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Livermore
Livermore
ZHEN

Quantitative Investment Management, LLC

SEC CIK
0001445911
Latest filing
Aug 14, 2026

Holdings in Q2 2021

Holdings as of Jun 30, 2021, filed Aug 16, 2021. Long positions only; changes compare share counts with Q1 2021.

Institution overview
Positions
376
−94 vs. Q1 2021
Portfolio value
$1.11B
−$74.3M (−6.3%) vs. Q1 2021
Filed
Aug 16, 2021
SEC
Holdings of Quantitative Investment Management, LLC in Q2 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
AMZNAmazon Com IncStock11,812$40.6M3.7%+11,812NewHistory
iShares Tr464287234MSCI EMG MKT ETF670,231$37.0M3.3%+204,215+43.8%Added–
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF503,068$35.2M3.2%−551,249−52.3%Reduced–
AAPLApple Inc.Stock253,516$34.7M3.1%+253,516NewHistory
MSFTMicrosoft CorpStock123,635$33.5M3.0%−28,299−18.6%ReducedHistory
iShares Core MSCI Emerging Markets ETF46434G103ETF335,090$22.4M2.0%+149,725+80.8%Added–
BIDUBaidu, Inc.ADR90,619$18.5M1.7%+55,750+159.9%AddedHistory
HDHome Depot, Inc.Stock56,270$17.9M1.6%−15,665−21.8%ReducedHistory
CHTRCharter Communications, Inc.CL A23,787$17.2M1.5%+23,787NewHistory
NVDANVIDIA CorpStock21,219$17.0M1.5%+17,306+442.3%AddedHistory
CRMSalesforce, Inc.Stock65,808$16.1M1.5%+65,808NewHistory
TSLATesla, Inc.Stock23,359$15.9M1.4%+9,465+68.1%AddedHistory
iShares Inc464286400MSCI BRAZIL ETF383,246$15.5M1.4%+104,857+37.7%Added–
State Street Materials Select Sector SPDR ETF81369Y100ETF184,585$15.2M1.4%+184,585New–
UNHUnitedHealth Group IncStock33,685$13.5M1.2%+8,552+34.0%AddedHistory
ABBVAbbVie Inc.Stock109,692$12.4M1.1%+109,692NewHistory
GENGen Digital Inc.Stock447,195$12.2M1.1%+402,377+897.8%AddedHistory
Vanguard Ftse Emerging Markets ETF922042858ETF223,750$12.2M1.1%+47,846+27.2%Added–
DHRDanaher CorpStock43,409$11.6M1.1%+43,409NewHistory
CVSCVS Health CorpStock135,827$11.3M1.0%+108,817+402.9%AddedHistory
State Street Consumer Discretionary Select Sector SPDR ETF81369Y407ETF61,759$11.0M1.0%−11,055−15.2%Reduced–
ADBEAdobe Inc.Stock18,538$10.9M1.0%+18,538NewHistory
TAT&T Inc.Stock371,473$10.7M1.0%+176,129+90.2%AddedHistory
iShares Tr464287184CHINA LG-CAP ETF224,581$10.4M0.9%−103,576−31.6%Reduced–
MRKMerck & Co., Inc.Stock131,778$10.2M0.9%+131,778NewHistory
BIIBBiogen Inc.COM29,595$10.2M0.9%+24,927+534.0%AddedHistory
PFEPfizer IncStock259,944$10.2M0.9%+237,235+1,044.7%AddedHistory
GILDGilead Sciences, Inc.Stock144,076$9.92M0.9%+101,857+241.3%AddedHistory
