SEC 13F Intelligence

Managers / Q1 2021 · view latest →

Quantitative Investment Management, LLC

CIK 0001445911 · 240 W. MAIN STREET, SUITE 300, CHARLOTTESVILLE, VA, 22902 · 434-817-4800

Reported Value
$1.2B
Q1 2021
Positions
470
Filings on Record
30
2019–present window
Filed
May 17, 2021
original filing

Summary

Quantitative Investment Management, LLC reported $1.2B in U.S.-listed holdings across 470 positions for Q1 2021.

Its largest position, XLP, represents 6.1% of the portfolio.

Compared with Q4 2020, the fund opened 286 new positions and exited 256.

Portfolio Metrics

Turnover
+71.6%
vs prior filed quarter
Top-10 Concentration
+24.2%
share of reported value
Largest Position
+6.1%
Spdr S P Consumer Staples Etf
New / Exited
286 / 256
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded, with multiple share classes and repeated sub-manager rows for the same issuer combined into one position — the same rule the holdings table uses by default. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q4 ’18: $1.9BQ4 ’18Q1 ’19: $1.7BQ2 ’19: $2.6BQ3 ’19: $1.9BQ4 ’19: $3.3BQ4 ’19Q1 ’20: $916MQ2 ’20: $974MQ3 ’20: $1.1BQ4 ’20: $1.2BQ4 ’20Q1 ’21: $1.2BQ2 ’21: $1.1BQ3 ’21: $1.1BQ4 ’21: $712MQ4 ’21Q1 ’22: $925MQ2 ’22: $656MQ3 ’22: $602MQ4 ’22: $526MQ4 ’22Q1 ’23: $475MQ2 ’23: $1.1BQ3 ’23: $650MQ4 ’23: $1.7BQ4 ’23Q1 ’24: $1.7BQ2 ’24: $917MQ3 ’24: $1.0BQ4 ’24: $1.3BQ4 ’24Q1 ’25: $1.1BQ2 ’25: $746MQ3 ’25: $719MQ4 ’25: $1.0BQ4 ’25Q1 ’26: $963Mfilingsflow.com

Portfolio Composition

By security type
Common Stock: 60.1%ETP: 31.7%ADR: 4.4%REIT: 2.9%Other: 0.9%
  • Common Stock · 60.1% · $711M
  • ETP · 31.7% · $375M
  • ADR · 4.4% · $52M
  • REIT · 2.9% · $34M
  • Other · 0.9% · $10M

Quarter-over-Quarter Changes full breakdown →

vs Q4 2020 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
XLPSPDR S&P Consumer Staples EtfNEW+1.05M1.05M+$72M$72M
MSFTMicrosoft CorpNEW+151.9K151.9K+$36M$36M
EEMiShares MSCI Emerging Index FundNEW+466.0K466.0K+$25M$25M
METAFacebook IncNEW+80.8K80.8K+$24M$24M
XBISPDR S&P Biotech ETFNEW+162.4K162.4K+$22M$22M
HDHOME DEPOT INC (THE)NEW+71.9K71.9K+$22M$22M
XLVSPDR S&P Health Care ETFNEW+157.5K157.5K+$18M$18M
MCDMCDONALD'S CORPNEW+77.1K77.1K+$17M$17M

