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Livermore
Livermore
ZHEN

Quantitative Investment Management, LLC

SEC CIK
0001445911
Latest filing
Aug 14, 2026

Holdings in Q1 2022

Holdings as of Mar 31, 2022, filed May 16, 2022. Long positions only; changes compare share counts with Q4 2021.

Institution overview
Positions
192
−39 vs. Q4 2021
Portfolio value
$925.5M
+$213.1M (+29.9%) vs. Q4 2021
Filed
May 16, 2022
SEC
Holdings of Quantitative Investment Management, LLC in Q1 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
SPYSPDR S&P 500 ETF TrustETF827,335$373.7M40.4%+827,335NewHistory
GLDSPDR Gold TrustETF598,292$108.1M11.7%+493,506+471.0%AddedHistory
AAPLApple Inc.Stock168,817$29.5M3.2%+50,431+42.6%AddedHistory
TSLATesla, Inc.Stock20,260$21.8M2.4%−8,109−28.6%ReducedHistory
VanEck ETF Trust92189F106GOLD MINERS ETF466,554$17.9M1.9%+466,554New–
VanEck ETF Trust92189F791JUNIOR GOLD MINE374,084$17.5M1.9%+374,084New–
REGNRegeneron Pharmaceuticals, Inc.COM23,747$16.6M1.8%+16,540+229.5%AddedHistory
BABAAlibaba Group Holding LtdADR130,229$14.2M1.5%−60,350−31.7%ReducedHistory
CHTRCharter Communications, Inc.CL A25,301$13.8M1.5%+23,298+1,163.2%AddedHistory
TAT&T Inc.Stock566,941$13.4M1.4%+566,941NewHistory
SLViShares Silver TrustETF541,549$12.4M1.3%+541,549NewHistory
HDHome Depot, Inc.Stock37,779$11.3M1.2%+28,119+291.1%AddedHistory
ADBEAdobe Inc.Stock18,121$8.26M0.9%+18,121NewHistory
iShares Inc464286400MSCI BRAZIL ETF215,716$8.16M0.9%+215,716New–
DUKDuke Energy CORPStock58,280$6.51M0.7%+29,450+102.2%AddedHistory
WWayfair Inc.CL A57,795$6.40M0.7%+57,795NewHistory
DISWalt Disney CoStock45,311$6.21M0.7%+45,311NewHistory
FCXFreeport-McMoran IncStock124,120$6.17M0.7%+20,994+20.4%AddedHistory
State Street SPDR S&P Homebuilders ETF78464A888ETF97,481$6.16M0.7%−1,746−1.8%Reduced–
NVDANVIDIA CorpStock17,586$4.80M0.5%−45,671−72.2%ReducedHistory
DEDeere & CoStock11,481$4.77M0.5%+11,481NewHistory
State Street SPDR S&P Regional Banking ETF78464A698ETF67,616$4.66M0.5%−29,082−30.1%Reduced–
PGProcter & Gamble CoStock30,112$4.60M0.5%+30,112NewHistory
BIIBBiogen Inc.COM20,910$4.40M0.5%+20,910NewHistory
CATCaterpillar IncStock19,463$4.34M0.5%+17,391+839.3%AddedHistory
iShares Tr464288752US HOME CONS ETF72,483$4.29M0.5%+45,736+171.0%Added–
BDXBecton Dickinson & CoStock15,865$4.22M0.5%+11,317+248.8%AddedHistory
JNJJohnson & JohnsonStock23,232$4.12M0.4%−11,389−32.9%ReducedHistory
CMCSAComcast CorpStock85,464$4.00M0.4%+85,464NewHistory
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF52,102$3.95M0.4%−141,220−73.0%Reduced–
SPLKSplunk IncCOM23,825$3.54M0.4%+23,825NewHistory
CLColgate Palmolive CoStock46,574$3.53M0.4%−17,419−27.2%ReducedHistory
CICigna GroupStock14,206$3.40M0.4%+1,774+14.3%AddedHistory
iShares Inc464286822MSCI MEXICO ETF60,529$3.33M0.4%−64,549−51.6%Reduced–
CARAvis Budget Group, Inc.COM12,500$3.29M0.4%−12,422−49.8%ReducedHistory
LHXL3HARRIS Technologies, Inc.Stock12,623$3.14M0.3%+12,623NewHistory
KMIKinder Morgan, Inc.Stock158,840$3.00M0.3%+158,840NewHistory
FANGDiamondback Energy, Inc.Stock21,591$2.96M0.3%+9,375+76.7%AddedHistory
BURLBurlington Stores, Inc.COM15,351$2.80M0.3%+15,351NewHistory
KMBKimberly Clark CorpStock22,647$2.79M0.3%+11,013+94.7%AddedHistory
Barrick Gold Corp067901108COM112,284$2.75M0.3%+112,284New–
SWKStanley Black & Decker, Inc.COM19,465$2.72M0.3%+19,465NewHistory
PBRPetrobras - Petroleo Brasileiro SASPONSORED ADR182,789$2.71M0.3%−256,020−58.3%ReducedHistory
CLXClorox CoStock19,068$2.65M0.3%+17,714+1,308.3%AddedHistory