WBDWarner Bros. Discovery, Inc.COM SER A311,368$9.55M0.9%+311,368NewHistory
NEMNEWMONT CorpStock146,740$9.30M0.8%+146,740NewHistory
BMYBristol Myers Squibb CoStock137,230$9.17M0.8%+127,939+1,377.0%AddedHistory
PGProcter & Gamble CoStock67,540$9.11M0.8%+66,025+4,358.1%AddedHistory
TMOThermo Fisher Scientific Inc.Stock17,805$8.98M0.8%+17,805NewHistory
JNJJohnson & JohnsonStock54,208$8.93M0.8%−21,740−28.6%ReducedHistory
iShares MSCI India ETF46429B598ETF200,847$8.89M0.8%+126,229+169.2%Added–
ISRGIntuitive Surgical IncCOM NEW9,623$8.85M0.8%+9,623NewHistory
UPSUnited Parcel Service IncStock40,873$8.50M0.8%+40,873NewHistory
DISWalt Disney CoStock45,178$7.94M0.7%+45,178NewHistory
CNCCentene CorpStock108,135$7.89M0.7%+108,135NewHistory
LOWLowes Companies IncStock40,562$7.87M0.7%−21,609−34.8%ReducedHistory
SHWSherwin Williams CoCOM26,384$7.19M0.6%+11,696+79.6%AddedConverted for a 3-for-1 splitHistory
NKENIKE, Inc.Stock44,141$6.82M0.6%+44,141NewHistory
TMUST-Mobile US, Inc.Stock46,566$6.74M0.6%+46,566NewHistory
ROKRockwell Automation, IncStock23,340$6.67M0.6%+13,974+149.2%AddedHistory
State Street Industrial Select Sector SPDR ETF81369Y704ETF65,178$6.67M0.6%+65,178New–
MCDMcDonalds CorpStock28,853$6.66M0.6%−48,283−62.6%ReducedHistory
iShares Inc46434G822MSCI JAPAN ETF95,202$6.43M0.6%+59,162+164.2%Added–
iShares Inc464286772MSCI STH KOR ETF66,394$6.19M0.6%+24,273+57.6%Added–
BSXBoston Scientific CorpStock140,752$6.02M0.5%+78,099+124.7%AddedHistory
INFYInfosys LtdSPONSORED ADR279,082$5.91M0.5%+279,082NewHistory
iShares Tr46429B671MSCI CHINA ETF71,182$5.87M0.5%+1,255+1.8%Added–
Discovery Inc25470F302COM SER C188,197$5.45M0.5%+188,197New–
State Street Technology Select Sector SPDR ETF81369Y803ETF36,750$5.43M0.5%−71,137−65.9%Reduced–
ACNAccenture plcStock18,201$5.37M0.5%+6,055+49.9%AddedHistory
METAMeta Platforms, Inc.Stock15,406$5.36M0.5%−65,413−80.9%ReducedHistory
ELVElevance Health, Inc.Stock13,842$5.28M0.5%+9,055+189.2%AddedHistory
AVGOBroadcom Inc.Stock11,078$5.28M0.5%+3,998+56.5%AddedHistory
MOAltria Group, Inc.Stock107,769$5.14M0.5%+65,851+157.1%AddedHistory
ADIAnalog Devices IncStock29,700$5.11M0.5%+16,408+123.4%AddedHistory
MDTMedtronic plcStock40,882$5.07M0.5%+33,843+480.8%AddedHistory
TDGTransDigm Group INCCOM7,712$4.99M0.5%+7,712NewHistory
MELIMercadolibre IncCOM3,084$4.80M0.4%+2,763+860.7%AddedHistory
GLDSPDR Gold TrustETF28,406$4.70M0.4%−76,025−72.8%ReducedHistory
SBUXStarbucks CorpStock41,717$4.66M0.4%+17,022+68.9%AddedHistory
