SEC 13F Intelligence

Managers / Q2 2020 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$974M
Q2 2020
Positions
494
Filings on Record
30
2019–present window
Filed
Aug 14, 2020
original filing

Summary

Quantitative Investment Management, LLC reported $974M in U.S.-listed holdings across 494 positions for Q2 2020.

Its largest position, JNJ, represents 4.3% of the portfolio.

Compared with Q1 2020, the fund opened 290 new positions and exited 277.

Portfolio Metrics

Turnover
+60.9%
vs prior filed quarter
Top-10 Concentration
+26.9%
share of reported value
Largest Position
+4.3%
Johnson Johnson
New / Exited
290 / 277
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: 72.0%ETP: 11.6%ADR: 7.5%REIT: 6.6%Other: 2.3%
  • Common Stock · 72.0% · $701M
  • ETP · 11.6% · $113M
  • ADR · 7.5% · $73M
  • REIT · 6.6% · $64M
  • Other · 2.3% · $22M

Quarter-over-Quarter Changes full breakdown →

vs Q1 2020 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
AMDADVANCED MICRO DEVICES INCNEW+581.4K581.4K+$31M$31M
XLUSPDR S&P Utilities ETFNEW+320.1K320.1K+$18M$18M
WMTWalmart IncNEW+93.9K93.9K+$11M$11M
XLESPDR Energy Select Sector FundNEW+296.8K296.8K+$11M$11M
TAT&T IncNEW+285.3K285.3K+$9M$9M
AKAMAKAMAI TECHNOLOGIES INCNEW+73.2K73.2K+$8M$8M
EWZiShares MSCI Brazil ETFNEW+268.7K268.7K+$8M$8M
MNSTMONSTER BEVERAGE CORPNEW+105.7K105.7K+$7M$7M

