SEC 13F Intelligence

Managers / Q2 2022 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$656M
Q2 2022
Positions
207
Filings on Record
30
2019–present window
Filed
Aug 15, 2022
original filing

Summary

Quantitative Investment Management, LLC reported $656M in U.S.-listed holdings across 207 positions for Q2 2022.

Its largest position, GLD, represents 8.5% of the portfolio.

Compared with Q1 2022, the fund opened 142 new positions and exited 127.

Portfolio Metrics

Turnover
+60.0%
vs prior filed quarter
Top-10 Concentration
+34.1%
share of reported value
Largest Position
+8.5%
Spdr Gold
New / Exited
142 / 127
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: 58.1%ETP: 39.5%ADR: 1.4%REIT: 0.5%Other: 0.4%
  • Common Stock · 58.1% · $382M
  • ETP · 39.5% · $259M
  • ADR · 1.4% · $9M
  • REIT · 0.5% · $3M
  • Other · 0.4% · $3M

Quarter-over-Quarter Changes full breakdown →

vs Q1 2022 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
XLYConsumer Discretionary Select Sector SPDNEW+176.7K176.7K+$24M$24M
METAMeta Platforms IncNEW+146.3K146.3K+$24M$24M
XBISPDR S&P Biotech ETFNEW+317.4K317.4K+$24M$24M
EWJISHARES MSCI JAPAN INDEX FUNDNEW+314.0K314.0K+$17M$17M
XRTSPDR S&P Retail ETFNEW+255.0K255.0K+$15M$15M
TGTTARGET CORPNEW+82.4K82.4K+$12M$12M
IBBiShares Biotechnology ETFNEW+86.4K86.4K+$10M$10M
General Electric CoNEW+152.3K152.3K+$10M$10M

