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Livermore
Livermore
ZHEN

Quantitative Investment Management, LLC

SEC CIK
0001445911
Latest filing
Aug 14, 2026

Holdings in Q2 2024

Holdings as of Jun 30, 2024, filed Aug 14, 2024. Long positions only; changes compare share counts with Q1 2024.

Institution overview
Positions
300
+72 vs. Q1 2024
Portfolio value
$917.5M
−$780.3M (−46.0%) vs. Q1 2024
Filed
Aug 14, 2024
SEC
Holdings of Quantitative Investment Management, LLC in Q2 2024
SecurityClassSharesValue% of portfolioShare changeActionHistory
AMZNAmazon Com IncStock474,930$91.8M10.0%+474,930NewHistory
AAPLApple Inc.Stock221,418$46.6M5.1%+221,418NewHistory
State Street Consumer Discretionary Select Sector SPDR ETF81369Y407ETF254,093$46.3M5.1%+212,091+505.0%Added–
AMDAdvanced Micro Devices IncStock180,049$29.2M3.2%+180,049NewHistory
GEGeneral Electric CoStock163,166$25.9M2.8%+163,166NewHistory
INTCIntel CorpStock597,364$18.5M2.0%+557,922+1,414.5%AddedHistory
PANWPalo Alto Networks IncStock51,201$17.4M1.9%+35,429+224.6%AddedHistory
GLDSPDR Gold TrustETF80,153$17.2M1.9%−157,433−66.3%ReducedHistory
CVSCVS Health CorpStock281,263$16.6M1.8%+181,655+182.4%AddedHistory
TGTTarget CorpStock105,943$15.7M1.7%+105,943NewHistory
State Street Industrial Select Sector SPDR ETF81369Y704ETF116,594$14.2M1.5%+116,594New–
BMYBristol Myers Squibb CoStock324,390$13.5M1.5%+309,026+2,011.4%AddedHistory
ETNEaton Corp plcStock42,860$13.4M1.5%+42,860NewHistory
State Street Utilities Select Sector SPDR ETF81369Y886ETF190,282$13.0M1.4%+190,282New–
VanEck ETF Trust92189F106GOLD MINERS ETF330,787$11.2M1.2%+81,646+32.8%Added–
CMGChipotle Mexican Grill IncCOM177,553$11.1M1.2%+177,553NewHistory
XOMExxonMobil Holdings CorpCOM86,766$9.99M1.1%+86,766NewHistory
SBUXStarbucks CorpStock123,083$9.58M1.0%+86,622+237.6%AddedHistory
MUMicron Technology IncStock68,292$8.98M1.0%+54,024+378.6%AddedHistory
BKNGBooking Holdings Inc.Stock2,230$8.83M1.0%+1,096+96.6%AddedHistory
DISWalt Disney CoStock86,802$8.62M0.9%+86,802NewHistory
iShares Tr464287515EXPANDED TECH98,278$8.54M0.9%+98,278New–
RTXRTX CorpStock84,222$8.46M0.9%+84,222NewHistory
LULUlululemon athletica inc.Stock27,820$8.31M0.9%+27,820NewHistory
LMTLockheed Martin CorpStock17,782$8.30M0.9%−3,180−15.2%ReducedHistory
iShares Tr464288752US HOME CONS ETF76,795$7.76M0.8%+76,795New–
DGDollar General CorpCOM57,267$7.57M0.8%+57,267NewHistory
WMWaste Management IncStock32,519$6.94M0.8%+32,519NewHistory
VRTXVertex Pharmaceuticals IncStock14,306$6.71M0.7%−6,488−31.2%ReducedHistory
PHParker-Hannifin CorpStock13,077$6.61M0.7%+13,077NewHistory
State Street SPDR S&P Homebuilders ETF78464A888ETF64,908$6.56M0.7%+64,908New–
METAMeta Platforms, Inc.Stock12,804$6.46M0.7%+12,804NewHistory
MELIMercadolibre IncCOM3,810$6.26M0.7%+3,810NewHistory
JCIJohnson Controls International plcStock93,745$6.23M0.7%+93,745NewHistory
CMICummins IncStock22,452$6.22M0.7%+22,452NewHistory
CATCaterpillar IncStock18,285$6.09M0.7%+18,285NewHistory
TMUST-Mobile US, Inc.Stock33,780$5.95M0.6%+21,508+175.3%AddedHistory
ORCLOracle CorpStock38,779$5.47M0.6%−101,123−72.3%ReducedHistory
KRKroger CoStock101,952$5.09M0.6%−21,198−17.2%ReducedHistory
BLDRBuilders FirstSource, Inc.Stock36,436$5.04M0.5%+36,436NewHistory
INTUIntuit Inc.Stock7,640$5.02M0.5%+7,640NewHistory
WFCWells Fargo & CompanyStock83,202$4.94M0.5%+83,202NewHistory
DALDelta Air Lines, Inc.COM NEW101,669$4.82M0.5%−30,590−23.1%ReducedHistory
REGNRegeneron Pharmaceuticals, Inc.COM4,552$4.78M0.5%−3,091−40.4%ReducedHistory
State Street Health Care Select Sector SPDR ETF81369Y209ETF32,761$4.77M0.5%+32,761New–
