SEC 13F Intelligence

Managers / Q4 2019 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$3.3B
Q4 2019
Positions
608
Filings on Record
30
2019–present window
Filed
Feb 14, 2020
original filing

Summary

Quantitative Investment Management, LLC reported $3.3B in U.S.-listed holdings across 608 positions for Q4 2019.

Its largest position, EWZ, represents 2.3% of the portfolio.

Compared with Q3 2019, the fund opened 281 new positions and exited 244.

Portfolio Metrics

Turnover
+39.1%
vs prior filed quarter
Top-10 Concentration
+18.0%
share of reported value
Largest Position
+2.3%
Ishares Msci Brazil Etf
New / Exited
281 / 244
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: 73.8%ETP: 15.3%ADR: 4.7%REIT: 4.0%Other: 2.2%
  • Common Stock · 73.8% · $2.4B
  • ETP · 15.3% · $507M
  • ADR · 4.7% · $155M
  • REIT · 4.0% · $131M
  • Other · 2.2% · $73M

Quarter-over-Quarter Changes full breakdown →

vs Q3 2019 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
METAFacebook IncNEW+232.9K232.9K+$48M$48M
FXIiShares China Large-Cap ETFNEW+923.0K923.0K+$40M$40M
NEMNewmont CorporationNEW+741.6K741.6K+$32M$32M
GDXVanEck Vect Gold Miners ETFNEW+1.05M1.05M+$31M$31M
AMZNAmazon.com IncNEW+16.2K16.2K+$30M$30M
VVISA IncNEW+142.4K142.4K+$27M$27M
KMIKinder Morgan IncNEW+1.17M1.17M+$25M$25M
MDLZMONDELEZ INTERNATIONAL INCNEW+443.3K443.3K+$24M$24M