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q1 2021

470 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1XLPSPDR S&P Consumer Staples Etfhistory →COM6.10%$72M1.05M
2MSFTMicrosoft Corphistory →COM3.03%$36M151.9K
3XLUSPDR S&P Utilities ETFhistory →COM2.27%$27M419.2K
4EEMiShares MSCI Emerging Index Fundhistory →COM2.10%$25M466.0K
5METAFacebook Inchistory →COM2.01%$24M80.8K
6IYRISHARES U.S. REAL ESTATE ETFhistory →COM1.93%$23M248.3K
7XBISPDR S&P Biotech ETFhistory →COM1.86%$22M162.4K
8HDHOME DEPOT INC (THE)history →COM1.86%$22M71.9K
9XLVSPDR S&P Health Care ETFhistory →COM1.56%$18M157.5K
10MCDMCDONALD'S CORPhistory →COM1.46%$17M77.1K
11GLDSPDR Gold Trusthistory →COM1.41%$17M104.4K
12Twitter IncCOM1.33%$16M247.3K
13FXIiShares China Large-Cap ETFhistory →COM1.30%$15M328.2K
14XLKSPDR S&P Technology ETFhistory →COM1.21%$14M107.9K
15Invesco S&P 500 Low Volatility ETFCOM1.06%$12M214.9K
16JNJJohnson & Johnsonhistory →COM1.06%$12M75.9K
17XLYConsumer Discretionary Select Sector SPDhistory →COM1.04%$12M72.8K
18IEMGiShares Core MSCI Emerging Markets ETFhistory →COM1.01%$12M185.4K
19LOWLOWE'S COMPANIES INChistory →COM1.00%$12M62.2K
20GOOGAlphabet Inchistory →COM0.96%$11M5.5K
21VNQVanguard Real Estate ETFhistory →COM0.95%$11M122.7K
22GOOGLAlphabet Inc Ahistory →COM0.94%$11M5.4K
23ORCLOracle Corphistory →COM0.93%$11M156.6K
24IBBISHARES NASDAQ BIOTECHNOLOGY INDEX FUNDhistory →COM0.91%$11M71.8K
25UNHUNITEDHEALTH GROUP INCCOM0.79%$9M25.1K
26EWZiShares MSCI Brazil ETFCOM0.79%$9M278.4K
27TSLATesla IncCOM0.79%$9M13.9K
28VWOVanguard FTSE Emerging Markets ETFCOM0.77%$9M175.9K
29RCLRoyal Caribbean Cruises LtdCOM0.75%$9M104.1K
30UALUnited Airlines Holdings IncCOM0.72%$8M146.9K
31Activision Blizzard IncCOM0.69%$8M87.1K
32BIDUBaidu IncCOM0.64%$8M34.9K
33MDLZMONDELEZ INTERNATIONAL INCCOM0.62%$7M125.9K
34EFAISHARES MSCI EAFE ETFCOM0.62%$7M96.3K
35NTESNetEase IncCOM0.54%$6M61.5K
36MCKMCKESSON CORPCOM0.53%$6M32.2K
37CSCOCisco Systems IncCOM0.53%$6M120.3K
38TAT&T IncCOM0.50%$6M195.3K
39PANWPALO ALTO NETWORKS INCCOM0.50%$6M18.3K
40CCICrown Castle International CorpCOM0.49%$6M33.6K
41MCHIiShares MSCI China ETFCOM0.48%$6M69.9K
42SLVISHARES SILVER TRUSTCOM0.44%$5M227.9K
43SWKSTANLEY BLACK & DECKER INCCOM0.43%$5M25.4K
44IGVIshr S&P Gs SftwCOM0.42%$5M14.6K
45BAXBAXTER INTERNATIONAL INCCOM0.42%$5M59.0K
46EWHISHARES MSCI HONG KONG INDEX FUNDCOM0.42%$5M185.9K
47MMM3M COCOM0.41%$5M24.9K
48TSNTYSON FOODS INCCOM0.40%$5M64.4K
49SWKSSKYWORKS SOLUTIONS INCCOM0.40%$5M26.0K
50DALDelta Air Lines IncCOM0.39%$5M96.6K
51CAHCardinal Health IncCOM0.39%$5M76.2K
52AEPAmerican Electric Power Company IncCOM0.38%$4M52.4K
53PPLPPL CORPCOM0.37%$4M153.2K
54KANSAS CITY SOUTHERNCOM0.37%$4M16.5K
55ITWILLINOIS TOOL WORKS INCCOM0.37%$4M19.5K
56RHRH Common StockCOM0.36%$4M7.1K
57AMGNAMGEN INCCOM0.36%$4M17.0K
58Vmware IncCOM0.35%$4M27.7K
59EWAISHARES MSCI AUSTRALIA INDEX FUNDCOM0.35%$4M167.4K
60JOYYJOYY IncCOM0.35%$4M43.6K
61ALLAllstate Corp (The)COM0.34%$4M35.3K
62NOCNorthrop Grumman CorpCOM0.34%$4M12.5K
63TGTTARGET CORPCOM0.34%$4M20.3K
64EVRGEvergy IncCOM0.34%$4M67.3K
65FleetCor Technologies IncCOM0.34%$4M14.8K
