SEC 13F Intelligence

Managers / Q4 2021 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$712M
Q4 2021
Positions
231
Filings on Record
30
2019–present window
Filed
Feb 14, 2022
original filing

Summary

Quantitative Investment Management, LLC reported $712M in U.S.-listed holdings across 231 positions for Q4 2021.

Its largest position, XLI, represents 5.7% of the portfolio.

Compared with Q3 2021, the fund opened 132 new positions and exited 270.

Portfolio Metrics

Turnover
+47.1%
vs prior filed quarter
Top-10 Concentration
+34.1%
share of reported value
Largest Position
+5.7%
Spdr S P Industrial Etf
New / Exited
132 / 270
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: 55.2%ETP: 38.5%ADR: 5.5%REIT: 0.4%Other: 0.3%NY Reg Shrs: 0.1%
  • Common Stock · 55.2% · $393M
  • ETP · 38.5% · $274M
  • ADR · 5.5% · $39M
  • REIT · 0.4% · $3M
  • Other · 0.3% · $2M
  • NY Reg Shrs · 0.1% · $608,000

Quarter-over-Quarter Changes full breakdown →

vs Q3 2021 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
XLISPDR S&P Industrial ETFNEW+386.1K386.1K+$41M$41M
XLBMATERIALS SELECT SECTOR SPDRNEW+290.0K290.0K+$26M$26M
GLDSPDR Gold TrustNEW+104.8K104.8K+$18M$18M
XLPSPDR S&P Consumer Staples EtfNEW+193.3K193.3K+$15M$15M
BRK/BBerkshire Hathaway Inc Cl BNEW+46.6K46.6K+$14M$14M
KOCOCA-COLA CO (THE)NEW+205.2K205.2K+$12M$12M
EWTiShares MSCI Taiwan ETFNEW+163.6K163.6K+$11M$11M
ABBVAbbVie IncNEW+66.7K66.7K+$9M$9M

