0001445911-22-000002.txt : 20220214 0001445911-22-000002.hdr.sgml : 20220214 20220214110357 ACCESSION NUMBER: 0001445911-22-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220214 DATE AS OF CHANGE: 20220214 EFFECTIVENESS DATE: 20220214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Quantitative Investment Management, LLC CENTRAL INDEX KEY: 0001445911 IRS NUMBER: 141885299 STATE OF INCORPORATION: VA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13202 FILM NUMBER: 22627138 BUSINESS ADDRESS: STREET 1: 401 E. MARKET STREET STREET 2: SUITE 104 CITY: CHARLOTTESVILLE STATE: VA ZIP: 22902 BUSINESS PHONE: 434-817-4800 MAIL ADDRESS: STREET 1: 401 E. MARKET STREET STREET 2: SUITE 104 CITY: CHARLOTTESVILLE STATE: VA ZIP: 22902 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001445911 XXXXXXXX 12-31-2021 12-31-2021 Quantitative Investment Management, LLC
401 E. MARKET STREET SUITE 104 CHARLOTTESVILLE VA 22902
13F HOLDINGS REPORT 028-13202 N
Jonathan Bryan General Counsel and CCO 4348174197 Jonathan Bryan Charlottesville VA 02-14-2022 0 231 712539 false
INFORMATION TABLE 2 form13fInfoTable20211231.xml AbbVie Inc COM 00287Y109 9037 66744 SH SOLE 66744 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 1238 5165 SH SOLE 5165 0 0 ADVANCED MICRO DEVICES INC COM 007903107 12018 83523 SH SOLE 83523 0 0 AFLAC Inc COM 001055102 789 13514 SH SOLE 13514 0 0 Agilent Technologies Inc COM 00846U101 1438 9013 SH SOLE 9013 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 532 4550 SH SOLE 4550 0 0 Alcoa Corp COM 013872106 2246 37710 SH SOLE 37710 0 0 Alibaba Group Holding Ltd COM 01609W102 22638 190579 SH SOLE 190579 0 0 Ally Financial Inc COM 02005N100 520 10925 SH SOLE 10925 0 0 Alphabet Inc A COM 02079K305 6865 2370 SH SOLE 2370 0 0 Altria Group COM 02209S103 1661 35059 SH SOLE 35059 0 0 American Electric Power Company Inc COM 025537101 657 7390 SH SOLE 7390 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 1830 6068 SH SOLE 6068 0 0 AmerisourceBergen Corp (Holding Co) COM 03073E105 1367 10289 SH SOLE 10289 0 0 Ansys Inc COM 03662Q105 550 1373 SH SOLE 1373 0 0 Anthem Inc COM 036752103 6495 14012 SH SOLE 14012 0 0 Apache Corp COM 03743Q108 1115 41493 SH SOLE 41493 0 0 Apple Inc COM 037833100 21021 118386 SH SOLE 118386 0 0 Applied Materials Inc COM 038222105 8793 55882 SH SOLE 55882 0 0 ARCHER-DANIELS-MIDLAND CO COM 039483102 1672 24743 SH SOLE 24743 0 0 Avis Budget Group Inc COM 053774105 5168 24922 SH SOLE 24922 0 0 Ball Corp COM 058498106 1839 19111 SH SOLE 19111 0 0 BAXTER INTERNATIONAL INC COM 071813109 1978 23051 SH SOLE 23051 0 0 BECTON DICKINSON