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Livermore
Livermore
ZHEN

Quantitative Investment Management, LLC

SEC CIK
0001445911
Latest filing
Aug 14, 2026

Holdings in Q3 2021

Holdings as of Sep 30, 2021, filed Nov 15, 2021. Long positions only; changes compare share counts with Q2 2021.

Institution overview
Positions
369
−7 vs. Q2 2021
Portfolio value
$1.10B
−$2.78M (−0.3%) vs. Q2 2021
Filed
Nov 15, 2021
SEC
Holdings of Quantitative Investment Management, LLC in Q3 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
iShares Inc46434G822MSCI JAPAN ETF680,211$47.8M4.3%+585,009+614.5%Added–
NFLXNetflix IncStock71,552$43.7M4.0%+71,552NewHistory
PFEPfizer IncStock857,241$36.9M3.3%+597,297+229.8%AddedHistory
State Street Health Care Select Sector SPDR ETF81369Y209ETF284,533$36.2M3.3%+284,533New–
AMDAdvanced Micro Devices IncStock295,682$30.4M2.8%+295,682NewHistory
State Street SPDR S&P Regional Banking ETF78464A698ETF443,029$30.0M2.7%+443,029New–
TSLATesla, Inc.Stock37,064$28.7M2.6%+13,705+58.7%AddedHistory
WMTWalmart Inc.Stock200,939$28.0M2.5%+200,939NewHistory
State Street Financial Select Sector SPDR ETF81369Y605ETF660,193$24.8M2.2%+660,193New–
AMZNAmazon Com IncStock7,325$24.1M2.2%−4,487−38.0%ReducedHistory
State Street Energy Select Sector SPDR ETF81369Y506ETF331,386$17.3M1.6%+331,386New–
BABAAlibaba Group Holding LtdADR114,939$17.0M1.5%+114,939NewHistory
NKENIKE, Inc.Stock105,417$15.3M1.4%+61,276+138.8%AddedHistory
Kraneshares Trust500767306CSI CHI INTERNET321,069$15.2M1.4%+321,069New–
VanEck ETF Trust92189F106GOLD MINERS ETF506,491$14.9M1.4%+506,491New–
CRMSalesforce, Inc.Stock50,147$13.6M1.2%−15,661−23.8%ReducedHistory
PANWPalo Alto Networks IncStock26,972$12.9M1.2%+25,915+2,451.8%AddedHistory
BDXBecton Dickinson & CoStock49,472$12.2M1.1%+49,472NewHistory
NVDANVIDIA CorpStock56,100$11.6M1.1%−28,776−33.9%ReducedConverted for a 4-for-1 splitHistory
AVGOBroadcom Inc.Stock23,322$11.3M1.0%+12,244+110.5%AddedHistory
AAPLApple Inc.Stock79,917$11.3M1.0%−173,599−68.5%ReducedHistory
WDAYWorkday, Inc.CL A44,989$11.2M1.0%+44,989NewHistory
CHTRCharter Communications, Inc.CL A15,053$11.0M1.0%−8,734−36.7%ReducedHistory
VanEck ETF Trust92189F791JUNIOR GOLD MINE275,453$10.6M1.0%+275,453New–
TXNTexas Instruments IncStock50,922$9.79M0.9%+37,780+287.5%AddedHistory
State Street SPDR S&P Bank ETF78464A797ETF177,357$9.38M0.8%+177,357New–
REGNRegeneron Pharmaceuticals, Inc.COM15,187$9.19M0.8%+11,175+278.5%AddedHistory
iShares MSCI India ETF46429B598ETF186,970$9.10M0.8%−13,877−6.9%Reduced–
YUMYum Brands IncStock74,341$9.09M0.8%+52,891+246.6%AddedHistory
NBISNebius Group N.V.Stock110,696$8.82M0.8%+82,595+293.9%AddedHistory
WBDWarner Bros. Discovery, Inc.COM SER A342,787$8.70M0.8%+31,419+10.1%AddedHistory
CBChubb LtdStock45,670$7.92M0.7%+45,670NewHistory
iShares Tr464287184CHINA LG-CAP ETF196,143$7.63M0.7%−28,438−12.7%Reduced–
BKNGBooking Holdings Inc.Stock3,182$7.55M0.7%+2,977+1,452.2%AddedHistory
JPMJPMorgan Chase & CoStock44,643$7.31M0.7%+44,643NewHistory
CVXChevron CorpStock71,995$7.30M0.7%+71,995NewHistory
MDTMedtronic plcStock57,804$7.25M0.7%+16,922+41.4%AddedHistory
BIIBBiogen Inc.COM23,817$6.74M0.6%−5,778−19.5%ReducedHistory
BALLBALL CorpCOM74,559$6.71M0.6%+74,559NewHistory
GILDGilead Sciences, Inc.Stock94,543$6.60M0.6%−49,533−34.4%ReducedHistory
TAT&T Inc.Stock241,111$6.51M0.6%−130,362−35.1%ReducedHistory
iShares Tr46429B671MSCI CHINA ETF91,579$6.18M0.6%+20,397+28.7%Added–
PGProcter & Gamble CoStock42,782$5.98M0.5%−24,758−36.7%ReducedHistory
NEENextera Energy IncStock74,376$5.84M0.5%+74,376NewHistory
NOWServiceNow, Inc.Stock9,125$5.68M0.5%+7,573+488.0%AddedHistory
