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Livermore
Livermore
ZHEN

Quantitative Investment Management, LLC

SEC CIK
0001445911
Latest filing
Aug 14, 2026

Holdings in Q3 2024

Holdings as of Sep 30, 2024, filed Nov 14, 2024. Long positions only; changes compare share counts with Q2 2024.

Institution overview
Positions
310
+10 vs. Q2 2024
Portfolio value
$1.01B
+$97.5M (+10.6%) vs. Q2 2024
Filed
Nov 14, 2024
SEC
Holdings of Quantitative Investment Management, LLC in Q3 2024
SecurityClassSharesValue% of portfolioShare changeActionHistory
iShares Tr464287184CHINA LG-CAP ETF2,590,753$82.3M8.1%+2,488,688+2,438.3%Added–
Kraneshares Trust500767306CSI CHI INTERNET1,576,496$53.6M5.3%+1,554,343+7,016.4%Added–
AMDAdvanced Micro Devices IncStock281,201$46.1M4.5%+101,152+56.2%AddedHistory
METAMeta Platforms, Inc.Stock76,551$43.8M4.3%+63,747+497.9%AddedHistory
MSTRStrategy IncStock199,566$33.6M3.3%+194,226+3,637.2%AddedConverted for a 10-for-1 splitHistory
CATCaterpillar IncStock73,224$28.6M2.8%+54,939+300.5%AddedHistory
BABAAlibaba Group Holding LtdADR183,195$19.4M1.9%+183,195NewHistory
MCKMcKesson CorpStock38,525$19.0M1.9%+38,525NewHistory
GOOGLAlphabet Inc.Stock107,993$17.9M1.8%+107,993NewHistory
State Street Materials Select Sector SPDR ETF81369Y100ETF185,213$17.9M1.8%+185,213New–
State Street Technology Select Sector SPDR ETF81369Y803ETF74,050$16.7M1.6%+74,050New–
SPDR Series Trust78464A714ST STR SP RETAIL204,005$15.8M1.6%+204,005New–
AMZNAmazon Com IncStock84,622$15.8M1.6%−390,308−82.2%ReducedHistory
AAPLApple Inc.Stock64,893$15.1M1.5%−156,525−70.7%ReducedHistory
ABBVAbbVie Inc.Stock74,097$14.6M1.4%+62,277+526.9%AddedHistory
JDJD.com, Inc.SPON ADS CL A355,699$14.2M1.4%+340,775+2,283.4%AddedHistory
URIUnited Rentals, Inc.COM16,681$13.5M1.3%+13,976+516.7%AddedHistory
iShares Semiconductor ETF464287523ETF57,147$13.2M1.3%+57,147New–
CRMSalesforce, Inc.Stock43,434$11.9M1.2%+43,434NewHistory
iShares Tr46429B671MSCI CHINA ETF225,288$11.5M1.1%+225,288New–
CHTRCharter Communications, Inc.CL A35,313$11.4M1.1%+35,313NewHistory
CVSCVS Health CorpStock181,176$11.4M1.1%−100,087−35.6%ReducedHistory
CVNACarvana Co.CL A62,370$10.9M1.1%+37,896+154.8%AddedHistory
DXCMDexcom IncCOM156,439$10.5M1.0%+156,439NewHistory
INTCIntel CorpStock437,246$10.3M1.0%−160,118−26.8%ReducedHistory
EWEdwards Lifesciences CorpStock140,101$9.24M0.9%+140,101NewHistory
CMECME Group Inc.COM40,343$8.90M0.9%+40,343NewHistory
MDTMedtronic plcStock98,252$8.85M0.9%+98,252NewHistory
MAMastercard IncStock16,290$8.04M0.8%+16,290NewHistory
SPDR Series Trust78464A755ST STR SP METAL115,803$7.38M0.7%+115,803New–
CAHCardinal Health IncStock66,174$7.31M0.7%+66,174NewHistory
DGDollar General CorpCOM82,454$6.97M0.7%+25,187+44.0%AddedHistory
AMATApplied Materials IncStock32,784$6.62M0.7%+32,784NewHistory
NKENIKE, Inc.Stock74,666$6.60M0.7%+74,666NewHistory
WBAWalgreens Boots Alliance, Inc.COM695,583$6.23M0.6%+395,469+131.8%AddedHistory
ELFe.l.f. Beauty, Inc.COM52,683$5.74M0.6%+52,683NewHistory
MDLZMondelez International, Inc.Stock75,794$5.58M0.6%+75,794NewHistory
REGNRegeneron Pharmaceuticals, Inc.COM5,212$5.48M0.5%+660+14.5%AddedHistory
ORLYO Reilly Automotive IncStock4,691$5.40M0.5%+4,104+699.1%AddedHistory
ASMLASML Holding NVADR6,310$5.26M0.5%+5,716+962.3%AddedHistory
UNPUnion Pacific CorpStock21,035$5.18M0.5%+21,035NewHistory
SLViShares Silver TrustETF175,770$4.99M0.5%+175,770NewHistory
VVisa Inc.Stock16,498$4.54M0.4%+16,498NewHistory
FCXFreeport-McMoran IncStock89,411$4.46M0.4%+41,637+87.2%AddedHistory
MELIMercadolibre IncCOM2,170$4.45M0.4%−1,640−43.0%ReducedHistory