AND CO COM 075887109 1143 4548 SH SOLE 4548 0 0 BED BATH & BEYOND INC COM 075896100 1536 105366 SH SOLE 105366 0 0 Berkshire Hathaway Inc Cl B COM 084670702 13930 46591 SH SOLE 46591 0 0 BioMarin Pharmaceutical Inc COM 09061G101 516 5846 SH SOLE 5846 0 0 BIO-RAD LABORATORIES-A COM 090572207 468 620 SH SOLE 620 0 0 BIO-TECHNE CORP COM 09073M104 213 412 SH SOLE 412 0 0 Blackrock Inc COM 09247X101 1293 1413 SH SOLE 1413 0 0 BOYD GAMING CORP COM 103304101 210 3216 SH SOLE 3216 0 0 BP P.L.C. COM 055622104 331 12432 SH SOLE 12432 0 0 C.H. Robinson Worldwide Inc COM 12541W209 228 2123 SH SOLE 2123 0 0 CAMECO CORP COM 13321L108 251 11548 SH SOLE 11548 0 0 CANADIAN NATURAL RESOURCES LTD COM 136385101 293 6941 SH SOLE 6941 0 0 Canopy Growth Corp COM 138035100 169 19446 SH SOLE 19446 0 0 CAPITAL ONE FINANCIAL CORP COM 14040H105 842 5808 SH SOLE 5808 0 0 Caterpillar Inc COM 149123101 428 2072 SH SOLE 2072 0 0 CBRE Group Inc Common Stock Class A COM 12504L109 1441 13281 SH SOLE 13281 0 0 Cdw Corp COM 12514G108 1089 5321 SH SOLE 5321 0 0 CENTERPOINT ENERGY INC COM 15189T107 812 29123 SH SOLE 29123 0 0 Charter Communications Inc COM 16119P108 1305 2003 SH SOLE 2003 0 0 CHENIERE ENERGY INC COM 16411R208 206 2034 SH SOLE 2034 0 0 Chubb Limited COM H1467J104 2272 11755 SH SOLE 11755 0 0 Cigna Holding Co COM 125523100 2854 12432 SH SOLE 12432 0 0 CINTAS CORP COM 172908105 615 1388 SH SOLE 1388 0 0 Cisco Systems Inc COM 17275R102 7500 118362 SH SOLE 118362 0 0 CLOROX CO (THE) COM 189054109 236 1354 SH SOLE 1354 0 0 COCA-COLA CO (THE) COM 191216100 12147 205155 SH SOLE 205155 0 0 Cognizant Technology Solutions Corp COM 192446102 1378 15540 SH SOLE 15540 0 0 Colgate-Palmolive Co COM 194162103 5461 63993 SH SOLE 63993 0 0 CONSTELLATION BRANDS INC-A COM 21036P108 1769 7052 SH SOLE 7052 0 0 Consumer Discretionary Select Sector SPD COM 81369Y407 8572 41933 SH SOLE 41933 0 0 Copart Inc COM 217204106 485 3204 SH SOLE 3204 0 0 Coterra Energy Inc COM 127097103 1325 69781 SH SOLE 69781 0 0 CROCS INC COM 227046109 408 3184 SH SOLE 3184 0 0 CSX Corp COM 126408103 243 6477 SH SOLE 6477 0 0 D.R. HORTON INC COM 23331A109 3525 32506 SH SOLE 32506 0 0 Danaher Corp COM 235851102 706 2148 SH SOLE 2148 0 0 Diamondback Energy Inc COM 25278X109 1317 12216 SH SOLE 12216 0 0 Dollar General Corp COM 256677105 4118 17464 SH SOLE 17464 0 0 Dominion Energy Inc COM 25746U109 852 10846 SH SOLE 10846 0 0 DOVER CORP COM 260003108 577 3180 SH SOLE 3180 0 0 Duke Energy Corp COM 26441C204 3024 28830 SH SOLE 28830 0 0 DuPont de Nemours Inc COM 26614N102 1005 12444 SH SOLE 12444 0 0 EATON CORP PLC COM G29183103 