FFord Motor CoStock150,812$2.55M0.3%+150,812NewHistory
PENNPENN Entertainment, Inc.COM59,470$2.52M0.3%+59,470NewHistory
MMacy's, Inc.COM101,616$2.48M0.3%+101,616NewHistory
TTWOTake Two Interactive Software IncCOM15,541$2.39M0.3%+15,541NewHistory
QCOMQualcomm IncStock15,622$2.39M0.3%+15,622NewHistory
NVAXNovavax IncCOM NEW32,146$2.37M0.3%+32,146NewHistory
ADSKAutodesk, Inc.COM10,850$2.33M0.3%+10,850NewHistory
KOCoca Cola CoStock36,853$2.28M0.2%−168,302−82.0%ReducedHistory
INTCIntel CorpStock44,954$2.23M0.2%+44,954NewHistory
GAPGap IncCOM156,832$2.21M0.2%+156,832NewHistory
GFIGold Fields LtdSPONSORED ADR141,381$2.19M0.2%+116,474+467.6%AddedHistory
RNGRingCentral, Inc.CL A18,077$2.12M0.2%+18,077NewHistory
iShares Inc464286509MSCI CDA ETF50,916$2.05M0.2%+41,333+431.3%Added–
KDPKeurig Dr Pepper Inc.COM53,156$2.01M0.2%+14,257+36.7%AddedHistory
SPGSimon Property Group Inc.REIT14,374$1.89M0.2%+14,374NewHistory
PSXPhillips 66Stock21,708$1.88M0.2%+21,708NewHistory
INTUIntuit Inc.Stock3,850$1.85M0.2%+3,850NewHistory
WMTWalmart Inc.Stock12,386$1.84M0.2%+12,386NewHistory
CFGCitizens Financial Group IncCOM39,993$1.81M0.2%+39,993NewHistory
HCAHCA Healthcare, Inc.COM7,013$1.76M0.2%−24,694−77.9%ReducedHistory
LLYEli Lilly & CoStock6,076$1.74M0.2%−3,790−38.4%ReducedHistory
RHRHCOM5,307$1.73M0.2%+5,307NewHistory
MDLZMondelez International, Inc.Stock26,515$1.66M0.2%−60,834−69.6%ReducedHistory
Kraneshares Trust500767306CSI CHI INTERNET56,989$1.62M0.2%−261,777−82.1%Reduced–
LACLithium Americas Corp.COM NEW39,536$1.52M0.2%+20,339+105.9%AddedHistory
ZTSZoetis Inc.Stock8,058$1.52M0.2%+8,058NewHistory
EAElectronic Arts Inc.COM11,984$1.52M0.2%+11,984NewHistory
ELEstee Lauder Companies IncCL A5,499$1.50M0.2%+171+3.2%AddedHistory
AEPAmerican Electric Power Co IncStock14,621$1.46M0.2%+7,231+97.8%AddedHistory
TDOCTeladoc Health, Inc.COM20,190$1.46M0.2%+20,190NewHistory
LYBLyondellBasell Industries N.V.SHS - A -14,155$1.46M0.2%+14,155NewHistory
ORLYO Reilly Automotive IncStock2,123$1.45M0.2%+2,123NewHistory
CNCCentene CorpStock17,197$1.45M0.2%+17,197NewHistory
XELXcel Energy IncStock19,838$1.43M0.2%+19,838NewHistory
FTNTFortinet, Inc.Stock4,082$1.39M0.2%+148+3.8%AddedHistory
BBDBank BradescoSP ADR PFD NEW293,268$1.36M0.1%+293,268NewHistory
CTXSCitrix Systems IncCOM13,195$1.33M0.1%+13,195NewHistory
INCYIncyte CorpCOM16,510$1.31M0.1%+16,510NewHistory
DPZDominos Pizza IncCOM3,201$1.30M0.1%+3,201NewHistory
SYFSynchrony FinancialCOM36,652$1.27M0.1%+36,652NewHistory
WPMWheaton Precious Metals Corp.COM26,547$1.26M0.1%+26,547NewHistory
TJXTJX Companies IncStock20,227$1.23M0.1%+20,227NewHistory
TSNTyson Foods, Inc.Stock13,384$1.20M0.1%−10,200−43.2%ReducedHistory
ETREntergy CorpCOM10,060$1.17M0.1%+10,060NewHistory
BBYBest Buy Co IncStock12,829$1.17M0.1%+12,829NewHistory
NOCNorthrop Grumman CorpStock2,598$1.16M0.1%+2,598NewHistory
AUAngloGold Ashanti PLCSPONSORED ADR49,008$1.16M0.1%+49,008NewHistory
GENGen Digital Inc.Stock43,009$1.14M0.1%−3,976−8.5%ReducedHistory
BSXBoston Scientific CorpStock25,622$1.13M0.1%+25,622NewHistory
AEMAgnico Eagle Mines LtdStock17,958$1.10M0.1%+17,958NewHistory
QRVOQorvo, Inc.Stock8,839$1.10M0.1%+8,839NewHistory
KGCKinross Gold CorpCOM185,887$1.09M0.1%+185,887NewHistory
GISGeneral Mills IncStock16,092$1.09M0.1%+16,092NewHistory
BKRBaker Hughes CoCL A29,159$1.06M0.1%+29,159NewHistory
iShares Inc464286772MSCI STH KOR ETF14,810$1.05M0.1%+14,810New–
TSCOTractor Supply CoCOM4,513$1.05M0.1%−7,395−62.1%ReducedHistory

