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Livermore
Livermore
ZHEN

Quantitative Investment Management, LLC

SEC CIK
0001445911
Latest filing
Aug 14, 2026

Holdings in Q1 2024

Holdings as of Mar 31, 2024, filed May 15, 2024. Long positions only; changes compare share counts with Q4 2023.

Institution overview
Positions
228
−75 vs. Q4 2023
Portfolio value
$1.70B
−$41.1M (−2.4%) vs. Q4 2023
Filed
May 15, 2024
SEC
Holdings of Quantitative Investment Management, LLC in Q1 2024
SecurityClassSharesValue% of portfolioShare changeActionHistory
SPYSPDR S&P 500 ETF TrustETF1,268,316$663.4M39.1%+1,268,316NewHistory
GLDSPDR Gold TrustETF237,586$48.9M2.9%+196,774+482.1%AddedHistory
State Street Energy Select Sector SPDR ETF81369Y506ETF383,850$36.2M2.1%−180,470−32.0%Reduced–
PXDPioneer Natural Resources CoCOM134,942$35.4M2.1%+113,645+533.6%AddedHistory
BABoeing CoStock135,523$26.2M1.5%+135,523NewHistory
PEPPepsiCo IncStock146,782$25.7M1.5%+146,782NewHistory
COPConocoPhillipsStock198,134$25.2M1.5%+123,601+165.8%AddedHistory
SPDR Series Trust78468R556SP O&G EXPL PRO143,000$22.2M1.3%−60,088−29.6%Reduced–
DEDeere & CoStock49,695$20.4M1.2%+19,053+62.2%AddedHistory
MOAltria Group, Inc.Stock431,101$18.8M1.1%+306,641+246.4%AddedHistory
PFEPfizer IncStock653,742$18.1M1.1%+87,813+15.5%AddedHistory
ORCLOracle CorpStock139,902$17.6M1.0%−58,999−29.7%ReducedHistory
GOOGLAlphabet Inc.Stock115,219$17.4M1.0%−106,229−48.0%ReducedHistory
KOCoca Cola CoStock258,730$15.8M0.9%+258,730NewHistory
LINLinde PLCStock32,673$15.2M0.9%−5,556−14.5%ReducedHistory
EOGEOG Resources IncStock114,974$14.7M0.9%+71,414+163.9%AddedHistory
VLOValero Energy CorpStock74,960$12.8M0.8%+14,909+24.8%AddedHistory
SPDR Series Trust78464A755ST STR SP METAL206,491$12.4M0.7%−215,044−51.0%Reduced–
FCXFreeport-McMoran IncStock264,308$12.4M0.7%+264,308NewHistory
CSCOCisco Systems, Inc.Stock246,620$12.3M0.7%+41,137+20.0%AddedHistory
HUMHumana IncStock35,238$12.2M0.7%+29,641+529.6%AddedHistory
SLBSLB LimitedStock213,357$11.7M0.7%+162,177+316.9%AddedHistory
DVNDevon Energy CorpStock223,886$11.2M0.7%+170,998+323.3%AddedHistory
SCHWSchwab Charles CorpStock154,865$11.2M0.7%+154,865NewHistory
SLViShares Silver TrustETF487,883$11.1M0.7%+265,515+119.4%AddedHistory
FDXFedEx CorpStock37,413$10.8M0.6%+19,526+109.2%AddedHistory
HESHess CorpStock67,288$10.3M0.6%+25,819+62.3%AddedHistory
JNJJohnson & JohnsonStock64,099$10.1M0.6%−26,719−29.4%ReducedHistory
LMTLockheed Martin CorpStock20,962$9.53M0.6%+4,219+25.2%AddedHistory
MSMorgan StanleyStock100,935$9.50M0.6%+100,935NewHistory
PMPhilip Morris International Inc.Stock100,016$9.16M0.5%−2,209−2.2%ReducedHistory
VRTXVertex Pharmaceuticals IncStock20,794$8.69M0.5%−32,900−61.3%ReducedHistory
WMBWilliams Companies, Inc.COM217,971$8.49M0.5%+120,160+122.8%AddedHistory
TJXTJX Companies IncStock82,791$8.40M0.5%−146,865−63.9%ReducedHistory
MPCMarathon Petroleum CorpStock41,377$8.34M0.5%−17,731−30.0%ReducedHistory
CVXChevron CorpStock52,168$8.23M0.5%+52,168NewHistory
FANGDiamondback Energy, Inc.Stock40,521$8.03M0.5%−3,827−8.6%ReducedHistory
CVSCVS Health CorpStock99,608$7.94M0.5%−54,919−35.5%ReducedHistory
VanEck ETF Trust92189F106GOLD MINERS ETF249,141$7.88M0.5%−16,992−6.4%Reduced–
MDTMedtronic plcStock90,190$7.86M0.5%+90,190NewHistory
PYPLPayPal Holdings, Inc.Stock115,347$7.73M0.5%+115,347NewHistory
State Street Consumer Discretionary Select Sector SPDR ETF81369Y407ETF42,002$7.72M0.5%+42,002New–
SPGIS&P Global Inc.Stock18,029$7.67M0.5%+18,029NewHistory
STZConstellation Brands, Inc.Stock27,855$7.57M0.4%+15,741+129.9%AddedHistory
REGNRegeneron Pharmaceuticals, Inc.COM7,643$7.36M0.4%−17,552−69.7%ReducedHistory