1618 9365 SH SOLE 9365 0 0 Ecolab Inc COM 278865100 1364 5815 SH SOLE 5815 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1335 10308 SH SOLE 10308 0 0 ELI LILLY AND CO COM 532457108 2725 9866 SH SOLE 9866 0 0 Enphase Energy Inc COM 29355A107 3310 18095 SH SOLE 18095 0 0 Entegris Inc COM 29362U104 325 2352 SH SOLE 2352 0 0 EOG RESOURCES INC COM 26875P101 265 2988 SH SOLE 2988 0 0 EQUINIX INC COM 29444U700 389 461 SH SOLE 461 0 0 ESSEX PROPERTY TRUST INC COM 297178105 324 920 SH SOLE 920 0 0 ESTEE LAUDER COMPANIES INC (THE) COM 518439104 1972 5328 SH SOLE 5328 0 0 EXELON CORP COM 30161N101 1520 26328 SH SOLE 26328 0 0 Expedia Group Inc COM 30212P303 424 2347 SH SOLE 2347 0 0 Expeditors International of Washington COM 302130109 305 2275 SH SOLE 2275 0 0 Exxon Mobil Corp COM 30231G102 2512 41055 SH SOLE 41055 0 0 F5 Inc COM 315616102 1295 5292 SH SOLE 5292 0 0 Fastenal Co COM 311900104 557 8704 SH SOLE 8704 0 0 Fifth Third Bancorp COM 316773100 1074 24672 SH SOLE 24672 0 0 First Republic Bank COM 33616C100 342 1658 SH SOLE 1658 0 0 Five Below Inc COM 33829M101 427 2067 SH SOLE 2067 0 0 Fortinet Inc COM 34959E109 1413 3934 SH SOLE 3934 0 0 Fortune Brands Home & Security Inc COM 34964C106 444 4160 SH SOLE 4160 0 0 FREEPORT-MCMORAN INC COM 35671D857 4303 103126 SH SOLE 103126 0 0 GENERAL DYNAMICS CORP COM 369550108 2250 10797 SH SOLE 10797 0 0 GOLD FIELDS LTD COM 38059T106 273 24907 SH SOLE 24907 0 0 HARTFORD FINANCIAL SVCS GRP COM 416515104 236 3428 SH SOLE 3428 0 0 HCA Healthcare Inc COM 40412C101 8146 31707 SH SOLE 31707 0 0 Healthpeak Properties Inc COM 42250P103 295 8189 SH SOLE 8189 0 0 HERSHEY CO (THE) COM 427866108 1103 5702 SH SOLE 5702 0 0 Hess Corp COM 42809H107 436 5894 SH SOLE 5894 0 0 HOME DEPOT INC (THE) COM 437076102 4008 9660 SH SOLE 9660 0 0 Humana Inc COM 444859102 3844 8288 SH SOLE 8288 0 0 IDEXX LABORATORIES INC COM 45168D104 1599 2429 SH SOLE 2429 0 0 II-VI Inc COM 902104108 427 6262 SH SOLE 6262 0 0 ILLINOIS TOOL WORKS INC COM 452308109 547 2218 SH SOLE 2218 0 0 Infosys Ltd COM 456788108 3578 141389 SH SOLE 141389 0 0 INTUITIVE SURGICAL INC COM 46120E602 932 2596 SH SOLE 2596 0 0 Iron Mountain Inc COM 46284V101 797 15237 SH SOLE 15237 0 0 iShares China Large-Cap ETF COM 464287184 10093 275933 SH SOLE 275933 0 0 ISHARES MSCI CANADA INDEX FUND COM 464286509 368 9583 SH SOLE 9583 0 0 iShares MSCI China ETF COM 46429B671 7644 121787 SH SOLE 121787 0 0 iShares MSCI India COM 46429B598 8410 183467 SH SOLE 183467 0 0 iShares MSCI Mexico ETF COM 464286822 6328 125078 SH SOLE 125078 0 0 iShares MSCI Taiwan ETF COM 46434G772 10899 163629 SH SOLE 