$713 Million is the total value of Quantitative Investment Management, LLC's 231 reported holdings in Q4 2021. The portfolio turnover from Q3 2021 to Q4 2021 was 455.2% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| XLI | New | SPDR S&P Industrial ETF | $40,849,000 | – | 386,068 | +100.0% | 5.73% | – |
| XLB | New | MATERIALS SELECT SECTOR SPDR | $26,278,000 | – | 290,019 | +100.0% | 3.69% | – |
| BABA | Buy | Alibaba Group Holding Ltd | $22,638,000 | +33.0% | 190,579 | +65.8% | 3.18% | +106.2% |
| AAPL | Buy | Apple Inc | $21,021,000 | +85.9% | 118,386 | +48.1% | 2.95% | +188.2% |
| NVDA | Buy | Nvidia Corp | $18,604,000 | +60.1% | 63,257 | +12.8% | 2.61% | +148.2% |
| GLD | New | SPDR Gold Trust | $17,914,000 | – | 104,786 | +100.0% | 2.52% | – |
| XLP | New | SPDR S&P Consumer Staples Etf | $14,907,000 | – | 193,322 | +100.0% | 2.09% | – |
| BRKB | New | Berkshire Hathaway Inc Cl B | $13,930,000 | – | 46,591 | +100.0% | 1.96% | – |
| KO | New | COCA-COLA CO (THE) | $12,147,000 | – | 205,155 | +100.0% | 1.70% | – |
| EWT | New | iShares MSCI Taiwan ETF | $10,899,000 | – | 163,629 | +100.0% | 1.53% | – |
| FXI | Buy | iShares China Large-Cap ETF | $10,093,000 | +32.2% | 275,933 | +40.7% | 1.42% | +105.1% |
| ABBV | New | AbbVie Inc | $9,037,000 | – | 66,744 | +100.0% | 1.27% | – |
| AMAT | New | Applied Materials Inc | $8,793,000 | – | 55,882 | +100.0% | 1.23% | – |
| XLY | Buy | Consumer Discretionary Select Sector SPD | $8,572,000 | +142.5% | 41,933 | +112.8% | 1.20% | +275.9% |
| XHB | New | SPDR S&P Homebuilders ETF | $8,511,000 | – | 99,227 | +100.0% | 1.20% | – |
| HCA | New | HCA Healthcare Inc | $8,146,000 | – | 31,707 | +100.0% | 1.14% | – |
| MU | New | MICRON TECHNOLOGY INC | $8,047,000 | – | 86,396 | +100.0% | 1.13% | – |
| MCHI | Buy | iShares MSCI China ETF | $7,644,000 | +23.6% | 121,787 | +33.0% | 1.07% | +91.6% |
| CSCO | New | Cisco Systems Inc | $7,500,000 | – | 118,362 | +100.0% | 1.05% | – |
| GOOGL | New | Alphabet Inc A | $6,865,000 | – | 2,370 | +100.0% | 0.96% | – |
| EWU | New | iShares MSCI United Kingdom Etf | $6,723,000 | – | 202,883 | +100.0% | 0.94% | – |
| ANTM | Buy | Anthem Inc | $6,495,000 | +83.9% | 14,012 | +47.9% | 0.91% | +185.0% |
| EWW | New | iShares MSCI Mexico ETF | $6,328,000 | – | 125,078 | +100.0% | 0.89% | – |
| JNJ | New | Johnson & Johnson | $5,922,000 | – | 34,621 | +100.0% | 0.83% | – |
| MDLZ | New | MONDELEZ INTERNATIONAL INC | $5,792,000 | – | 87,349 | +100.0% | 0.81% | – |
| PGR | New | PROGRESSIVE CORP (THE) | $5,584,000 | – | 54,404 | +100.0% | 0.78% | – |
| CL | Buy | Colgate-Palmolive Co | $5,461,000 | +254.2% | 63,993 | +213.6% | 0.77% | +447.9% |
| LRCX | New | LAM RESEARCH CORP | $5,370,000 | – | 7,468 | +100.0% | 0.75% | – |
| CAR | New | Avis Budget Group Inc | $5,168,000 | – | 24,922 | +100.0% | 0.72% | – |
| PBR | Buy | PETROLEO BRASILEIRO S.A.- PETROBRAS | $4,818,000 | +3049.0% | 438,809 | +2849.0% | 0.68% | +4728.6% |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $4,748,000 | – | 21,622 | +100.0% | 0.67% | – |
