SEC 13F Intelligence

Managers / Q3 2019 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$1.9B
Q3 2019
Positions
571
Filings on Record
30
2019–present window
Filed
Nov 14, 2019
original filing

Summary

Quantitative Investment Management, LLC reported $1.9B in U.S.-listed holdings across 571 positions for Q3 2019.

Its largest position, VZ, represents 3.4% of the portfolio.

Compared with Q2 2019, the fund opened 246 new positions and exited 273.

Portfolio Metrics

Turnover
+48.9%
vs prior filed quarter
Top-10 Concentration
+17.6%
share of reported value
Largest Position
+3.4%
Verizon Communications
New / Exited
246 / 273
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: 78.7%ETP: 7.4%REIT: 6.7%ADR: 3.8%Other: 3.0%Other: 0.4%
  • Common Stock · 78.7% · $1.5B
  • ETP · 7.4% · $138M
  • REIT · 6.7% · $126M
  • ADR · 3.8% · $71M
  • Other · 3.0% · $56M
  • Other · 0.4% · $7M

Quarter-over-Quarter Changes full breakdown →

vs Q2 2019 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
AMGNAMGEN INCNEW+222.0K222.0K+$43M$43M
SPYSPDR S&P 500 ETFNEW+122.3K122.3K+$36M$36M
CELGCELGENE CORPNEW+262.4K262.4K+$26M$26M
CHTRCharter Communications IncNEW+57.9K57.9K+$24M$24M
BIIBBiogen IncNEW+96.4K96.4K+$22M$22M
MUMICRON TECHNOLOGY INCNEW+447.8K447.8K+$19M$19M
DISWALT DISNEY CO (THE)NEW+132.4K132.4K+$17M$17M
AAPLApple IncNEW+68.1K68.1K+$15M$15M