XOMExxonMobil Holdings CorpCOM95,958$5.64M0.5%+95,958NewHistory
KMBKimberly Clark CorpStock42,531$5.63M0.5%+42,531NewHistory
SAMBoston Beer Co IncCL A9,805$5.00M0.5%+8,807+882.5%AddedHistory
SYKStryker CorpStock18,220$4.80M0.4%+12,587+223.5%AddedHistory
CLXClorox CoStock27,881$4.62M0.4%+3,108+12.5%AddedHistory
LULUlululemon athletica inc.Stock11,397$4.61M0.4%+1,263+12.5%AddedHistory
INFYInfosys LtdSPONSORED ADR204,419$4.55M0.4%−74,663−26.8%ReducedHistory
MELIMercadolibre IncCOM2,700$4.53M0.4%−384−12.5%ReducedHistory
BIDUBaidu, Inc.ADR28,519$4.38M0.4%−62,100−68.5%ReducedHistory
MOAltria Group, Inc.Stock93,917$4.28M0.4%−13,852−12.9%ReducedHistory
TSCOTractor Supply CoCOM20,861$4.23M0.4%+10,314+97.8%AddedHistory
COOCooper Companies, Inc.COM NEW10,194$4.21M0.4%+7,900+344.4%AddedHistory
ALGNAlign Technology IncCOM5,811$3.87M0.4%+67+1.2%AddedHistory
NTAPNetApp, Inc.Stock42,900$3.85M0.3%+42,900NewHistory
LOWLowes Companies IncStock18,910$3.84M0.3%−21,652−53.4%ReducedHistory
AAgilent Technologies, Inc.COM23,922$3.77M0.3%+14,823+162.9%AddedHistory
SIVBSVB Financial GroupCOM5,825$3.77M0.3%+5,825NewHistory
BSXBoston Scientific CorpStock86,513$3.75M0.3%−54,239−38.5%ReducedHistory
ORLYO Reilly Automotive IncStock5,994$3.66M0.3%+504+9.2%AddedHistory
TRVTravelers Companies, Inc.Stock23,429$3.56M0.3%+23,429NewHistory
State Street Consumer Discretionary Select Sector SPDR ETF81369Y407ETF19,704$3.54M0.3%−42,055−68.1%Reduced–
ELVElevance Health, Inc.Stock9,476$3.53M0.3%−4,366−31.5%ReducedHistory
ROKRockwell Automation, IncStock11,863$3.49M0.3%−11,477−49.2%ReducedHistory
DGXQuest Diagnostics IncCOM23,458$3.41M0.3%+23,458NewHistory
CTRACoterra Energy Inc.Stock152,425$3.32M0.3%+152,425NewHistory
JDJD.com, Inc.SPON ADS CL A44,744$3.23M0.3%+44,744NewHistory
ADIAnalog Devices IncStock19,084$3.20M0.3%−10,616−35.7%ReducedHistory
AAPAdvance Auto Parts IncCOM15,255$3.19M0.3%+13,401+722.8%AddedHistory
UPSUnited Parcel Service IncStock17,326$3.15M0.3%−23,547−57.6%ReducedHistory
CZRCaesars Entertainment, Inc.COM28,073$3.15M0.3%+28,073NewHistory
COPConocoPhillipsStock46,246$3.13M0.3%+46,246NewHistory
CNICanadian National Railway CoStock27,058$3.13M0.3%+27,058NewHistory
ICEIntercontinental Exchange, Inc.Stock26,829$3.08M0.3%+26,829NewHistory
DGDollar General CorpCOM14,208$3.01M0.3%+14,208NewHistory
ABMDAbiomed IncCOM9,052$2.95M0.3%+9,052NewHistory
MCKMcKesson CorpStock14,214$2.83M0.3%+10,394+272.1%AddedHistory
DPZDominos Pizza IncCOM5,907$2.82M0.3%+5,907NewHistory
Invesco Exch Traded FD Tr II46138E628KBW BK ETF41,830$2.81M0.3%+41,830New–
TFCTruist Financial CorpCOM47,158$2.77M0.3%+47,158NewHistory
CDNSCadence Design Systems IncStock18,240$2.76M0.3%+18,240NewHistory
KNXKnight-Swift Transportation Holdings Inc.CL A53,944$2.76M0.2%+31,988+145.7%AddedHistory
ALNYAlnylam Pharmaceuticals, Inc.COM14,293$2.70M0.2%−9,032−38.7%ReducedHistory
LHLabcorp Holdings Inc.COM NEW9,589$2.70M0.2%+9,589NewHistory
MOHMolina Healthcare, Inc.COM9,738$2.64M0.2%+7,064+264.2%AddedHistory
AMBAAmbarella IncSHS16,823$2.62M0.2%+16,823NewHistory
AZOAutoZone IncCOM1,514$2.57M0.2%+1,514NewHistory
TECKTeck Resources LtdCL B103,129$2.57M0.2%+65,092+171.1%AddedHistory
ROPRoper Technologies IncStock5,734$2.56M0.2%+1,335+30.3%AddedHistory
SHWSherwin Williams CoCOM9,053$2.53M0.2%−17,331−65.7%ReducedHistory
LNGCheniere Energy, Inc.COM NEW25,894$2.53M0.2%+25,894NewHistory
CSGPCostar Group, Inc.COM29,210$2.51M0.2%+29,210NewHistory
PAYXPaychex IncStock22,258$2.50M0.2%+22,258NewHistory
KMIKinder Morgan, Inc.Stock149,036$2.49M0.2%+149,036NewHistory
Invesco Exch Traded FD Tr II46138E354S&P500 LOW VOL40,905$2.49M0.2%+40,905New–
iShares S&P Small-Cap 600 Value ETF464287879ETF24,620$2.48M0.2%+24,620New–