| VEA | New | Vanguard FTSE Developed Markets ETF | $4,642,000 | – | 90,918 | +100.0% | 0.65% | – |
| VGK | New | Vanguard FTSEEuropean ETF | $4,451,000 | – | 65,235 | +100.0% | 0.62% | – |
| FCX | Buy | FREEPORT-MCMORAN INC | $4,303,000 | +84.4% | 103,126 | +43.7% | 0.60% | +186.3% |
| DG | Buy | Dollar General Corp | $4,118,000 | +36.6% | 17,464 | +22.9% | 0.58% | +111.7% |
| HD | New | HOME DEPOT INC (THE) | $4,008,000 | – | 9,660 | +100.0% | 0.56% | – |
| HUM | New | Humana Inc | $3,844,000 | – | 8,288 | +100.0% | 0.54% | – |
| SBUX | New | Starbucks Corp | $3,837,000 | – | 32,807 | +100.0% | 0.54% | – |
| DHI | New | D.R. HORTON INC | $3,525,000 | – | 32,506 | +100.0% | 0.50% | – |
| LEN | New | LENNAR CORP | $3,493,000 | – | 30,076 | +100.0% | 0.49% | – |
| ENPH | New | Enphase Energy Inc | $3,310,000 | – | 18,095 | +100.0% | 0.46% | – |
| DUK | Buy | Duke Energy Corp | $3,024,000 | +343.4% | 28,830 | +312.2% | 0.42% | +583.9% |
| WFC | New | Wells Fargo & Co | $2,951,000 | – | 61,511 | +100.0% | 0.41% | – |
| CI | New | Cigna Holding Co | $2,854,000 | – | 12,432 | +100.0% | 0.40% | – |
| NOK | New | NOKIA CORP | $2,825,000 | – | 454,310 | +100.0% | 0.40% | – |
| LLY | Buy | ELI LILLY AND CO | $2,725,000 | +83.6% | 9,866 | +53.6% | 0.38% | +185.1% |
| XME | New | SPDR S&P Metals & Mining ETF | $2,667,000 | – | 59,579 | +100.0% | 0.37% | – |
| TSM | Buy | Taiwan Semiconductor Manufacturing CoLtd | $2,414,000 | +123.7% | 20,072 | +107.7% | 0.34% | +245.9% |
| SCHW | Buy | THE CHARLES SCHWAB CORP | $2,300,000 | +805.5% | 27,352 | +683.7% | 0.32% | +1304.3% |
| GD | New | GENERAL DYNAMICS CORP | $2,250,000 | – | 10,797 | +100.0% | 0.32% | – |
| AA | New | Alcoa Corp | $2,246,000 | – | 37,710 | +100.0% | 0.32% | – |
| OXY | Buy | OCCIDENTAL PETROLEUM CORP | $2,221,000 | +6.2% | 76,645 | +8.4% | 0.31% | +65.1% |
| ITB | New | iShares U.S. Home Construction ETF | $2,217,000 | – | 26,747 | +100.0% | 0.31% | – |
| IHI | Buy | iShares U.S. Medical Devices ETF | $2,194,000 | +14.7% | 33,323 | +9.4% | 0.31% | +78.0% |
| XLU | New | SPDR S&P Utilities ETF | $2,084,000 | – | 29,116 | +100.0% | 0.29% | – |
| TSN | Buy | TYSON FOODS INC | $2,055,000 | +322.0% | 23,584 | +282.1% | 0.29% | +554.5% |
| BAX | New | BAXTER INTERNATIONAL INC | $1,978,000 | – | 23,051 | +100.0% | 0.28% | – |
| EL | New | ESTEE LAUDER COMPANIES INC (THE) | $1,972,000 | – | 5,328 | +100.0% | 0.28% | – |
| NEM | New | Newmont Corporation | $1,911,000 | – | 30,827 | +100.0% | 0.27% | – |
| KLAC | Buy | KLA Corp | $1,884,000 | +84.3% | 4,381 | +43.4% | 0.26% | +183.9% |
| JCI | New | Johnson Controls Inc | $1,789,000 | – | 22,004 | +100.0% | 0.25% | – |
| STZ | New | CONSTELLATION BRANDS INC-A | $1,769,000 | – | 7,052 | +100.0% | 0.25% | – |
| MIDD | New | THE MIDDLEBY CORP | $1,744,000 | – | 8,868 | +100.0% | 0.24% | – |
| SO | New | SOUTHERN CO (THE) | $1,723,000 | – | 25,137 | +100.0% | 0.24% | – |