GWWW.W. Grainger, Inc.Stock4,133$4.29M0.4%+2,269+121.7%AddedHistory
SYKStryker CorpStock11,691$4.22M0.4%+11,691NewHistory
NOCNorthrop Grumman CorpStock7,976$4.21M0.4%+7,976NewHistory
CMCSAComcast CorpStock99,323$4.15M0.4%+99,323NewHistory
UALUnited Airlines Holdings, Inc.COM72,362$4.13M0.4%+72,362NewHistory
TMOThermo Fisher Scientific Inc.Stock6,516$4.03M0.4%+6,516NewHistory
IRIngersoll Rand Inc.COM40,520$3.98M0.4%+33,632+488.3%AddedHistory
Vanguard Information Technology ETF92204A702ETF6,563$3.85M0.4%+6,563New–
COOCooper Companies, Inc.COM33,506$3.70M0.4%+33,506NewHistory
LYVLive Nation Entertainment, Inc.COM33,757$3.70M0.4%+33,757NewHistory
CCLCarnival Corp Ltd.UNIT 99/99/9999198,954$3.68M0.4%−46,502−18.9%ReducedHistory
PYPLPayPal Holdings, Inc.Stock45,994$3.59M0.4%+45,994NewHistory
CMICummins IncStock10,963$3.55M0.3%−11,489−51.2%ReducedHistory
DLTRDollar Tree, Inc.COM50,347$3.54M0.3%+50,347NewHistory
BKNGBooking Holdings Inc.Stock826$3.48M0.3%−1,404−63.0%ReducedHistory
ETNEaton Corp plcStock10,239$3.39M0.3%−32,621−76.1%ReducedHistory
LRCXLam Research CorpStock4,087$3.33M0.3%+4,087NewHistory
KRKroger CoStock57,539$3.30M0.3%−44,413−43.6%ReducedHistory
BLDRBuilders FirstSource, Inc.Stock16,934$3.28M0.3%−19,502−53.5%ReducedHistory
MCHPMicrochip Technology IncStock40,475$3.25M0.3%+40,475NewHistory
AZOAutoZone IncCOM1,026$3.23M0.3%+695+210.0%AddedHistory
VSTVistra Corp.Stock27,229$3.23M0.3%+27,229NewHistory
AAgilent Technologies, Inc.COM21,351$3.17M0.3%+18,066+550.0%AddedHistory
MSMorgan StanleyStock30,162$3.14M0.3%+30,162NewHistory
KLACKLA CorpCOM NEW3,993$3.09M0.3%+3,993NewHistory
HPEHewlett Packard Enterprise CoCOM150,139$3.07M0.3%+150,139NewHistory
SNPSSynopsys IncCOM6,040$3.06M0.3%+3,849+175.7%AddedHistory
AVGOBroadcom Inc.Stock17,152$2.96M0.3%+17,152NewHistory
XOMExxonMobil Holdings CorpCOM23,764$2.79M0.3%−63,002−72.6%ReducedHistory
BIDUBaidu, Inc.ADR26,421$2.78M0.3%+26,421NewHistory
VanEck Semiconductor ETF92189F676ETF11,023$2.71M0.3%+11,023New–
LINLinde PLCStock5,592$2.67M0.3%+5,592NewHistory
CCitigroup IncStock41,989$2.63M0.3%−7,143−14.5%ReducedHistory
TSMTaiwan Semiconductor Manufacturing Co LtdADR14,770$2.56M0.3%+14,770NewHistory
WATWaters CorpCOM7,058$2.54M0.3%+5,093+259.2%AddedHistory
LUVSouthwest Airlines CoCOM85,456$2.53M0.2%+39,529+86.1%AddedHistory
iShares Inc464286772MSCI STH KOR ETF39,196$2.51M0.2%+39,196New–
GNRCGenerac Holdings Inc.Stock15,767$2.50M0.2%+15,767NewHistory
Vanguard Ftse Emerging Markets ETF922042858ETF50,327$2.41M0.2%+50,327New–
FASTFastenal CoStock32,246$2.30M0.2%+14,702+83.8%AddedHistory
iShares Inc46434G772MSCI TAIWAN ETF42,398$2.28M0.2%+42,398New–
iShares Inc464286871MSCI HONG KG ETF121,045$2.26M0.2%+121,045New–
NCLHNorwegian Cruise Line Holdings Ltd.SHS108,081$2.22M0.2%+75,926+236.1%AddedHistory
LPLALPL Financial Holdings Inc.COM9,421$2.19M0.2%+9,421NewHistory
ELEstee Lauder Companies IncCL A21,693$2.16M0.2%−3,796−14.9%ReducedHistory
PLUGPlug Power IncStock953,953$2.15M0.2%+803,325+533.3%AddedHistory
AONAon plcCL A6,142$2.13M0.2%−1,234−16.7%ReducedHistory
PAYXPaychex IncStock15,736$2.11M0.2%+7,917+101.3%AddedHistory
EQIXEquinix IncCOM2,361$2.10M0.2%+1,878+388.8%AddedHistory
LENLennar CorpCL A11,029$2.07M0.2%−2,263−17.0%ReducedHistory
TWLOTwilio IncCL A31,609$2.06M0.2%+31,609NewHistory
CDNSCadence Design Systems IncStock7,374$2.00M0.2%+518+7.6%AddedHistory
ISRGIntuitive Surgical IncCOM NEW4,005$1.97M0.2%−2,339−36.9%ReducedHistory
DOVDOVER CorpCOM10,195$1.95M0.2%+5,268+106.9%AddedHistory
WMWaste Management IncStock9,240$1.92M0.2%−23,279−71.6%ReducedHistory

