SEC 13F Intelligence

Managers / Q1 2023 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$475M
Q1 2023
Positions
214
Filings on Record
30
2019–present window
Filed
May 15, 2023
original filing

Summary

Quantitative Investment Management, LLC reported $475M in U.S.-listed holdings across 214 positions for Q1 2023.

Its largest position, PFE, represents 3.8% of the portfolio.

Compared with Q4 2022, the fund opened 143 new positions and exited 135.

Portfolio Metrics

Turnover
+72.2%
vs prior filed quarter
Top-10 Concentration
+28.4%
share of reported value
Largest Position
+3.8%
Pfizer
New / Exited
143 / 135
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: 80.2%ETP: 17.7%REIT: 1.0%Other: 0.6%ADR: 0.5%
  • Common Stock · 80.2% · $381M
  • ETP · 17.7% · $84M
  • REIT · 1.0% · $5M
  • Other · 0.6% · $3M
  • ADR · 0.5% · $2M

Quarter-over-Quarter Changes full breakdown →

vs Q4 2022 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
PFEPfizer IncNEW+445.8K445.8K+$18M$18M
JNJJohnson & JohnsonNEW+93.6K93.6K+$15M$15M
XLPSPDR S&P Consumer Staples EtfNEW+181.5K181.5K+$14M$14M
REGNREGENERON PHARMACEUTICALS INCNEW+14.6K14.6K+$12M$12M
HDHOME DEPOT INC (THE)NEW+37.4K37.4K+$11M$11M
CICigna GroupNEW+42.9K42.9K+$11M$11M
AMDADVANCED MICRO DEVICES INCNEW+93.1K93.1K+$9M$9M
LULULululemon Athletica inc.NEW+19.4K19.4K+$7M$7M

