SEC 13F Intelligence

Managers / Q4 2022 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$526M
Q4 2022
Positions
206
Filings on Record
30
2019–present window
Filed
Feb 14, 2023
original filing

Summary

Quantitative Investment Management, LLC reported $526M in U.S.-listed holdings across 206 positions for Q4 2022.

Its largest position, XLF, represents 6.5% of the portfolio.

Compared with Q3 2022, the fund opened 86 new positions and exited 145.

Portfolio Metrics

Turnover
+51.5%
vs prior filed quarter
Top-10 Concentration
+39.4%
share of reported value
Largest Position
+6.5%
Spdr S P Financial Etf
New / Exited
86 / 145
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: 52.8%ETP: 43.5%ADR: 1.9%REIT: 0.9%Other: 0.8%NY Reg Shrs: 0.1%
  • Common Stock · 52.8% · $278M
  • ETP · 43.5% · $229M
  • ADR · 1.9% · $10M
  • REIT · 0.9% · $5M
  • Other · 0.8% · $4M
  • NY Reg Shrs · 0.1% · $619,000

Quarter-over-Quarter Changes full breakdown →

vs Q3 2022 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
TSLATesla IncNEW+224.0K224.0K+$28M$28M
XLBMATERIALS SELECT SECTOR SPDRNEW+256.1K256.1K+$20M$20M
AMGNAMGEN INCNEW+73.3K73.3K+$19M$19M
WMTWalmart IncNEW+72.4K72.4K+$10M$10M
VWOVanguard FTSE Emerging Markets ETFNEW+236.8K236.8K+$9M$9M
IBMInternational Business Machines CorpNEW+31.8K31.8K+$4M$4M
EWWiShares MSCI Mexico ETFNEW+83.5K83.5K+$4M$4M
FANGDiamondback Energy IncNEW+24.8K24.8K+$3M$3M