| ADM | New | ARCHER-DANIELS-MIDLAND CO | $1,672,000 | – | 24,743 | +100.0% | 0.24% | – |
| ETN | Buy | EATON CORP PLC | $1,618,000 | +66.6% | 9,365 | +43.9% | 0.23% | +158.0% |
| NVR | Buy | NVR Inc | $1,613,000 | +381.5% | 273 | +290.0% | 0.23% | +653.3% |
| IDXX | New | IDEXX LABORATORIES INC | $1,599,000 | – | 2,429 | +100.0% | 0.22% | – |
| ODFL | Buy | OLD DOMINION FREIGHT LINE INC | $1,540,000 | +162.8% | 4,298 | +109.7% | 0.22% | +307.5% |
| BBBY | New | BED BATH & BEYOND INC | $1,536,000 | – | 105,366 | +100.0% | 0.22% | – |
| EXC | New | EXELON CORP | $1,520,000 | – | 26,328 | +100.0% | 0.21% | – |
| SCHF | New | Schwab International Equity ETF | $1,465,000 | – | 37,713 | +100.0% | 0.21% | – |
| CBRE | Buy | CBRE Group Inc Common Stock Class A | $1,441,000 | +189.9% | 13,281 | +160.1% | 0.20% | +348.9% |
| KDP | New | Keurig Dr Pepper Inc | $1,433,000 | – | 38,899 | +100.0% | 0.20% | – |
| FTNT | New | Fortinet Inc | $1,413,000 | – | 3,934 | +100.0% | 0.20% | – |
| ABC | Buy | AmerisourceBergen Corp (Holding Co) | $1,367,000 | +19.5% | 10,289 | +7.4% | 0.19% | +84.6% |
| ECL | New | Ecolab Inc | $1,364,000 | – | 5,815 | +100.0% | 0.19% | – |
| EW | New | EDWARDS LIFESCIENCES CORP | $1,335,000 | – | 10,308 | +100.0% | 0.19% | – |
| TT | New | Trane Technologies Plc | $1,319,000 | – | 6,530 | +100.0% | 0.18% | – |
| FANG | New | Diamondback Energy Inc | $1,317,000 | – | 12,216 | +100.0% | 0.18% | – |
| BLK | New | Blackrock Inc | $1,293,000 | – | 1,413 | +100.0% | 0.18% | – |
| NLOK | New | NortonLifeLock Inc | $1,220,000 | – | 46,985 | +100.0% | 0.17% | – |
| PPL | New | PPL CORP | $1,204,000 | – | 40,082 | +100.0% | 0.17% | – |
| New | Wolfspeed Inc | $1,162,000 | – | 10,404 | +100.0% | 0.16% | – | |
| MAR | Buy | MARRIOTT INTERNATIONAL | $1,154,000 | +211.9% | 6,985 | +179.3% | 0.16% | +390.9% |
| HSY | New | HERSHEY CO (THE) | $1,103,000 | – | 5,702 | +100.0% | 0.16% | – |
| CDW | New | Cdw Corp | $1,089,000 | – | 5,321 | +100.0% | 0.15% | – |
| FITB | New | Fifth Third Bancorp | $1,074,000 | – | 24,672 | +100.0% | 0.15% | – |
| O | New | Realty Income Corp | $1,003,000 | – | 14,017 | +100.0% | 0.14% | – |
| DD | New | DuPont de Nemours Inc | $1,005,000 | – | 12,444 | +100.0% | 0.14% | – |
| TOL | Buy | Toll Brothers Inc | $979,000 | +320.2% | 13,524 | +220.3% | 0.14% | +552.4% |
| NTES | New | NetEase Inc | $970,000 | – | 9,535 | +100.0% | 0.14% | – |
| MRO | New | MARATHON OIL CORP | $931,000 | – | 56,703 | +100.0% | 0.13% | – |
| ISRG | New | INTUITIVE SURGICAL INC | $932,000 | – | 2,596 | +100.0% | 0.13% | – |
| PHM | New | Pultegroup Inc | $914,000 | – | 15,999 | +100.0% | 0.13% | – |
| SRPT | New | SAREPTA THERAPEUTICS INC | $909,000 | – | 10,101 | +100.0% | 0.13% | – |
| D | New | Dominion Energy Inc | $852,000 | – | 10,846 | +100.0% | 0.12% | – |
| COF | New | CAPITAL ONE FINANCIAL CORP | $842,000 | – | 5,808 | +100.0% | 0.12% | – |
| CNP | New | CENTERPOINT ENERGY INC | $812,000 | – | 29,123 | +100.0% | 0.11% | – |
| IRM | New | Iron Mountain Inc | $797,000 | – | 15,237 | +100.0% | 0.11% | – |
