SEC 13F Intelligence

Managers / Q1 2019 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$1.7B
Q1 2019
Positions
626
Filings on Record
30
2019–present window
Filed
May 15, 2019
original filing

Summary

Quantitative Investment Management, LLC reported $1.7B in U.S.-listed holdings across 626 positions for Q1 2019.

Its largest position, AMZN, represents 3.5% of the portfolio.

Compared with Q4 2018, the fund opened 391 new positions and exited 301.

Portfolio Metrics

Turnover
+72.4%
vs prior filed quarter
Top-10 Concentration
+15.3%
share of reported value
Largest Position
+3.5%
Amazon Com
New / Exited
391 / 301
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: 76.4%ETP: 9.9%REIT: 5.2%ADR: 4.2%Other: 3.5%Other: 0.8%
  • Common Stock · 76.4% · $1.3B
  • ETP · 9.9% · $171M
  • REIT · 5.2% · $89M
  • ADR · 4.2% · $72M
  • Other · 3.5% · $61M
  • Other · 0.8% · $15M

Quarter-over-Quarter Changes full breakdown →

vs Q4 2018 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
AMZNAmazon.com IncNEW+34.2K34.2K+$61M$61M
Market Vectors TR Russia ETFNEW+1.30M1.30M+$27M$27M
XLVSPDR S&P Health Care ETFNEW+253.4K253.4K+$23M$23M
FXIiShares China Large-Cap ETFNEW+485.5K485.5K+$21M$21M
BABAAlibaba Group Holding LtdNEW+111.7K111.7K+$20M$20M
INTCIntel CorpNEW+376.4K376.4K+$20M$20M
PFEPfizer IncNEW+398.9K398.9K+$17M$17M
MSFTMicrosoft CorpNEW+139.4K139.4K+$16M$16M

