SEC 13F Intelligence

Managers / Q2 2019 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$2.6B
Q2 2019
Positions
598
Filings on Record
30
2019–present window
Filed
Aug 14, 2019
original filing

Summary

Quantitative Investment Management, LLC reported $2.6B in U.S.-listed holdings across 598 positions for Q2 2019.

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

Compared with Q1 2019, the fund opened 283 new positions and exited 311.

Portfolio Metrics

Turnover
+45.6%
vs prior filed quarter
Top-10 Concentration
+18.7%
share of reported value
Largest Position
+4.6%
Amazon Com
New / Exited
283 / 311
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: 80.7%ETP: 9.6%ADR: 4.4%REIT: 3.3%Other: 1.8%Other: 0.2%
  • Common Stock · 80.7% · $2.1B
  • ETP · 9.6% · $248M
  • ADR · 4.4% · $113M
  • REIT · 3.3% · $85M
  • Other · 1.8% · $46M
  • Other · 0.2% · $5M

Quarter-over-Quarter Changes full breakdown →

vs Q1 2019 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
METAFacebook IncNEW+323.6K323.6K+$62M$62M
JNJJohnson & JohnsonNEW+350.6K350.6K+$49M$49M
GLDSPDR Gold TrustNEW+309.7K309.7K+$41M$41M
GILDGILEAD SCIENCES INCNEW+547.3K547.3K+$37M$37M
JPMJ P MORGAN CHASE & CONEW+285.0K285.0K+$32M$32M
GDXVanEck Vect Gold Miners ETFNEW+1.19M1.19M+$30M$30M
EWZiShares MSCI Brazil ETFNEW+616.0K616.0K+$27M$27M
DALDelta Air Lines IncNEW+372.8K372.8K+$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 2019