163629 0 0 iShares MSCI United Kingdom Etf COM 46435G334 6723 202883 SH SOLE 202883 0 0 iShares U.S. Home Construction ETF COM 464288752 2217 26747 SH SOLE 26747 0 0 iShares U.S. Medical Devices ETF COM 464288810 2194 33323 SH SOLE 33323 0 0 iShares US Transportation ETF COM 464287192 761 2754 SH SOLE 2754 0 0 J.B. HUNT TRANSPORT SERVICES INC COM 445658107 621 3040 SH SOLE 3040 0 0 Johnson & Johnson COM 478160104 5922 34621 SH SOLE 34621 0 0 Johnson Controls Inc COM G51502105 1789 22004 SH SOLE 22004 0 0 Jones Lang Lasalle Inc COM 48020Q107 238 886 SH SOLE 886 0 0 JOYY Inc COM 46591M109 278 6136 SH SOLE 6136 0 0 KB Home COM 48666K109 567 12693 SH SOLE 12693 0 0 Kellogg Co COM 487836108 207 3228 SH SOLE 3228 0 0 Keurig Dr Pepper Inc COM 49271V100 1433 38899 SH SOLE 38899 0 0 KEYCORP COM 493267108 705 30497 SH SOLE 30497 0 0 KIMBERLY-CLARK CORP COM 494368103 1662 11634 SH SOLE 11634 0 0 KLA Corp COM 482480100 1884 4381 SH SOLE 4381 0 0 KNIGHT TRANSPORTATION INC COM 499049104 1106 18155 SH SOLE 18155 0 0 KraneShares CSI China Internet ETF COM 500767306 11631 318766 SH SOLE 318766 0 0 Kroger Co (The) COM 501044101 418 9252 SH SOLE 9252 0 0 LAM RESEARCH CORP COM 512807108 5370 7468 SH SOLE 7468 0 0 LENNAR CORP COM 526057104 3493 30076 SH SOLE 30076 0 0 Lithium Americas Corp COM 53680Q207 559 19197 SH SOLE 19197 0 0 LKQ Corp COM 501889208 636 10600 SH SOLE 10600 0 0 LOUISIANA-PACIFIC CORP COM 546347105 314 4017 SH SOLE 4017 0 0 LPL Financial Holdings Inc COM 50212V100 234 1464 SH SOLE 1464 0 0 M&T Bank Corp COM 55261F104 267 1743 SH SOLE 1743 0 0 MARATHON OIL CORP COM 565849106 931 56703 SH SOLE 56703 0 0 MARRIOTT INTERNATIONAL COM 571903202 1154 6985 SH SOLE 6985 0 0 MASCO CORP COM 574599106 768 10938 SH SOLE 10938 0 0 MATERIALS SELECT SECTOR SPDR COM 81369Y100 26278 290019 SH SOLE 290019 0 0 MATTEL INC COM 577081102 212 9835 SH SOLE 9835 0 0 Medtronic Plc COM G5960L103 2001 19352 SH SOLE 19352 0 0 MICRON TECHNOLOGY INC COM 595112103 8047 86396 SH SOLE 86396 0 0 Microvision Inc COM 594960304 379 75724 SH SOLE 75724 0 0 MOLINA HEALTHCARE INC COM 60855R100 789 2483 SH SOLE 2483 0 0 MONDELEZ INTERNATIONAL INC COM 609207105 5792 87349 SH SOLE 87349 0 0 Nasdaq Inc COM 631103108 379 1809 SH SOLE 1809 0 0 NetApp Inc COM 64110D104 1703 18515 SH SOLE 18515 0 0 NetEase Inc COM 64110W102 970 9535 SH SOLE 9535 0 0 New Oriental Education & Tech Group Inc COM 647581107 634 302166 SH SOLE 302166 0 0 Newmont Corporation COM 651639106 1911 30827 SH SOLE 30827 0 0 NIKE INC COM 654106103 6119 36718 SH SOLE 36718 0 0 NOKIA CORP COM 654902204 2825 454310 SH SOLE 454310 0 0 NortonLifeLock