HALHalliburton CoStock183,590$7.24M0.4%+137,089+294.8%AddedHistory
NEENextera Energy IncStock112,496$7.19M0.4%+112,496NewHistory
KRKroger CoStock123,150$7.04M0.4%−1,272−1.0%ReducedHistory
NKENIKE, Inc.Stock73,885$6.94M0.4%+67,558+1,067.8%AddedHistory
KMIKinder Morgan, Inc.Stock364,866$6.69M0.4%−46,079−11.2%ReducedHistory
BDXBecton Dickinson & CoStock26,630$6.59M0.4%+18,591+231.3%AddedHistory
HONHoneywell International IncCOM31,707$6.51M0.4%+31,707NewHistory
GSGoldman Sachs Group IncStock15,501$6.47M0.4%+15,501NewHistory
DALDelta Air Lines, Inc.COM NEW132,259$6.33M0.4%+132,259NewHistory
CELHCelsius Holdings, Inc.COM NEW76,324$6.33M0.4%+12,303+19.2%AddedHistory
MDLZMondelez International, Inc.Stock87,588$6.13M0.4%+35,352+67.7%AddedHistory
LYBLyondellBasell Industries N.V.SHS - A -58,084$5.94M0.3%+20,646+55.1%AddedHistory
TECKTeck Resources LtdCL B126,418$5.79M0.3%+60,713+92.4%AddedHistory
SHELShell plcADR84,335$5.65M0.3%+26,996+47.1%AddedHistory
MGMMGM Resorts InternationalStock116,786$5.51M0.3%+116,786NewHistory
ACNAccenture plcStock15,308$5.30M0.3%−6,296−29.1%ReducedHistory
KMBKimberly Clark CorpStock40,077$5.18M0.3%+18,586+86.5%AddedHistory
AZNAstraZeneca PLCSPONSORED ADR71,505$4.84M0.3%−14,095−16.5%ReducedHistory
MNSTMonster Beverage CorpCOM79,484$4.71M0.3%+79,484NewHistory
EBAYeBay IncCOM88,611$4.68M0.3%+88,611NewHistory
STTState Street CorpCOM59,854$4.63M0.3%+48,495+426.9%AddedHistory
BPBP PLCADR122,696$4.62M0.3%+14,350+13.2%AddedHistory
BIIBBiogen Inc.COM21,371$4.61M0.3%+21,371NewHistory
CNQCanadian Natural Resources LtdCOM59,596$4.55M0.3%+28,390+91.0%AddedHistory
PANWPalo Alto Networks IncStock15,772$4.48M0.3%−26,146−62.4%ReducedHistory
PCGPG&E CorpStock253,790$4.25M0.3%+253,790NewHistory
CTRACoterra Energy Inc.Stock150,262$4.19M0.2%+67,554+81.7%AddedHistory
FTITechnipFMC plcCOM166,268$4.17M0.2%+92,136+124.3%AddedHistory
BKNGBooking Holdings Inc.Stock1,134$4.11M0.2%+768+209.8%AddedHistory
WBAWalgreens Boots Alliance, Inc.COM187,836$4.07M0.2%+187,836NewHistory
KHCKraft Heinz CoStock106,255$3.92M0.2%+34,664+48.4%AddedHistory
GISGeneral Mills IncStock55,478$3.88M0.2%+5,212+10.4%AddedHistory
MCDMcDonalds CorpStock13,500$3.81M0.2%+13,500NewHistory
PAYCPaycom Software, Inc.Stock18,906$3.76M0.2%+18,906NewHistory
ADPAutomatic Data Processing IncStock15,040$3.76M0.2%−895−5.6%ReducedHistory
State Street SPDR S&P Regional Banking ETF78464A698ETF72,519$3.65M0.2%+72,519New–
CHTRCharter Communications, Inc.CL A12,501$3.63M0.2%−2,038−14.0%ReducedHistory
U.S. Global Jets ETF26922A842ETF172,305$3.62M0.2%+172,305New–
CFCF Industries Holdings, Inc.COM42,097$3.50M0.2%−6,110−12.7%ReducedHistory
MRSHMarsh & McLennan Companies, Inc.Stock16,655$3.43M0.2%+6,391+62.3%AddedHistory
Vanguard Energy ETF92204A306ETF25,977$3.42M0.2%−10,641−29.1%Reduced–
APTVAptiv PLCSHS42,612$3.39M0.2%+42,612NewHistory
SBUXStarbucks CorpStock36,461$3.33M0.2%−91,249−71.5%ReducedHistory
HPQHP IncStock110,106$3.33M0.2%+110,106NewHistory
ITWIllinois Tool Works IncStock12,089$3.24M0.2%+2,740+29.3%AddedHistory
ABBVAbbVie Inc.Stock17,249$3.14M0.2%−160,172−90.3%ReducedHistory
NOCNorthrop Grumman CorpStock6,511$3.12M0.2%−9,046−58.1%ReducedHistory
CSXCSX CorpStock81,881$3.04M0.2%−85,965−51.2%ReducedHistory
Vanguard Real Estate ETF922908553ETF34,985$3.02M0.2%+34,985New–
FFord Motor CoStock223,183$2.96M0.2%+223,183NewHistory
ELVElevance Health, Inc.Stock5,713$2.96M0.2%−18,320−76.2%ReducedHistory
iShares Tr46435G334MSCI UK ETF NEW85,233$2.92M0.2%+50,300+144.0%Added–
GAPGap IncCOM105,639$2.91M0.2%+105,639NewHistory
iShares Inc464286822MSCI MEXICO ETF41,700$2.89M0.2%+41,700New–
iShares Tr464287739U.S. REAL ES ETF31,997$2.88M0.2%+31,997New–