Sold out since Q2 2021 (245)

Positions held at the end of Q2 2021 that are gone from this filing.

The largest 100 of 245 by value last quarter.

Positions of Quantitative Investment Management, LLC sold out since Q2 2021
SecurityClassShares in Q2 2021Value in Q2 2021% of portfolio in Q2 2021History
iShares Tr464287234MSCI EMG MKT ETF670,231$37.0M3.3%–
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF503,068$35.2M3.2%–
MSFTMicrosoft CorpStock123,635$33.5M3.0%History
iShares Core MSCI Emerging Markets ETF46434G103ETF335,090$22.4M2.0%–
HDHome Depot, Inc.Stock56,270$17.9M1.6%History
iShares Inc464286400MSCI BRAZIL ETF383,246$15.5M1.4%–
State Street Materials Select Sector SPDR ETF81369Y100ETF184,585$15.2M1.4%–
UNHUnitedHealth Group IncStock33,685$13.5M1.2%History
ABBVAbbVie Inc.Stock109,692$12.4M1.1%History
GENGen Digital Inc.Stock447,195$12.2M1.1%History
Vanguard Ftse Emerging Markets ETF922042858ETF223,750$12.2M1.1%–
DHRDanaher CorpStock43,409$11.6M1.1%History
CVSCVS Health CorpStock135,827$11.3M1.0%History
ADBEAdobe Inc.Stock18,538$10.9M1.0%History
MRKMerck & Co., Inc.Stock131,778$10.2M0.9%History
NEMNEWMONT CorpStock146,740$9.30M0.8%History
BMYBristol Myers Squibb CoStock137,230$9.17M0.8%History
TMOThermo Fisher Scientific Inc.Stock17,805$8.98M0.8%History
JNJJohnson & JohnsonStock54,208$8.93M0.8%History
ISRGIntuitive Surgical IncCOM NEW9,623$8.85M0.8%History
DISWalt Disney CoStock45,178$7.94M0.7%History
CNCCentene CorpStock108,135$7.89M0.7%History
TMUST-Mobile US, Inc.Stock46,566$6.74M0.6%History
State Street Industrial Select Sector SPDR ETF81369Y704ETF65,178$6.67M0.6%–
iShares Inc464286772MSCI STH KOR ETF66,394$6.19M0.6%–
Discovery Inc25470F302COM SER C188,197$5.45M0.5%–
State Street Technology Select Sector SPDR ETF81369Y803ETF36,750$5.43M0.5%–
ACNAccenture plcStock18,201$5.37M0.5%History
METAMeta Platforms, Inc.Stock15,406$5.36M0.5%History
TDGTransDigm Group INCCOM7,712$4.99M0.5%History
GLDSPDR Gold TrustETF28,406$4.70M0.4%History
SBUXStarbucks CorpStock41,717$4.66M0.4%History
CTASCintas CorpStock11,287$4.31M0.4%History
NOCNorthrop Grumman CorpStock11,780$4.28M0.4%History
AEPAmerican Electric Power Co IncStock48,639$4.11M0.4%History
MDLZMondelez International, Inc.Stock65,684$4.10M0.4%History
Vanguard Ftse All-World Ex-US Index Fund922042775ETF55,542$3.52M0.3%–
GWWW.W. Grainger, Inc.Stock7,908$3.46M0.3%History
ITWIllinois Tool Works IncStock15,439$3.45M0.3%History
GNRCGenerac Holdings Inc.Stock7,982$3.31M0.3%History
AONAon plcCL A13,515$3.23M0.3%History
MRVLMarvell Technology, Inc.COM53,706$3.13M0.3%History
MSCIMSCI Inc.Stock5,771$3.08M0.3%History
UNPUnion Pacific CorpStock13,634$3.00M0.3%History
HSYHershey CoCOM17,075$2.97M0.3%History
VMWVmware LLCCL A COM18,595$2.97M0.3%History
