER B7,096$423.0K0.1%History
PPGPPG Industries IncStock2,772$359.0K0.1%History
WABWestinghouse Air Brake Technologies CorpStock3,364$357.0K0.1%History
Flagstar Bank, National Association649445103COM30,986$351.0K0.1%–
CECelanese CorpStock2,713$340.0K0.1%History
COFCapital One Financial CorpStock3,435$333.0K0.1%History
LADLithia Motors IncCOM1,024$302.0K<0.1%History
BENFranklin Templeton IncCOM12,271$301.0K<0.1%History
HHyatt Hotels CorpCOM CL A2,773$294.0K<0.1%History
SPGSimon Property Group Inc.REIT2,469$266.0K<0.1%History
ZBRAZebra Technologies CorpCL A1,011$239.0K<0.1%History