Sold out since Q4 2021 (163)

Positions held at the end of Q4 2021 that are gone from this filing.

The largest 100 of 163 by value last quarter.

Positions of Quantitative Investment Management, LLC sold out since Q4 2021
SecurityClassShares in Q4 2021Value in Q4 2021% of portfolio in Q4 2021History
State Street Industrial Select Sector SPDR ETF81369Y704ETF386,068$40.8M5.7%–
State Street Health Care Select Sector SPDR ETF81369Y209ETF250,888$35.3M5.0%–
State Street Materials Select Sector SPDR ETF81369Y100ETF290,019$26.3M3.7%–
State Street Financial Select Sector SPDR ETF81369Y605ETF395,109$15.4M2.2%–
BRK.BBerkshire Hathaway IncStock46,591$13.9M2.0%History
State Street Energy Select Sector SPDR ETF81369Y506ETF240,084$13.3M1.9%–
AMDAdvanced Micro Devices IncStock83,523$12.0M1.7%History
iShares Inc46434G772MSCI TAIWAN ETF163,629$10.9M1.5%–
iShares Tr464287184CHINA LG-CAP ETF275,933$10.1M1.4%–
ABBVAbbVie Inc.Stock66,744$9.04M1.3%History
AMATApplied Materials IncStock55,882$8.79M1.2%History
State Street Consumer Discretionary Select Sector SPDR ETF81369Y407ETF41,933$8.57M1.2%–
iShares MSCI India ETF46429B598ETF183,467$8.41M1.2%–
MUMicron Technology IncStock86,396$8.05M1.1%History
iShares Tr46429B671MSCI CHINA ETF121,787$7.64M1.1%–
CSCOCisco Systems, Inc.Stock118,362$7.50M1.1%History
GOOGLAlphabet Inc.Stock2,370$6.87M1.0%History
ELVElevance Health, Inc.Stock14,012$6.50M0.9%History
NKENIKE, Inc.Stock36,718$6.12M0.9%History
LRCXLam Research CorpCOM7,468$5.37M0.8%History
VRTXVertex Pharmaceuticals IncStock21,622$4.75M0.7%History
Vanguard Ftse Developed Markets ETF921943858ETF90,918$4.64M0.7%–
Vanguard Intl Equity Index F922042874FTSE EUROPE ETF65,235$4.45M0.6%–
DGDollar General CorpCOM17,464$4.12M0.6%History
HUMHumana IncStock8,288$3.84M0.5%History
SBUXStarbucks CorpStock32,807$3.84M0.5%History
INFYInfosys LtdSPONSORED ADR141,389$3.58M0.5%History
DHIHorton D R IncCOM32,506$3.52M0.5%History
ENPHEnphase Energy, Inc.Stock18,095$3.31M0.5%History
WFCWells Fargo & CompanyStock61,511$2.95M0.4%History
NOKNokia CorpSPONSORED ADR454,310$2.83M0.4%History
SPDR Series Trust78464A755ST STR SP METAL59,579$2.67M0.4%–
XOMExxonMobil Holdings CorpCOM41,055$2.51M0.4%History
TSMTaiwan Semiconductor Manufacturing Co LtdADR20,072$2.41M0.3%History
SCHWSchwab Charles CorpStock27,352$2.30M0.3%History
CBChubb LtdStock11,755$2.27M0.3%History
GDGeneral Dynamics CorpStock10,797$2.25M0.3%History
AAAlcoa CorpStock37,710$2.25M0.3%History
OXYOccidental Petroleum CorpStock76,645$2.22M0.3%History
iShares U.S. Medical Devices ETF464288810ETF33,323$2.19M0.3%–
State Street Utilities Select Sector SPDR ETF81369Y886ETF29,116$2.08M0.3%–
MDTMedtronic plcStock19,352$2.00M0.3%History
NEMNEWMONT CorpStock30,827$1.91M0.3%History
KLACKLA CorpCOM NEW4,381$1.88M0.3%History
