SEC 13F Intelligence

Managers / Q3 2022 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$602M
Q3 2022
Positions
265
Filings on Record
30
2019–present window
Filed
Nov 14, 2022
original filing

Summary

Quantitative Investment Management, LLC reported $602M in U.S.-listed holdings across 265 positions for Q3 2022.

Its largest position, GLD, represents 4.2% of the portfolio.

Compared with Q2 2022, the fund opened 134 new positions and exited 76.

Portfolio Metrics

Turnover
+54.5%
vs prior filed quarter
Top-10 Concentration
+29.0%
share of reported value
Largest Position
+4.2%
Spdr Gold
New / Exited
134 / 76
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: 59.3%ETP: 37.4%ADR: 1.4%REIT: 1.1%Other: 0.7%NY Reg Shrs: 0.0%
  • Common Stock · 59.3% · $357M
  • ETP · 37.4% · $225M
  • ADR · 1.4% · $9M
  • REIT · 1.1% · $7M
  • Other · 0.7% · $4M
  • NY Reg Shrs · 0.0% · $261,000

Quarter-over-Quarter Changes full breakdown →

vs Q2 2022 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
XLPSPDR S&P Consumer Staples EtfNEW+322.3K322.3K+$22M$22M
VZVERIZON COMMUNICATIONS INCNEW+486.9K486.9K+$18M$18M
AMZNAmazon.com IncNEW+141.7K141.7K+$16M$16M
XLISPDR S&P Industrial ETFNEW+178.3K178.3K+$15M$15M
TAT&T IncNEW+915.4K915.4K+$14M$14M
XLKSPDR S&P Technology ETFNEW+115.9K115.9K+$14M$14M
IYRISHARES U.S. REAL ESTATE ETFNEW+73.9K73.9K+$6M$6M
LAM RESEARCH CORPNEW+15.0K15.0K+$6M$6M

