Quantitative Investment Management, LLC
- SEC CIK
- 0001445911
- Latest filing
- Aug 14, 2026
Holdings in Q1 2021
Holdings as of Mar 31, 2021, filed May 17, 2021. Long positions only.
- Positions
- 470
- No 13F data for Q4 2020
- Portfolio value
- $1.18B
- No 13F data for Q4 2020
Livermore's 13F data starts with Q1 2021, so this quarter has no previous quarter to compare with and changes are not shown.
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| State Street Consumer Staples Select Sector SPDR ETF81369Y308 | ETF | 1,054,317 | $72.0M | 6.1% | – | – | – |
| MSFTMicrosoft Corp | Stock | 151,934 | $35.8M | 3.0% | – | – | History |
| State Street Utilities Select Sector SPDR ETF81369Y886 | ETF | 419,211 | $26.8M | 2.3% | – | – | – |
| iShares Tr464287234 | MSCI EMG MKT ETF | 466,016 | $24.9M | 2.1% | – | – | – |
| METAMeta Platforms, Inc. | Stock | 80,819 | $23.8M | 2.0% | – | – | History |
| iShares Tr464287739 | U.S. REAL ES ETF | 248,314 | $22.8M | 1.9% | – | – | – |
| State Street SPDR S&P Biotech ETF78464A870 | ETF | 162,385 | $22.0M | 1.9% | – | – | – |
| HDHome Depot, Inc. | Stock | 71,935 | $22.0M | 1.9% | – | – | History |
| State Street Health Care Select Sector SPDR ETF81369Y209 | ETF | 157,507 | $18.4M | 1.6% | – | – | – |
| MCDMcDonalds Corp | Stock | 77,136 | $17.3M | 1.5% | – | – | History |
| GLDSPDR Gold Trust | ETF | 104,431 | $16.7M | 1.4% | – | – | History |
| TWTRTwitter, Inc. | COM | 247,340 | $15.7M | 1.3% | – | – | History |
| iShares Tr464287184 | CHINA LG-CAP ETF | 328,157 | $15.3M | 1.3% | – | – | – |
| State Street Technology Select Sector SPDR ETF81369Y803 | ETF | 107,887 | $14.3M | 1.2% | – | – | – |
| Invesco Exch Traded FD Tr II46138E354 | S&P500 LOW VOL | 214,859 | $12.5M | 1.1% | – | – | – |
| JNJJohnson & Johnson | Stock | 75,948 | $12.5M | 1.1% | – | – | History |
| State Street Consumer Discretionary Select Sector SPDR ETF81369Y407 | ETF | 72,814 | $12.2M | 1.0% | – | – | – |
| iShares Core MSCI Emerging Markets ETF46434G103 | ETF | 185,365 | $11.9M | 1.0% | – | – | – |
| LOWLowes Companies Inc | Stock | 62,171 | $11.8M | 1.0% | – | – | History |
| GOOGAlphabet Inc. | Stock | 5,474 | $11.3M | 1.0% | – | – | History |
| Vanguard Real Estate ETF922908553 | ETF | 122,657 | $11.3M | 1.0% | – | – | – |
| GOOGLAlphabet Inc. | Stock | 5,393 | $11.1M | 0.9% | – | – | History |
| ORCLOracle Corp | Stock | 156,569 | $11.0M | 0.9% | – | – | History |
| iShares Tr464287556 | ISHARES BIOTECH | 71,758 | $10.8M | 0.9% | – | – | – |
| UNHUnitedHealth Group Inc | Stock | 25,133 | $9.35M | 0.8% | – | – | History |
| iShares Inc464286400 | MSCI BRAZIL ETF | 278,389 | $9.31M | 0.8% | – | – | – |
| TSLATesla, Inc. | Stock | 13,894 | $9.28M | 0.8% | – | – | History |
| Vanguard Ftse Emerging Markets ETF922042858 | ETF | 175,904 | $9.15M | 0.8% | – | – | – |
