SEC 13F Intelligence

Managers / Q1 2022 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$925M
Q1 2022
Positions
192
Filings on Record
30
2019–present window
Filed
May 16, 2022
original filing

Summary

Quantitative Investment Management, LLC reported $925M in U.S.-listed holdings across 192 positions for Q1 2022.

The portfolio is heavily concentrated: SPY alone accounts for 40.4% of reported value.

Compared with Q4 2021, the fund opened 124 new positions and exited 163.

Portfolio Metrics

Turnover
+66.4%
vs prior filed quarter
Top-10 Concentration
+67.7%
share of reported value
Largest Position
+40.4%
Spdr S P 500 Etf
New / Exited
124 / 163
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
ETP: 61.2%Common Stock: 35.8%ADR: 2.6%REIT: 0.4%NY Reg Shrs: 0.0%
  • ETP · 61.2% · $566M
  • Common Stock · 35.8% · $331M
  • ADR · 2.6% · $24M
  • REIT · 0.4% · $3M
  • NY Reg Shrs · 0.0% · $290,000

Quarter-over-Quarter Changes full breakdown →

vs Q4 2021 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
SPYSPDR S&P 500 ETFNEW+827.3K827.3K+$374M$374M
GDXVanEck Gold Miners ETFNEW+466.6K466.6K+$18M$18M
GDXJVanEck Junior Gold Miners ETFNEW+374.1K374.1K+$18M$18M
TAT&T IncNEW+566.9K566.9K+$13M$13M
SLVISHARES SILVER TRUSTNEW+541.5K541.5K+$12M$12M
ADBEAdobe IncNEW+18.1K18.1K+$8M$8M
EWZiShares MSCI Brazil ETFNEW+215.7K215.7K+$8M$8M
WWAYFAIR INCNEW+57.8K57.8K+$6M$6M