Sold out since Q4 2023 (171)

Positions held at the end of Q4 2023 that are gone from this filing.

The largest 100 of 171 by value last quarter.

Positions of Quantitative Investment Management, LLC sold out since Q4 2023
SecurityClassShares in Q4 2023Value in Q4 2023% of portfolio in Q4 2023History
AAPLApple Inc.Stock416,190$80.1M4.6%History
AMDAdvanced Micro Devices IncStock262,276$38.7M2.2%History
VVisa Inc.Stock126,157$32.8M1.9%History
MSFTMicrosoft CorpStock86,804$32.6M1.9%History
UNHUnitedHealth Group IncStock59,092$31.1M1.8%History
NVDANVIDIA CorpStock57,294$28.4M1.6%History
METAMeta Platforms, Inc.Stock71,949$25.5M1.5%History
MRKMerck & Co., Inc.Stock200,444$21.9M1.3%History
NFLXNetflix IncStock43,962$21.4M1.2%History
BRK.BBerkshire Hathaway IncStock59,401$21.2M1.2%History
COSTCostco Wholesale CorpStock31,904$21.1M1.2%History
XOMExxonMobil Holdings CorpCOM172,657$17.3M1.0%History
MELIMercadolibre IncCOM10,056$15.8M0.9%History
MAMastercard IncStock36,943$15.8M0.9%History
PGProcter & Gamble CoStock100,549$14.7M0.8%History
WMTWalmart Inc.Stock91,482$14.4M0.8%History
LULUlululemon athletica inc.Stock25,097$12.8M0.7%History
DISWalt Disney CoStock140,739$12.7M0.7%History
IBMInternational Business Machines CorpStock76,344$12.5M0.7%History
VZVerizon Communications IncStock327,230$12.3M0.7%History
CMGChipotle Mexican Grill IncCOM5,346$12.2M0.7%History
iShares MSCI India ETF46429B598ETF240,546$11.7M0.7%–
PBRPetrobras - Petroleo Brasileiro SASPONSORED ADR699,387$11.2M0.6%History
ORLYO Reilly Automotive IncStock11,248$10.7M0.6%History
OXYOccidental Petroleum CorpStock167,502$10.0M0.6%History
XUnited States Steel CorpCOM201,817$9.82M0.6%History
AZOAutoZone IncCOM3,796$9.81M0.6%History
BSXBoston Scientific CorpStock166,838$9.64M0.6%History
GEGeneral Electric CoStock75,328$9.61M0.6%History
EAElectronic Arts Inc.COM70,119$9.59M0.6%History
NOWServiceNow, Inc.Stock13,435$9.49M0.5%History
LLYEli Lilly & CoStock14,985$8.73M0.5%History
ULTAUlta Beauty, Inc.Stock16,397$8.03M0.5%History
AVGOBroadcom Inc.Stock6,389$7.13M0.4%History
CBChubb LtdStock30,743$6.95M0.4%History
DDDuPont de Nemours, Inc.COM86,662$6.67M0.4%History
PSXPhillips 66Stock46,740$6.22M0.4%History
LNGCheniere Energy, Inc.COM NEW36,348$6.20M0.4%History
JPMJPMorgan Chase & CoStock35,090$5.97M0.3%History
DECKDeckers Outdoor CorpCOM8,884$5.94M0.3%History
ODFLOld Dominion Freight Line, Inc.COM14,166$5.74M0.3%History
ADSKAutodesk, Inc.COM23,287$5.67M0.3%History
SNPSSynopsys IncCOM10,927$5.63M0.3%History
EQIXEquinix IncCOM6,634$5.34M0.3%History
VALEVale S.A.SPONSORED ADS325,662$5.16M0.3%History
HLTHilton Worldwide Holdings Inc.COM28,142$5.12M0.3%History
URIUnited Rentals, Inc.COM8,696$4.99M0.3%History
