SEC 13F Intelligence

Managers / Q4 2023 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$1.7B
Q4 2023
Positions
303
Filings on Record
30
2019–present window
Filed
Feb 13, 2024
original filing

Summary

Quantitative Investment Management, LLC reported $1.7B in U.S.-listed holdings across 303 positions for Q4 2023.

Its largest position, AAPL, represents 4.6% of the portfolio.

Compared with Q3 2023, the fund opened 243 new positions and exited 102.

Portfolio Metrics

Turnover
+41.3%
vs prior filed quarter
Top-10 Concentration
+21.7%
share of reported value
Largest Position
+4.6%
Apple
New / Exited
243 / 102
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: 85.8%ETP: 9.7%ADR: 3.7%REIT: 0.5%Other: 0.3%
  • Common Stock · 85.8% · $1.5B
  • ETP · 9.7% · $169M
  • ADR · 3.7% · $64M
  • REIT · 0.5% · $9M
  • Other · 0.3% · $5M

Quarter-over-Quarter Changes full breakdown →

vs Q3 2023 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
AAPLApple IncNEW+416.2K416.2K+$80M$80M
XLESPDR Energy Select Sector FundNEW+564.3K564.3K+$47M$47M
AMDADVANCED MICRO DEVICES INCNEW+262.3K262.3K+$39M$39M
VVISA IncNEW+126.2K126.2K+$33M$33M
MSFTMicrosoft CorpNEW+86.8K86.8K+$33M$33M
UNHUNITEDHEALTH GROUP INCNEW+59.1K59.1K+$31M$31M
GOOGLAlphabet Inc ANEW+221.4K221.4K+$31M$31M
NVDANvidia CorpNEW+57.3K57.3K+$28M$28M