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

Holdings — Q3 2022

265 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1GLDSPDR Gold Trusthistory →COM4.19%$25M163.0K
2XLPSPDR S&P Consumer Staples Etfhistory →COM3.57%$22M322.3K
3VZVERIZON COMMUNICATIONS INChistory →COM3.07%$18M486.9K
4METAMeta Platforms Inchistory →COM2.87%$17M127.5K
5XBISPDR S&P Biotech ETFhistory →COM2.77%$17M210.7K
6SMHVanEck Semiconductor ETFhistory →COM2.75%$17M89.6K
7AMZNAmazon.com Inchistory →COM2.66%$16M141.7K
8XLISPDR S&P Industrial ETFhistory →COM2.45%$15M178.3K
9TAT&T Inchistory →COM2.33%$14M915.4K
10XLKSPDR S&P Technology ETFhistory →COM2.29%$14M115.9K
11BABOEING CO (THE)history →COM2.18%$13M108.3K
12XLYConsumer Discretionary Select Sector SPDhistory →COM2.03%$12M85.8K
13INTCIntel Corphistory →COM1.87%$11M436.7K
14CMCSACOMCAST CORP-CLASS Ahistory →COM1.76%$11M361.5K
15XRTSPDR S&P Retail ETFhistory →COM1.56%$9M166.5K
16SOXXiShares Semiconductor ETFhistory →COM1.25%$8M23.6K
17CHTRCharter Communications Inchistory →COM1.24%$7M24.7K
18NEMNewmont Corporationhistory →COM1.04%$6M148.5K
19VEAVanguard FTSE Developed Markets ETFhistory →COM1.02%$6M168.4K
20DISWALT DISNEY CO (THE)history →COM1.01%$6M64.6K
21IYRISHARES U.S. REAL ESTATE ETFCOM1.00%$6M73.9K
22IGVIshr S&P Gs SftwCOM0.92%$6M22.2K
23EWJISHARES MSCI JAPAN INDEX FUNDCOM0.92%$6M112.8K
24LAM RESEARCH CORPCOM0.91%$6M15.0K
25XHBSPDR S&P Homebuilders ETFCOM0.90%$5M99.3K
26GOOGLAlphabet Inc ACOM0.89%$5M56.3K
27VNQVanguard Real Estate ETFCOM0.89%$5M67.0K
28KRESPDR S&P Regional Banking ETFCOM0.83%$5M85.0K
29GDXVanEck Gold Miners ETFCOM0.82%$5M205.4K
30ADIAnalog Devices IncCOM0.78%$5M33.7K
31ITBiShares U.S. Home Construction ETFCOM0.72%$4M83.4K
32TXNTEXAS INSTRUMENTS INCCOM0.72%$4M28.0K
33MMM3M COCOM0.68%$4M37.0K
34TSMTaiwan Semiconductor Manufacturing CoLtdCOM0.68%$4M59.5K
35AMATApplied Materials IncCOM0.67%$4M49.5K
36FFord Motor CoCOM0.67%$4M360.5K
37SHOPShopify IncCOM0.63%$4M140.9K
38MELIMercadoLibre IncCOM0.54%$3M3.9K
39FISVFiserv IncCOM0.53%$3M34.0K
40EWYiShares MSCI South Korea ETFCOM0.52%$3M66.4K
41ADPAUTOMATIC DATA PROCESSING INCCOM0.50%$3M13.4K
42IBBiShares Biotechnology ETFCOM0.49%$3M25.5K
43SBUXStarbucks CorpCOM0.49%$3M35.0K
44SCHFSchwab International Equity ETFCOM0.48%$3M102.3K
45EWTiShares MSCI Taiwan ETFCOM0.48%$3M66.8K
46VGTVanguard Information Tech ETF - DNQCOM0.48%$3M9.4K
47PGPROCTER & GAMBLE CO (THE)COM0.47%$3M22.6K
48ADSKAutodesk IncCOM0.46%$3M15.0K
49QCOMQualcomm IncCOM0.46%$3M24.4K
50PLUGPLUG POWER INCCOM0.44%$3M125.0K
51ROSTROSS STORES INCCOM0.43%$3M30.6K
52TJXTJX COMPANIES INC (THE)COM0.43%$3M41.2K
53VGKVanguard FTSEEuropean ETFCOM0.41%$2M53.7K
54MSMORGAN STANLEY COM NEWCOM0.41%$2M31.2K
55ORealty Income CorpCOM0.41%$2M42.3K
56CLColgate-Palmolive CoCOM0.41%$2M34.9K
57GSGOLDMAN SACHS GROUP INC (THE)COM0.40%$2M8.3K
58JETSU.S. Global Jets ETFCOM0.40%$2M161.8K
59ASMLASML HOLDING N.V.COM0.40%$2M5.8K
60DEDeere & CoCOM0.39%$2M7.1K
61DHRDanaher CorpCOM0.39%$2M9.2K
62PBRPETROLEO BRASILEIRO S.A.- PETROBRASCOM0.39%$2M190.8K
63ZTSZoetis IncCOM0.39%$2M15.8K
64SNPSSynopsys IncCOM0.39%$2M7.6K
65MDLZMONDELEZ INTERNATIONAL INCCOM0.38%$2M42.1K
66SYFSynchrony FinancialCOM0.38%$2M80.9K
67NXPINXP Semiconductors N.V.COM0.37%$2M15.3K
68WDAYWorkday IncCOM0.37%$2M14.6K
69Blackrock IncCOM0.37%$2M4.0K
70NOWServiceNow IncCOM0.36%$2M5.7K
71KBESPDR S&P Bank ETFCOM0.35%$2M47.9K
72HONHoneywell International IncCOM0.35%$2M12.6K
73LENLENNAR CORPCOM0.34%$2M27.7K
74AALAmerican Airlines Group IncCOM0.34%$2M170.9K
75COFCAPITAL ONE FINANCIAL CORPCOM0.34%$2M22.2K
76SWKSTANLEY BLACK & DECKER INCCOM0.34%$2M27.1K
77EZUiShares MSCI Eurozone ETFCOM0.33%$2M62.7K
78KDPKeurig Dr Pepper IncCOM0.33%$2M55.8K
79SPGIS&P GLOBAL INCCOM0.33%$2M6.5K
80LULULululemon Athletica inc.COM0.32%$2M6.9K
81KLACKLA CorpCOM0.32%$2M6.3K
82NKENIKE INCCOM0.32%$2M23.0K
83HUBSHUBSPOT INCCOM0.32%$2M7.0K
84IQVIqvia Holdings IncCOM0.31%$2M10.4K
85GILDGILEAD SCIENCES INCCOM0.31%$2M30.5K
86PHPARKER-HANNIFIN CORPCOM0.31%$2M7.8K
87ITWILLINOIS TOOL WORKS INCCOM0.31%$2M10.3K
88SPGSIMON PROPERTY GROUP INCCOM0.30%$2M20.4K
89UALUnited Airlines Holdings IncCOM0.30%$2M54.8K
90EWGISHARES MSCI GERMANY INDEX FUNDCOM0.29%$2M89.1K
91MCHPMICROCHIP TECHNOLOGY INCCOM0.29%$2M28.5K
92SVB FINANCIAL GROUPCOM0.29%$2M5.2K
93Invesco S&P 500 Low Volatility ETFCOM0.29%$2M29.8K
94APDAIR PRODUCTS AND CHEMICALS INCCOM0.28%$2M7.3K
95MPWRMonolithic Power Systems IncCOM0.28%$2M4.6K
96WYNNWYNN RESORTS LTDCOM0.27%$2M25.5K
97VRSKVerisk Analytics IncCOM0.26%$2M9.3K
98XLFSPDR S&P Financial ETFCOM0.26%$2M51.9K
99BAXBAXTER INTERNATIONAL INCCOM0.26%$2M29.1K
100WSMWILLIAMS-SONOMA INCCOM0.26%$2M13.1K

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 ↗.