FASTFastenal CoStock55,580$2.89M0.3%History
XELXcel Energy IncStock43,395$2.86M0.3%History
AMGNAmgen IncStock11,554$2.82M0.3%History
NXHNeighborhood Intelligence, Inc.COM30,024$2.77M0.2%History
APTVAptiv PLCSHS16,981$2.67M0.2%History
NVSNovartis AGADR28,768$2.62M0.2%History
DTEDte Energy CoCOM20,137$2.61M0.2%History
ALLAllstate CorpStock19,900$2.60M0.2%History
CERNCERNER CorpCOM31,893$2.49M0.2%History
ORealty Income CorpREIT37,338$2.49M0.2%History
BLKBlackRock, Inc.COM2,846$2.49M0.2%History
WECWec Energy Group, Inc.Stock27,522$2.45M0.2%History
MTDMettler Toledo International IncCOM1,738$2.41M0.2%History
FBINFortune Brands Innovations, Inc.COM23,922$2.38M0.2%History
WCNWaste Connections, Inc.COM19,856$2.37M0.2%History
LMTLockheed Martin CorpStock5,990$2.27M0.2%History
AJGArthur J. Gallagher & Co.COM16,120$2.26M0.2%History
VMCVulcan Materials COCOM12,763$2.22M0.2%History
PHMPultegroup IncCOM39,985$2.18M0.2%History
MNSTMonster Beverage CorpCOM23,751$2.17M0.2%History
ARWRArrowhead Pharmaceuticals, Inc.COM25,250$2.09M0.2%History
GLWCorning IncCOM49,035$2.00M0.2%History
RMDResmed IncCOM8,028$1.98M0.2%History
BKRBaker Hughes CoCL A86,222$1.97M0.2%History
VRSNVerisign IncCOM8,189$1.86M0.2%History
BMRNBiomarin Pharmaceutical IncCOM22,070$1.84M0.2%History
ELEstee Lauder Companies IncCL A5,694$1.81M0.2%History
CHKPCheck Point Software Technologies LtdORD15,567$1.81M0.2%History
EBAYeBay IncCOM25,216$1.77M0.2%History
NRGNRG Energy, Inc.Stock43,740$1.76M0.2%History
DLRDigital Realty Trust, Inc.COM11,423$1.72M0.2%History
NTESNetEase, Inc.SPONSORED ADS14,765$1.70M0.2%History
iShares Tr464287192US TRSPRTION6,533$1.70M0.2%–
RVTYRevvity, Inc.COM10,927$1.69M0.2%History
SOSouthern CoStock26,267$1.59M0.1%History
JAZZJazz Pharmaceuticals plcSHS USD8,782$1.56M0.1%History
WPMWheaton Precious Metals Corp.COM35,316$1.56M0.1%History
DISHDISH Network CORPCL A37,024$1.55M0.1%History
PENNPENN Entertainment, Inc.COM19,989$1.53M0.1%History
Vanguard Information Technology ETF92204A702ETF3,788$1.51M0.1%–
BBBLACKBERRY LtdCOM122,001$1.49M0.1%History
First Trust Dow Jones Internet Index Fund33733E302ETF5,965$1.46M0.1%–
Kirkland Lake Gold Ltd49741E100COM37,901$1.46M0.1%–
HSICHenry Schein IncCOM18,815$1.40M0.1%History
ENPHEnphase Energy, Inc.Stock7,481$1.37M0.1%History
RCLRoyal Caribbean Cruises LtdCOM15,920$1.36M0.1%History
EAElectronic Arts Inc.COM9,232$1.33M0.1%History
ACHAccendra Health IncStock30,140$1.27M0.1%History
LIILennox International IncCOM3,635$1.27M0.1%History
STTState Street CorpCOM15,472$1.27M0.1%History
iShares Inc464286103MSCI AUST ETF47,483$1.23M0.1%–
LRCXLam Research CorpCOM1,864$1.21M0.1%History
IRBTiRobot CorpCOM12,956$1.21M0.1%History
PKGPackaging Corp of AmericaStock8,707$1.18M0.1%History