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

Holdings — Q4 2023

303 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1AAPLApple Inchistory →COM4.61%$80M416.2K
2XLESPDR Energy Select Sector Fundhistory →COM2.72%$47M564.3K
3AMDADVANCED MICRO DEVICES INChistory →COM2.22%$39M262.3K
4VVISA Inchistory →COM1.89%$33M126.2K
5MSFTMicrosoft Corphistory →COM1.88%$33M86.8K
6UNHUNITEDHEALTH GROUP INChistory →COM1.79%$31M59.1K
7GOOGLAlphabet Inc Ahistory →COM1.78%$31M221.4K
8NVDANvidia Corphistory →COM1.63%$28M57.3K
9XOPSPDR S&P Oil & Gas Exploration & Producthistory →COM1.60%$28M203.1K
10ABBVAbbVie Inchistory →COM1.58%$27M177.4K
11TMUST-Mobile US Inchistory →COM1.54%$27M166.7K
12METAMeta Platforms Inchistory →COM1.46%$25M71.9K
13XMESPDR S&P Metals & Mining ETFhistory →COM1.45%$25M421.5K
14REGNREGENERON PHARMACEUTICALS INChistory →COM1.27%$22M25.2K
15MRKMERCK & CO INChistory →COM1.26%$22M200.4K
16VRTXVERTEX PHARMACEUTICALS INChistory →COM1.26%$22M53.7K
17TJXTJX COMPANIES INC (THE)history →COM1.24%$22M229.7K
18NFLXNETFLIX INChistory →COM1.23%$21M44.0K
19BRK/BBerkshire Hathaway Inc Cl Bhistory →COM1.22%$21M59.4K
20COSTCOSTCO WHOLESALE CORPhistory →COM1.21%$21M31.9K
21ORCLOracle Corphistory →COM1.21%$21M198.9K
22GILDGILEAD SCIENCES INChistory →COM1.02%$18M219.8K
23MUMICRON TECHNOLOGY INChistory →COM1.00%$17M203.5K
24EXMOCExxon Mobil Corphistory →COM0.99%$17M172.7K
25PFEPfizer Inchistory →COM0.94%$16M565.9K
26MELIMercadoLibre Inchistory →COM0.91%$16M10.1K
27MAMastercard Incorp Common Stockhistory →COM0.91%$16M36.9K
28LINLinde PLChistory →COM0.90%$16M38.2K
29PGPROCTER & GAMBLE CO (THE)history →COM0.85%$15M100.5K
30WMTWalmart Inchistory →COM0.83%$14M91.5K
31JNJJohnson & Johnsonhistory →COM0.82%$14M90.8K
32LULULululemon Athletica inc.history →COM0.74%$13M25.1K
33DISWALT DISNEY CO (THE)history →COM0.73%$13M140.7K
34IBMInternational Business Machines Corphistory →COM0.72%$12M76.3K
35PANWPALO ALTO NETWORKS INChistory →COM0.71%$12M41.9K
36VZVERIZON COMMUNICATIONS INChistory →COM0.71%$12M327.2K
37SBUXStarbucks Corphistory →COM0.71%$12M127.7K
38DEDeere & Cohistory →COM0.70%$12M30.6K
39CMGCHIPOTLE MEXICAN GRILL INChistory →COM0.70%$12M5.3K
40CVSCvs Health Corphistory →COM0.70%$12M154.5K
41INDAiShares MSCI Indiahistory →COM0.68%$12M240.5K
42TEAMAtlassian Corporation PLChistory →COM0.66%$12M48.4K
43ELVElevance Health Inchistory →COM0.65%$11M24.0K
44PBRPETROLEO BRASILEIRO S.A.- PETROBRAShistory →COM0.64%$11M699.4K
45ORLYO'reilly Automotive Inchistory →COM0.61%$11M11.2K
46CSCOCisco Systems Inchistory →COM0.60%$10M205.5K
47OXYOCCIDENTAL PETROLEUM CORPhistory →COM0.58%$10M167.5K
48UNITED STATES STEEL CORPCOM0.56%$10M201.8K
49AZOAUTOZONE INCCOM0.56%$10M3.8K
50BSXBoston Scientific CorpCOM0.55%$10M166.8K
51PMPhilip Morris International IncCOM0.55%$10M102.2K
52General Electric CoCOM0.55%$10M75.3K
53EAELECTRONIC ARTS INCCOM0.55%$10M70.1K
54NOWServiceNow IncCOM0.55%$9M13.4K
55MPCMarathon Petroleum CorpCOM0.50%$9M59.1K
56LLYELI LILLY AND COCOM0.50%$9M15.0K
57COPCONOCOPHILLIPSCOM0.50%$9M74.5K
58GDXVanEck Gold Miners ETFCOM0.47%$8M266.1K
59ULTAUlta Beauty IncCOM0.46%$8M16.4K
60ADBEAdobe IncCOM0.46%$8M13.3K
61VLOValero Energy CorpCOM0.45%$8M60.1K
62GLDSPDR Gold TrustCOM0.45%$8M40.8K
63LMTLockheed Martin CorpCOM0.44%$8M16.7K
64ACNAccenture PlcCOM0.44%$8M21.6K
65HSYHERSHEY CO (THE)COM0.43%$7M40.1K
66NOCNorthrop Grumman CorpCOM0.42%$7M15.6K
67KMIKinder Morgan IncCOM0.42%$7M410.9K
68AVGOBroadcom IncCOM0.41%$7M6.4K
69CBChubb LimitedCOM0.40%$7M30.7K
70FANGDiamondback Energy IncCOM0.40%$7M44.3K
71AMGNAMGEN INCCOM0.39%$7M23.7K
72DDDuPont de Nemours IncCOM0.38%$7M86.7K
73CNCCentene CorpCOM0.38%$7M87.9K
74PSXPhillips 66COM0.36%$6M46.7K
75LNGCHENIERE ENERGY INCCOM0.36%$6M36.3K
76Xtrackers Harvest CSI 300 China A-SharesCOM0.36%$6M259.2K
77HESHess CorpCOM0.34%$6M41.5K
78JPMJ P MORGAN CHASE & COCOM0.34%$6M35.1K
79DECKDECKERS OUTDOOR CORPCOM0.34%$6M8.9K
80CSXCSX CorpCOM0.33%$6M167.8K
81AZNNAstrazeneca PLCCOM0.33%$6M85.6K
82ODFLOLD DOMINION FREIGHT LINE INCCOM0.33%$6M14.2K
83KRKroger Co (The)COM0.33%$6M124.4K
84ADSKAutodesk IncCOM0.33%$6M23.3K
85CMECME Group IncCOM0.33%$6M26.9K
86CHTRCharter Communications IncCOM0.32%$6M14.5K
87SNPSSynopsys IncCOM0.32%$6M10.9K
88NTAPNetApp IncCOM0.32%$6M63.7K
89EQIXEQUINIX INCCOM0.31%$5M6.6K
90EOGEOG RESOURCES INCCOM0.30%$5M43.6K
91VALEVale S A ADRCOM0.30%$5M325.7K
92CAHCardinal Health IncCOM0.30%$5M51.0K
93HLTHilton Worldwide Holdings IncCOM0.29%$5M28.1K
94ROPRoper Technologies IncCOM0.29%$5M9.3K
95PAYXPaychex IncCOM0.29%$5M42.6K
96MOAltria GroupCOM0.29%$5M124.5K
97URIUnited Rentals IncCOM0.29%$5M8.7K
98SLVISHARES SILVER TRUSTCOM0.28%$5M222.4K
99Pioneer Natural Resources CoCOM0.28%$5M21.3K
100MSIMotorola Solutions IncCOM0.27%$5M14.9K

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 ↗.