MRKMerck & Co., Inc.Stock37,116$4.59M0.5%+37,116NewHistory
CCLCarnival Corp Ltd.UNIT 99/99/9999245,456$4.59M0.5%+245,456NewHistory
JNJJohnson & JohnsonStock31,194$4.56M0.5%−32,905−51.3%ReducedHistory
VKTXViking Therapeutics, Inc.COM84,567$4.48M0.5%+84,567NewHistory
HWMHowmet Aerospace Inc.Stock56,351$4.37M0.5%+56,351NewHistory
NOWServiceNow, Inc.Stock5,554$4.37M0.5%+5,554NewHistory
AXPAmerican Express CoStock18,295$4.24M0.5%+18,295NewHistory
JPMJPMorgan Chase & CoStock20,926$4.23M0.5%+20,926NewHistory
SMCISuper Micro Computer, Inc.COM4,895$4.01M0.4%+4,895NewHistory
NFLXNetflix IncStock5,893$3.98M0.4%+5,893NewHistory
PMPhilip Morris International Inc.Stock38,461$3.90M0.4%−61,555−61.5%ReducedHistory
HONHoneywell International IncCOM17,522$3.74M0.4%−14,185−44.7%ReducedHistory
RCLRoyal Caribbean Cruises LtdCOM23,267$3.71M0.4%+17,650+314.2%AddedHistory
VZVerizon Communications IncStock88,480$3.65M0.4%+88,480NewHistory
WBAWalgreens Boots Alliance, Inc.COM300,114$3.63M0.4%+112,278+59.8%AddedHistory
iShares Tr464287739U.S. REAL ES ETF41,154$3.61M0.4%+9,157+28.6%Added–
CVNACarvana Co.CL A24,474$3.15M0.3%+24,474NewHistory
CCitigroup IncStock49,132$3.12M0.3%+49,132NewHistory
WABWestinghouse Air Brake Technologies CorpStock19,142$3.02M0.3%+19,142NewHistory
HUBBHubbell IncCOM8,150$2.98M0.3%+8,150NewHistory
FIVEFive Below, IncCOM27,180$2.96M0.3%+27,180NewHistory
MCDMcDonalds CorpStock11,571$2.95M0.3%−1,929−14.3%ReducedHistory
CELHCelsius Holdings, Inc.COM NEW51,312$2.93M0.3%−25,012−32.8%ReducedHistory
SPGIS&P Global Inc.Stock6,456$2.88M0.3%−11,573−64.2%ReducedHistory
GDGeneral Dynamics CorpStock9,771$2.83M0.3%+9,771NewHistory
State Street Financial Select Sector SPDR ETF81369Y605ETF68,846$2.83M0.3%+68,846New–
ISRGIntuitive Surgical IncCOM NEW6,344$2.82M0.3%+6,344NewHistory
ELEstee Lauder Companies IncCL A25,489$2.71M0.3%+25,489NewHistory
ALLAllstate CorpStock16,667$2.66M0.3%+16,667NewHistory
iShares Tr464287184CHINA LG-CAP ETF102,065$2.65M0.3%+102,065New–
LNGCheniere Energy, Inc.COM NEW15,082$2.64M0.3%+15,082NewHistory
PCARPaccar IncCOM25,026$2.58M0.3%+25,026NewHistory
iShares Tr464287556ISHARES BIOTECH18,071$2.48M0.3%+18,071New–
FCXFreeport-McMoran IncStock47,774$2.32M0.3%−216,534−81.9%ReducedHistory
TCOMTrip.com Group LtdADS48,394$2.27M0.2%+29,955+162.5%AddedHistory
ALNYAlnylam Pharmaceuticals, Inc.COM9,336$2.27M0.2%+5,867+169.1%AddedHistory
TDGTransDigm Group INCCOM1,763$2.25M0.2%+1,763NewHistory
PFEPfizer IncStock80,150$2.24M0.2%−573,592−87.7%ReducedHistory
RSGRepublic Services, Inc.COM11,482$2.23M0.2%+11,482NewHistory
CRLCharles River Laboratories International, Inc.COM10,758$2.22M0.2%+10,758NewHistory
AONAon plcCL A7,376$2.17M0.2%+7,376NewHistory
State Street Real Estate Select Sector SPDR ETF81369Y860ETF55,396$2.13M0.2%+55,396New–
PGRProgressive CorpStock10,243$2.13M0.2%+10,243NewHistory
TTTrane Technologies plcSHS6,434$2.12M0.2%+6,434NewHistory
CDNSCadence Design Systems IncStock6,856$2.11M0.2%+6,856NewHistory
TTDTrade Desk, Inc.Stock21,083$2.06M0.2%+21,083NewHistory
JBLUJetBlue Airways CorpCOM338,211$2.06M0.2%+338,211NewHistory
ABBVAbbVie Inc.Stock11,820$2.03M0.2%−5,429−31.5%ReducedHistory
iShares Inc46434G822MSCI JAPAN ETF29,413$2.01M0.2%+29,413New–
LENLennar CorpCL A13,292$1.99M0.2%+13,292NewHistory
DHIHorton D R IncCOM14,059$1.98M0.2%+14,059NewHistory
ARK ETF Tr00214Q302GENOMIC REV ETF82,149$1.93M0.2%+82,149New–
CPCanadian Pacific Kansas City LtdCOM22,934$1.80M0.2%+22,934NewHistory
ILMNIllumina, Inc.COM17,165$1.79M0.2%+15,430+889.3%AddedHistory
EFXEquifax IncCOM7,251$1.76M0.2%+7,251NewHistory