| AFL | New | AFLAC Inc | $789,000 | – | 13,514 | +100.0% | 0.11% | – |
| WHR | New | WHIRLPOOL CORP | $788,000 | – | 3,359 | +100.0% | 0.11% | – |
| ZBRA | New | ZEBRA TECHNOLOGIES CORP | $788,000 | – | 1,324 | +100.0% | 0.11% | – |
| WM | New | WASTE MANAGEMENT INC | $785,000 | – | 4,708 | +100.0% | 0.11% | – |
| MAS | New | MASCO CORP | $768,000 | – | 10,938 | +100.0% | 0.11% | – |
| IYT | New | iShares US Transportation ETF | $761,000 | – | 2,754 | +100.0% | 0.11% | – |
| POOL | New | Pool Corp | $740,000 | – | 1,308 | +100.0% | 0.10% | – |
| KEY | New | KEYCORP | $705,000 | – | 30,497 | +100.0% | 0.10% | – |
| DHR | New | Danaher Corp | $706,000 | – | 2,148 | +100.0% | 0.10% | – |
| AEP | New | American Electric Power Company Inc | $657,000 | – | 7,390 | +100.0% | 0.09% | – |
| VGT | New | Vanguard Information Tech ETF - DNQ | $637,000 | – | 1,391 | +100.0% | 0.09% | – |
| LKQ | Buy | LKQ Corp | $636,000 | +126.3% | 10,600 | +89.3% | 0.09% | +256.0% |
| JBHT | New | J.B. HUNT TRANSPORT SERVICES INC | $621,000 | – | 3,040 | +100.0% | 0.09% | – |
| VNQ | New | Vanguard Real Estate ETF | $617,000 | – | 5,319 | +100.0% | 0.09% | – |
| CTAS | New | CINTAS CORP | $615,000 | – | 1,388 | +100.0% | 0.09% | – |
| DOV | New | DOVER CORP | $577,000 | – | 3,180 | +100.0% | 0.08% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $576,000 | – | 11,057 | +100.0% | 0.08% | – |
| KBH | New | KB Home | $567,000 | – | 12,693 | +100.0% | 0.08% | – |
| FAST | New | Fastenal Co | $557,000 | – | 8,704 | +100.0% | 0.08% | – |
| ITW | New | ILLINOIS TOOL WORKS INC | $547,000 | – | 2,218 | +100.0% | 0.08% | – |
| ANSS | New | Ansys Inc | $550,000 | – | 1,373 | +100.0% | 0.08% | – |
| AKAM | New | AKAMAI TECHNOLOGIES INC | $532,000 | – | 4,550 | +100.0% | 0.08% | – |
| ALLY | New | Ally Financial Inc | $520,000 | – | 10,925 | +100.0% | 0.07% | – |
| BMRN | New | BioMarin Pharmaceutical Inc | $516,000 | – | 5,846 | +100.0% | 0.07% | – |
| CPRT | Buy | Copart Inc | $485,000 | +94.0% | 3,204 | +77.1% | 0.07% | +195.7% |
| THC | New | Tenet Healthcare Corp | $454,000 | – | 5,564 | +100.0% | 0.06% | – |
| FBHS | New | Fortune Brands Home & Security Inc | $444,000 | – | 4,160 | +100.0% | 0.06% | – |
| HES | New | Hess Corp | $436,000 | – | 5,894 | +100.0% | 0.06% | – |
| EXPE | New | Expedia Group Inc | $424,000 | – | 2,347 | +100.0% | 0.06% | – |
| FIVE | New | Five Below Inc | $427,000 | – | 2,067 | +100.0% | 0.06% | – |
| CAT | New | Caterpillar Inc | $428,000 | – | 2,072 | +100.0% | 0.06% | – |
| IIVI | New | II-VI Inc | $427,000 | – | 6,262 | +100.0% | 0.06% | – |
| ASHR | New | Xtrackers Harvest CSI 300 China A-Shares | $423,000 | – | 10,834 | +100.0% | 0.06% | – |
| CROX | New | CROCS INC | $408,000 | – | 3,184 | +100.0% | 0.06% | – |
| RJF | New | RAYMOND JAMES FINANCIAL INC | $408,000 | – | 4,073 | +100.0% | 0.06% | – |
| PH | New | PARKER-HANNIFIN CORP | $390,000 | – | 1,228 | +100.0% | 0.06% | – |