| RCLRoyal Caribbean Cruises Ltd | COM | 104,056 | $8.91M | 0.8% | – | – | History |
| UALUnited Airlines Holdings, Inc. | COM | 146,950 | $8.46M | 0.7% | – | – | History |
| ATVIActivision Blizzard, Inc. | COM | 87,143 | $8.10M | 0.7% | – | – | History |
| BIDUBaidu, Inc. | ADR | 34,869 | $7.58M | 0.6% | – | – | History |
| MDLZMondelez International, Inc. | Stock | 125,871 | $7.37M | 0.6% | – | – | History |
| iShares MSCI Eafe ETF464287465 | ETF | 96,318 | $7.31M | 0.6% | – | – | – |
| NTESNetEase, Inc. | SPONSORED ADS | 61,459 | $6.35M | 0.5% | – | – | History |
| MCKMcKesson Corp | Stock | 32,151 | $6.27M | 0.5% | – | – | History |
| CSCOCisco Systems, Inc. | Stock | 120,297 | $6.22M | 0.5% | – | – | History |
| TAT&T Inc. | Stock | 195,344 | $5.91M | 0.5% | – | – | History |
| PANWPalo Alto Networks Inc | Stock | 18,335 | $5.90M | 0.5% | – | – | History |
| CCICrown Castle Inc. | REIT | 33,650 | $5.79M | 0.5% | – | – | History |
| iShares Tr46429B671 | MSCI CHINA ETF | 69,927 | $5.71M | 0.5% | – | – | – |
| SLViShares Silver Trust | ETF | 227,924 | $5.17M | 0.4% | – | – | History |
| SWKStanley Black & Decker, Inc. | COM | 25,383 | $5.07M | 0.4% | – | – | History |
| iShares Tr464287515 | EXPANDED TECH | 14,634 | $5.00M | 0.4% | – | – | – |
| BAXBaxter International Inc | Stock | 59,020 | $4.98M | 0.4% | – | – | History |
| iShares Inc464286871 | MSCI HONG KG ETF | 185,939 | $4.94M | 0.4% | – | – | – |
| MMM3M Co | Stock | 24,881 | $4.79M | 0.4% | – | – | History |
| TSNTyson Foods, Inc. | Stock | 64,414 | $4.79M | 0.4% | – | – | History |
| SWKSSkyworks Solutions, Inc. | Stock | 26,010 | $4.77M | 0.4% | – | – | History |
| DALDelta Air Lines, Inc. | COM NEW | 96,567 | $4.66M | 0.4% | – | – | History |
| CAHCardinal Health Inc | Stock | 76,198 | $4.63M | 0.4% | – | – | History |
| AEPAmerican Electric Power Co Inc | Stock | 52,387 | $4.44M | 0.4% | – | – | History |
| PPLPPL Corp | COM | 153,237 | $4.42M | 0.4% | – | – | History |
| KSUKansas City Southern | COM NEW | 16,505 | $4.36M | 0.4% | – | – | History |
| ITWIllinois Tool Works Inc | Stock | 19,501 | $4.32M | 0.4% | – | – | History |
| RHRH | COM | 7,091 | $4.23M | 0.4% | – | – | History |
| AMGNAmgen Inc | Stock | 16,991 | $4.23M | 0.4% | – | – | History |
| VMWVmware LLC | CL A COM | 27,677 | $4.16M | 0.4% | – | – | History |
| iShares Inc464286103 | MSCI AUST ETF | 167,351 | $4.15M | 0.4% | – | – | – |
| JOYYJOYY Inc. | ADS REPSTG COM A | 43,647 | $4.09M | 0.3% | – | – | History |
| ALLAllstate Corp | Stock | 35,281 | $4.05M | 0.3% | – | – | History |
| NOCNorthrop Grumman Corp | Stock | 12,518 | $4.05M | 0.3% | – | – | History |
| TGTTarget Corp | Stock | 20,276 | $4.02M | 0.3% | – | – | History |
| EVRGEvergy, Inc. | Stock | 67,318 | $4.01M | 0.3% | – | – | History |