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

Holdings — Q2 2020

493 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1JNJJohnson & Johnsonhistory →COM4.30%$42M298.2K
2BABAAlibaba Group Holding Ltdhistory →COM3.77%$37M170.3K
3NFLXNETFLIX INChistory →COM3.50%$34M75.0K
4PFEPfizer Inchistory →COM3.44%$34M1.02M
5AMDADVANCED MICRO DEVICES INChistory →COM3.14%$31M581.4K
6BDXBECTON DICKINSON AND COhistory →COM2.31%$23M94.1K
7XLUSPDR S&P Utilities ETFhistory →COM1.85%$18M320.1K
8BABOEING CO (THE)history →COM1.85%$18M98.2K
9XLVSPDR S&P Health Care ETFhistory →COM1.43%$14M138.9K
10BMYBRISTOL-MYERS SQUIBB COhistory →COM1.29%$13M214.6K
11WMTWalmart Inchistory →COM1.15%$11M93.9K
12XLESPDR Energy Select Sector Fundhistory →COM1.15%$11M296.8K
13AMGNAMGEN INChistory →COM1.05%$10M43.3K
14TAT&T IncCOM0.89%$9M285.3K
15OXYOCCIDENTAL PETROLEUM CORPCOM0.88%$9M470.2K
16AKAMAKAMAI TECHNOLOGIES INCCOM0.80%$8M73.2K
17EWZiShares MSCI Brazil ETFCOM0.79%$8M268.7K
18MNSTMONSTER BEVERAGE CORPCOM0.75%$7M105.7K
19CMCSACOMCAST CORP-CLASS ACOM0.74%$7M185.2K
20MMM3M COCOM0.71%$7M44.6K
21WFCWells Fargo & CoCOM0.69%$7M261.9K
22MCKMCKESSON CORPCOM0.69%$7M43.6K
23RTXRaytheon Technologies CorpCOM0.69%$7M108.4K
24AEPAMERICAN ELECTRIC POWER CO INCCOM0.68%$7M82.9K
25New Oriental Education & Tech Group IncCOM0.66%$6M49.4K
26ALNYALNYLAM PHARMACEUTICALS INCCOM0.62%$6M40.9K
27INCYIncyte CorpCOM0.61%$6M57.5K
28TALTAL Education Group American DepositaryCOM0.60%$6M86.0K
29XLFSPDR S&P Financial ETFCOM0.60%$6M254.0K
30PSAPUBLIC STORAGE COMCOM0.60%$6M30.4K
31VRTXVERTEX PHARMACEUTICALS INCCOM0.56%$5M18.9K
32IYRISHARES U.S. REAL ESTATE ETFCOM0.56%$5M68.7K
33CNCCentene CorpCOM0.55%$5M83.9K
34General Electric CoCOM0.54%$5M774.8K
35XLISPDR S&P Industrial ETFCOM0.54%$5M76.9K
36PMPhilip Morris International IncCOM0.54%$5M74.5K
37HUMHumana IncCOM0.53%$5M13.4K
38HONHoneywell International IncCOM0.53%$5M35.5K
39WBAWALGREENS BOOTS ALLIANCE INCCOM0.52%$5M119.1K
40XOPSPDR S&P Oil & Gas Exploration & ProductCOM0.52%$5M96.6K
41AMTAMERICAN TOWER CORP (REIT)COM0.50%$5M19.0K
42HSBCHSBC HOLDINGS PLC-SPONS ADRCOM0.48%$5M198.4K
43XELXcel Energy IncCOM0.47%$5M73.9K
44EDConsolidated Edison IncCOM0.47%$5M63.8K
45WECWEC ENERGY GROUP INCCOM0.47%$5M52.3K
46VNQVanguard Real Estate ETFCOM0.45%$4M55.7K
47SOSOUTHERN CO (THE)COM0.45%$4M84.0K
48DALDelta Air Lines IncCOM0.44%$4M154.1K
49ABTAbbott LaboratoriesCOM0.44%$4M47.2K
50ELESTEE LAUDER COMPANIES INC (THE)COM0.44%$4M22.6K
51GENNORTONLIFELOCKCOM0.43%$4M212.0K
52WELLWelltower IncCOM0.43%$4M80.3K
53BUDAnheuser-Busch Inbev SACOM0.42%$4M83.0K
54MUMICRON TECHNOLOGY INCCOM0.41%$4M77.9K
55MARMARRIOTT INTERNATIONALCOM0.40%$4M45.7K
56EQREquity ResidentialCOM0.40%$4M65.8K
57GMGeneral Motors CoCOM0.39%$4M151.5K
58WUWestern Union Co (The)COM0.39%$4M176.4K
59JOYYJOYY IncCOM0.39%$4M42.8K
60BALLBall CorpCOM0.38%$4M53.3K
61UALUnited Airlines Holdings IncCOM0.38%$4M106.8K
62BAXBAXTER INTERNATIONAL INCCOM0.37%$4M42.1K
63ENPHEnphase Energy IncCOM0.37%$4M76.1K
64GLWCorning IncCOM0.37%$4M139.1K
65NCLHNorwegian Cruise Line Holdings LtdCOM0.37%$4M218.3K
66LUVSOUTHWEST AIRLINES COCOM0.36%$4M103.3K
67ORCLOracle CorpCOM0.34%$3M60.6K
68MMACY'S INCCOM0.34%$3M480.8K
69STNGScorpio Tankers IncCOM0.34%$3M256.5K
70XYLXylem IncCOM0.34%$3M50.3K
71EQIXEQUINIX INCCOM0.33%$3M4.6K
72CORAmerisourceBergen Corp (Holding Co)COM0.33%$3M31.8K
73CCLCarnival CorpCOM0.33%$3M194.3K
74TRVTHE TRAVELERS COMPANIES INCCOM0.33%$3M27.8K
75PGRPROGRESSIVE CORP (THE)COM0.32%$3M39.5K
76HSYHERSHEY CO (THE)COM0.32%$3M24.0K
77Spirit Airlines IncCOM0.32%$3M172.5K
78AEEAmeren CorpCOM0.31%$3M43.4K
79TXNTEXAS INSTRUMENTS INCCOM0.31%$3M24.0K
80AALAmerican Airlines Group IncCOM0.31%$3M231.8K
81HCAHCA Healthcare IncCOM0.31%$3M30.9K
82Invesco S&P 500 Low Volatility ETFCOM0.31%$3M59.9K
83SPGSIMON PROPERTY GROUP INCCOM0.30%$3M42.8K
84CCICrown Castle International CorpCOM0.30%$3M17.4K
85DLTRDollar Tree IncCOM0.29%$3M30.0K
86WTWWillis Towers Watson Public Ltd CompanyCOM0.28%$3M14.1K
87RCLRoyal Caribbean Cruises LtdCOM0.28%$3M54.2K
88AVBAVALONBAY COMMUNITIES INCCOM0.28%$3M17.6K
89IFFINTERNATIONAL FLAVORS & FRAGRANCES INCCOM0.28%$3M22.1K
90EXELEXELIXIS INCCOM0.27%$3M112.4K
91EFAISHARES MSCI EAFE ETFCOM0.27%$3M43.7K
92BNYBank Of New York Mellon CorpCOM0.27%$3M68.7K
93Marvell Technology Group LtdCOM0.27%$3M75.2K
94IRMIron Mountain IncCOM0.27%$3M99.9K
95AOSSMITH (A.O.) CORPCOM0.26%$3M54.3K
96ROYAL DUTCH SHELL ACOM0.25%$2M73.5K
97EWJISHARES MSCI JAPAN INDEX FUNDCOM0.24%$2M43.5K
98ETREntergy CorpCOM0.24%$2M25.3K
99EWWiShares MSCI Mexico ETFCOM0.24%$2M73.6K
100ALXNALEXION PHARMACEUTICALS INCCOM0.24%$2M20.8K

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 ↗.