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Livermore
Livermore
ZHEN

Quantitative Investment Management, LLC

SEC CIK
0001445911
Latest filing
Aug 14, 2026

Holdings in Q4 2021

Holdings as of Dec 31, 2021, filed Feb 14, 2022. Long positions only; changes compare share counts with Q3 2021.

Institution overview
Positions
231
−138 vs. Q3 2021
Portfolio value
$712.4M
−$392.1M (−35.5%) vs. Q3 2021
Filed
Feb 14, 2022
SEC
Holdings of Quantitative Investment Management, LLC in Q4 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
State Street Industrial Select Sector SPDR ETF81369Y704ETF386,068$40.8M5.7%+386,068New–
State Street Health Care Select Sector SPDR ETF81369Y209ETF250,888$35.3M5.0%−33,645−11.8%Reduced–
TSLATesla, Inc.Stock28,369$30.0M4.2%−8,695−23.5%ReducedHistory
State Street Materials Select Sector SPDR ETF81369Y100ETF290,019$26.3M3.7%+290,019New–
BABAAlibaba Group Holding LtdADR190,579$22.6M3.2%+75,640+65.8%AddedHistory
AAPLApple Inc.Stock118,386$21.0M3.0%+38,469+48.1%AddedHistory
NVDANVIDIA CorpStock63,257$18.6M2.6%+7,157+12.8%AddedHistory
GLDSPDR Gold TrustETF104,786$17.9M2.5%+104,786NewHistory
State Street Financial Select Sector SPDR ETF81369Y605ETF395,109$15.4M2.2%−265,084−40.2%Reduced–
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF193,322$14.9M2.1%+193,322New–
BRK.BBerkshire Hathaway IncStock46,591$13.9M2.0%+46,591NewHistory
State Street Energy Select Sector SPDR ETF81369Y506ETF240,084$13.3M1.9%−91,302−27.6%Reduced–
KOCoca Cola CoStock205,155$12.1M1.7%+205,155NewHistory
AMDAdvanced Micro Devices IncStock83,523$12.0M1.7%−212,159−71.8%ReducedHistory
Kraneshares Trust500767306CSI CHI INTERNET318,766$11.6M1.6%−2,303−0.7%Reduced–
iShares Inc46434G772MSCI TAIWAN ETF163,629$10.9M1.5%+163,629New–
iShares Tr464287184CHINA LG-CAP ETF275,933$10.1M1.4%+79,790+40.7%Added–
ABBVAbbVie Inc.Stock66,744$9.04M1.3%+66,744NewHistory
AMATApplied Materials IncStock55,882$8.79M1.2%+55,882NewHistory
State Street Consumer Discretionary Select Sector SPDR ETF81369Y407ETF41,933$8.57M1.2%+22,229+112.8%Added–
State Street SPDR S&P Homebuilders ETF78464A888ETF99,227$8.51M1.2%+99,227New–
iShares MSCI India ETF46429B598ETF183,467$8.41M1.2%−3,503−1.9%Reduced–
HCAHCA Healthcare, Inc.COM31,707$8.15M1.1%+31,707NewHistory
MUMicron Technology IncStock86,396$8.05M1.1%+86,396NewHistory
iShares Tr46429B671MSCI CHINA ETF121,787$7.64M1.1%+30,208+33.0%Added–
CSCOCisco Systems, Inc.Stock118,362$7.50M1.1%+118,362NewHistory
GOOGLAlphabet Inc.Stock2,370$6.87M1.0%+2,370NewHistory
State Street SPDR S&P Regional Banking ETF78464A698ETF96,698$6.85M1.0%−346,331−78.2%Reduced–
iShares Tr46435G334MSCI UK ETF NEW202,883$6.72M0.9%+202,883New–
ELVElevance Health, Inc.Stock14,012$6.50M0.9%+4,536+47.9%AddedHistory
iShares Inc464286822MSCI MEXICO ETF125,078$6.33M0.9%+125,078New–
NKENIKE, Inc.Stock36,718$6.12M0.9%−68,699−65.2%ReducedHistory
JNJJohnson & JohnsonStock34,621$5.92M0.8%+34,621NewHistory
MDLZMondelez International, Inc.Stock87,349$5.79M0.8%+87,349NewHistory
PGRProgressive CorpStock54,404$5.58M0.8%+54,404NewHistory
CLColgate Palmolive CoStock63,993$5.46M0.8%+43,587+213.6%AddedHistory
LRCXLam Research CorpCOM7,468$5.37M0.8%+7,468NewHistory
CARAvis Budget Group, Inc.COM24,922$5.17M0.7%+24,922NewHistory
PBRPetrobras - Petroleo Brasileiro SASPONSORED ADR438,809$4.82M0.7%+423,929+2,849.0%AddedHistory
VRTXVertex Pharmaceuticals IncStock21,622$4.75M0.7%+21,622NewHistory
Vanguard Ftse Developed Markets ETF921943858ETF90,918$4.64M0.7%+90,918New–
REGNRegeneron Pharmaceuticals, Inc.COM7,207$4.55M0.6%−7,980−52.5%ReducedHistory
Vanguard Intl Equity Index F922042874FTSE EUROPE ETF65,235$4.45M0.6%+65,235New–
FCXFreeport-McMoran IncStock103,126$4.30M0.6%+31,370+43.7%AddedHistory
