SEC 13F Intelligence

Managers / Q2 2023 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$1.1B
Q2 2023
Positions
264
Filings on Record
30
2019–present window
Filed
Aug 14, 2023
original filing

Summary

Quantitative Investment Management, LLC reported $1.1B in U.S.-listed holdings across 264 positions for Q2 2023.

Its largest position, GLD, represents 4.8% of the portfolio.

Compared with Q1 2023, the fund opened 163 new positions and exited 113.

Portfolio Metrics

Turnover
+37.4%
vs prior filed quarter
Top-10 Concentration
+30.1%
share of reported value
Largest Position
+4.8%
Spdr Gold
New / Exited
163 / 113
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: 48.6%ETP: 46.9%ADR: 2.3%REIT: 1.8%Other: 0.3%
  • Common Stock · 48.6% · $513M
  • ETP · 46.9% · $496M
  • ADR · 2.3% · $25M
  • REIT · 1.8% · $19M
  • Other · 0.3% · $3M

Quarter-over-Quarter Changes full breakdown →

vs Q1 2023 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
GLDSPDR Gold TrustNEW+283.0K283.0K+$50M$50M
EWZiShares MSCI Brazil ETFNEW+1.35M1.35M+$44M$44M
XLFSPDR S&P Financial ETFNEW+1.09M1.09M+$37M$37M
GDXVanEck Gold Miners ETFNEW+1.04M1.04M+$31M$31M
VWOVanguard FTSE Emerging Markets ETFNEW+757.5K757.5K+$31M$31M
IYRISHARES U.S. REAL ESTATE ETFNEW+321.4K321.4K+$28M$28M
XLBMATERIALS SELECT SECTOR SPDRNEW+288.3K288.3K+$24M$24M
VNQVanguard Real Estate ETFNEW+245.4K245.4K+$21M$21M