Kraneshares Trust500767306CSI CHI INTERNET172,730$4.66M0.3%–
MCKMcKesson CorpStock9,803$4.54M0.3%History
iShares Tr46429B671MSCI CHINA ETF105,833$4.31M0.2%–
PRUPrudential Financial IncStock41,376$4.29M0.2%History
CMICummins IncStock17,697$4.24M0.2%History
Vanguard Ftse Emerging Markets ETF922042858ETF101,377$4.17M0.2%–
ROSTRoss Stores, Inc.COM28,877$4.00M0.2%History
TTWOTake Two Interactive Software IncCOM24,714$3.98M0.2%History
FASTFastenal CoStock58,697$3.80M0.2%History
MARAMARA Holdings, Inc.COM153,432$3.60M0.2%History
TAT&T Inc.Stock210,620$3.53M0.2%History
CLColgate Palmolive CoStock44,072$3.51M0.2%History
PCARPaccar IncCOM35,810$3.50M0.2%History
AMPAmeriprise Financial IncCOM8,904$3.38M0.2%History
iShares Tr464287184CHINA LG-CAP ETF138,611$3.33M0.2%–
AMATApplied Materials IncStock20,389$3.30M0.2%History
METMetlife IncStock48,522$3.21M0.2%History
FLEXFlex Ltd.Stock104,914$3.19M0.2%History
EQTEQT CorpStock80,378$3.11M0.2%History
CCJCameco CorpStock71,427$3.08M0.2%History
MOHMolina Healthcare, Inc.COM8,474$3.06M0.2%History
NEMNEWMONT CorpStock72,303$2.99M0.2%History
BKRBaker Hughes CoCL A87,060$2.98M0.2%History
MARMarriott International IncStock13,100$2.95M0.2%History
GWWW.W. Grainger, Inc.Stock3,520$2.92M0.2%History
FISVFiserv IncStock21,880$2.91M0.2%History
ICEIntercontinental Exchange, Inc.Stock22,263$2.86M0.2%History
CDNSCadence Design Systems IncStock10,306$2.81M0.2%History
AXONAxon Enterprise, Inc.COM10,799$2.79M0.2%History
AIGAmerican International Group, Inc.Stock40,826$2.77M0.2%History
VIPSVipshop Holdings LtdSPONSORED ADS A154,318$2.74M0.2%History
BHPBHP Group LtdADR38,491$2.63M0.2%History
AFLAflac IncStock30,691$2.53M0.1%History
CORCencora, Inc.Stock12,269$2.52M0.1%History
DLRDigital Realty Trust, Inc.COM18,485$2.49M0.1%History
SAIASaia IncCOM5,670$2.48M0.1%History
RIOTRiot Platforms, Inc.COM159,978$2.47M0.1%History
ITGartner IncCOM5,420$2.44M0.1%History
MRVLMarvell Technology, Inc.COM39,198$2.36M0.1%History
RIORio Tinto PLCADR31,276$2.33M0.1%History
HIGHartford Insurance Group, Inc.Stock28,124$2.26M0.1%History
STXSeagate Technology Holdings plcORD SHS26,279$2.24M0.1%History
TSLATesla, Inc.Stock8,558$2.13M0.1%History
WDAYWorkday, Inc.CL A7,703$2.13M0.1%History
GDGeneral Dynamics CorpStock8,182$2.12M0.1%History
Barrick Gold Corp067901108COM116,853$2.11M0.1%–
HWMHowmet Aerospace Inc.Stock38,776$2.10M0.1%History
GDDYGoDaddy Inc.CL A18,417$1.96M0.1%History
TWLOTwilio IncCL A25,518$1.94M0.1%History
STNGScorpio Tankers Inc.SHS31,600$1.92M0.1%History
WFCWells Fargo & CompanyStock37,727$1.86M0.1%History
CROXCrocs, Inc.COM19,795$1.85M0.1%History
PEGPublic Service Enterprise Group IncCOM29,711$1.82M0.1%History