Sold out since Q1 2024 (143)

Positions held at the end of Q1 2024 that are gone from this filing.

The largest 100 of 143 by value last quarter.

Positions of Quantitative Investment Management, LLC sold out since Q1 2024
SecurityClassShares in Q1 2024Value in Q1 2024% of portfolio in Q1 2024History
SPYSPDR S&P 500 ETF TrustETF1,268,316$663.4M39.1%History
State Street Energy Select Sector SPDR ETF81369Y506ETF383,850$36.2M2.1%–
PXDPioneer Natural Resources CoCOM134,942$35.4M2.1%History
BABoeing CoStock135,523$26.2M1.5%History
PEPPepsiCo IncStock146,782$25.7M1.5%History
COPConocoPhillipsStock198,134$25.2M1.5%History
SPDR Series Trust78468R556SP O&G EXPL PRO143,000$22.2M1.3%–
DEDeere & CoStock49,695$20.4M1.2%History
GOOGLAlphabet Inc.Stock115,219$17.4M1.0%History
LINLinde PLCStock32,673$15.2M0.9%History
EOGEOG Resources IncStock114,974$14.7M0.9%History
SPDR Series Trust78464A755ST STR SP METAL206,491$12.4M0.7%–
CSCOCisco Systems, Inc.Stock246,620$12.3M0.7%History
HUMHumana IncStock35,238$12.2M0.7%History
SLBSLB LimitedStock213,357$11.7M0.7%History
DVNDevon Energy CorpStock223,886$11.2M0.7%History
SCHWSchwab Charles CorpStock154,865$11.2M0.7%History
SLViShares Silver TrustETF487,883$11.1M0.7%History
FDXFedEx CorpStock37,413$10.8M0.6%History
HESHess CorpStock67,288$10.3M0.6%History
MSMorgan StanleyStock100,935$9.50M0.6%History
TJXTJX Companies IncStock82,791$8.40M0.5%History
CVXChevron CorpStock52,168$8.23M0.5%History
MDTMedtronic plcStock90,190$7.86M0.5%History
PYPLPayPal Holdings, Inc.Stock115,347$7.73M0.5%History
STZConstellation Brands, Inc.Stock27,855$7.57M0.4%History
HALHalliburton CoStock183,590$7.24M0.4%History
NKENIKE, Inc.Stock73,885$6.94M0.4%History
BDXBecton Dickinson & CoStock26,630$6.59M0.4%History
GSGoldman Sachs Group IncStock15,501$6.47M0.4%History
MDLZMondelez International, Inc.Stock87,588$6.13M0.4%History
LYBLyondellBasell Industries N.V.SHS - A -58,084$5.94M0.3%History
MGMMGM Resorts InternationalStock116,786$5.51M0.3%History
ACNAccenture plcStock15,308$5.30M0.3%History
KMBKimberly Clark CorpStock40,077$5.18M0.3%History
MNSTMonster Beverage CorpCOM79,484$4.71M0.3%History
EBAYeBay IncCOM88,611$4.68M0.3%History
STTState Street CorpCOM59,854$4.63M0.3%History
BPBP PLCADR122,696$4.62M0.3%History
BIIBBiogen Inc.COM21,371$4.61M0.3%History
CNQCanadian Natural Resources LtdCOM59,596$4.55M0.3%History
CTRACoterra Energy Inc.Stock150,262$4.19M0.2%History
KHCKraft Heinz CoStock106,255$3.92M0.2%History
PAYCPaycom Software, Inc.Stock18,906$3.76M0.2%History
ADPAutomatic Data Processing IncStock15,040$3.76M0.2%History
State Street SPDR S&P Regional Banking ETF78464A698ETF72,519$3.65M0.2%–
CHTRCharter Communications, Inc.CL A12,501$3.63M0.2%History