500 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1AMZNAmazon.com Inchistory →COM4.63%$119M63.1K
2METAFacebook Inchistory →COM2.42%$62M323.6K
3JNJJohnson & Johnsonhistory →COM1.90%$49M350.6K
4NFLXNETFLIX INChistory →COM1.68%$43M117.6K
5GLDSPDR Gold Trusthistory →COM1.60%$41M309.7K
6XLVSPDR S&P Health Care ETFhistory →COM1.53%$39M425.6K
7GILDGILEAD SCIENCES INChistory →COM1.43%$37M547.3K
8JPMJ P MORGAN CHASE & COhistory →COM1.24%$32M285.0K
9GDXVanEck Vect Gold Miners ETFhistory →COM1.18%$30M1.19M
10ILMNILLUMINA INChistory →COM1.08%$28M75.4K
11EWZiShares MSCI Brazil ETFhistory →COM1.05%$27M616.0K
12ROSTROSS STORES INChistory →COM1.03%$27M268.4K
13VZVERIZON COMMUNICATIONS INChistory →COM0.98%$25M444.1K
14ORCLOracle Corphistory →COM0.93%$24M420.6K
15ADBEAdobe Inchistory →COM0.91%$23M79.2K
16WBAWALGREENS BOOTS ALLIANCE INChistory →COM0.88%$23M416.2K
17DALDelta Air Lines Inchistory →COM0.82%$21M372.8K
18UTXZUNITED TECHNOLOGIES CORPhistory →COM0.82%$21M161.8K
19DGDollar General Corphistory →COM0.82%$21M155.8K
20BABOEING CO (THE)history →COM0.81%$21M57.5K
21CMCSACOMCAST CORP-CLASS Ahistory →COM0.80%$21M489.1K
22SHWSHERWIN-WILLIAMS CO (THE)history →COM0.78%$20M44.0K
23DLRDIGITAL RLTY TR INC COMhistory →COM0.77%$20M169.0K
24XLUSPDR S&P Utilities ETFhistory →COM0.76%$20M327.6K
25SBUXStarbucks Corphistory →COM0.75%$19M230.3K
26PFEPfizer Inchistory →COM0.73%$19M433.3K
27BKNGBooking Holdings Inchistory →COM0.67%$17M9.2K
28TJXTJX COMPANIES INC (THE)history →COM0.67%$17M324.7K
29OXYOCCIDENTAL PETROLEUM CORPhistory →COM0.66%$17M340.4K
30UAAUNDER ARMOUR INChistory →COM0.65%$17M660.3K
31STZCONSTELLATION BRANDS INC-Ahistory →COM0.64%$17M84.3K
32CFCF INDUSTRIES HOLDINGS INChistory →COM0.64%$17M355.1K
33PMPhilip Morris International Inchistory →COM0.63%$16M207.7K
34COSTCOSTCO WHOLESALE CORPhistory →COM0.59%$15M57.8K
35EXCEXELON CORPhistory →COM0.57%$15M307.3K
36CMICUMMINS INChistory →COM0.56%$14M84.6K
37CSXCSX Corphistory →COM0.54%$14M180.9K
38EFAISHARES MSCI EAFE ETFhistory →COM0.54%$14M211.1K
39MOAltria Grouphistory →COM0.53%$14M288.3K
40WFCWells Fargo & Cohistory →COM0.53%$14M287.6K
41LULULululemon Athletica inc.history →COM0.51%$13M72.3K
42DDominion Energy Inchistory →COM0.50%$13M165.8K
43ULTAUlta Beauty Inchistory →COM0.49%$13M36.3K
44WMTWalmart Inchistory →COM0.47%$12M110.5K
45EWEDWARDS LIFESCIENCES CORPhistory →COM0.46%$12M64.8K
46EXPEExpedia Group Inchistory →COM0.46%$12M89.3K
47Market Vectors TR Russia ETFCOM0.44%$11M483.4K
48DXCMDexCom Inchistory →COM0.44%$11M75.7K
49CVXCHEVRON CORPhistory →COM0.43%$11M89.4K
50YUMYUM! BRANDS INChistory →COM0.43%$11M99.1K
51BED BATH & BEYOND INCCOM0.42%$11M934.0K
52DECKDECKERS OUTDOOR CORPhistory →COM0.42%$11M61.1K
53DUKDuke Energy Corphistory →COM0.41%$11M121.0K
54GDXJVanEck Vect Junior Gold Miners ETFhistory →COM0.41%$11M302.4K
55TEVATEVA PHARMACEUTICAL-SP ADRhistory →COM0.41%$10M1.14M
56SYYSysco Corphistory →COM0.41%$10M147.7K
57SRPTSAREPTA THERAPEUTICS INChistory →COM0.40%$10M68.2K
58DNKNDunkin' Brands Group Inchistory →COM0.40%$10M130.0K
59AMDADVANCED MICRO DEVICES INChistory →COM0.40%$10M338.7K
60ABEVAmbev S.A.history →COM0.39%$10M2.16M
61ABXBarrick Gold Corphistory →COM0.39%$10M634.6K
62UALUnited Airlines Holdings IncCOM0.39%$10M113.7K
63MGMMGM RESORTS INTERNATIONALCOM0.38%$10M342.6K
64DRIDARDEN RESTAURANTS INCCOM0.37%$10M79.1K
65NEENEXTERA ENERGY INC COMCOM0.37%$9M46.2K
66KELKellogg CoCOM0.37%$9M176.5K
67Hologic IncCOM0.36%$9M194.6K
68COOPER COMPANIES INC (THE)COM0.36%$9M27.5K
69HDHOME DEPOT INC (THE)COM0.36%$9M44.5K
70EVRGEvergy IncCOM0.36%$9M153.3K
71CASYCASEYS GENERAL STORES INCCOM0.36%$9M59.1K
72HRBH&R BLOCK INCCOM0.35%$9M311.1K
73TSCOTractor Supply CoCOM0.35%$9M82.6K
74BBDBANCO BRADESCO-ADRCOM0.35%$9M911.2K
75IONSIONIS PHARMACEUTICALS INCCOM0.34%$9M138.1K
76BSXBoston Scientific CorpCOM0.34%$9M204.7K
77TMUST-Mobile US IncCOM0.34%$9M117.8K
78VTRVentas IncCOM0.32%$8M121.3K
79IYRISHARES U.S. REAL ESTATE ETFCOM0.32%$8M94.9K
80IBMInternational Business Machines CorpCOM0.32%$8M60.0K
81LLYELI LILLY AND COCOM0.32%$8M73.7K
82TXNTEXAS INSTRUMENTS INCCOM0.32%$8M70.9K
83MCKMCKESSON CORPCOM0.31%$8M59.6K
84AEMAGNICO EAGLE MINES LTDCOM0.31%$8M154.1K
85SLVISHARES SILVER TRUSTCOM0.30%$8M540.8K
86Centurylink IncCOM0.30%$8M657.5K
87ETNEATON CORP PLCCOM0.30%$8M92.0K
88FFord Motor CoCOM0.30%$8M748.6K
89LUVSOUTHWEST AIRLINES COCOM0.30%$8M149.9K
90DLTRDollar Tree IncCOM0.29%$8M70.6K
91BFHALLIANCE DATA SYSTEMS CORPCOM0.28%$7M52.2K
92SJMJ.M. SMUCKER CO (THE)COM0.28%$7M63.5K
93ABTAbbott LaboratoriesCOM0.28%$7M86.3K
94NINiSource IncCOM0.27%$7M244.8K
95ITUBITAU UNIBANCO BANCO HOLDING SACOM0.27%$7M747.9K
96NBISYandex N.V.COM0.27%$7M182.3K
97NVONOVO NORDISK A/SCOM0.27%$7M135.1K
98INCYIncyte CorpCOM0.27%$7M81.0K
99Nordstrom IncCOM0.26%$7M211.1K
100Qurate Retail Inc Series ACOM0.26%$7M531.8K

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 ↗.