Sold out since Q2 2024 (158)

Positions held at the end of Q2 2024 that are gone from this filing.

The largest 100 of 158 by value last quarter.

Positions of Quantitative Investment Management, LLC sold out since Q2 2024
SecurityClassShares in Q2 2024Value in Q2 2024% of portfolio in Q2 2024History
State Street Consumer Discretionary Select Sector SPDR ETF81369Y407ETF254,093$46.3M5.1%–
GEGeneral Electric CoStock163,166$25.9M2.8%History
PANWPalo Alto Networks IncStock51,201$17.4M1.9%History
GLDSPDR Gold TrustETF80,153$17.2M1.9%History
TGTTarget CorpStock105,943$15.7M1.7%History
State Street Industrial Select Sector SPDR ETF81369Y704ETF116,594$14.2M1.5%–
BMYBristol Myers Squibb CoStock324,390$13.5M1.5%History
State Street Utilities Select Sector SPDR ETF81369Y886ETF190,282$13.0M1.4%–
VanEck ETF Trust92189F106GOLD MINERS ETF330,787$11.2M1.2%–
CMGChipotle Mexican Grill IncCOM177,553$11.1M1.2%History
SBUXStarbucks CorpStock123,083$9.58M1.0%History
DISWalt Disney CoStock86,802$8.62M0.9%History
RTXRTX CorpStock84,222$8.46M0.9%History
LULUlululemon athletica inc.Stock27,820$8.31M0.9%History
LMTLockheed Martin CorpStock17,782$8.30M0.9%History
iShares Tr464288752US HOME CONS ETF76,795$7.76M0.8%–
VRTXVertex Pharmaceuticals IncStock14,306$6.71M0.7%History
PHParker-Hannifin CorpStock13,077$6.61M0.7%History
State Street SPDR S&P Homebuilders ETF78464A888ETF64,908$6.56M0.7%–
JCIJohnson Controls International plcStock93,745$6.23M0.7%History
TMUST-Mobile US, Inc.Stock33,780$5.95M0.6%History
INTUIntuit Inc.Stock7,640$5.02M0.5%History
WFCWells Fargo & CompanyStock83,202$4.94M0.5%History
State Street Health Care Select Sector SPDR ETF81369Y209ETF32,761$4.77M0.5%–
VKTXViking Therapeutics, Inc.COM84,567$4.48M0.5%History
HWMHowmet Aerospace Inc.Stock56,351$4.37M0.5%History
NOWServiceNow, Inc.Stock5,554$4.37M0.5%History
AXPAmerican Express CoStock18,295$4.24M0.5%History
JPMJPMorgan Chase & CoStock20,926$4.23M0.5%History
SMCISuper Micro Computer, Inc.COM4,895$4.01M0.4%History
PMPhilip Morris International Inc.Stock38,461$3.90M0.4%History
VZVerizon Communications IncStock88,480$3.65M0.4%History
iShares Tr464287739U.S. REAL ES ETF41,154$3.61M0.4%–
HUBBHubbell IncCOM8,150$2.98M0.3%History
FIVEFive Below, IncCOM27,180$2.96M0.3%History
MCDMcDonalds CorpStock11,571$2.95M0.3%History
GDGeneral Dynamics CorpStock9,771$2.83M0.3%History
State Street Financial Select Sector SPDR ETF81369Y605ETF68,846$2.83M0.3%–
ALLAllstate CorpStock16,667$2.66M0.3%History
PCARPaccar IncCOM25,026$2.58M0.3%History
iShares Tr464287556ISHARES BIOTECH18,071$2.48M0.3%–
TDGTransDigm Group INCCOM1,763$2.25M0.2%History
PFEPfizer IncStock80,150$2.24M0.2%History
State Street Real Estate Select Sector SPDR ETF81369Y860ETF55,396$2.13M0.2%–
PGRProgressive CorpStock10,243$2.13M0.2%History