CFCF Industries Holdings, Inc.COM42,097$3.50M0.2%History
Vanguard Energy ETF92204A306ETF25,977$3.42M0.2%–
APTVAptiv PLCSHS42,612$3.39M0.2%History
ITWIllinois Tool Works IncStock12,089$3.24M0.2%History
NOCNorthrop Grumman CorpStock6,511$3.12M0.2%History
CSXCSX CorpStock81,881$3.04M0.2%History
FFord Motor CoStock223,183$2.96M0.2%History
ELVElevance Health, Inc.Stock5,713$2.96M0.2%History
GAPGap IncCOM105,639$2.91M0.2%History
iShares Inc464286822MSCI MEXICO ETF41,700$2.89M0.2%–
VanEck ETF Trust92189H607OIL SERVICES ETF8,009$2.69M0.2%–
GILDGilead Sciences, Inc.Stock35,780$2.62M0.2%History
PPGPPG Industries IncStock17,546$2.54M0.1%History
ZBHZimmer Biomet Holdings, Inc.Stock18,627$2.46M0.1%History
DXCMDexcom IncCOM17,581$2.44M0.1%History
SWNSouthwestern Energy CoCOM303,100$2.30M0.1%History
DUKDuke Energy CORPStock23,746$2.30M0.1%History
IFFInternational Flavors & Fragrances IncCOM26,575$2.29M0.1%History
ADBEAdobe Inc.Stock4,436$2.24M0.1%History
UALUnited Airlines Holdings, Inc.COM46,585$2.23M0.1%History
ITUBItau Unibanco Holding S.A.SPON ADR REP PFD319,599$2.21M0.1%History
CSGPCostar Group, Inc.COM22,766$2.20M0.1%History
iShares Tr464288877EAFE VALUE ETF39,049$2.12M0.1%–
ORealty Income CorpREIT39,094$2.11M0.1%History
TFCTruist Financial CorpCOM52,655$2.05M0.1%History
MTDRMatador Resources CoCOM30,675$2.05M0.1%History
CMECME Group Inc.COM9,411$2.03M0.1%History
NUENucor CorpCOM9,930$1.97M0.1%History
AMGNAmgen IncStock6,450$1.83M0.1%History
iShares Global Clean Energy ETF464288224ETF127,365$1.78M0.1%–
RFRegions Financial CorpCOM82,606$1.74M0.1%History
DBX ETF Tr233051879XTRACK HRVST CSI70,242$1.69M0.1%–
RRCRange Resources CorpCOM48,796$1.68M0.1%History
KEYSKeysight Technologies, Inc.Stock10,554$1.65M0.1%History
EXPEExpedia Group, Inc.Stock11,563$1.59M0.1%History
CNCCentene CorpStock19,382$1.52M0.1%History
DINOHF Sinclair CorpCOM25,080$1.51M0.1%History
PFGPrincipal Financial Group IncCOM17,475$1.51M0.1%History
PBFPBF Energy Inc.CL A25,514$1.47M0.1%History
STLDSteel Dynamics IncCOM9,670$1.43M0.1%History
LYVLive Nation Entertainment, Inc.COM13,222$1.40M0.1%History
OVVOvintiv Inc.COM26,597$1.38M0.1%History
SOSouthern CoStock18,178$1.30M0.1%History
GNRCGenerac Holdings Inc.Stock9,628$1.21M0.1%History
SMSM Energy CoCOM23,483$1.17M0.1%History
ANAutonation, Inc.COM6,669$1.10M0.1%History
iShares Tr464287796U.S. ENERGY ETF22,195$1.10M0.1%–
CIVICivitas Resources, Inc.EQUITY US CM14,406$1.09M0.1%History
KDPKeurig Dr Pepper Inc.COM31,342$961.0K0.1%History
WSOWatsco IncCOM2,186$944.0K0.1%History
JBHTHunt J B Transport Services IncCOM4,540$904.0K0.1%History
SRESempraStock11,561$830.0K<0.1%History
iShares S&P Small-Cap 600 Value ETF464287879ETF7,974$819.0K<0.1%–