DGDollar General CorpCOM17,464$4.12M0.6%+3,256+22.9%AddedHistory
HDHome Depot, Inc.Stock9,660$4.01M0.6%+9,660NewHistory
HUMHumana IncStock8,288$3.84M0.5%+8,288NewHistory
SBUXStarbucks CorpStock32,807$3.84M0.5%+32,807NewHistory
INFYInfosys LtdSPONSORED ADR141,389$3.58M0.5%−63,030−30.8%ReducedHistory
DHIHorton D R IncCOM32,506$3.52M0.5%+32,506NewHistory
LENLennar CorpCL A30,076$3.49M0.5%+30,076NewHistory
ENPHEnphase Energy, Inc.Stock18,095$3.31M0.5%+18,095NewHistory
DUKDuke Energy CORPStock28,830$3.02M0.4%+21,836+312.2%AddedHistory
WFCWells Fargo & CompanyStock61,511$2.95M0.4%+61,511NewHistory
CICigna GroupStock12,432$2.85M0.4%+12,432NewHistory
TSCOTractor Supply CoCOM11,908$2.84M0.4%−8,953−42.9%ReducedHistory
NOKNokia CorpSPONSORED ADR454,310$2.83M0.4%+454,310NewHistory
LLYEli Lilly & CoStock9,866$2.73M0.4%+3,442+53.6%AddedHistory
SPDR Series Trust78464A755ST STR SP METAL59,579$2.67M0.4%+59,579New–
XOMExxonMobil Holdings CorpCOM41,055$2.51M0.4%−54,903−57.2%ReducedHistory
TSMTaiwan Semiconductor Manufacturing Co LtdADR20,072$2.41M0.3%+10,406+107.7%AddedHistory
SCHWSchwab Charles CorpStock27,352$2.30M0.3%+23,862+683.7%AddedHistory
CBChubb LtdStock11,755$2.27M0.3%−33,915−74.3%ReducedHistory
GDGeneral Dynamics CorpStock10,797$2.25M0.3%+10,797NewHistory
AAAlcoa CorpStock37,710$2.25M0.3%+37,710NewHistory
OXYOccidental Petroleum CorpStock76,645$2.22M0.3%+5,955+8.4%AddedHistory
iShares Tr464288752US HOME CONS ETF26,747$2.22M0.3%+26,747New–
iShares U.S. Medical Devices ETF464288810ETF33,323$2.19M0.3%+2,860+9.4%Added–
State Street Utilities Select Sector SPDR ETF81369Y886ETF29,116$2.08M0.3%+29,116New–
TSNTyson Foods, Inc.Stock23,584$2.06M0.3%+17,412+282.1%AddedHistory
MDTMedtronic plcStock19,352$2.00M0.3%−38,452−66.5%ReducedHistory
BAXBaxter International IncStock23,051$1.98M0.3%+23,051NewHistory
ELEstee Lauder Companies IncCL A5,328$1.97M0.3%+5,328NewHistory
NEMNEWMONT CorpStock30,827$1.91M0.3%+30,827NewHistory
KLACKLA CorpCOM NEW4,381$1.88M0.3%+1,325+43.4%AddedHistory
PXDPioneer Natural Resources CoCOM10,137$1.84M0.3%−408−3.9%ReducedHistory
BALLBALL CorpCOM19,111$1.84M0.3%−55,448−74.4%ReducedHistory
AMPAmeriprise Financial IncCOM6,068$1.83M0.3%−1,987−24.7%ReducedHistory
JCIJohnson Controls International plcStock22,004$1.79M0.3%+22,004NewHistory
STZConstellation Brands, Inc.Stock7,052$1.77M0.2%+7,052NewHistory
MIDDMIDDLEBY CorpCOM8,868$1.74M0.2%+8,868NewHistory
SOSouthern CoStock25,137$1.72M0.2%+25,137NewHistory
NTAPNetApp, Inc.Stock18,515$1.70M0.2%−24,385−56.8%ReducedHistory
YUMYum Brands IncStock12,152$1.69M0.2%−62,189−83.7%ReducedHistory
ADMArcher-Daniels-Midland CoStock24,743$1.67M0.2%+24,743NewHistory
KMBKimberly Clark CorpStock11,634$1.66M0.2%−30,897−72.6%ReducedHistory
MOAltria Group, Inc.Stock35,059$1.66M0.2%−58,858−62.7%ReducedHistory
ETNEaton Corp plcStock9,365$1.62M0.2%+2,859+43.9%AddedHistory
PLUGPlug Power IncStock57,208$1.61M0.2%−3,213−5.3%ReducedHistory
NVRNVR IncCOM273$1.61M0.2%+203+290.0%AddedHistory
IDXXIDEXX Laboratories IncCOM2,429$1.60M0.2%+2,429NewHistory
ODFLOld Dominion Freight Line, Inc.COM4,298$1.54M0.2%+2,248+109.7%AddedHistory
BBBY20230930-DK-Butterfly-1, Inc.COM105,366$1.54M0.2%+105,366NewHistory
EXCExelon CorpStock26,328$1.52M0.2%+26,328NewHistory
Schwab International Equity ETF808524805ETF37,713$1.47M0.2%+37,713New–
CBRECbre Group, Inc.CL A13,281$1.44M0.2%+8,174+160.1%AddedHistory
AAgilent Technologies, Inc.COM9,013$1.44M0.2%−14,909−62.3%ReducedHistory
TNDMTandem Diabetes Care IncCOM NEW9,548$1.44M0.2%−10,057−51.3%ReducedHistory
KDPKeurig Dr Pepper Inc.COM38,899$1.43M0.2%+38,899NewHistory
State Street SPDR S&P Bank ETF78464A797ETF26,080$1.42M0.2%−151,277−85.3%Reduced–