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

Holdings — Q4 2022

206 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1XLFSPDR S&P Financial ETFhistory →COM6.52%$34M1.00M
2TSLATesla Inchistory →COM5.25%$28M224.0K
3XLISPDR S&P Industrial ETFhistory →COM3.95%$21M211.6K
4AMZNAmazon.com Inchistory →COM3.92%$21M245.3K
5GOOGLAlphabet Inc Ahistory →COM3.79%$20M225.9K
6XLBMATERIALS SELECT SECTOR SPDRhistory →COM3.78%$20M256.1K
7AMGNAMGEN INChistory →COM3.66%$19M73.3K
8XLYConsumer Discretionary Select Sector SPDhistory →COM3.36%$18M136.9K
9SMHVanEck Semiconductor ETFhistory →COM3.03%$16M78.6K
10XLKSPDR S&P Technology ETFhistory →COM2.11%$11M89.4K
11IYRISHARES U.S. REAL ESTATE ETFhistory →COM2.05%$11M127.9K
12WMTWalmart Inchistory →COM1.95%$10M72.4K
13VWOVanguard FTSE Emerging Markets ETFhistory →COM1.75%$9M236.8K
14VNQVanguard Real Estate ETFhistory →COM1.71%$9M108.9K
15TSMTaiwan Semiconductor Manufacturing CoLtdhistory →COM1.64%$9M115.7K
16VZVERIZON COMMUNICATIONS INChistory →COM1.40%$7M187.2K
17JPMJ P MORGAN CHASE & COhistory →COM1.34%$7M52.7K
18EWTiShares MSCI Taiwan ETFhistory →COM1.30%$7M169.8K
19EWJISHARES MSCI JAPAN INDEX FUNDhistory →COM1.29%$7M124.5K
20GSGOLDMAN SACHS GROUP INC (THE)history →COM1.28%$7M19.6K
21SOXXiShares Semiconductor ETFhistory →COM1.23%$6M18.5K
22General Electric CoCOM1.23%$6M77.0K
23XRTSPDR S&P Retail ETFhistory →COM1.20%$6M104.5K
24INTCIntel Corphistory →COM1.16%$6M230.5K
25VEAVanguard FTSE Developed Markets ETFhistory →COM1.09%$6M136.3K
26METAMeta Platforms IncCOM0.87%$5M38.1K
27WBAWALGREENS BOOTS ALLIANCE INCCOM0.86%$5M121.0K
28IBMInternational Business Machines CorpCOM0.85%$4M31.8K
29EWWiShares MSCI Mexico ETFCOM0.78%$4M83.5K
30MMM3M COCOM0.73%$4M31.9K
31HONHoneywell International IncCOM0.65%$3M15.9K
32FANGDiamondback Energy IncCOM0.65%$3M24.8K
33XMESPDR S&P Metals & Mining ETFCOM0.64%$3M67.6K
34CSCOCisco Systems IncCOM0.61%$3M67.1K
35EWCISHARES MSCI CANADA INDEX FUNDCOM0.58%$3M93.9K
36GDXJVanEck Junior Gold Miners ETFCOM0.58%$3M85.8K
37BIIBBiogen IncCOM0.56%$3M10.6K
38AMATApplied Materials IncCOM0.56%$3M30.1K
39LAM RESEARCH CORPCOM0.55%$3M6.8K
40JETSU.S. Global Jets ETFCOM0.54%$3M165.1K
41DISWALT DISNEY CO (THE)COM0.54%$3M32.4K
42CHTRCharter Communications IncCOM0.53%$3M8.2K
43TXNTEXAS INSTRUMENTS INCCOM0.51%$3M16.3K
44TAT&T IncCOM0.50%$3M143.1K
45PSXPhillips 66COM0.48%$3M24.2K
46GNRCGenerac Holdlings IncCOM0.48%$3M24.9K
47VGTVanguard Information Tech ETF - DNQCOM0.46%$2M7.5K
48BMRNBioMarin Pharmaceutical IncCOM0.46%$2M23.2K
49VEUVanguard FTSE All World Ex US ETFCOM0.44%$2M45.8K
50SPGIS&P GLOBAL INCCOM0.43%$2M6.8K
51ALBAlbemarle CorpCOM0.42%$2M10.3K
52CCLCarnival CorpCOM0.42%$2M275.5K
53UNITED STATES STEEL CORPCOM0.42%$2M88.5K
54USBU.S. BANCORPCOM0.41%$2M49.3K
55BBYBest Buy Co. IncCOM0.41%$2M26.8K
56METMETLIFE INCCOM0.40%$2M29.1K
57EWAISHARES MSCI AUSTRALIA INDEX FUNDCOM0.38%$2M89.1K
58EZUiShares MSCI Eurozone ETFCOM0.37%$2M49.2K
59EWYiShares MSCI South Korea ETFCOM0.35%$2M32.8K
60Linde PLCCOM0.35%$2M5.6K
61MDTMedtronic PlcCOM0.34%$2M23.3K
62SCHFSchwab International Equity ETFCOM0.34%$2M55.8K
63QCOMQualcomm IncCOM0.34%$2M16.3K
64ZTSZoetis IncCOM0.34%$2M12.2K
65IGVIshr S&P Gs SftwCOM0.32%$2M6.7K
66SBNYSIGNATURE BANKCOM0.31%$2M14.0K
67MCHPMICROCHIP TECHNOLOGY INCCOM0.31%$2M22.9K
68EWGISHARES MSCI GERMANY INDEX FUNDCOM0.30%$2M64.4K
69BAXBAXTER INTERNATIONAL INCCOM0.30%$2M30.7K
70EQIXEQUINIX INCCOM0.29%$2M2.3K
71FEZSPDR DJ EURO STOXX 50 ETFCOM0.29%$2M39.3K
72IYTiShares US Transportation ETFCOM0.28%$1M6.8K
73Aptiv PLCCOM0.27%$1M15.5K
74ASMLASML HOLDING N.V.COM0.27%$1M2.6K
75Paramount Global BCOM0.27%$1M84.8K
76VGKVanguard FTSEEuropean ETFCOM0.27%$1M25.4K
77SVB FINANCIAL GROUPCOM0.26%$1M6.0K
78SYFSynchrony FinancialCOM0.26%$1M41.0K
79ACWXiShares MSCI ACWI ex US Index FundCOM0.25%$1M29.4K
80GAPGAP INC (THE)COM0.25%$1M117.8K
81NCLHNorwegian Cruise Line Holdings LtdCOM0.25%$1M107.7K
82GGBGERDAU S.A.COM0.25%$1M237.8K
83JCIJohnson Controls IncCOM0.25%$1M20.4K
84ALLYAlly Financial IncCOM0.24%$1M51.2K
85CVXCHEVRON CORPCOM0.24%$1M6.9K
86ULTAUlta Beauty IncCOM0.24%$1M2.6K
87KBWBInvesco KBW Bank ETFCOM0.23%$1M23.9K
88AEOAmerican Eagle Outfitters IncCOM0.22%$1M84.7K
89PHPARKER-HANNIFIN CORPCOM0.22%$1M4.0K
90BKNGBooking Holdings IncCOM0.22%$1M582
91EWEDWARDS LIFESCIENCES CORPCOM0.21%$1M14.6K
92LUMNCenturyLink IncCOM0.21%$1M206.8K
93INCYIncyte CorpCOM0.21%$1M13.4K
94ETNEATON CORP PLCCOM0.20%$1M6.8K
95VFHVanguard Financials ETF - DNQCOM0.20%$1M12.6K
96PRUPRUDENTIAL FINANCIAL INCCOM0.20%$1M10.4K
97SHWSHERWIN-WILLIAMS CO (THE)COM0.20%$1M4.4K
98AVBAVALONBAY COMMUNITIES INCCOM0.19%$1M6.3K
99BALLBall CorpCOM0.19%$995,00019.5K
100DLRDIGITAL RLTY TR INC COMCOM0.19%$993,0009.9K

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 ↗.