SEC 13F Intelligence

Managers / Q3 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
Q3 2021
Positions
369
Filings on Record
29
2019–present window
Filed
Nov 15, 2021
original filing

Summary

Quantitative Investment Management, LLC reported $1.1B in U.S.-listed holdings across 369 positions for Q3 2021.

Its largest position, EWJ, represents 4.3% of the portfolio.

Compared with Q2 2021, the fund opened 238 new positions and exited 245.

Portfolio Metrics

Turnover
+70.8%
vs prior filed quarter
Top-10 Concentration
+29.9%
share of reported value
Largest Position
+4.3%
Ishares Msci Japan Index Fund
New / Exited
238 / 245
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
Q1 ’19: $1.7BQ1 ’19Q2 ’19: $2.6BQ3 ’19: $1.9BQ4 ’19: $3.3BQ1 ’20: $916MQ1 ’20Q2 ’20: $974MQ3 ’20: $1.1BQ4 ’20: $1.2BQ1 ’21: $1.2BQ1 ’21Q2 ’21: $1.1BQ3 ’21: $1.1BQ4 ’21: $712MQ1 ’22: $925MQ1 ’22Q2 ’22: $656MQ3 ’22: $602MQ4 ’22: $526MQ1 ’23: $475MQ1 ’23Q2 ’23: $1.1BQ3 ’23: $650MQ4 ’23: $1.7BQ1 ’24: $1.7BQ1 ’24Q2 ’24: $917MQ3 ’24: $1.0BQ4 ’24: $1.3BQ1 ’25: $1.1BQ1 ’25Q2 ’25: $746MQ3 ’25: $719MQ4 ’25: $1.0BQ1 ’26: $963MQ1 ’26filingsflow.com

Portfolio Composition

By security type
Common Stock: 69.9%ETP: 22.7%ADR: 5.0%Other: 1.5%REIT: 0.7%NY Reg Shrs: 0.2%
  • Common Stock · 69.9% · $772M
  • ETP · 22.7% · $250M
  • ADR · 5.0% · $55M
  • Other · 1.5% · $17M
  • REIT · 0.7% · $8M
  • NY Reg Shrs · 0.2% · $2M

Quarter-over-Quarter Changes full breakdown →

vs Q2 2021 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
NFLXNETFLIX INCNEW+71.6K71.6K+$44M$44M
XLVSPDR S&P Health Care ETFNEW+284.5K284.5K+$36M$36M
AMDADVANCED MICRO DEVICES INCNEW+295.7K295.7K+$30M$30M
KRESPDR S&P Regional Banking ETFNEW+443.0K443.0K+$30M$30M
WMTWalmart IncNEW+200.9K200.9K+$28M$28M
XLFSPDR S&P Financial ETFNEW+660.2K660.2K+$25M$25M
XLESPDR Energy Select Sector FundNEW+331.4K331.4K+$17M$17M
BABAAlibaba Group Holding LtdNEW+114.9K114.9K+$17M$17M