Inc COM 668771108 1220 46985 SH SOLE 46985 0 0 Nvidia Corp COM 67066G104 18604 63257 SH SOLE 63257 0 0 NVR Inc COM 62944T105 1613 273 SH SOLE 273 0 0 NXP Semiconductors N.V. COM N6596X109 214 943 SH SOLE 943 0 0 OCCIDENTAL PETROLEUM CORP COM 674599105 2221 76645 SH SOLE 76645 0 0 OLD DOMINION FREIGHT LINE INC COM 679580100 1540 4298 SH SOLE 4298 0 0 PACCAR Inc COM 693718108 369 4192 SH SOLE 4192 0 0 PARKER-HANNIFIN CORP COM 701094104 390 1228 SH SOLE 1228 0 0 Paychex Inc COM 704326107 326 2392 SH SOLE 2392 0 0 PETROLEO BRASILEIRO S.A.- PETROBRAS COM 71654V408 4818 438809 SH SOLE 438809 0 0 Pioneer Natural Resources Co COM 723787107 1843 10137 SH SOLE 10137 0 0 PLUG POWER INC COM 72919P202 1614 57208 SH SOLE 57208 0 0 Pool Corp COM 73278L105 740 1308 SH SOLE 1308 0 0 PPL CORP COM 69351T106 1204 40082 SH SOLE 40082 0 0 PROGRESSIVE CORP (THE) COM 743315103 5584 54404 SH SOLE 54404 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 312 2884 SH SOLE 2884 0 0 Public Service Enterprise Group Inco COM 744573106 281 4221 SH SOLE 4221 0 0 Pultegroup Inc COM 745867101 914 15999 SH SOLE 15999 0 0 Quanta Services Inc COM 74762E102 263 2299 SH SOLE 2299 0 0 Range Resources Corp COM 75281A109 284 15942 SH SOLE 15942 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 408 4073 SH SOLE 4073 0 0 Realty Income Corp COM 756109104 1003 14017 SH SOLE 14017 0 0 REGENERON PHARMACEUTICALS INC COM 75886F107 4551 7207 SH SOLE 7207 0 0 Rockwell Automation Inc COM 773903109 665 1908 SH SOLE 1908 0 0 Saia Inc COM 78709Y105 363 1079 SH SOLE 1079 0 0 SAREPTA THERAPEUTICS INC COM 803607100 909 10101 SH SOLE 10101 0 0 Schwab International Equity ETF COM 808524805 1465 37713 SH SOLE 37713 0 0 SEAGATE TECHNOLOGY PLC COM G7997R103 1048 9282 SH SOLE 9282 0 0 SIRIUS XM HOLDINGS INC COM 82968B103 98 15589 SH SOLE 15589 0 0 SOUTHERN CO (THE) COM 842587107 1723 25137 SH SOLE 25137 0 0 SPDR Energy Select Sector Fund COM 81369Y506 13324 240084 SH SOLE 240084 0 0 SPDR Gold Trust COM 78463V107 17914 104786 SH SOLE 104786 0 0 SPDR S&P Bank ETF COM 78464A797 1422 26080 SH SOLE 26080 0 0 SPDR S&P Consumer Staples Etf COM 81369Y308 14907 193322 SH SOLE 193322 0 0 SPDR S&P Financial ETF COM 81369Y605 15429 395109 SH SOLE 395109 0 0 SPDR S&P Health Care ETF COM 81369Y209 35347 250888 SH SOLE 250888 0 0 SPDR S&P Homebuilders ETF COM 78464A888 8511 99227 SH SOLE 99227 0 0 SPDR S&P Industrial ETF COM 81369Y704 40849 386068 SH SOLE 386068 0 0 SPDR S&P Metals & Mining ETF COM 78464A755 2667 59579 SH SOLE 59579 0 0 SPDR S&P Regional Banking ETF COM 78464A698 6851 96698 SH SOLE 96698 0 0 SPDR S&P Utilities