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

Holdings — Q1 2019

499 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1AMZNAmazon.com Inchistory →COM3.52%$61M34.2K
2Market Vectors TR Russia ETFCOM1.55%$27M1.30M
3XLISPDR S&P Industrial ETFhistory →COM1.50%$26M345.7K
4TSLATesla Inchistory →COM1.47%$25M91.0K
5AMDADVANCED MICRO DEVICES INChistory →COM1.35%$23M918.0K
6XLVSPDR S&P Health Care ETFhistory →COM1.34%$23M253.4K
7FXIiShares China Large-Cap ETFhistory →COM1.24%$21M485.5K
8BABAAlibaba Group Holding Ltdhistory →COM1.18%$20M111.7K
9INTCIntel Corphistory →COM1.17%$20M376.4K
10EEMiShares MSCI Emerging Index Fundhistory →COM1.02%$18M409.7K
11PFEPfizer Inchistory →COM0.98%$17M398.9K
12DGDollar General Corphistory →COM0.96%$17M139.9K
13PSAPUBLIC STORAGE COMhistory →COM0.95%$16M75.6K
14MSFTMicrosoft Corphistory →COM0.95%$16M139.4K
15VZVERIZON COMMUNICATIONS INChistory →COM0.76%$13M222.0K
16LMTLockheed Martin Corphistory →COM0.75%$13M43.4K
17ELVAnthem Inchistory →COM0.73%$13M44.2K
18UNPUNION PACIFIC CORPhistory →COM0.73%$13M75.2K
19DRIDARDEN RESTAURANTS INChistory →COM0.70%$12M99.8K
20SBUXStarbucks Corphistory →COM0.68%$12M157.3K
21DLTRDollar Tree Inchistory →COM0.67%$12M110.1K
22Centurylink IncCOM0.67%$12M962.2K
23IJRISHARES CORE S&P SMALL-CAP ETFhistory →COM0.66%$11M148.9K
24LUVSOUTHWEST AIRLINES COhistory →COM0.66%$11M221.2K
25AAPADVANCE AUTO PARTS INChistory →COM0.65%$11M66.2K
26NOCNorthrop Grumman Corphistory →COM0.65%$11M41.8K
27AVGOBroadcom Inchistory →COM0.63%$11M36.3K
28DDominion Energy Inchistory →COM0.62%$11M140.3K
29AMGNAMGEN INChistory →COM0.61%$11M55.8K
30SUNTRUST BANKS INCCOM0.60%$10M175.1K
31SPGSIMON PROPERTY GROUP INCCOM0.57%$10M54.1K
32LULULululemon Athletica inc.COM0.57%$10M59.9K
33Altaba IncCOM0.54%$9M126.8K
34ORCLOracle CorpCOM0.52%$9M167.2K
35GOOGLAlphabet Inc ACOM0.52%$9M7.6K
36HANESBRANDS INCCOM0.49%$9M478.3K
37ROSTROSS STORES INCCOM0.49%$9M91.3K
38WBAWALGREENS BOOTS ALLIANCE INCCOM0.49%$8M132.8K
39ADIAnalog Devices IncCOM0.48%$8M78.3K
40SYYSysco CorpCOM0.47%$8M122.6K
41VTRVentas IncCOM0.47%$8M128.1K
42MSIMotorola Solutions IncCOM0.47%$8M57.4K
43Linde PLCCOM0.46%$8M45.4K
44TPRTapestry IncCOM0.46%$8M245.7K
45GOOGAlphabet IncCOM0.45%$8M6.7K
46TSCOTractor Supply CoCOM0.45%$8M80.4K
47CAHCardinal Health IncCOM0.45%$8M161.8K
48MMACY'S INCCOM0.44%$8M318.5K
49MCHPMICROCHIP TECHNOLOGY INCCOM0.44%$8M91.9K
50TEVATEVA PHARMACEUTICAL-SP ADRCOM0.44%$8M485.0K
51CHTRCharter Communications IncCOM0.44%$8M21.8K
52SHWSHERWIN-WILLIAMS CO (THE)COM0.44%$8M17.5K
53CTRACABOT OIL & GAS CORPCOM0.43%$7M286.4K
54CMAComerica IncCOM0.43%$7M101.6K
55ISRGINTUITIVE SURGICAL INCCOM0.42%$7M12.7K
56BXPBoston Properties IncCOM0.42%$7M53.8K
57AGNCAGNC Investment CorpCOM0.41%$7M393.5K
58XLBMATERIALS SELECT SECTOR SPDRCOM0.40%$7M125.7K
59LOWLOWE'S COMPANIES INCCOM0.40%$7M63.4K
60ITAiShares U.S. Aerospace & Defense ETFCOM0.40%$7M34.7K
61FDXFedEx CorpCOM0.40%$7M38.0K
62Discovery Inc Series ACOM0.40%$7M261.3K
63FISFidelity National Information ServicesCOM0.40%$7M60.8K
64Annaly Capital Management IncCOM0.39%$7M677.4K
65YUMYUM! BRANDS INCCOM0.39%$7M67.6K
66SJMJ.M. SMUCKER CO (THE)COM0.38%$7M56.9K
67EXPEExpedia Group IncCOM0.38%$7M55.6K
68EOGEOG RESOURCES INCCOM0.38%$7M68.6K
69ILMNILLUMINA INCCOM0.37%$6M20.4K
70CTSHCognizant Technology Solutions CorpCOM0.36%$6M85.8K
71HDBHDFC Bank LtdCOM0.35%$6M52.2K
72HRLHORMEL FOODS CORPCOM0.35%$6M134.9K
73IBNICICI BANK LTDCOM0.34%$6M514.1K
74SKAASKECHERS U.S.A. INCCOM0.34%$6M175.3K
75GDGENERAL DYNAMICS CORPCOM0.34%$6M34.4K
76PEGPublic Service Enterprise Group IncoCOM0.32%$6M94.1K
77CLFCleveland-Cliffs IncCOM0.32%$6M556.5K
78IWNISHARES RUSSELL 2000 VALUE ETFCOM0.32%$6M46.2K
79KRESPDR S&P Regional Banking ETFCOM0.32%$6M107.8K
80FUNSix Flags Entertainment Corp NewCOM0.32%$6M112.1K
81SNASnap-On IncCOM0.32%$5M34.9K
82NBISYandex N.V.COM0.31%$5M156.7K
83Pioneer Natural Resources CoCOM0.31%$5M35.3K
84SBACSba Comms CorpCOM0.31%$5M26.9K
85WEIGHT WATCHERS INTERNATIONAL INCCOM0.31%$5M266.1K
86INFYInfosys LtdCOM0.31%$5M489.0K
87TXNTEXAS INSTRUMENTS INCCOM0.31%$5M50.2K
88CBChubb LimitedCOM0.31%$5M38.0K
89Spirit Aerosystems Holdings IncCOM0.31%$5M58.0K
90HSYHERSHEY CO (THE)COM0.30%$5M45.5K
91UNILEVER N V -NY SHARESCOM0.30%$5M89.5K
92CATCaterpillar IncCOM0.30%$5M38.5K
93RCLRoyal Caribbean Cruises LtdCOM0.30%$5M45.3K
94EXREXTRA SPACE STORAGE INCCOM0.29%$5M49.6K
95MHKMohawk Industries IncCOM0.29%$5M39.3K
96ORLYO'reilly Automotive IncCOM0.29%$5M12.7K
97STMPStamps.com IncCOM0.28%$5M60.5K
98FASTFastenal CoCOM0.28%$5M76.3K
99BB&T CORP COMCOM0.28%$5M104.6K
100BSXBoston Scientific CorpCOM0.28%$5M126.3K

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 ↗.