SEC 13F Intelligence

Managers / Q1 2020 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$916M
Q1 2020
Positions
481
Filings on Record
30
2019–present window
Filed
May 15, 2020
original filing

Summary

Quantitative Investment Management, LLC reported $916M in U.S.-listed holdings across 481 positions for Q1 2020.

Its largest position, MMM, represents 3.3% of the portfolio.

Compared with Q4 2019, the fund opened 307 new positions and exited 434.

Portfolio Metrics

Turnover
+29.1%
vs prior filed quarter
Top-10 Concentration
+23.3%
share of reported value
Largest Position
+3.3%
3m
New / Exited
307 / 434
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: 86.8%ADR: 5.3%REIT: 4.1%Other: 2.1%ETP: 1.6%Unit: 0.0%
  • Common Stock · 86.8% · $795M
  • ADR · 5.3% · $49M
  • REIT · 4.1% · $38M
  • Other · 2.1% · $19M
  • ETP · 1.6% · $15M
  • Unit · 0.0% · $310,000

Quarter-over-Quarter Changes full breakdown →

vs Q4 2019 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
MMM3M CONEW+224.6K224.6K+$31M$31M
TSLATesla IncNEW+42.8K42.8K+$22M$22M
AAPLApple IncNEW+79.2K79.2K+$20M$20M
MOAltria GroupNEW+452.0K452.0K+$17M$17M
WFCWells Fargo & CoNEW+580.2K580.2K+$17M$17M
ABBVAbbVie IncNEW+194.9K194.9K+$15M$15M
PFEPfizer IncNEW+381.5K381.5K+$12M$12M
EXMOCExxon Mobil CorpNEW+315.1K315.1K+$12M$12M