TTTrane Technologies plcSHS6,434$2.12M0.2%History
iShares Inc46434G822MSCI JAPAN ETF29,413$2.01M0.2%–
DHIHorton D R IncCOM14,059$1.98M0.2%History
ILMNIllumina, Inc.COM17,165$1.79M0.2%History
EFXEquifax IncCOM7,251$1.76M0.2%History
SRPTSarepta Therapeutics, Inc.COM10,766$1.70M0.2%History
DDominion Energy, IncStock34,452$1.69M0.2%History
MOAltria Group, Inc.Stock37,034$1.69M0.2%History
Vanguard Real Estate ETF922908553ETF19,341$1.62M0.2%–
AMTAmerican Tower CorpREIT8,327$1.62M0.2%History
TTWOTake Two Interactive Software IncCOM10,360$1.61M0.2%History
CYTKCytokinetics IncCOM NEW28,624$1.55M0.2%History
IDXXIDEXX Laboratories IncCOM3,161$1.54M0.2%History
IOVAIovance Biotherapeutics, Inc.COM187,508$1.50M0.2%History
State Street SPDR S&P Biotech ETF78464A870ETF15,683$1.45M0.2%–
FSLRFirst Solar, Inc.Stock6,395$1.44M0.2%History
XPOXPO, Inc.COM13,300$1.41M0.2%History
FANGDiamondback Energy, Inc.Stock7,040$1.41M0.2%History
TOLToll Brothers, Inc.COM12,087$1.39M0.2%History
PLAYDave & Buster's Entertainment, Inc.COM34,205$1.36M0.1%History
PHMPultegroup IncCOM12,330$1.36M0.1%History
KOCoca Cola CoStock20,812$1.32M0.1%History
SWKSSkyworks Solutions, Inc.Stock12,326$1.31M0.1%History
EMEEMCOR Group, Inc.Stock3,466$1.26M0.1%History
SNAPSnap IncStock75,415$1.25M0.1%History
QRVOQorvo, Inc.Stock10,786$1.25M0.1%History
BBYBest Buy Co IncStock14,632$1.23M0.1%History
CPRTCopart IncCOM22,072$1.20M0.1%History
GISGeneral Mills IncStock18,741$1.19M0.1%History
CLXClorox CoStock8,321$1.14M0.1%History
FIXComfort Systems USA IncCOM3,703$1.13M0.1%History
EAElectronic Arts Inc.COM7,858$1.09M0.1%History
PSAPublic StorageCOM3,782$1.09M0.1%History
FISVFiserv IncStock7,138$1.06M0.1%History
SKXSkechers USA IncCL A14,777$1.02M0.1%History
WELLWelltower Inc.REIT9,746$1.02M0.1%History
EXPDExpeditors International of Washington IncCOM8,125$1.01M0.1%History
INCYIncyte CorpCOM16,697$1.01M0.1%History
VTRVentas, Inc.REIT19,662$1.01M0.1%History
TRVTravelers Companies, Inc.Stock4,875$991.0K0.1%History
FBINFortune Brands Innovations, Inc.COM14,459$938.0K0.1%History
MLMMartin Marietta Materials IncCOM1,650$893.0K0.1%History
TDOCTeladoc Health, Inc.COM89,168$872.0K0.1%History
THCTenet Healthcare CorpCOM NEW6,482$862.0K0.1%History
TRUTransUnionCOM11,546$856.0K0.1%History
AEMAgnico Eagle Mines LtdStock12,941$846.0K0.1%History
GRMNGarmin LtdSHS5,191$845.0K0.1%History
MPCMarathon Petroleum CorpStock4,835$838.0K0.1%History
ROPRoper Technologies IncStock1,455$820.0K0.1%History
VFCV F CorpStock60,666$818.0K0.1%History
NEMNEWMONT CorpStock18,720$783.0K0.1%History
BALLBALL CorpCOM12,764$766.0K0.1%History
iShares Tr46435G334MSCI UK ETF NEW20,513$715.0K0.1%–
NEENextera Energy IncStock10,070$713.0K0.1%History
TGTXTG Therapeutics, Inc.COM39,987$711.0K0.1%History