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

Holdings — Q4 2021

231 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1XLISPDR S&P Industrial ETFhistory →COM5.73%$41M386.1K
2XLVSPDR S&P Health Care ETFhistory →COM4.96%$35M250.9K
3TSLATesla Inchistory →COM4.21%$30M28.4K
4XLBMATERIALS SELECT SECTOR SPDRhistory →COM3.69%$26M290.0K
5BABAAlibaba Group Holding Ltdhistory →COM3.18%$23M190.6K
6AAPLApple Inchistory →COM2.95%$21M118.4K
7NVDANvidia Corphistory →COM2.61%$19M63.3K
8GLDSPDR Gold Trusthistory →COM2.51%$18M104.8K
9XLFSPDR S&P Financial ETFhistory →COM2.17%$15M395.1K
10XLPSPDR S&P Consumer Staples Etfhistory →COM2.09%$15M193.3K
11BRK/BBerkshire Hathaway Inc Cl Bhistory →COM1.96%$14M46.6K
12XLESPDR Energy Select Sector Fundhistory →COM1.87%$13M240.1K
13KOCOCA-COLA CO (THE)history →COM1.71%$12M205.2K
14AMDADVANCED MICRO DEVICES INChistory →COM1.69%$12M83.5K
15KraneShares CSI China Internet ETFCOM1.63%$12M318.8K
16EWTiShares MSCI Taiwan ETFhistory →COM1.53%$11M163.6K
17FXIiShares China Large-Cap ETFhistory →COM1.42%$10M275.9K
18ABBVAbbVie Inchistory →COM1.27%$9M66.7K
19AMATApplied Materials Inchistory →COM1.23%$9M55.9K
20XLYConsumer Discretionary Select Sector SPDhistory →COM1.20%$9M41.9K
21XHBSPDR S&P Homebuilders ETFhistory →COM1.19%$9M99.2K
22INDAiShares MSCI Indiahistory →COM1.18%$8M183.5K
23HCAHCA Healthcare Inchistory →COM1.14%$8M31.7K
24MUMICRON TECHNOLOGY INChistory →COM1.13%$8M86.4K
25MCHIiShares MSCI China ETFhistory →COM1.07%$8M121.8K
26CSCOCisco Systems Inchistory →COM1.05%$8M118.4K
27GOOGLAlphabet Inc ACOM0.96%$7M2.4K
28KRESPDR S&P Regional Banking ETFCOM0.96%$7M96.7K
29EWUiShares MSCI United Kingdom EtfCOM0.94%$7M202.9K
30ELVAnthem IncCOM0.91%$6M14.0K
31EWWiShares MSCI Mexico ETFCOM0.89%$6M125.1K
32NKENIKE INCCOM0.86%$6M36.7K
33JNJJohnson & JohnsonCOM0.83%$6M34.6K
34MDLZMONDELEZ INTERNATIONAL INCCOM0.81%$6M87.3K
35PGRPROGRESSIVE CORP (THE)COM0.78%$6M54.4K
36CLColgate-Palmolive CoCOM0.77%$5M64.0K
37LAM RESEARCH CORPCOM0.75%$5M7.5K
38CARAvis Budget Group IncCOM0.73%$5M24.9K
39PBRPETROLEO BRASILEIRO S.A.- PETROBRASCOM0.68%$5M438.8K
40VRTXVERTEX PHARMACEUTICALS INCCOM0.67%$5M21.6K
41VEAVanguard FTSE Developed Markets ETFCOM0.65%$5M90.9K
42REGNREGENERON PHARMACEUTICALS INCCOM0.64%$5M7.2K
43VGKVanguard FTSEEuropean ETFCOM0.62%$4M65.2K
44FCXFREEPORT-MCMORAN INCCOM0.60%$4M103.1K
45DGDollar General CorpCOM0.58%$4M17.5K
46HDHOME DEPOT INC (THE)COM0.56%$4M9.7K
47HUMHumana IncCOM0.54%$4M8.3K
48SBUXStarbucks CorpCOM0.54%$4M32.8K
49INFYInfosys LtdCOM0.50%$4M141.4K
50DHID.R. HORTON INCCOM0.49%$4M32.5K
51LENLENNAR CORPCOM0.49%$3M30.1K
52ENPHEnphase Energy IncCOM0.46%$3M18.1K
53DUKDuke Energy CorpCOM0.42%$3M28.8K
54WFCWells Fargo & CoCOM0.41%$3M61.5K
55CICigna Holding CoCOM0.40%$3M12.4K
56TSCOTractor Supply CoCOM0.40%$3M11.9K
57NOKNOKIA CORPCOM0.40%$3M454.3K
58LLYELI LILLY AND COCOM0.38%$3M9.9K
59XMESPDR S&P Metals & Mining ETFCOM0.37%$3M59.6K
60EXMOCExxon Mobil CorpCOM0.35%$3M41.1K
61TSMTaiwan Semiconductor Manufacturing CoLtdCOM0.34%$2M20.1K
62SCHWTHE CHARLES SCHWAB CORPCOM0.32%$2M27.4K
63CBChubb LimitedCOM0.32%$2M11.8K
64GDGENERAL DYNAMICS CORPCOM0.32%$2M10.8K
65AAAlcoa CorpCOM0.32%$2M37.7K
66OXYOCCIDENTAL PETROLEUM CORPCOM0.31%$2M76.6K
67ITBiShares U.S. Home Construction ETFCOM0.31%$2M26.7K
68IHIiShares U.S. Medical Devices ETFCOM0.31%$2M33.3K
69XLUSPDR S&P Utilities ETFCOM0.29%$2M29.1K
70TSNTYSON FOODS INCCOM0.29%$2M23.6K
71MDTMedtronic PlcCOM0.28%$2M19.4K
72BAXBAXTER INTERNATIONAL INCCOM0.28%$2M23.1K
73ELESTEE LAUDER COMPANIES INC (THE)COM0.28%$2M5.3K
74NEMNewmont CorporationCOM0.27%$2M30.8K
75KLACKLA CorpCOM0.26%$2M4.4K
76Pioneer Natural Resources CoCOM0.26%$2M10.1K
77BALLBall CorpCOM0.26%$2M19.1K
78AMPAMERIPRISE FINANCIAL INCCOM0.26%$2M6.1K
79JCIJohnson Controls IncCOM0.25%$2M22.0K
80STZCONSTELLATION BRANDS INC-ACOM0.25%$2M7.1K
81MIDDTHE MIDDLEBY CORPCOM0.24%$2M8.9K
82SOSOUTHERN CO (THE)COM0.24%$2M25.1K
83NTAPNetApp IncCOM0.24%$2M18.5K
84YUMYUM! BRANDS INCCOM0.24%$2M12.2K
85ADMARCHER-DANIELS-MIDLAND COCOM0.23%$2M24.7K
86KMBKIMBERLY-CLARK CORPCOM0.23%$2M11.6K
87MOAltria GroupCOM0.23%$2M35.1K
88ETNEATON CORP PLCCOM0.23%$2M9.4K
89PLUGPLUG POWER INCCOM0.23%$2M57.2K
90NVRNVR IncCOM0.23%$2M273
91IDXXIDEXX LABORATORIES INCCOM0.22%$2M2.4K
92ODFLOLD DOMINION FREIGHT LINE INCCOM0.22%$2M4.3K
93BED BATH & BEYOND INCCOM0.22%$2M105.4K
94EXCEXELON CORPCOM0.21%$2M26.3K
95SCHFSchwab International Equity ETFCOM0.21%$1M37.7K
96CBRECBRE Group Inc Common Stock Class ACOM0.20%$1M13.3K
97AAgilent Technologies IncCOM0.20%$1M9.0K
98TNDMTandem Diabetes Care IncCOM0.20%$1M9.5K
99KDPKeurig Dr Pepper IncCOM0.20%$1M38.9K
100KBESPDR S&P Bank ETFCOM0.20%$1M26.1K

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 ↗.