CLXClorox CoStock24,773$4.46M0.4%+24,773NewHistory
CTASCintas CorpStock11,287$4.31M0.4%+11,287NewHistory
NOCNorthrop Grumman CorpStock11,780$4.28M0.4%−738−5.9%ReducedHistory
AEPAmerican Electric Power Co IncStock48,639$4.11M0.4%−3,748−7.2%ReducedHistory
MDLZMondelez International, Inc.Stock65,684$4.10M0.4%−60,187−47.8%ReducedHistory
ILMNIllumina, Inc.COM8,418$3.98M0.4%−274−3.2%ReducedHistory
ALNYAlnylam Pharmaceuticals, Inc.COM23,325$3.95M0.4%+7,474+47.2%AddedHistory
LULUlululemon athletica inc.Stock10,134$3.70M0.3%+10,134NewHistory
JOYYJOYY Inc.ADS REPSTG COM A53,743$3.54M0.3%+10,096+23.1%AddedHistory
Vanguard Ftse All-World Ex-US Index Fund922042775ETF55,542$3.52M0.3%+20,328+57.7%Added–
ALGNAlign Technology IncCOM5,744$3.51M0.3%+5,353+1,369.1%AddedHistory
GWWW.W. Grainger, Inc.Stock7,908$3.46M0.3%+7,908NewHistory
ITWIllinois Tool Works IncStock15,439$3.45M0.3%−4,062−20.8%ReducedHistory
ITUBItau Unibanco Holding S.A.SPON ADR REP PFD557,223$3.35M0.3%+409,674+277.7%AddedHistory
Barrick Gold Corp067901108COM161,210$3.33M0.3%+161,210New–
GNRCGenerac Holdings Inc.Stock7,982$3.31M0.3%+7,982NewHistory
AONAon plcCL A13,515$3.23M0.3%+100+0.7%AddedHistory
MRVLMarvell Technology, Inc.COM53,706$3.13M0.3%+30,918+135.7%AddedHistory
ORLYO Reilly Automotive IncStock5,490$3.11M0.3%+1,805+49.0%AddedHistory
MSCIMSCI Inc.Stock5,771$3.08M0.3%+4,024+230.3%AddedHistory
BBDBank BradescoSP ADR PFD NEW593,544$3.04M0.3%+315,524+113.5%AddedHistory
TALTAL Education GroupSPONSORED ADS119,841$3.02M0.3%+93,940+362.7%AddedHistory
UNPUnion Pacific CorpStock13,634$3.00M0.3%+144+1.1%AddedHistory
HSYHershey CoCOM17,075$2.97M0.3%−2,783−14.0%ReducedHistory
VMWVmware LLCCL A COM18,595$2.97M0.3%−9,082−32.8%ReducedHistory
ULTAUlta Beauty, Inc.Stock8,510$2.94M0.3%+213+2.6%AddedHistory
WMBWilliams Companies, Inc.COM110,502$2.93M0.3%+1,505+1.4%AddedHistory
FASTFastenal CoStock55,580$2.89M0.3%−12,654−18.5%ReducedHistory
XELXcel Energy IncStock43,395$2.86M0.3%+43,395NewHistory
VIPSVipshop Holdings LtdSPONSORED ADS A141,256$2.84M0.3%+141,256NewHistory
AMGNAmgen IncStock11,554$2.82M0.3%−5,437−32.0%ReducedHistory
NXHNeighborhood Intelligence, Inc.COM30,024$2.77M0.2%+23,950+394.3%AddedHistory
APTVAptiv PLCSHS16,981$2.67M0.2%+16,981NewHistory
NVSNovartis AGADR28,768$2.62M0.2%+28,768NewHistory
EDUNew Oriental Education & Technology Group Inc.SPON ADR319,189$2.61M0.2%+279,080+695.8%AddedHistory
AREAlexandria Real Estate Equities, Inc.COM14,364$2.61M0.2%+9,850+218.2%AddedHistory