| CPAYCorpay, Inc. | COM | 14,758 | $3.96M | 0.3% | – | – | History |
| PLUGPlug Power Inc | Stock | 109,459 | $3.92M | 0.3% | – | – | History |
| CMICummins Inc | Stock | 14,856 | $3.85M | 0.3% | – | – | History |
| CICigna Group | Stock | 15,726 | $3.80M | 0.3% | – | – | History |
| iShares Inc464286772 | MSCI STH KOR ETF | 42,121 | $3.78M | 0.3% | – | – | – |
| CMGChipotle Mexican Grill Inc | COM | 2,657 | $3.77M | 0.3% | – | – | History |
| LVSLas Vegas Sands Corp | COM | 62,109 | $3.77M | 0.3% | – | – | History |
| BBYBest Buy Co Inc | Stock | 32,733 | $3.76M | 0.3% | – | – | History |
| DTEDte Energy Co | COM | 28,131 | $3.75M | 0.3% | – | – | History |
| WMWaste Management Inc | Stock | 29,003 | $3.74M | 0.3% | – | – | History |
| MAMastercard Inc | Stock | 10,247 | $3.65M | 0.3% | – | – | History |
| SHWSherwin Williams Co | COM | 4,896 | $3.61M | 0.3% | – | – | History |
| IBMInternational Business Machines Corp | Stock | 26,494 | $3.53M | 0.3% | – | – | History |
| WYNNWynn Resorts Ltd | COM | 27,880 | $3.50M | 0.3% | – | – | History |
| TSMTaiwan Semiconductor Manufacturing Co Ltd | ADR | 29,175 | $3.45M | 0.3% | – | – | History |
| FASTFastenal Co | Stock | 68,234 | $3.43M | 0.3% | – | – | History |
| WDCWestern Digital Corp | COM | 50,958 | $3.40M | 0.3% | – | – | History |
| LYVLive Nation Entertainment, Inc. | COM | 40,176 | $3.40M | 0.3% | – | – | History |
| SRESempra | Stock | 25,495 | $3.38M | 0.3% | – | – | History |
| ACNAccenture plc | Stock | 12,146 | $3.35M | 0.3% | – | – | History |
| ILMNIllumina, Inc. | COM | 8,692 | $3.34M | 0.3% | – | – | History |
| First Trust Dow Jones Internet Index Fund33733E302 | ETF | 15,201 | $3.31M | 0.3% | – | – | – |
| PLDPrologis, Inc. | REIT | 31,145 | $3.30M | 0.3% | – | – | History |
| TSCOTractor Supply Co | COM | 18,598 | $3.29M | 0.3% | – | – | History |
| AVGOBroadcom Inc. | Stock | 7,080 | $3.28M | 0.3% | – | – | History |
| SPDR Series Trust78468R556 | SP O&G EXPL PRO | 40,064 | $3.26M | 0.3% | – | – | – |
| QCOMQualcomm Inc | Stock | 24,130 | $3.20M | 0.3% | – | – | History |
| CCLCarnival Corp Ltd. | UNIT 99/99/9999 | 120,281 | $3.19M | 0.3% | – | – | History |
| MARMarriott International Inc | Stock | 21,320 | $3.16M | 0.3% | – | – | History |
| PCGPG&E Corp | Stock | 269,016 | $3.15M | 0.3% | – | – | History |
| iShares MSCI India ETF46429B598 | ETF | 74,618 | $3.15M | 0.3% | – | – | – |
| HSYHershey Co | COM | 19,858 | $3.14M | 0.3% | – | – | History |
| SOSouthern Co | Stock | 50,211 | $3.12M | 0.3% | – | – | History |
| BKNGBooking Holdings Inc. | Stock | 1,326 | $3.09M | 0.3% | – | – | History |
| AONAon plc | CL A | 13,415 | $3.09M | 0.3% | – | – | History |
| LHXL3HARRIS Technologies, Inc. | Stock | 15,123 | $3.06M | 0.3% | – | – | History |