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

Holdings — Q3 2019

499 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1VZVERIZON COMMUNICATIONS INChistory →COM3.43%$64M1.06M
2AMGNAMGEN INChistory →COM2.30%$43M222.0K
3JPMJ P MORGAN CHASE & COhistory →COM2.29%$43M364.6K
4SPYSPDR S&P 500 ETFhistory →COM1.94%$36M122.3K
5LOWLOWE'S COMPANIES INChistory →COM1.49%$28M254.2K
6CELGCELGENE CORPhistory →COM1.39%$26M262.4K
7CHTRCharter Communications Inchistory →COM1.28%$24M57.9K
8BIIBBiogen Inchistory →COM1.20%$22M96.4K
9SBUXStarbucks Corphistory →COM1.20%$22M253.6K
10EWJISHARES MSCI JAPAN INDEX FUNDhistory →COM1.06%$20M348.3K
11BKNGBooking Holdings Inchistory →COM1.05%$20M10.0K
12MUMICRON TECHNOLOGY INChistory →COM1.03%$19M447.8K
13Activision Blizzard IncCOM1.00%$19M355.0K
14ADBEAdobe Inchistory →COM0.96%$18M65.0K
15DISWALT DISNEY CO (THE)history →COM0.92%$17M132.4K
16DUKDuke Energy Corphistory →COM0.92%$17M179.4K
17AAPLApple Inchistory →COM0.82%$15M68.1K
18MRKMERCK & CO INChistory →COM0.77%$14M170.8K
19WFCWells Fargo & Cohistory →COM0.76%$14M280.3K
20SEAGATE TECHNOLOGY PLCCOM0.75%$14M262.2K
21DALDelta Air Lines Inchistory →COM0.72%$13M233.5K
22MOAltria Grouphistory →COM0.69%$13M317.4K
23HDHOME DEPOT INC (THE)history →COM0.64%$12M51.7K
24UTXZUNITED TECHNOLOGIES CORPhistory →COM0.63%$12M85.8K
25CMCSACOMCAST CORP-CLASS Ahistory →COM0.60%$11M248.2K
26ELVAnthem Inchistory →COM0.59%$11M46.1K
27UNHUNITEDHEALTH GROUP INChistory →COM0.59%$11M50.6K
28Raytheon CoCOM0.57%$11M54.6K
29PSAPUBLIC STORAGE COMhistory →COM0.56%$10M42.5K
30MCDMCDONALD'S CORPhistory →COM0.55%$10M48.3K
31LUVSOUTHWEST AIRLINES COhistory →COM0.55%$10M191.3K
32ORLYO'reilly Automotive Inchistory →COM0.55%$10M25.7K
33GLAXOSMITHKLINE PLC-SPON ADRCOM0.54%$10M238.5K
34OXYOCCIDENTAL PETROLEUM CORPhistory →COM0.54%$10M225.7K
35EFAISHARES MSCI EAFE ETFCOM0.53%$10M151.2K
36ALKALASKA AIR GROUP INCCOM0.52%$10M151.2K
37ILMNILLUMINA INCCOM0.52%$10M31.9K
38CRMSALESFORCE.COM INCCOM0.52%$10M65.2K
39BSXBoston Scientific CorpCOM0.51%$10M235.4K
40PEGPublic Service Enterprise Group IncoCOM0.51%$9M152.5K
41HONHoneywell International IncCOM0.50%$9M55.7K
42DLRDIGITAL RLTY TR INC COMCOM0.50%$9M72.4K
43ROSTROSS STORES INCCOM0.50%$9M85.4K
44EWZiShares MSCI Brazil ETFCOM0.49%$9M218.8K
45NKENIKE INCCOM0.48%$9M96.4K
46VLOValero Energy CorpCOM0.48%$9M105.9K
47BABAAlibaba Group Holding LtdCOM0.48%$9M53.3K
48AVBAVALONBAY COMMUNITIES INCCOM0.47%$9M41.1K
49ACADACADIA PHARMACEUTICALS INCCOM0.47%$9M245.2K
50CNPCENTERPOINT ENERGY INCCOM0.46%$9M284.7K
51XLFSPDR S&P Financial ETFCOM0.46%$9M306.0K
52AMDADVANCED MICRO DEVICES INCCOM0.45%$8M292.2K
53PGRPROGRESSIVE CORP (THE)COM0.45%$8M109.0K
54DTEDTE ENERGY COMPANYCOM0.44%$8M61.4K
55WBAWALGREENS BOOTS ALLIANCE INCCOM0.43%$8M146.7K
56KANSAS CITY SOUTHERNCOM0.43%$8M60.6K
57CLColgate-Palmolive CoCOM0.43%$8M108.9K
58PNWPinnacle West Capital CorpCOM0.43%$8M82.3K
59OHIOmega Healthcare Investors IncCOM0.43%$8M190.8K
60AXPAMERICAN EXPRESS COCOM0.43%$8M67.3K
61EXREXTRA SPACE STORAGE INCCOM0.42%$8M67.9K
62AEEAmeren CorpCOM0.42%$8M98.1K
63LULULululemon Athletica inc.COM0.41%$8M40.1K
64TOLToll Brothers IncCOM0.41%$8M186.5K
65GILDGILEAD SCIENCES INCCOM0.40%$8M119.5K
66XRAYDENTSPLY SIRONA INCCOM0.40%$8M141.7K
67AZNNAstrazeneca PLCCOM0.40%$7M167.7K
68OKEONEOK IncCOM0.40%$7M100.9K
69ISRGINTUITIVE SURGICAL INCCOM0.38%$7M13.3K
70ETNEATON CORP PLCCOM0.38%$7M85.1K
71BB&T CORP COMCOM0.38%$7M132.4K
72CECelanese CorpCOM0.38%$7M57.7K
73TMUST-Mobile US IncCOM0.38%$7M89.2K
74MPTMedical Properties Trust IncCOM0.37%$7M357.2K
75NXPINXP Semiconductors N.V.COM0.37%$7M63.0K
76TEVATEVA PHARMACEUTICAL-SP ADRCOM0.37%$7M996.5K
77FEDERAL REALTY INVESTMENT TRUSTCOM0.36%$7M49.4K
78Life Storage IncCOM0.36%$7M63.2K
79CAHCardinal Health IncCOM0.35%$7M138.8K
80XLISPDR S&P Industrial ETFCOM0.35%$7M84.3K
81EVRGEvergy IncCOM0.35%$7M98.0K
82NVSNOVARTIS AGCOM0.34%$6M73.4K
83LENLENNAR CORPCOM0.34%$6M114.1K
84REGRegency Centers CorpCOM0.34%$6M91.7K
85IYRISHARES U.S. REAL ESTATE ETFCOM0.33%$6M66.7K
86FFord Motor CoCOM0.33%$6M669.9K
87ABTAbbott LaboratoriesCOM0.32%$6M72.2K
88WENWENDY'S CO (THE)COM0.32%$6M296.4K
89NVONOVO NORDISK A/SCOM0.32%$6M114.2K
90OGEOGE Energy CorpCOM0.31%$6M126.5K
91INGERSOLL-RAND PLCCOM0.30%$6M46.2K
92CCITIGROUP INC COM NEWCOM0.30%$6M82.2K
93CVXCHEVRON CORPCOM0.30%$6M47.1K
94CICigna Holding CoCOM0.29%$6M36.3K
95ALNYALNYLAM PHARMACEUTICALS INCCOM0.29%$5M68.0K
96PPLPPL CORPCOM0.29%$5M172.9K
97INFYInfosys LtdCOM0.29%$5M478.4K
98BDXBECTON DICKINSON AND COCOM0.29%$5M21.2K
99TJXTJX COMPANIES INC (THE)COM0.28%$5M95.5K
100CBOECboe Global Markets IncCOM0.28%$5M46.0K

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 ↗.