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

Holdings — Q1 2022

192 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1SPYSPDR S&P 500 ETFhistory →COM40.37%$374M827.3K
2GLDSPDR Gold Trusthistory →COM11.68%$108M598.3K
3AAPLApple Inchistory →COM3.19%$29M168.8K
4TSLATesla Inchistory →COM2.36%$22M20.3K
5GDXVanEck Gold Miners ETFhistory →COM1.93%$18M466.6K
6GDXJVanEck Junior Gold Miners ETFhistory →COM1.89%$18M374.1K
7REGNREGENERON PHARMACEUTICALS INChistory →COM1.79%$17M23.7K
8BABAAlibaba Group Holding Ltdhistory →COM1.53%$14M130.2K
9CHTRCharter Communications Inchistory →COM1.49%$14M25.3K
10TAT&T Inchistory →COM1.45%$13M566.9K
11SLVISHARES SILVER TRUSThistory →COM1.34%$12M541.5K
12HDHOME DEPOT INC (THE)history →COM1.22%$11M37.8K
13ADBEAdobe IncCOM0.89%$8M18.1K
14EWZiShares MSCI Brazil ETFCOM0.88%$8M215.7K
15DUKDuke Energy CorpCOM0.70%$7M58.3K
16WWAYFAIR INCCOM0.69%$6M57.8K
17DISWALT DISNEY CO (THE)COM0.67%$6M45.3K
18FCXFREEPORT-MCMORAN INCCOM0.67%$6M124.1K
19XHBSPDR S&P Homebuilders ETFCOM0.67%$6M97.5K
20NVDANvidia CorpCOM0.52%$5M17.6K
21DEDeere & CoCOM0.52%$5M11.5K
22KRESPDR S&P Regional Banking ETFCOM0.50%$5M67.6K
23PGPROCTER & GAMBLE CO (THE)COM0.50%$5M30.1K
24BIIBBiogen IncCOM0.48%$4M20.9K
25CATCaterpillar IncCOM0.47%$4M19.5K
26ITBiShares U.S. Home Construction ETFCOM0.46%$4M72.5K
27BDXBECTON DICKINSON AND COCOM0.46%$4M15.9K
28JNJJohnson & JohnsonCOM0.44%$4M23.2K
29CMCSACOMCAST CORP-CLASS ACOM0.43%$4M85.5K
30XLPSPDR S&P Consumer Staples EtfCOM0.43%$4M52.1K
31Splunk IncCOM0.38%$4M23.8K
32CLColgate-Palmolive CoCOM0.38%$4M46.6K
33CICigna Holding CoCOM0.37%$3M14.2K
34EWWiShares MSCI Mexico ETFCOM0.36%$3M60.5K
35CARAvis Budget Group IncCOM0.36%$3M12.5K
36LHXL3Harris Technologies IncCOM0.34%$3M12.6K
37KMIKinder Morgan IncCOM0.32%$3M158.8K
38FANGDiamondback Energy IncCOM0.32%$3M21.6K
39BURLBurlington Stores IncCOM0.30%$3M15.4K
40KMBKIMBERLY-CLARK CORPCOM0.30%$3M22.6K
41ABXBarrick Gold CorpCOM0.30%$3M112.3K
42SWKSTANLEY BLACK & DECKER INCCOM0.29%$3M19.5K
43PBRPETROLEO BRASILEIRO S.A.- PETROBRASCOM0.29%$3M182.8K
44CLXCLOROX CO (THE)COM0.29%$3M19.1K
45FFord Motor CoCOM0.28%$3M150.8K
46PENNPENN NATIONAL GAMING INCCOM0.27%$3M59.5K
47MMACY'S INCCOM0.27%$2M101.6K
48TTWOTake-Two Interactive Software IncCOM0.26%$2M15.5K
49QCOMQualcomm IncCOM0.26%$2M15.6K
50NVAXNovavax IncCOM0.26%$2M32.1K
51ADSKAutodesk IncCOM0.25%$2M10.8K
52KOCOCA-COLA CO (THE)COM0.25%$2M36.9K
53INTCIntel CorpCOM0.24%$2M45.0K
54GAPGAP INC (THE)COM0.24%$2M156.8K
55GFIGOLD FIELDS LTDCOM0.24%$2M141.4K
56RNGRingcentral IncCOM0.23%$2M18.1K
57EWCISHARES MSCI CANADA INDEX FUNDCOM0.22%$2M50.9K
58KDPKeurig Dr Pepper IncCOM0.22%$2M53.2K
59SPGSIMON PROPERTY GROUP INCCOM0.20%$2M14.4K
60PSXPhillips 66COM0.20%$2M21.7K
61INTUIntuit IncCOM0.20%$2M3.9K
62WMTWalmart IncCOM0.20%$2M12.4K
63CFGCitizens Financial Group IncCOM0.20%$2M40.0K
64HCAHCA Healthcare IncCOM0.19%$2M7.0K
65LLYELI LILLY AND COCOM0.19%$2M6.1K
66RHRH Common StockCOM0.19%$2M5.3K
67MDLZMONDELEZ INTERNATIONAL INCCOM0.18%$2M26.5K
68KraneShares CSI China Internet ETFCOM0.18%$2M57.0K
69Lithium Americas CorpCOM0.16%$2M39.5K
70ZTSZoetis IncCOM0.16%$2M8.1K
71EAELECTRONIC ARTS INCCOM0.16%$2M12.0K
72ELESTEE LAUDER COMPANIES INC (THE)COM0.16%$1M5.5K
73AEPAmerican Electric Power Company IncCOM0.16%$1M14.6K
74TDOCTeladoc Health IncCOM0.16%$1M20.2K
75LYBLyondellBasell Industries NVCOM0.16%$1M14.2K
76ORLYO'reilly Automotive IncCOM0.16%$1M2.1K
77CNCCentene CorpCOM0.16%$1M17.2K
78XELXcel Energy IncCOM0.15%$1M19.8K
79FTNTFortinet IncCOM0.15%$1M4.1K
80BBDBANCO BRADESCO-ADRCOM0.15%$1M293.3K
81CITRIX SYSTEMS INCCOM0.14%$1M13.2K
82INCYIncyte CorpCOM0.14%$1M16.5K
83DPZDOMINO'S PIZZA INCCOM0.14%$1M3.2K
84SYFSynchrony FinancialCOM0.14%$1M36.7K
85WPMWheaton Precious Metals CorpCOM0.14%$1M26.5K
86TJXTJX COMPANIES INC (THE)COM0.13%$1M20.2K
87TSNTYSON FOODS INCCOM0.13%$1M13.4K
88ETREntergy CorpCOM0.13%$1M10.1K
89BBYBest Buy Co. IncCOM0.13%$1M12.8K
90NOCNorthrop Grumman CorpCOM0.13%$1M2.6K
91ANGLOGOLD ASHANTI-SPON ADRCOM0.13%$1M49.0K
92GENNortonLifeLock IncCOM0.12%$1M43.0K
93BSXBoston Scientific CorpCOM0.12%$1M25.6K
94AEMAGNICO EAGLE MINES LTDCOM0.12%$1M18.0K
95QRVOQorvo IncCOM0.12%$1M8.8K
96KGCKINROSS GOLD CORP COM NO PARCOM0.12%$1M185.9K
97GISGENERAL MILLS INCCOM0.12%$1M16.1K
98BKRBaker Hughes CoCOM0.11%$1M29.2K
99EWYiShares MSCI South Korea ETFCOM0.11%$1M14.8K
100TSCOTractor Supply CoCOM0.11%$1M4.5K

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 ↗.