| WDC | New | Western Digital Corp | $384,000 | – | 5,904 | +100.0% | 0.05% | – |
| MVIS | New | Microvision Inc | $379,000 | – | 75,724 | +100.0% | 0.05% | – |
| NDAQ | New | Nasdaq Inc | $379,000 | – | 1,809 | +100.0% | 0.05% | – |
| EWC | New | ISHARES MSCI CANADA INDEX FUND | $368,000 | – | 9,583 | +100.0% | 0.05% | – |
| PCAR | New | PACCAR Inc | $369,000 | – | 4,192 | +100.0% | 0.05% | – |
| FRC | New | First Republic Bank | $342,000 | – | 1,658 | +100.0% | 0.05% | – |
| BP | New | BP P.L.C. | $331,000 | – | 12,432 | +100.0% | 0.05% | – |
| ESS | New | ESSEX PROPERTY TRUST INC | $324,000 | – | 920 | +100.0% | 0.04% | – |
| LPX | New | LOUISIANA-PACIFIC CORP | $314,000 | – | 4,017 | +100.0% | 0.04% | – |
| PRU | Buy | PRUDENTIAL FINANCIAL INC | $312,000 | +17.3% | 2,884 | +13.9% | 0.04% | +83.3% |
| EXPD | New | Expeditors International of Washington | $305,000 | – | 2,275 | +100.0% | 0.04% | – |
| PEAK | New | Healthpeak Properties Inc | $295,000 | – | 8,189 | +100.0% | 0.04% | – |
| GFI | New | GOLD FIELDS LTD | $273,000 | – | 24,907 | +100.0% | 0.04% | – |
| MTB | New | M&T Bank Corp | $267,000 | – | 1,743 | +100.0% | 0.04% | – |
| EOG | New | EOG RESOURCES INC | $265,000 | – | 2,988 | +100.0% | 0.04% | – |
| CSX | New | CSX Corp | $243,000 | – | 6,477 | +100.0% | 0.03% | – |
| HIG | New | HARTFORD FINANCIAL SVCS GRP | $236,000 | – | 3,428 | +100.0% | 0.03% | – |
| JLL | New | Jones Lang Lasalle Inc | $238,000 | – | 886 | +100.0% | 0.03% | – |
| CHRW | New | C.H. Robinson Worldwide Inc | $228,000 | – | 2,123 | +100.0% | 0.03% | – |
| TECH | New | BIO-TECHNE CORP | $213,000 | – | 412 | +100.0% | 0.03% | – |
| MAT | New | MATTEL INC | $212,000 | – | 9,835 | +100.0% | 0.03% | – |
| NXPI | New | NXP Semiconductors N.V. | $214,000 | – | 943 | +100.0% | 0.03% | – |
| BYD | New | BOYD GAMING CORP | $210,000 | – | 3,216 | +100.0% | 0.03% | – |
| K | New | Kellogg Co | $207,000 | – | 3,228 | +100.0% | 0.03% | – |
| SIRI | New | SIRIUS XM HOLDINGS INC | $98,000 | – | 15,589 | +100.0% | 0.01% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2022-02-14
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| J P MORGAN CHASE & CO | 27 | Q3 2023 | 2.3% |
| SPDR S&P RGL BK | 27 | Q3 2023 | 2.7% |
| TEXAS INSTRUMENTS INC | 27 | Q1 2023 | 0.9% |
| Boston Scientific Corp | 27 | Q3 2023 | 0.8% |
| iShares MSCI Brazil ETF | 26 | Q2 2023 | 8.8% |
| Consumer Discretionary Select Sector SPD | 26 | Q4 2022 | 3.7% |
| WALT DISNEY CO (THE) | 26 | Q2 2023 | 2.0% |
| HOME DEPOT INC (THE) | 26 | Q2 2023 | 2.3% |
| 3M Company | 26 | Q2 2023 | 3.3% |
| ROSS STORES INC | 26 | Q2 2023 | 1.0% |
View Quantitative Investment Management, LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-02-13 |
| 13F-HR | 2023-11-14 |
| 13F-HR | 2023-08-14 |
| 13F-HR | 2023-05-15 |
| 13F-HR | 2023-02-14 |
| 13F-HR | 2022-11-14 |
| 13F-HR | 2022-08-15 |
| 13F-HR | 2022-05-16 |
| 13F-HR | 2022-02-14 |
| 13F-HR | 2021-11-15 |
View Quantitative Investment Management, LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.