Sold out since Q3 2021 (270)

Positions held at the end of Q3 2021 that are gone from this filing.

The largest 100 of 270 by value last quarter.

Positions of Quantitative Investment Management, LLC sold out since Q3 2021
SecurityClassShares in Q3 2021Value in Q3 2021% of portfolio in Q3 2021History
iShares Inc46434G822MSCI JAPAN ETF680,211$47.8M4.3%–
NFLXNetflix IncStock71,552$43.7M4.0%History
PFEPfizer IncStock857,241$36.9M3.3%History
WMTWalmart Inc.Stock200,939$28.0M2.5%History
AMZNAmazon Com IncStock7,325$24.1M2.2%History
VanEck ETF Trust92189F106GOLD MINERS ETF506,491$14.9M1.4%–
CRMSalesforce, Inc.Stock50,147$13.6M1.2%History
PANWPalo Alto Networks IncStock26,972$12.9M1.2%History
AVGOBroadcom Inc.Stock23,322$11.3M1.0%History
VanEck ETF Trust92189F791JUNIOR GOLD MINE275,453$10.6M1.0%–
TXNTexas Instruments IncStock50,922$9.79M0.9%History
NBISNebius Group N.V.Stock110,696$8.82M0.8%History
WBDWarner Bros. Discovery, Inc.COM SER A342,787$8.70M0.8%History
BKNGBooking Holdings Inc.Stock3,182$7.55M0.7%History
JPMJPMorgan Chase & CoStock44,643$7.31M0.7%History
CVXChevron CorpStock71,995$7.30M0.7%History
BIIBBiogen Inc.COM23,817$6.74M0.6%History
GILDGilead Sciences, Inc.Stock94,543$6.60M0.6%History
TAT&T Inc.Stock241,111$6.51M0.6%History
PGProcter & Gamble CoStock42,782$5.98M0.5%History
NEENextera Energy IncStock74,376$5.84M0.5%History
NOWServiceNow, Inc.Stock9,125$5.68M0.5%History
SAMBoston Beer Co IncCL A9,805$5.00M0.5%History
SYKStryker CorpStock18,220$4.80M0.4%History
LULUlululemon athletica inc.Stock11,397$4.61M0.4%History
MELIMercadolibre IncCOM2,700$4.53M0.4%History
BIDUBaidu, Inc.ADR28,519$4.38M0.4%History
COOCooper Companies, Inc.COM NEW10,194$4.21M0.4%History
ALGNAlign Technology IncCOM5,811$3.87M0.4%History
LOWLowes Companies IncStock18,910$3.84M0.3%History
BSXBoston Scientific CorpStock86,513$3.75M0.3%History
ORLYO Reilly Automotive IncStock5,994$3.66M0.3%History
DGXQuest Diagnostics IncCOM23,458$3.41M0.3%History
JDJD.com, Inc.SPON ADS CL A44,744$3.23M0.3%History
ADIAnalog Devices IncStock19,084$3.20M0.3%History
UPSUnited Parcel Service IncStock17,326$3.15M0.3%History
CZRCaesars Entertainment, Inc.COM28,073$3.15M0.3%History
COPConocoPhillipsStock46,246$3.13M0.3%History
CNICanadian National Railway CoStock27,058$3.13M0.3%History
ICEIntercontinental Exchange, Inc.Stock26,829$3.08M0.3%History
ABMDAbiomed IncCOM9,052$2.95M0.3%History
MCKMcKesson CorpStock14,214$2.83M0.3%History
DPZDominos Pizza IncCOM5,907$2.82M0.3%History
Invesco Exch Traded FD Tr II46138E628KBW BK ETF41,830$2.81M0.3%–
CDNSCadence Design Systems IncStock18,240$2.76M0.3%History
ALNYAlnylam Pharmaceuticals, Inc.COM14,293$2.70M0.2%History
LHLabcorp Holdings Inc.COM NEW9,589$2.70M0.2%History
