SEC 13F Intelligence

Managers / Q2 2021 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$1.1B
Q2 2021
Positions
376
Filings on Record
30
2019–present window
Filed
Aug 16, 2021
original filing

Summary

Quantitative Investment Management, LLC reported $1.1B in U.S.-listed holdings across 376 positions for Q2 2021.

Its largest position, AMZN, represents 3.7% of the portfolio.

Compared with Q1 2021, the fund opened 178 new positions and exited 272.

Portfolio Metrics

Turnover
+57.8%
vs prior filed quarter
Top-10 Concentration
+24.7%
share of reported value
Largest Position
+3.7%
Amazon Com
New / Exited
178 / 272
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: 72.9%ETP: 20.0%ADR: 5.1%REIT: 1.2%Other: 0.8%
  • Common Stock · 72.9% · $807M
  • ETP · 20.0% · $222M
  • ADR · 5.1% · $57M
  • REIT · 1.2% · $13M
  • Other · 0.8% · $9M

Quarter-over-Quarter Changes full breakdown →

vs Q1 2021 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
AMZNAmazon.com IncNEW+11.8K11.8K+$41M$41M
AAPLApple IncNEW+253.5K253.5K+$35M$35M
CHTRCharter Communications IncNEW+23.8K23.8K+$17M$17M
CRMSALESFORCE.COM INCNEW+65.8K65.8K+$16M$16M
XLBMATERIALS SELECT SECTOR SPDRNEW+184.6K184.6K+$15M$15M
ABBVAbbVie IncNEW+109.7K109.7K+$12M$12M
DHRDanaher CorpNEW+43.4K43.4K+$12M$12M
ADBEAdobe IncNEW+18.5K18.5K+$11M$11M