Sold out since Q1 2021 (271)

Positions held at the end of Q1 2021 that are gone from this filing.

The largest 100 of 271 by value last quarter.

Positions of Quantitative Investment Management, LLC sold out since Q1 2021
SecurityClassShares in Q1 2021Value in Q1 2021% of portfolio in Q1 2021History
State Street Utilities Select Sector SPDR ETF81369Y886ETF419,211$26.8M2.3%–
iShares Tr464287739U.S. REAL ES ETF248,314$22.8M1.9%–
State Street SPDR S&P Biotech ETF78464A870ETF162,385$22.0M1.9%–
State Street Health Care Select Sector SPDR ETF81369Y209ETF157,507$18.4M1.6%–
TWTRTwitter, Inc.COM247,340$15.7M1.3%History
Invesco Exch Traded FD Tr II46138E354S&P500 LOW VOL214,859$12.5M1.1%–
GOOGAlphabet Inc.Stock5,474$11.3M1.0%History
Vanguard Real Estate ETF922908553ETF122,657$11.3M1.0%–
GOOGLAlphabet Inc.Stock5,393$11.1M0.9%History
ORCLOracle CorpStock156,569$11.0M0.9%History
iShares Tr464287556ISHARES BIOTECH71,758$10.8M0.9%–
UALUnited Airlines Holdings, Inc.COM146,950$8.46M0.7%History
ATVIActivision Blizzard, Inc.COM87,143$8.10M0.7%History
iShares MSCI Eafe ETF464287465ETF96,318$7.31M0.6%–
CSCOCisco Systems, Inc.Stock120,297$6.22M0.5%History
CCICrown Castle Inc.REIT33,650$5.79M0.5%History
SLViShares Silver TrustETF227,924$5.17M0.4%History
SWKStanley Black & Decker, Inc.COM25,383$5.07M0.4%History
iShares Tr464287515EXPANDED TECH14,634$5.00M0.4%–
iShares Inc464286871MSCI HONG KG ETF185,939$4.94M0.4%–
MMM3M CoStock24,881$4.79M0.4%History
TSNTyson Foods, Inc.Stock64,414$4.79M0.4%History
SWKSSkyworks Solutions, Inc.Stock26,010$4.77M0.4%History
DALDelta Air Lines, Inc.COM NEW96,567$4.66M0.4%History
PPLPPL CorpCOM153,237$4.42M0.4%History
KSUKansas City SouthernCOM NEW16,505$4.36M0.4%History
TGTTarget CorpStock20,276$4.02M0.3%History
CMICummins IncStock14,856$3.85M0.3%History
CICigna GroupStock15,726$3.80M0.3%History
CMGChipotle Mexican Grill IncCOM2,657$3.77M0.3%History
LVSLas Vegas Sands CorpCOM62,109$3.77M0.3%History
BBYBest Buy Co IncStock32,733$3.76M0.3%History
WMWaste Management IncStock29,003$3.74M0.3%History
MAMastercard IncStock10,247$3.65M0.3%History
IBMInternational Business Machines CorpStock26,494$3.53M0.3%History
WYNNWynn Resorts LtdCOM27,880$3.50M0.3%History
TSMTaiwan Semiconductor Manufacturing Co LtdADR29,175$3.45M0.3%History
SRESempraStock25,495$3.38M0.3%History
PLDPrologis, Inc.REIT31,145$3.30M0.3%History
SPDR Series Trust78468R556SP O&G EXPL PRO40,064$3.26M0.3%–
QCOMQualcomm IncStock24,130$3.20M0.3%History
CCLCarnival Corp Ltd.UNIT 99/99/9999120,281$3.19M0.3%History
MARMarriott International IncStock21,320$3.16M0.3%History
PCGPG&E CorpStock269,016$3.15M0.3%History
DLTRDollar Tree, Inc.COM25,892$2.96M0.3%History
KDPKeurig Dr Pepper Inc.COM85,610$2.94M0.2%History