PXDPioneer Natural Resources CoCOM10,137$1.84M0.3%History
BALLBALL CorpCOM19,111$1.84M0.3%History
AMPAmeriprise Financial IncCOM6,068$1.83M0.3%History
JCIJohnson Controls International plcStock22,004$1.79M0.3%History
STZConstellation Brands, Inc.Stock7,052$1.77M0.2%History
MIDDMIDDLEBY CorpCOM8,868$1.74M0.2%History
SOSouthern CoStock25,137$1.72M0.2%History
NTAPNetApp, Inc.Stock18,515$1.70M0.2%History
YUMYum Brands IncStock12,152$1.69M0.2%History
ADMArcher-Daniels-Midland CoStock24,743$1.67M0.2%History
MOAltria Group, Inc.Stock35,059$1.66M0.2%History
ETNEaton Corp plcStock9,365$1.62M0.2%History
PLUGPlug Power IncStock57,208$1.61M0.2%History
IDXXIDEXX Laboratories IncCOM2,429$1.60M0.2%History
ODFLOld Dominion Freight Line, Inc.COM4,298$1.54M0.2%History
BBBY20230930-DK-Butterfly-1, Inc.COM105,366$1.54M0.2%History
EXCExelon CorpStock26,328$1.52M0.2%History
Schwab International Equity ETF808524805ETF37,713$1.47M0.2%–
CBRECbre Group, Inc.CL A13,281$1.44M0.2%History
AAgilent Technologies, Inc.COM9,013$1.44M0.2%History
TNDMTandem Diabetes Care IncCOM NEW9,548$1.44M0.2%History
ULTAUlta Beauty, Inc.Stock3,396$1.40M0.2%History
CTSHCognizant Technology Solutions CorpCL A15,540$1.38M0.2%History
CORCencora, Inc.Stock10,289$1.37M0.2%History
ECLEcolab Inc.Stock5,815$1.36M0.2%History
EWEdwards Lifesciences CorpStock10,308$1.33M0.2%History
TREXTrex Co IncCOM9,894$1.33M0.2%History
CTRACoterra Energy Inc.Stock69,781$1.32M0.2%History
TTTrane Technologies plcSHS6,530$1.32M0.2%History
FFIVF5, Inc.Stock5,292$1.29M0.2%History
BLKBlackRock, Inc.COM1,413$1.29M0.2%History
AAPAdvance Auto Parts IncCOM5,165$1.24M0.2%History
PPLPPL CorpCOM40,082$1.20M0.2%History
MARMarriott International IncStock6,985$1.15M0.2%History
APAAPA CorpStock41,493$1.11M0.2%History
KNXKnight-Swift Transportation Holdings Inc.CL A18,155$1.11M0.2%History
HSYHershey CoCOM5,702$1.10M0.2%History
CDWCDW CorpCOM5,321$1.09M0.2%History
TELTE Connectivity plcREG SHS6,677$1.08M0.2%History
DDDuPont de Nemours, Inc.COM12,444$1.00M0.1%History
ORealty Income CorpREIT14,017$1.00M0.1%History
NTESNetEase, Inc.SPONSORED ADS9,535$970.0K0.1%History
ISRGIntuitive Surgical IncCOM NEW2,596$932.0K0.1%History
MROMarathon Oil CorpCOM56,703$931.0K0.1%History
PHMPultegroup IncCOM15,999$914.0K0.1%History
TRVTravelers Companies, Inc.Stock5,690$890.0K0.1%History
COFCapital One Financial CorpStock5,808$842.0K0.1%History
IRMIron Mountain IncCOM15,237$797.0K0.1%History
AFLAflac IncStock13,514$789.0K0.1%History
MOHMolina Healthcare, Inc.COM2,483$789.0K0.1%History
ZBRAZebra Technologies CorpCL A1,324$788.0K0.1%History
WMWaste Management IncStock4,708$785.0K0.1%History
MASMasco CorpCOM10,938$768.0K0.1%History
iShares Tr464287192US TRSPRTION2,754$761.0K0.1%–
POOLPool CorpCOM1,308$740.0K0.1%History
DHRDanaher CorpStock2,148$706.0K0.1%History