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

Holdings — Q2 2021

374 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1AMZNAmazon.com Inchistory →COM3.67%$41M11.8K
2EEMiShares MSCI Emerging Index Fundhistory →COM3.34%$37M670.2K
3XLPSPDR S&P Consumer Staples Etfhistory →COM3.18%$35M503.1K
4AAPLApple Inchistory →COM3.14%$35M253.5K
5MSFTMicrosoft Corphistory →COM3.02%$33M123.6K
6IEMGiShares Core MSCI Emerging Markets ETFhistory →COM2.03%$22M335.1K
7BIDUBaidu Inchistory →COM1.67%$18M90.6K
8HDHOME DEPOT INC (THE)history →COM1.62%$18M56.3K
9CHTRCharter Communications Inchistory →COM1.55%$17M23.8K
10NVDANvidia Corphistory →COM1.53%$17M21.2K
11CRMSALESFORCE.COM INChistory →COM1.45%$16M65.8K
12TSLATesla Inchistory →COM1.43%$16M23.4K
13EWZiShares MSCI Brazil ETFhistory →COM1.40%$16M383.2K
14XLBMATERIALS SELECT SECTOR SPDRhistory →COM1.37%$15M184.6K
15Discovery Inc Series ACOM1.36%$15M499.6K
16UNHUNITEDHEALTH GROUP INChistory →COM1.22%$13M33.7K
17ABBVAbbVie Inchistory →COM1.12%$12M109.7K
18GENNortonLifeLock Inchistory →COM1.10%$12M447.2K
19VWOVanguard FTSE Emerging Markets ETFhistory →COM1.10%$12M223.8K
20DHRDanaher Corphistory →COM1.05%$12M43.4K
21CVSCvs Health Corphistory →COM1.02%$11M135.8K
22XLYConsumer Discretionary Select Sector SPDhistory →COM1.00%$11M61.8K
23ADBEAdobe Inchistory →COM0.98%$11M18.5K
24TAT&T Inchistory →COM0.97%$11M371.5K
25FXIiShares China Large-Cap ETFhistory →COM0.94%$10M224.6K
26MRKMERCK & CO INChistory →COM0.93%$10M131.8K
27BIIBBiogen Inchistory →COM0.93%$10M29.6K
28PFEPfizer Inchistory →COM0.92%$10M259.9K
29GILDGILEAD SCIENCES INCCOM0.90%$10M144.1K
30NEMNewmont CorporationCOM0.84%$9M146.7K
31BMYBRISTOL-MYERS SQUIBB COCOM0.83%$9M137.2K
32PGPROCTER & GAMBLE CO (THE)COM0.82%$9M67.5K
33TMOTHERMO FISHER SCIENTIFIC INCCOM0.81%$9M17.8K
34JNJJohnson & JohnsonCOM0.81%$9M54.2K
35INDAiShares MSCI IndiaCOM0.80%$9M200.8K
36ISRGINTUITIVE SURGICAL INCCOM0.80%$9M9.6K
37UPSUNITED PARCEL SERVICE INCCOM0.77%$9M40.9K
38DISWALT DISNEY CO (THE)COM0.72%$8M45.2K
39CNCCentene CorpCOM0.71%$8M108.1K
40LOWLOWE'S COMPANIES INCCOM0.71%$8M40.6K
41SHWSHERWIN-WILLIAMS CO (THE)COM0.65%$7M26.4K
42NKENIKE INCCOM0.62%$7M44.1K
43TMUST-Mobile US IncCOM0.61%$7M46.6K
44ROKRockwell Automation IncCOM0.60%$7M23.3K
45XLISPDR S&P Industrial ETFCOM0.60%$7M65.2K
46MCDMCDONALD'S CORPCOM0.60%$7M28.9K
47EWJISHARES MSCI JAPAN INDEX FUNDCOM0.58%$6M95.2K
48EWYiShares MSCI South Korea ETFCOM0.56%$6M66.4K
49BSXBoston Scientific CorpCOM0.54%$6M140.8K
50INFYInfosys LtdCOM0.53%$6M279.1K
51MCHIiShares MSCI China ETFCOM0.53%$6M71.2K
52XLKSPDR S&P Technology ETFCOM0.49%$5M36.8K
53ACNAccenture PlcCOM0.48%$5M18.2K
54METAFacebook IncCOM0.48%$5M15.4K
55ELVAnthem IncCOM0.48%$5M13.8K
56AVGOBroadcom IncCOM0.48%$5M11.1K
57MOAltria GroupCOM0.46%$5M107.8K
58ADIAnalog Devices IncCOM0.46%$5M29.7K
59MDTMedtronic PlcCOM0.46%$5M40.9K
60TDGTransdigm Group IncCOM0.45%$5M7.7K
61MELIMercadoLibre IncCOM0.43%$5M3.1K
62GLDSPDR Gold TrustCOM0.42%$5M28.4K
63SBUXStarbucks CorpCOM0.42%$5M41.7K
64CLXCLOROX CO (THE)COM0.40%$4M24.8K
65CTASCINTAS CORPCOM0.39%$4M11.3K
66NOCNorthrop Grumman CorpCOM0.39%$4M11.8K
67AEPAmerican Electric Power Company IncCOM0.37%$4M48.6K
68MDLZMONDELEZ INTERNATIONAL INCCOM0.37%$4M65.7K
69ILMNILLUMINA INCCOM0.36%$4M8.4K
70ALNYALNYLAM PHARMACEUTICALS INCCOM0.36%$4M23.3K
71LULULululemon Athletica inc.COM0.33%$4M10.1K
72JOYYJOYY IncCOM0.32%$4M53.7K
73VEUVanguard FTSE All World Ex US ETFCOM0.32%$4M55.5K
74ALGNALIGN TECHNOLOGY INCCOM0.32%$4M5.7K
75GWWW.W. GRAINGER INCCOM0.31%$3M7.9K
76ITWILLINOIS TOOL WORKS INCCOM0.31%$3M15.4K
77ITUBITAU UNIBANCO BANCO HOLDING SACOM0.30%$3M557.2K
78ABXBarrick Gold CorpCOM0.30%$3M161.2K
79GNRCGenerac Holdlings IncCOM0.30%$3M8.0K
80AONAon Class ACOM0.29%$3M13.5K
81MRVLMarvell Technology Group LtdCOM0.28%$3M53.7K
82ORLYO'reilly Automotive IncCOM0.28%$3M5.5K
83MSCIMSCI IncCOM0.28%$3M5.8K
84BBDBANCO BRADESCO-ADRCOM0.27%$3M593.5K
85TALTAL Education Group American DepositaryCOM0.27%$3M119.8K
86UNPUNION PACIFIC CORPCOM0.27%$3M13.6K
87HSYHERSHEY CO (THE)COM0.27%$3M17.1K
88Vmware IncCOM0.27%$3M18.6K
89ULTAUlta Beauty IncCOM0.27%$3M8.5K
90WMBWILLIAMS COMPANIES INC (THE)COM0.26%$3M110.5K
91FASTFastenal CoCOM0.26%$3M55.6K
92XELXcel Energy IncCOM0.26%$3M43.4K
93VIPSVipshop Holdings LtdCOM0.26%$3M141.3K
94AMGNAMGEN INCCOM0.25%$3M11.6K
95BBBYOVERSTOCK.COM INCCOM0.25%$3M30.0K
96Aptiv PLCCOM0.24%$3M17.0K
97NVSNOVARTIS AGCOM0.24%$3M28.8K
98New Oriental Education & Tech Group IncCOM0.24%$3M319.2K
99AREALEXANDRIA REAL ESTATE EQUITIES INCCOM0.24%$3M14.4K
100DTEDTE ENERGY COMPANYCOM0.24%$3M20.1K

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 ↗.