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

Holdings — Q2 2022

207 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1GLDSPDR Gold Trusthistory →COM8.47%$56M330.0K
2GDXVanEck Gold Miners ETFhistory →COM4.54%$30M1.09M
3XLYConsumer Discretionary Select Sector SPDhistory →COM3.70%$24M176.7K
4METAMeta Platforms Inchistory →COM3.59%$24M146.3K
5XBISPDR S&P Biotech ETFhistory →COM3.59%$24M317.4K
6EWJISHARES MSCI JAPAN INDEX FUNDhistory →COM2.53%$17M314.0K
7XRTSPDR S&P Retail ETFhistory →COM2.26%$15M255.0K
8DISWALT DISNEY CO (THE)history →COM1.90%$13M132.4K
9TGTTARGET CORPhistory →COM1.77%$12M82.4K
10GDXJVanEck Junior Gold Miners ETFhistory →COM1.73%$11M355.2K
11IBBiShares Biotechnology ETFhistory →COM1.55%$10M86.4K
12CHTRCharter Communications Inchistory →COM1.52%$10M21.3K
13General Electric CoCOM1.48%$10M152.3K
14IGVIshr S&P Gs Sftwhistory →COM1.43%$9M34.9K
15GMGeneral Motors Cohistory →COM1.37%$9M283.4K
16BACBANK AMER CORP COMhistory →COM1.35%$9M284.7K
17CCITIGROUP INC COM NEWhistory →COM1.30%$9M186.2K
18NFLXNETFLIX INChistory →COM1.29%$8M48.3K
19CMCSACOMCAST CORP-CLASS Ahistory →COM1.24%$8M208.0K
20DEDeere & Cohistory →COM1.17%$8M25.7K
21BRK/BBerkshire Hathaway Inc Cl Bhistory →COM1.15%$8M27.6K
22JPMJ P MORGAN CHASE & COhistory →COM1.10%$7M63.9K
23SHOPShopify Inchistory →COM1.06%$7M222.6K
24FFord Motor Cohistory →COM1.02%$7M599.9K
25TSMTaiwan Semiconductor Manufacturing CoLtdhistory →COM1.00%$7M80.3K
26HCAHCA Healthcare IncCOM0.99%$7M38.8K
27CSCOCisco Systems IncCOM0.99%$7M152.5K
28VEAVanguard FTSE Developed Markets ETFCOM0.98%$6M157.3K
29WDAYWorkday IncCOM0.95%$6M44.6K
30EBAYeBay IncCOM0.95%$6M149.3K
31XMESPDR S&P Metals & Mining ETFCOM0.93%$6M140.7K
32ADBEAdobe IncCOM0.80%$5M14.4K
33ALGNALIGN TECHNOLOGY INCCOM0.76%$5M21.1K
34NKENIKE INCCOM0.76%$5M48.9K
35EXPEExpedia Group IncCOM0.72%$5M49.7K
36MOSMOSAIC CO (THE)COM0.70%$5M97.5K
37SBUXStarbucks CorpCOM0.68%$4M58.1K
38EWTiShares MSCI Taiwan ETFCOM0.66%$4M85.9K
39AAAlcoa CorpCOM0.66%$4M94.4K
40UNITED STATES STEEL CORPCOM0.64%$4M233.1K
41HDHOME DEPOT INC (THE)COM0.63%$4M15.0K
42CLFCleveland-Cliffs IncCOM0.62%$4M264.8K
43NEMNewmont CorporationCOM0.60%$4M66.1K
44ARKWARK WEB X.0 ETFCOM0.59%$4M79.2K
45XHBSPDR S&P Homebuilders ETFCOM0.58%$4M69.7K
46BBWIBath & Body Works IncCOM0.58%$4M140.8K
47CCLCarnival CorpCOM0.53%$3M402.9K
48ROSTROSS STORES INCCOM0.53%$3M49.5K
49MDTMedtronic PlcCOM0.53%$3M38.5K
50ETSYEtsy IncCOM0.52%$3M47.1K
51SPGSIMON PROPERTY GROUP INCCOM0.50%$3M34.8K
52ABXBarrick Gold CorpCOM0.50%$3M184.8K
53EAELECTRONIC ARTS INCCOM0.50%$3M26.8K
54ILMNILLUMINA INCCOM0.49%$3M17.4K
55MMM3M COCOM0.48%$3M24.6K
56NUENucor CorpCOM0.48%$3M30.4K
57BABOEING CO (THE)COM0.47%$3M22.6K
58SWKSTANLEY BLACK & DECKER INCCOM0.47%$3M29.4K
59SCZiShares MSCI EAFE Small-Cap ETFCOM0.47%$3M56.1K
60EWGISHARES MSCI GERMANY INDEX FUNDCOM0.46%$3M131.2K
61JETSU.S. Global Jets ETFCOM0.46%$3M181.6K
62FDNFirst Trust DJ Internet Index FundCOM0.45%$3M23.3K
63EWYiShares MSCI South Korea ETFCOM0.45%$3M50.8K
64NVAXNovavax IncCOM0.45%$3M57.0K
65BBYBest Buy Co. IncCOM0.44%$3M44.8K
66PENNPENN NATIONAL GAMING INCCOM0.43%$3M92.9K
67BIIBBiogen IncCOM0.43%$3M13.8K
68MELIMercadoLibre IncCOM0.43%$3M4.4K
69SLVISHARES SILVER TRUSTCOM0.42%$3M149.3K
70JCIJohnson Controls IncCOM0.42%$3M57.8K
71WFCWells Fargo & CoCOM0.40%$3M67.6K
72BURLBurlington Stores IncCOM0.40%$3M19.2K
73RHRH Common StockCOM0.38%$3M11.9K
74Aptiv PLCCOM0.37%$2M27.4K
75INTCIntel CorpCOM0.36%$2M63.4K
76SCHFSchwab International Equity ETFCOM0.36%$2M75.0K
77VGKVanguard FTSEEuropean ETFCOM0.36%$2M44.6K
78LOWLOWE'S COMPANIES INCCOM0.36%$2M13.4K
79ISRGINTUITIVE SURGICAL INCCOM0.34%$2M11.3K
80VEUVanguard FTSE All World Ex US ETFCOM0.34%$2M45.2K
81SWKSSKYWORKS SOLUTIONS INCCOM0.32%$2M22.7K
82EZUiShares MSCI Eurozone ETFCOM0.32%$2M57.4K
83NCLHNorwegian Cruise Line Holdings LtdCOM0.30%$2M176.8K
84VGTVanguard Information Tech ETF - DNQCOM0.29%$2M5.9K
85CFGCitizens Financial Group IncCOM0.29%$2M52.8K
86ADSKAutodesk IncCOM0.29%$2M10.9K
87WYNNWYNN RESORTS LTDCOM0.28%$2M32.7K
88TTTrane Technologies PlcCOM0.28%$2M14.1K
89STTState Street CorpCOM0.27%$2M29.3K
90QRVOQorvo IncCOM0.26%$2M18.2K
91GAPGAP INC (THE)COM0.26%$2M204.8K
92SVB FINANCIAL GROUPCOM0.25%$2M4.2K
93IDXXIDEXX LABORATORIES INCCOM0.25%$2M4.7K
94BABAAlibaba Group Holding LtdCOM0.25%$2M14.4K
95Vmware IncCOM0.24%$2M13.9K
96AAXJiShares MSCI All Cntry Asia Ex JapanCOM0.24%$2M22.9K
97CZRCaesars Entertainment IncCOM0.24%$2M41.2K
98SYFSynchrony FinancialCOM0.24%$2M56.8K
99TDOCTeladoc Health IncCOM0.24%$2M46.7K
100SOXXiShares Semiconductor ETFCOM0.23%$2M4.3K

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 ↗.