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

Holdings — Q2 2023

264 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1GLDSPDR Gold Trusthistory →COM4.78%$50M283.0K
2EWZiShares MSCI Brazil ETFhistory →COM4.14%$44M1.35M
3XLFSPDR S&P Financial ETFhistory →COM3.49%$37M1.09M
4GDXVanEck Gold Miners ETFhistory →COM2.95%$31M1.04M
5VWOVanguard FTSE Emerging Markets ETFhistory →COM2.92%$31M757.5K
6AMDADVANCED MICRO DEVICES INChistory →COM2.76%$29M256.1K
7IYRISHARES U.S. REAL ESTATE ETFhistory →COM2.63%$28M321.4K
8XLBMATERIALS SELECT SECTOR SPDRhistory →COM2.26%$24M288.3K
9WMTWalmart Inchistory →COM2.19%$23M147.3K
10XLREReal Estate Select Sector SPDR Fundhistory →COM2.02%$21M567.4K
11VNQVanguard Real Estate ETFhistory →COM1.94%$21M245.4K
12NFLXNETFLIX INChistory →COM1.90%$20M45.6K
13XLISPDR S&P Industrial ETFhistory →COM1.78%$19M175.1K
14KRESPDR S&P Regional Banking ETFhistory →COM1.61%$17M417.6K
15TSLATesla Inchistory →COM1.56%$17M63.1K
16DISWALT DISNEY CO (THE)history →COM1.56%$17M184.9K
17XRTSPDR S&P Retail ETFhistory →COM1.46%$15M241.5K
18XLESPDR Energy Select Sector Fundhistory →COM1.45%$15M188.2K
19ARKKARK Innovation ETFhistory →COM1.35%$14M322.5K
20COSTCOSTCO WHOLESALE CORPhistory →COM1.33%$14M26.1K
21XLVSPDR S&P Health Care ETFhistory →COM1.32%$14M104.7K
22SLVISHARES SILVER TRUSThistory →COM1.28%$13M645.4K
23FFord Motor Cohistory →COM1.14%$12M794.7K
24TSMTaiwan Semiconductor Manufacturing CoLtdhistory →COM1.07%$11M112.2K
25XBISPDR S&P Biotech ETFhistory →COM1.01%$11M128.7K
26MDTMedtronic Plchistory →COM0.99%$10M118.6K
27INTCIntel Corphistory →COM0.96%$10M304.7K
28EAELECTRONIC ARTS INCCOM0.92%$10M75.3K
29ADBEAdobe IncCOM0.85%$9M18.3K
30TAT&T IncCOM0.84%$9M559.4K
31GOOGLAlphabet Inc ACOM0.84%$9M74.4K
32CHTRCharter Communications IncCOM0.82%$9M23.6K
33FISFidelity National Information ServicesCOM0.79%$8M152.6K
34GDXJVanEck Junior Gold Miners ETFCOM0.77%$8M227.3K
35XOPSPDR S&P Oil & Gas Exploration & ProductCOM0.76%$8M62.2K
36CVSCvs Health CorpCOM0.71%$7M108.2K
37EWJISHARES MSCI JAPAN INDEX FUNDCOM0.70%$7M120.2K
38MRVLMarvell Technology Group LtdCOM0.70%$7M123.6K
39PYPLPayPal Holdings IncCOM0.62%$7M98.8K
40EWTiShares MSCI Taiwan ETFCOM0.62%$7M139.6K
41MUMICRON TECHNOLOGY INCCOM0.58%$6M96.8K
42MMM3M COCOM0.55%$6M57.8K
43NOWServiceNow IncCOM0.54%$6M10.1K
44LULULululemon Athletica inc.COM0.54%$6M15.0K
45EWCISHARES MSCI CANADA INDEX FUNDCOM0.52%$6M157.4K
46DXCMDexCom IncCOM0.51%$5M41.8K
47HONHoneywell International IncCOM0.48%$5M24.3K
48VEEVVeeva Systems IncCOM0.48%$5M25.4K
49LUVSOUTHWEST AIRLINES COCOM0.46%$5M133.7K
50TJXTJX COMPANIES INC (THE)COM0.45%$5M56.3K
51EWEDWARDS LIFESCIENCES CORPCOM0.44%$5M49.5K
52TWLOTwilio Inc Cl ACOM0.43%$5M71.1K
53AMTAMERICAN TOWER CORP (REIT)COM0.43%$4M23.2K
54VVISA IncCOM0.41%$4M18.3K
55EWYiShares MSCI South Korea ETFCOM0.41%$4M68.3K
56Invesco S&P 500 Low Volatility ETFCOM0.40%$4M66.8K
57VEAVanguard FTSE Developed Markets ETFCOM0.38%$4M86.9K
58GMGeneral Motors CoCOM0.38%$4M104.0K
59COFCAPITAL ONE FINANCIAL CORPCOM0.38%$4M36.6K
60VGKVanguard FTSEEuropean ETFCOM0.37%$4M64.1K
61SPDR Port Emerging Markets ETFCOM0.37%$4M114.0K
62STZCONSTELLATION BRANDS INC-ACOM0.37%$4M15.9K
63BBYBest Buy Co. IncCOM0.36%$4M46.8K
64IFFINTERNATIONAL FLAVORS & FRAGRANCES INCCOM0.36%$4M47.4K
65DEDeere & CoCOM0.35%$4M9.2K
66RHRH Common StockCOM0.35%$4M11.3K
67MARAMarathon Digital Holdings IncCOM0.33%$3M250.3K
68ARKGARK Genomic Revolution ETFCOM0.32%$3M100.4K
69UNPUNION PACIFIC CORPCOM0.32%$3M16.7K
70NTESNetEase IncCOM0.32%$3M35.2K
71XLUSPDR S&P Utilities ETFCOM0.32%$3M51.3K
72ABTAbbott LaboratoriesCOM0.32%$3M30.8K
73VRTXVERTEX PHARMACEUTICALS INCCOM0.30%$3M9.2K
74DDominion Energy IncCOM0.30%$3M61.5K
75GISGENERAL MILLS INCCOM0.30%$3M41.3K
76MNSTMONSTER BEVERAGE CORPCOM0.30%$3M55.0K
77GPNGlobal Payments IncCOM0.29%$3M31.5K
78XYZBlock IncCOM0.29%$3M46.6K
79EXPEExpedia Group IncCOM0.29%$3M28.2K
80ACNAccenture PlcCOM0.29%$3M9.8K
81ROSTROSS STORES INCCOM0.29%$3M26.9K
82MDLZMONDELEZ INTERNATIONAL INCCOM0.28%$3M41.2K
83PAYCPaycom Software IncCOM0.28%$3M9.2K
84CCICrown Castle IncCOM0.27%$3M25.2K
85CATCaterpillar IncCOM0.27%$3M11.6K
86TFCTruist Financial CorpCOM0.27%$3M93.6K
87KBESPDR S&P Bank ETFCOM0.27%$3M78.3K
88CMCSACOMCAST CORP-CLASS ACOM0.26%$3M66.7K
89ALLAllstate Corp (The)COM0.26%$3M25.2K
90AAgilent Technologies IncCOM0.26%$3M22.7K
91BPBP P.L.C.COM0.26%$3M76.6K
92SBUXStarbucks CorpCOM0.25%$3M26.5K
93ADSKAutodesk IncCOM0.24%$3M12.5K
94MOSMOSAIC CO (THE)COM0.24%$3M72.3K
95VEUVanguard FTSE All World Ex US ETFCOM0.24%$3M46.0K
96GNRCGenerac Holdlings IncCOM0.24%$2M16.7K
97CTSHCognizant Technology Solutions CorpCOM0.23%$2M37.5K
98EFViShares MSCI EAFE Value ETFCOM0.23%$2M48.8K
99MSTRMicrostrategy IncCOM0.22%$2M6.8K
100TE Connectivity LtdCOM0.22%$2M16.6K

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 ↗.