CAGConagra Brands Inc.Stock77,567$2.92M0.2%History
MLCOMelco Resorts & Entertainment LTDADR142,746$2.84M0.2%History
iShares Tr46435G334MSCI UK ETF NEW90,538$2.83M0.2%–
GISGeneral Mills IncStock45,908$2.81M0.2%History
ABMDAbiomed IncCOM8,388$2.67M0.2%History
TCOMTrip.com Group LtdADS65,717$2.60M0.2%History
TJXTJX Companies IncStock39,116$2.59M0.2%History
BDXBecton Dickinson & CoStock10,373$2.52M0.2%History
WHRWhirlpool CorpStock11,330$2.50M0.2%History
KMXCarMax IncCOM18,349$2.43M0.2%History
EXPDExpeditors International of Washington IncCOM22,540$2.43M0.2%History
VALEVale S.A.SPONSORED ADS137,807$2.40M0.2%History
PEGPublic Service Enterprise Group IncCOM39,416$2.37M0.2%History
SPGIS&P Global Inc.Stock6,665$2.35M0.2%History
AMTAmerican Tower CorpREIT9,772$2.34M0.2%History
MRSHMarsh & McLennan Companies, Inc.Stock19,108$2.33M0.2%History
EXCExelon CorpStock51,860$2.27M0.2%History
ZNGAZynga IncCL A218,545$2.23M0.2%History
AGFirst Majestic Silver CorpCOM142,286$2.22M0.2%History
iShares Core MSCI Eafe ETF46432F842ETF30,169$2.17M0.2%–
ABTAbbott LaboratoriesStock18,024$2.16M0.2%History
AZOAutoZone IncCOM1,538$2.16M0.2%History
CTXSCitrix Systems IncCOM14,833$2.08M0.2%History
GTGoodyear Tire & Rubber CoCOM116,008$2.04M0.2%History
NTAPNetApp, Inc.Stock27,328$1.99M0.2%History
CNPCenterpoint Energy IncCOM86,425$1.96M0.2%History
BALLBALL CorpCOM21,039$1.78M0.2%History
BHPBHP Group LtdADR25,179$1.75M0.1%History
WELLWelltower Inc.REIT24,160$1.73M0.1%History
SRPTSarepta Therapeutics, Inc.COM23,171$1.73M0.1%History
NVRNVR IncCOM366$1.72M0.1%History
iShares Tr46429B309MSCI INDONIA ETF78,648$1.72M0.1%–
CORCencora, Inc.Stock14,144$1.67M0.1%History
Vanguard Intl Equity Index F922042874FTSE EUROPE ETF26,417$1.66M0.1%–
BUDAnheuser-Busch InBev SA/NVADR25,464$1.60M0.1%History
iShares Inc464286665MSCI PAC JP ETF31,203$1.57M0.1%–
NDAQNasdaq, Inc.COM10,582$1.56M0.1%History
VLOValero Energy CorpStock19,587$1.40M0.1%History
WDAYWorkday, Inc.CL A5,541$1.38M0.1%History
AEEAmeren CorpCOM16,918$1.38M0.1%History
DHIHorton D R IncCOM15,103$1.34M0.1%History
NLYAnnaly Capital Management IncCOM155,309$1.33M0.1%History
COHRCoherent Corp.COM19,183$1.31M0.1%History
WATWaters CorpCOM4,588$1.30M0.1%History
KMBKimberly Clark CorpStock9,255$1.29M0.1%History
DOCHealthpeak Properties, Inc.COM40,286$1.28M0.1%History
ELSEquity Lifestyle Properties IncCOM19,596$1.25M0.1%History
AMRNAmarin Corp PLCSPONS ADR NEW198,867$1.23M0.1%History
RHIRobert Half Inc.COM15,590$1.22M0.1%History
ADSKAutodesk, Inc.COM4,353$1.21M0.1%History
SONYSony Group CorpSPONSORED ADR11,012$1.17M0.1%History
CTSHCognizant Technology Solutions CorpCL A14,091$1.10M0.1%History
CRUSCirrus Logic, Inc.Stock12,636$1.07M0.1%History
NCLHNorwegian Cruise Line Holdings Ltd.SHS38,603$1.06M0.1%History