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

Holdings — Q3 2021

369 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1EWJISHARES MSCI JAPAN INDEX FUNDhistory →COM4.33%$48M680.2K
2NFLXNETFLIX INChistory →COM3.95%$44M71.6K
3PFEPfizer Inchistory →COM3.34%$37M857.2K
4XLVSPDR S&P Health Care ETFhistory →COM3.28%$36M284.5K
5AMDADVANCED MICRO DEVICES INChistory →COM2.75%$30M295.7K
6KRESPDR S&P Regional Banking ETFhistory →COM2.72%$30M443.0K
7TSLATesla Inchistory →COM2.60%$29M37.1K
8WMTWalmart Inchistory →COM2.54%$28M200.9K
9XLFSPDR S&P Financial ETFhistory →COM2.24%$25M660.2K
10AMZNAmazon.com Inchistory →COM2.18%$24M7.3K
11XLESPDR Energy Select Sector Fundhistory →COM1.56%$17M331.4K
12BABAAlibaba Group Holding Ltdhistory →COM1.54%$17M114.9K
13NKENIKE INChistory →COM1.39%$15M105.4K
14KraneShares CSI China Internet ETFCOM1.38%$15M321.1K
15GDXVanEck Gold Miners ETFhistory →COM1.35%$15M506.5K
16CRMSALESFORCE.COM INChistory →COM1.23%$14M50.1K
17PANWPALO ALTO NETWORKS INChistory →COM1.17%$13M27.0K
18BDXBECTON DICKINSON AND COhistory →COM1.10%$12M49.5K
19NVDANvidia Corphistory →COM1.05%$12M56.1K
20AVGOBroadcom Inchistory →COM1.02%$11M23.3K
21AAPLApple Inchistory →COM1.02%$11M79.9K
22WDAYWorkday Inchistory →COM1.02%$11M45.0K
23CHTRCharter Communications Inchistory →COM0.99%$11M15.1K
24GDXJVanEck Junior Gold Miners ETFhistory →COM0.96%$11M275.5K
25TXNTEXAS INSTRUMENTS INCCOM0.89%$10M50.9K
26KBESPDR S&P Bank ETFCOM0.85%$9M177.4K
27REGNREGENERON PHARMACEUTICALS INCCOM0.83%$9M15.2K
28INDAiShares MSCI IndiaCOM0.82%$9M187.0K
29YUMYUM! BRANDS INCCOM0.82%$9M74.3K
30NBISYandex N.V.COM0.80%$9M110.7K
31Discovery Inc Series ACOM0.79%$9M342.8K
32CBChubb LimitedCOM0.72%$8M45.7K
33FXIiShares China Large-Cap ETFCOM0.69%$8M196.1K
34BKNGBooking Holdings IncCOM0.68%$8M3.2K
35JPMJ P MORGAN CHASE & COCOM0.66%$7M44.6K
36CVXCHEVRON CORPCOM0.66%$7M72.0K
37MDTMedtronic PlcCOM0.66%$7M57.8K
38BIIBBiogen IncCOM0.61%$7M23.8K
39BALLBall CorpCOM0.61%$7M74.6K
40GILDGILEAD SCIENCES INCCOM0.60%$7M94.5K
41TAT&T IncCOM0.59%$7M241.1K
42MCHIiShares MSCI China ETFCOM0.56%$6M91.6K
43PGPROCTER & GAMBLE CO (THE)COM0.54%$6M42.8K
44NEENEXTERA ENERGY INC COMCOM0.53%$6M74.4K
45NOWServiceNow IncCOM0.51%$6M9.1K
46EXMOCExxon Mobil CorpCOM0.51%$6M96.0K
47KMBKIMBERLY-CLARK CORPCOM0.51%$6M42.5K
48SAMBOSTON BEER CO INC (THE)COM0.45%$5M9.8K
49SYKStryker CorpCOM0.43%$5M18.2K
50CLXCLOROX CO (THE)COM0.42%$5M27.9K
51LULULululemon Athletica inc.COM0.42%$5M11.4K
52INFYInfosys LtdCOM0.41%$5M204.4K
53MELIMercadoLibre IncCOM0.41%$5M2.7K
54BIDUBaidu IncCOM0.40%$4M28.5K
55MOAltria GroupCOM0.39%$4M93.9K
56TSCOTractor Supply CoCOM0.38%$4M20.9K
57COOPER COMPANIES INC (THE)COM0.38%$4M10.2K
58ALGNALIGN TECHNOLOGY INCCOM0.35%$4M5.8K
59NTAPNetApp IncCOM0.35%$4M42.9K
60LOWLOWE'S COMPANIES INCCOM0.35%$4M18.9K
61SVB FINANCIAL GROUPCOM0.34%$4M5.8K
62AAgilent Technologies IncCOM0.34%$4M23.9K
63BSXBoston Scientific CorpCOM0.34%$4M86.5K
64ORLYO'reilly Automotive IncCOM0.33%$4M6.0K
65TRVTHE TRAVELERS COMPANIES INCCOM0.32%$4M23.4K
66XLYConsumer Discretionary Select Sector SPDCOM0.32%$4M19.7K
67ELVAnthem IncCOM0.32%$4M9.5K
68ROKRockwell Automation IncCOM0.32%$3M11.9K
69DGXQuest Diagnostics IncCOM0.31%$3M23.5K
70CTRACoterra Energy IncCOM0.30%$3M152.4K
71JDJD.com IncCOM0.29%$3M44.7K
72ADIAnalog Devices IncCOM0.29%$3M19.1K
73AAPADVANCE AUTO PARTS INCCOM0.29%$3M15.3K
74UPSUNITED PARCEL SERVICE INCCOM0.29%$3M17.3K
75CZRCaesars Entertainment IncCOM0.29%$3M28.1K
76COPCONOCOPHILLIPSCOM0.28%$3M46.2K
77CNICANADIAN NATIONAL RAILWAY COCOM0.28%$3M27.1K
78ICEIntercontinental Exchange IncCOM0.28%$3M26.8K
79DGDollar General CorpCOM0.27%$3M14.2K
80Abiomed IncCOM0.27%$3M9.1K
81MCKMCKESSON CORPCOM0.26%$3M14.2K
82DPZDOMINO'S PIZZA INCCOM0.26%$3M5.9K
83KBWBInvesco KBW Bank ETFCOM0.25%$3M41.8K
84TFCTruist Financial CorpCOM0.25%$3M47.2K
85CDNSCADENCE DESIGN SYSTEMS INCCOM0.25%$3M18.2K
86KNXKNIGHT TRANSPORTATION INCCOM0.25%$3M53.9K
87Laboratory Corp of America HoldingsCOM0.24%$3M9.6K
88ALNYALNYLAM PHARMACEUTICALS INCCOM0.24%$3M14.3K
89MOHMOLINA HEALTHCARE INCCOM0.24%$3M9.7K
90AMBAAmbarella IncCOM0.24%$3M16.8K
91AZOAUTOZONE INCCOM0.23%$3M1.5K
92TECKTeck Resources LtdCOM0.23%$3M103.1K
93ROPRoper Technologies IncCOM0.23%$3M5.7K
94SHWSHERWIN-WILLIAMS CO (THE)COM0.23%$3M9.1K
95LNGCHENIERE ENERGY INCCOM0.23%$3M25.9K
96CSGPCoStar Group IncCOM0.23%$3M29.2K
97PAYXPaychex IncCOM0.23%$3M22.3K
98KMIKinder Morgan IncCOM0.23%$2M149.0K
99Invesco S&P 500 Low Volatility ETFCOM0.23%$2M40.9K
100IJSISHARES S&P SMALLCAP 600 VALUE ETFCOM0.22%$2M24.6K

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 ↗

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 ↗.