ETF COM 81369Y886 2084 29116 SH SOLE 29116 0 0 Starbucks Corp COM 855244109 3837 32807 SH SOLE 32807 0 0 STERIS PLC COM G8473T100 245 1010 SH SOLE 1010 0 0 STMICROELECTRONICS N.V. COM 861012102 608 12455 SH SOLE 12455 0 0 SVB FINANCIAL GROUP COM 78486Q101 838 1236 SH SOLE 1236 0 0 Taiwan Semiconductor Manufacturing CoLtd COM 874039100 2414 20072 SH SOLE 20072 0 0 TAL Education Group American Depositary COM 874080104 134 34209 SH SOLE 34209 0 0 Tandem Diabetes Care Inc COM 875372203 1437 9548 SH SOLE 9548 0 0 Tapestry Inc COM 876030107 465 11456 SH SOLE 11456 0 0 TE Connectivity Ltd COM H84989104 1077 6677 SH SOLE 6677 0 0 Teck Resources Ltd COM 878742204 562 19527 SH SOLE 19527 0 0 Tenet Healthcare Corp COM 88033G407 454 5564 SH SOLE 5564 0 0 Tesla Inc COM 88160R101 29979 28369 SH SOLE 28369 0 0 THE CHARLES SCHWAB CORP COM 808513105 2300 27352 SH SOLE 27352 0 0 THE MIDDLEBY CORP COM 596278101 1744 8868 SH SOLE 8868 0 0 THE TRAVELERS COMPANIES INC COM 89417E109 890 5690 SH SOLE 5690 0 0 Toll Brothers Inc COM 889478103 979 13524 SH SOLE 13524 0 0 Tractor Supply Co COM 892356106 2841 11908 SH SOLE 11908 0 0 Trane Technologies Plc COM G8994E103 1319 6530 SH SOLE 6530 0 0 TREX CO INC COM 89531P105 1335 9894 SH SOLE 9894 0 0 Truist Financial Corp COM 89832Q109 1094 18690 SH SOLE 18690 0 0 Tyler Technologies Inc COM 902252105 541 1006 SH SOLE 1006 0 0 TYSON FOODS INC COM 902494103 2055 23584 SH SOLE 23584 0 0 Ulta Beauty Inc COM 90384S303 1400 3396 SH SOLE 3396 0 0 Vanguard Energy ETF COM 92204A306 680 8768 SH SOLE 8768 0 0 Vanguard FTSE Developed Markets ETF COM 921943858 4642 90918 SH SOLE 90918 0 0 Vanguard FTSEEuropean ETF COM 922042874 4451 65235 SH SOLE 65235 0 0 Vanguard Information Tech ETF - DNQ COM 92204A702 637 1391 SH SOLE 1391 0 0 Vanguard Real Estate ETF COM 922908553 617 5319 SH SOLE 5319 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 4748 21622 SH SOLE 21622 0 0 Vipshop Holdings Ltd COM 92763W103 926 110351 SH SOLE 110351 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 576 11057 SH SOLE 11057 0 0 WASTE MANAGEMENT INC COM 94106L109 785 4708 SH SOLE 4708 0 0 Wells Fargo & Co COM 949746101 2951 61511 SH SOLE 61511 0 0 Western Digital Corp COM 958102105 384 5904 SH SOLE 5904 0 0 WHIRLPOOL CORP COM 963320106 788 3359 SH SOLE 3359 0 0 Wolfspeed Inc COM 977852102 1162 10404 SH SOLE 10404 0 0 Workday Inc COM 98138H101 598 2191 SH SOLE 2191 0 0 Xtrackers Harvest CSI 300 China A-Shares COM 233051879 423 10834 SH SOLE 10834 0 0 YUM! BRANDS INC COM 988498101 1687 12152 SH SOLE 12152 0 0 ZEBRA TECHNOLOGIES CORP COM 989207105 788 1324 SH SOLE 1324 0 0