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

Holdings — Q1 2020

479 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1MMM3M COhistory →COM3.35%$31M224.6K
2JNJJohnson & Johnsonhistory →COM3.26%$30M227.4K
3BDXBECTON DICKINSON AND COhistory →COM2.55%$23M101.6K
4TSLATesla Inchistory →COM2.45%$22M42.8K
5NFLXNETFLIX INChistory →COM2.38%$22M58.0K
6AAPLApple Inchistory →COM2.20%$20M79.2K
7MOAltria Grouphistory →COM1.91%$17M452.0K
8WFCWells Fargo & Cohistory →COM1.82%$17M580.2K
9BABAAlibaba Group Holding Ltdhistory →COM1.81%$17M85.2K
10ABBVAbbVie Inchistory →COM1.62%$15M194.9K
11MRKMERCK & CO INChistory →COM1.44%$13M171.9K
12PFEPfizer Inchistory →COM1.36%$12M381.5K
13EXMOCExxon Mobil Corphistory →COM1.31%$12M315.1K
14BIIBBiogen Inchistory →COM1.22%$11M35.3K
15BMYBRISTOL-MYERS SQUIBB COhistory →COM1.01%$9M166.7K
16CLColgate-Palmolive CoCOM0.96%$9M132.6K
17TMUST-Mobile US IncCOM0.87%$8M95.0K
18XLVSPDR S&P Health Care ETFCOM0.87%$8M89.9K
19GENNORTONLIFELOCKCOM0.84%$8M411.9K
20PGRPROGRESSIVE CORP (THE)COM0.82%$8M102.1K
21MSFTMicrosoft CorpCOM0.79%$7M45.9K
22TALTAL Education Group American DepositaryCOM0.77%$7M133.0K
23DDDuPont de Nemours IncCOM0.77%$7M206.6K
24SOSOUTHERN CO (THE)COM0.74%$7M125.7K
25XOPSPDR S&P Oil & Gas Exploration & ProductCOM0.74%$7M206.6K
26NOWServiceNow IncCOM0.73%$7M23.4K
27PSXPhillips 66COM0.73%$7M124.0K
28ViacomCBS IncCOM0.71%$6M462.4K
29Discovery Inc Series ACOM0.68%$6M335.9K
30BNYBank Of New York Mellon CorpCOM0.68%$6M185.7K
31PMPhilip Morris International IncCOM0.67%$6M84.3K
32Liberty Global plcCOM0.65%$6M371.7K
33VFCV.F. CORPCOM0.64%$6M108.6K
34GWWW.W. GRAINGER INCCOM0.62%$6M23.0K
35COPCONOCOPHILLIPSCOM0.57%$5M168.5K
36DHRDanaher CorpCOM0.56%$5M37.2K
37World Wrestling Entertainment IncCOM0.52%$5M140.7K
38LOPEGrand Canyon Education IncCOM0.52%$5M62.5K
39AMGNAMGEN INCCOM0.52%$5M23.4K
40AEPAMERICAN ELECTRIC POWER CO INCCOM0.51%$5M58.6K
41PSAPUBLIC STORAGE COMCOM0.50%$5M23.1K
42GLAXOSMITHKLINE PLC-SPON ADRCOM0.48%$4M115.9K
43ARWRArrowhead Pharmaceuticals IncCOM0.47%$4M150.4K
44CCICrown Castle International CorpCOM0.47%$4M29.6K
45PEPPepsico IncCOM0.46%$4M35.5K
46AAPADVANCE AUTO PARTS INCCOM0.46%$4M45.0K
47XELXcel Energy IncCOM0.46%$4M69.2K
48CHRWC.H. Robinson Worldwide IncCOM0.45%$4M62.8K
49DXCMDexCom IncCOM0.45%$4M15.4K
50AEEAmeren CorpCOM0.45%$4M56.7K
51KSSKOHL'S CORPCOM0.44%$4M278.8K
52IPINTERNATIONAL PAPER COCOM0.44%$4M128.0K
53BED BATH & BEYOND INCCOM0.42%$4M921.8K
54CVXCHEVRON CORPCOM0.42%$4M52.7K
55SYYSysco CorpCOM0.40%$4M80.8K
56UAAUNDER ARMOUR INCCOM0.40%$4M398.5K
57CAHCardinal Health IncCOM0.40%$4M75.9K
58BWABORGWARNER INCCOM0.40%$4M148.6K
59WMWASTE MANAGEMENT INCCOM0.39%$4M39.1K
60USBU.S. BANCORPCOM0.39%$4M104.3K
61ZIONZions BancorpCOM0.39%$4M132.7K
62RSGREPUBLIC SERVICES INCCOM0.38%$3M46.3K
63ALBAlbemarle CorpCOM0.38%$3M61.2K
64STTState Street CorpCOM0.37%$3M64.4K
65FRCBFirst Republic BankCOM0.37%$3M41.0K
66LNTAlliant Energy CorpCOM0.36%$3M68.1K
67BTIBritish American Tobacco IndustriesCOM0.35%$3M94.0K
68WCNWaste Connections IncCOM0.35%$3M41.4K
69SPGSIMON PROPERTY GROUP INCCOM0.34%$3M57.2K
70DUKDuke Energy CorpCOM0.34%$3M38.8K
71CCLCarnival CorpCOM0.34%$3M234.6K
72EQREquity ResidentialCOM0.33%$3M49.0K
73LLYELI LILLY AND COCOM0.33%$3M21.6K
74OXYOCCIDENTAL PETROLEUM CORPCOM0.33%$3M258.2K
75PPGPPG Industries IncCOM0.33%$3M35.8K
76FIVEFive Below IncCOM0.32%$3M42.0K
77KOCOCA-COLA CO (THE)COM0.32%$3M66.3K
78IFFINTERNATIONAL FLAVORS & FRAGRANCES INCCOM0.32%$3M28.5K
79VLOValero Energy CorpCOM0.31%$3M62.9K
80EDConsolidated Edison IncCOM0.31%$3M36.3K
81IAC/InterActiveCorpCOM0.31%$3M15.8K
82PPLPPL CORPCOM0.31%$3M114.8K
83TAPMolson Coors Brewing CoCOM0.31%$3M72.5K
84CRMSALESFORCE.COM INCCOM0.30%$3M19.3K
85Concho Resources IncCOM0.30%$3M64.8K
86BUDAnheuser-Busch Inbev SACOM0.30%$3M61.7K
87CMSCMS ENERGY CORPCOM0.30%$3M46.3K
88SLBSCHLUMBERGER N.V.COM0.29%$3M196.0K
89SBHSally Beauty Holdings IncCOM0.29%$3M323.8K
90NUANCE COMMUNICATIONS INCCOM0.28%$3M152.0K
91HIIHuntington Ingalls Industries IncCOM0.27%$3M13.8K
92KIMKIMCO RLTY CORP COMCOM0.27%$3M258.7K
93Discover Financial ServicesCOM0.27%$2M69.2K
94ABEVAmbev S.A.COM0.27%$2M1.06M
95PKGPACKAGING CORP OF AMERICACOM0.26%$2M27.2K
96BALLBall CorpCOM0.26%$2M36.5K
97FUNSix Flags Entertainment Corp NewCOM0.26%$2M187.3K
98UGIUGI CorpCOM0.25%$2M87.1K
99SBACSba Comms CorpCOM0.25%$2M8.5K
100TDGTransdigm Group IncCOM0.25%$2M7.1K

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 ↗.