66PLUGPLUG POWER INCCOM0.33%$4M109.5K
67CMICUMMINS INCCOM0.33%$4M14.9K
68CICigna Holding CoCOM0.32%$4M15.7K
69EWYiShares MSCI South Korea ETFCOM0.32%$4M42.1K
70CMGCHIPOTLE MEXICAN GRILL INCCOM0.32%$4M2.7K
71LVSLas Vegas Sands CorpCOM0.32%$4M62.1K
72BBYBest Buy Co. IncCOM0.32%$4M32.7K
73DTEDTE ENERGY COMPANYCOM0.32%$4M28.1K
74WMWASTE MANAGEMENT INCCOM0.32%$4M29.0K
75MAMastercard Incorp Common StockCOM0.31%$4M10.2K
76SHWSHERWIN-WILLIAMS CO (THE)COM0.31%$4M4.9K
77IBMInternational Business Machines CorpCOM0.30%$4M26.5K
78WYNNWYNN RESORTS LTDCOM0.30%$3M27.9K
79TSMTaiwan Semiconductor Manufacturing CoLtdCOM0.29%$3M29.2K
80FASTFastenal CoCOM0.29%$3M68.2K
81WDCWestern Digital CorpCOM0.29%$3M51.0K
82LYVLive Nation Entertainment IncCOM0.29%$3M40.2K
83SRESempra EnergyCOM0.29%$3M25.5K
84ACNAccenture PlcCOM0.28%$3M12.1K
85ILMNILLUMINA INCCOM0.28%$3M8.7K
86FDNFirst Trust DJ Internet Index FundCOM0.28%$3M15.2K
87PLDPROLOGIS INCCOM0.28%$3M31.1K
88TSCOTractor Supply CoCOM0.28%$3M18.6K
89AVGOBroadcom IncCOM0.28%$3M7.1K
90XOPSPDR S&P Oil & Gas Exploration & ProductCOM0.28%$3M40.1K
91QCOMQualcomm IncCOM0.27%$3M24.1K
92CCLCarnival CorpCOM0.27%$3M120.3K
93MARMARRIOTT INTERNATIONALCOM0.27%$3M21.3K
94PCGPACIFIC GAS & ELECTRIC CO.COM0.27%$3M269.0K
95INDAiShares MSCI IndiaCOM0.27%$3M74.6K
96HSYHERSHEY CO (THE)COM0.27%$3M19.9K
97SOSOUTHERN CO (THE)COM0.26%$3M50.2K
98BKNGBooking Holdings IncCOM0.26%$3M1.3K
99AONAon Class ACOM0.26%$3M13.4K
100LHXL3Harris Technologies IncCOM0.26%$3M15.1K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$963M363May 15, 202613F-HRchanges · EDGAR ↗
Q4 2025$1.0B376Feb 17, 202613F-HRchanges · EDGAR ↗
Q3 2025$719M322Nov 13, 202513F-HRchanges · EDGAR ↗
Q2 2025$746M296Aug 14, 202513F-HRchanges · EDGAR ↗
Q1 2025$1.1B316May 14, 202513F-HRchanges · EDGAR ↗
Q4 2024$1.3B312Feb 14, 202513F-HRchanges · EDGAR ↗
Q3 2024$1.0B310Nov 14, 202413F-HRchanges · EDGAR ↗
Q2 2024$917M300Aug 14, 202413F-HRchanges · EDGAR ↗
Q1 2024$1.7B228May 15, 202413F-HRchanges · EDGAR ↗
Q4 2023$1.7B303Feb 13, 202413F-HRchanges · EDGAR ↗
Q3 2023$650M162Nov 14, 202313F-HRchanges · EDGAR ↗
Q2 2023$1.1B264Aug 14, 202313F-HRchanges · EDGAR ↗
Q1 2023$475M214May 15, 202313F-HRchanges · EDGAR ↗
Q4 2022$526M206Feb 14, 202313F-HRchanges · EDGAR ↗
Q3 2022$602M265Nov 14, 202213F-HRchanges · EDGAR ↗
Q2 2022$656M207Aug 15, 202213F-HRchanges · EDGAR ↗
Q1 2022$925M192May 16, 202213F-HRchanges · EDGAR ↗
Q4 2021$712M231Feb 14, 202213F-HRchanges · EDGAR ↗
Q3 2021$1.1B369Nov 15, 202113F-HRchanges · EDGAR ↗
Q2 2021$1.1B376Aug 16, 202113F-HRchanges · EDGAR ↗
Q1 2021$1.2B470May 17, 202113F-HRchanges · EDGAR ↗
Q4 2020$1.2B440Feb 16, 202113F-HRchanges · EDGAR ↗
Q3 2020$1.1B370Nov 13, 202013F-HRchanges · EDGAR ↗
Q2 2020$974M494Aug 14, 202013F-HRchanges · EDGAR ↗
Q1 2020$916M481May 15, 202013F-HRchanges · EDGAR ↗
Q4 2019$3.3B608Feb 14, 202013F-HRchanges · EDGAR ↗
Q3 2019$1.9B571Nov 14, 201913F-HRchanges · EDGAR ↗
Q2 2019$2.6B598Aug 14, 201913F-HRchanges · EDGAR ↗
Q1 2019$1.7B626May 15, 201913F-HRchanges · EDGAR ↗
Q4 2018$1.9B536Feb 12, 201913F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.