AMBAAmbarella IncSHS16,823$2.62M0.2%History
AZOAutoZone IncCOM1,514$2.57M0.2%History
ROPRoper Technologies IncStock5,734$2.56M0.2%History
SHWSherwin Williams CoCOM9,053$2.53M0.2%History
CSGPCostar Group, Inc.COM29,210$2.51M0.2%History
KMIKinder Morgan, Inc.Stock149,036$2.49M0.2%History
Invesco Exch Traded FD Tr II46138E354S&P500 LOW VOL40,905$2.49M0.2%–
iShares S&P Small-Cap 600 Value ETF464287879ETF24,620$2.48M0.2%–
SPDR Series Trust78464A714ST STR SP RETAIL26,834$2.42M0.2%–
SONYSony Group CorpSPONSORED ADR21,881$2.42M0.2%History
SMGScotts Miracle-Gro CoStock16,211$2.37M0.2%History
SCIService Corp InternationalCOM37,850$2.28M0.2%History
IBMInternational Business Machines CorpStock16,211$2.25M0.2%History
AEEAmeren CorpCOM27,552$2.23M0.2%History
FFord Motor CoStock155,871$2.21M0.2%History
Paramount Global92556H206CL B55,382$2.19M0.2%–
VanEck Vectors ETF Tr92189F403RUSSIA ETF68,589$2.08M0.2%–
URIUnited Rentals, Inc.COM5,861$2.06M0.2%History
NLSNNielsen Holdings plcSHS EUR101,773$1.95M0.2%History
WIXWix.com Ltd.SHS9,897$1.94M0.2%History
ENBEnbridge IncStock47,237$1.88M0.2%History
Barrick Gold Corp067901108COM99,189$1.79M0.2%–
BLDRBuilders FirstSource, Inc.Stock33,443$1.73M0.2%History
CRUSCirrus Logic, Inc.Stock20,996$1.73M0.2%History
SLBSLB LimitedStock57,785$1.71M0.2%History
QLYSQualys, Inc.COM15,254$1.70M0.2%History
VVisa Inc.Stock7,602$1.69M0.2%History
ILMNIllumina, Inc.COM4,131$1.68M0.2%History
Royal Dutch Shell PLC780259206SPONS ADR A36,826$1.64M0.1%–
TAPMolson Coors Beverage CoCL B33,852$1.57M0.1%History
KMXCarMax IncCOM12,201$1.56M0.1%History
BUDAnheuser-Busch InBev SA/NVADR27,306$1.54M0.1%History
iShares Tr464287788U.S. FINLS ETF18,647$1.54M0.1%–
PSXPhillips 66Stock21,663$1.52M0.1%History
RTXRTX CorpStock17,600$1.51M0.1%History
FDSFactset Research Systems IncStock3,719$1.47M0.1%History
GRMNGarmin LtdSHS9,423$1.46M0.1%History
PNWPinnacle West Capital CorpCOM20,084$1.45M0.1%History
GPCGenuine Parts CoStock11,695$1.42M0.1%History
EIXEdison InternationalStock25,494$1.41M0.1%History
JKSJinkoSolar Holding Co., Ltd.SPONSORED ADR30,483$1.40M0.1%History
ATHMAutohome Inc.SP ADS RP CL A29,692$1.39M0.1%History
MRTXMirati Therapeutics, Inc.COM7,861$1.39M0.1%History
RNGRingCentral, Inc.CL A6,384$1.39M0.1%History
AREAlexandria Real Estate Equities, Inc.COM7,158$1.37M0.1%History
MCDMcDonalds CorpStock5,574$1.34M0.1%History
SWBISmith & Wesson Brands, Inc.COM64,144$1.33M0.1%History
AZTAAzenta, Inc.COM12,917$1.32M0.1%History
ABEVAmbev S.A.SPONSORED ADR472,972$1.30M0.1%History
HOLXHologic IncCOM17,594$1.30M0.1%History
EGEverest Group, Ltd.COM5,147$1.29M0.1%History
NBIXNeurocrine Biosciences IncStock13,377$1.28M0.1%History
PPGPPG Industries IncStock8,896$1.27M0.1%History