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

Holdings — Q4 2019

500 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1EWZiShares MSCI Brazil ETFhistory →COM2.34%$77M1.63M
2EEMiShares MSCI Emerging Index Fundhistory →COM2.20%$73M1.62M
3DISWALT DISNEY CO (THE)history →COM2.01%$66M458.9K
4AMDADVANCED MICRO DEVICES INChistory →COM1.98%$65M1.43M
5MUMICRON TECHNOLOGY INChistory →COM1.80%$60M1.11M
6VZVERIZON COMMUNICATIONS INChistory →COM1.72%$57M928.8K
7CRMSALESFORCE.COM INChistory →COM1.68%$55M341.0K
8MRKMERCK & CO INChistory →COM1.48%$49M538.4K
9METAFacebook Inchistory →COM1.44%$48M232.9K
10BABAAlibaba Group Holding Ltdhistory →COM1.39%$46M216.2K
11LULULululemon Athletica inc.history →COM1.32%$44M188.7K
12IYRISHARES U.S. REAL ESTATE ETFhistory →COM1.24%$41M441.3K
13FXIiShares China Large-Cap ETFhistory →COM1.22%$40M923.0K
14VRTXVERTEX PHARMACEUTICALS INChistory →COM1.21%$40M182.5K
15JNJJohnson & Johnsonhistory →COM1.06%$35M239.9K
16EAELECTRONIC ARTS INChistory →COM1.03%$34M316.2K
17NEMNewmont Corporationhistory →COM0.97%$32M741.6K
18GDXVanEck Vect Gold Miners ETFhistory →COM0.93%$31M1.05M
19AMZNAmazon.com Inchistory →COM0.91%$30M16.2K
20VNQVanguard Real Estate ETFhistory →COM0.89%$29M317.0K
21IEMGiShares Core MSCI Emerging Markets ETFhistory →COM0.88%$29M544.3K
22ADBEAdobe Inchistory →COM0.82%$27M82.8K
23VVISA Inchistory →COM0.81%$27M142.4K
24AVGOBroadcom Inchistory →COM0.75%$25M79.0K
25KMIKinder Morgan Inchistory →COM0.75%$25M1.17M
26MDLZMONDELEZ INTERNATIONAL INChistory →COM0.74%$24M443.3K
27PSXPhillips 66history →COM0.73%$24M216.5K
28DHRDanaher Corphistory →COM0.72%$24M154.4K
29Activision Blizzard IncCOM0.70%$23M391.2K
30NFLXNETFLIX INChistory →COM0.69%$23M70.6K
31MAMastercard Incorp Common Stockhistory →COM0.69%$23M76.1K
32VLOValero Energy Corphistory →COM0.69%$23M242.6K
33GLDSPDR Gold Trusthistory →COM0.67%$22M155.9K
34VWOVanguard FTSE Emerging Markets ETFhistory →COM0.66%$22M492.8K
35Splunk IncCOM0.66%$22M146.3K
36XLYConsumer Discretionary Select Sector SPDhistory →COM0.62%$21M164.6K
37BKNGBooking Holdings Inchistory →COM0.62%$21M10.0K
38CITRIX SYSTEMS INCCOM0.62%$20M183.8K
39Hologic IncCOM0.61%$20M384.4K
40INCYIncyte Corphistory →COM0.60%$20M229.2K
41XLUSPDR S&P Utilities ETFhistory →COM0.60%$20M309.4K
42MNSTMONSTER BEVERAGE CORPhistory →COM0.59%$20M308.2K
43PANWPALO ALTO NETWORKS INChistory →COM0.59%$20M84.6K
44GILDGILEAD SCIENCES INChistory →COM0.58%$19M296.0K
45DXCMDexCom Inchistory →COM0.56%$19M84.9K
46KOCOCA-COLA CO (THE)history →COM0.55%$18M327.6K
47CHTRCharter Communications Inchistory →COM0.51%$17M34.8K
48TXNTEXAS INSTRUMENTS INChistory →COM0.50%$16M128.6K
49ISRGINTUITIVE SURGICAL INChistory →COM0.48%$16M27.1K
50HONHoneywell International Inchistory →COM0.47%$16M88.2K
51BBYBest Buy Co. Inchistory →COM0.47%$16M177.0K
52MELIMercadoLibre Inchistory →COM0.47%$15M27.1K
53LENLENNAR CORPhistory →COM0.46%$15M270.5K
54ALNYALNYLAM PHARMACEUTICALS INChistory →COM0.46%$15M130.8K
55ORLYO'reilly Automotive Inchistory →COM0.45%$15M34.3K
56GDXJVanEck Vect Junior Gold Miners ETFhistory →COM0.45%$15M353.8K
57BDXBECTON DICKINSON AND COhistory →COM0.44%$15M54.1K
58AXPAMERICAN EXPRESS COhistory →COM0.43%$14M114.9K
59CMGCHIPOTLE MEXICAN GRILL INChistory →COM0.43%$14M17.1K
60Mellanox Technologies LtdCOM0.42%$14M119.8K
61VALEVale S A ADRhistory →COM0.42%$14M1.06M
62WYNNWYNN RESORTS LTDhistory →COM0.41%$14M98.4K
63GSGOLDMAN SACHS GROUP INC (THE)history →COM0.40%$13M57.8K
64HRLHORMEL FOODS CORPhistory →COM0.40%$13M293.1K
65DDominion Energy Inchistory →COM0.39%$13M156.6K
66ROSTROSS STORES INChistory →COM0.39%$13M111.0K
67SBUXStarbucks Corphistory →COM0.39%$13M146.4K
68FTNTFortinet Inchistory →COM0.38%$12M116.3K
69LVSLas Vegas Sands Corphistory →COM0.37%$12M179.1K
70BKRBaker Hughes Companyhistory →COM0.36%$12M463.1K
71BSXBoston Scientific Corphistory →COM0.36%$12M260.2K
72XLESPDR Energy Select Sector Fundhistory →COM0.34%$11M188.9K
73CAHCardinal Health Inchistory →COM0.33%$11M218.3K
74OXYOCCIDENTAL PETROLEUM CORPhistory →COM0.33%$11M266.1K
75CERNER CORPCOM0.32%$11M146.3K
76EWJISHARES MSCI JAPAN INDEX FUNDhistory →COM0.32%$11M181.0K
77PBRPETROLEO BRASILEIRO S.A.- PETROBRAShistory →COM0.32%$11M664.0K
78BXPBoston Properties IncCOM0.30%$10M71.6K
79FFord Motor CoCOM0.30%$10M1.06M
80ACNAccenture PlcCOM0.30%$10M46.6K
81ADPAUTOMATIC DATA PROCESSING INCCOM0.29%$10M56.6K
82EWWiShares MSCI Mexico ETFCOM0.29%$10M214.0K
83JAZZJazz Pharmaceuticals plcCOM0.29%$10M64.2K
84SLVISHARES SILVER TRUSTCOM0.29%$10M572.4K
85ILMNILLUMINA INCCOM0.29%$10M28.7K
86NXPINXP Semiconductors N.V.COM0.29%$10M74.7K
87RCLRoyal Caribbean Cruises LtdCOM0.28%$9M70.5K
88DALDelta Air Lines IncCOM0.28%$9M161.0K
89UTXZUNITED TECHNOLOGIES CORPCOM0.28%$9M61.9K
90RSGREPUBLIC SERVICES INCCOM0.28%$9M103.2K
91INTUIntuit IncCOM0.28%$9M35.2K
92Centurylink IncCOM0.28%$9M697.4K
93VTRVentas IncCOM0.27%$9M154.3K
94OMCOmnicom Group IncCOM0.27%$9M109.2K
95BALLBall CorpCOM0.27%$9M136.6K
96ICEIntercontinental Exchange IncCOM0.26%$9M91.9K
97Masimo CorpCOM0.25%$8M52.9K
98PSAPUBLIC STORAGE COMCOM0.25%$8M39.0K
99ADIAnalog Devices IncCOM0.25%$8M68.7K
100Market Vectors TR Russia ETFCOM0.24%$8M322.9K

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 ↗.