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

Holdings — Q1 2023

214 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1PFEPfizer Inchistory →COM3.83%$18M445.8K
2XLISPDR S&P Industrial ETFhistory →COM3.59%$17M168.3K
3JNJJohnson & Johnsonhistory →COM3.06%$15M93.6K
4VEAVanguard FTSE Developed Markets ETFhistory →COM2.94%$14M308.9K
5EWJISHARES MSCI JAPAN INDEX FUNDhistory →COM2.90%$14M234.3K
6XLPSPDR S&P Consumer Staples Etfhistory →COM2.86%$14M181.5K
7REGNREGENERON PHARMACEUTICALS INChistory →COM2.52%$12M14.6K
8HDHOME DEPOT INC (THE)history →COM2.32%$11M37.4K
9CICigna Grouphistory →COM2.31%$11M42.9K
10WMTWalmart Inchistory →COM2.12%$10M68.1K
11AMDADVANCED MICRO DEVICES INChistory →COM1.92%$9M93.1K
12HONHoneywell International Inchistory →COM1.68%$8M41.7K
13LULULululemon Athletica inc.history →COM1.49%$7M19.4K
14AAPLApple Inchistory →COM1.42%$7M41.0K
15BABOEING CO (THE)history →COM1.34%$6M30.0K
16CVSCvs Health Corphistory →COM1.33%$6M84.7K
17VVISA Inchistory →COM1.23%$6M25.9K
18KRKroger Co (The)history →COM1.20%$6M115.7K
19IBMInternational Business Machines Corphistory →COM1.19%$6M42.9K
20Activision Blizzard IncCOM1.17%$6M64.9K
21VEUVanguard FTSE All World Ex US ETFhistory →COM1.16%$6M102.9K
22MMM3M COhistory →COM1.15%$5M51.8K
23GOOGLAlphabet Inc Ahistory →COM1.14%$5M52.4K
24TAT&T Inchistory →COM1.10%$5M270.8K
25MRKMERCK & CO INChistory →COM1.08%$5M48.2K
26MCDMCDONALD'S CORPhistory →COM1.04%$5M17.6K
27PMPhilip Morris International IncCOM0.99%$5M48.5K
28APDAIR PRODUCTS AND CHEMICALS INCCOM0.96%$5M15.8K
29SBUXStarbucks CorpCOM0.91%$4M41.6K
30TJXTJX COMPANIES INC (THE)COM0.90%$4M54.4K
31MNSTMONSTER BEVERAGE CORPCOM0.87%$4M76.1K
32ADPAUTOMATIC DATA PROCESSING INCCOM0.85%$4M18.0K
33SCHFSchwab International Equity ETFCOM0.82%$4M111.5K
34BSXBoston Scientific CorpCOM0.77%$4M73.0K
35LOWLOWE'S COMPANIES INCCOM0.77%$4M18.2K
36TMUST-Mobile US IncCOM0.77%$4M25.1K
37INTCIntel CorpCOM0.76%$4M110.9K
38DDominion Energy IncCOM0.76%$4M64.7K
39VRTXVERTEX PHARMACEUTICALS INCCOM0.73%$3M11.1K
40FFord Motor CoCOM0.73%$3M275.4K
41ULTAUlta Beauty IncCOM0.71%$3M6.1K
42TGTTARGET CORPCOM0.70%$3M20.1K
43VGKVanguard FTSEEuropean ETFCOM0.67%$3M52.0K
44RTXRaytheon Technologies CorpCOM0.66%$3M32.1K
45URIUnited Rentals IncCOM0.66%$3M7.9K
46AXPAMERICAN EXPRESS COCOM0.65%$3M18.8K
47ACNAccenture PlcCOM0.64%$3M10.7K
48EWTiShares MSCI Taiwan ETFCOM0.61%$3M63.8K
49ADBEAdobe IncCOM0.59%$3M7.2K
50CBChubb LimitedCOM0.58%$3M14.1K
51DGDollar General CorpCOM0.57%$3M12.9K
52ONON Semiconductor CorpCOM0.57%$3M32.8K
53BRK/BBerkshire Hathaway Inc Cl BCOM0.56%$3M8.6K
54BURLBurlington Stores IncCOM0.55%$3M13.0K
55ACWXiShares MSCI ACWI ex US Index FundCOM0.55%$3M53.2K
56TXNTEXAS INSTRUMENTS INCCOM0.53%$2M13.4K
57CMGCHIPOTLE MEXICAN GRILL INCCOM0.52%$2M1.5K
58DISWALT DISNEY CO (THE)COM0.51%$2M24.1K
59LINLinde PLCCOM0.50%$2M6.7K
60BAXBAXTER INTERNATIONAL INCCOM0.48%$2M56.5K
61MAMastercard Incorp Common StockCOM0.46%$2M6.0K
62RCLRoyal Caribbean Cruises LtdCOM0.45%$2M32.6K
63FISFidelity National Information ServicesCOM0.44%$2M38.6K
64ETNEATON CORP PLCCOM0.44%$2M12.2K
65DECKDECKERS OUTDOOR CORPCOM0.43%$2M4.6K
66ORCLOracle CorpCOM0.41%$2M20.8K
67ORLYO'reilly Automotive IncCOM0.40%$2M2.2K
68YUMYUM! BRANDS INCCOM0.39%$2M14.0K
69ALGNALIGN TECHNOLOGY INCCOM0.39%$2M5.5K
70SCZiShares MSCI EAFE Small-Cap ETFCOM0.39%$2M30.8K
71Aptiv PLCCOM0.37%$2M15.7K
72MCHPMICROCHIP TECHNOLOGY INCCOM0.37%$2M21.0K
73HLTHilton Worldwide Holdings IncCOM0.36%$2M12.2K
74ALBAlbemarle CorpCOM0.36%$2M7.7K
75EWUiShares MSCI United Kingdom EtfCOM0.35%$2M52.0K
76PLUGPLUG POWER INCCOM0.35%$2M142.4K
77SHWSHERWIN-WILLIAMS CO (THE)COM0.35%$2M7.4K
78EWEDWARDS LIFESCIENCES CORPCOM0.35%$2M20.1K
79AZOAUTOZONE INCCOM0.35%$2M667
80ELESTEE LAUDER COMPANIES INC (THE)COM0.34%$2M6.5K
81Invesco S&P 500 Low Volatility ETFCOM0.34%$2M25.7K
82XHBSPDR S&P Homebuilders ETFCOM0.34%$2M23.6K
83MDTMedtronic PlcCOM0.33%$2M19.7K
84ROSTROSS STORES INCCOM0.33%$2M14.6K
85CTASCINTAS CORPCOM0.32%$2M3.3K
86MOAltria GroupCOM0.32%$2M34.2K
87NXPINXP Semiconductors N.V.COM0.32%$2M8.1K
88EQIXEQUINIX INCCOM0.31%$1M2.0K
89GILDGILEAD SCIENCES INCCOM0.31%$1M17.5K
90EXPEExpedia Group IncCOM0.30%$1M14.7K
91WBAWALGREENS BOOTS ALLIANCE INCCOM0.29%$1M40.5K
92CDWCdw CorpCOM0.29%$1M7.1K
93PODDInsulet CorpCOM0.29%$1M4.3K
94CMECME Group IncCOM0.29%$1M7.1K
95STZCONSTELLATION BRANDS INC-ACOM0.27%$1M5.7K
96TEAMAtlassian Corporation PLCCOM0.27%$1M7.5K
97AAgilent Technologies IncCOM0.26%$1M9.0K
98VLOValero Energy CorpCOM0.26%$1M8.8K
99EFViShares MSCI EAFE Value ETFCOM0.26%$1M25.4K
100VEEVVeeva Systems IncCOM0.26%$1M6.6K

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 ↗.