SEC 13F Intelligence

Managers / Q3 2020 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$1.1B
Q3 2020
Positions
370
Filings on Record
30
2019–present window
Filed
Nov 13, 2020
original filing

Summary

Quantitative Investment Management, LLC reported $1.1B in U.S.-listed holdings across 370 positions for Q3 2020.

Its largest position, GLD, represents 8.7% of the portfolio.

Compared with Q2 2020, the fund opened 166 new positions and exited 290.

Portfolio Metrics

Turnover
+54.4%
vs prior filed quarter
Top-10 Concentration
+31.9%
share of reported value
Largest Position
+8.7%
Spdr Gold
New / Exited
166 / 290
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: 58.9%ETP: 31.2%ADR: 6.1%REIT: 2.0%Other: 1.6%NY Reg Shrs: 0.1%
  • Common Stock · 58.9% · $677M
  • ETP · 31.2% · $358M
  • ADR · 6.1% · $71M
  • REIT · 2.0% · $23M
  • Other · 1.6% · $19M
  • NY Reg Shrs · 0.1% · $1M

Quarter-over-Quarter Changes full breakdown →

vs Q2 2020 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
GLDSPDR Gold TrustNEW+563.1K563.1K+$100M$100M
EEMiShares MSCI Emerging Index FundNEW+667.8K667.8K+$29M$29M
SLVISHARES SILVER TRUSTNEW+1.05M1.05M+$23M$23M
MRKMERCK & CO INCNEW+213.7K213.7K+$18M$18M
AAPLApple IncNEW+145.8K145.8K+$17M$17M
SBUXStarbucks CorpNEW+187.5K187.5K+$16M$16M
IEMGiShares Core MSCI Emerging Markets ETFNEW+304.4K304.4K+$16M$16M
CRMSALESFORCE.COM INCNEW+55.5K55.5K+$14M$14M

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

Holdings — Q3 2020

370 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1GLDSPDR Gold Trusthistory →COM8.68%$100M563.1K
2AMDADVANCED MICRO DEVICES INChistory →COM4.84%$56M678.2K
3XLUSPDR S&P Utilities ETFhistory →COM3.41%$39M659.8K
4EEMiShares MSCI Emerging Index Fundhistory →COM2.56%$29M667.8K
5XLFSPDR S&P Financial ETFhistory →COM2.34%$27M1.12M
6BABOEING CO (THE)history →COM2.24%$26M155.6K
7PFEPfizer Inchistory →COM2.07%$24M649.1K
8VZVERIZON COMMUNICATIONS INChistory →COM2.00%$23M387.3K
9SLVISHARES SILVER TRUSThistory →COM1.99%$23M1.05M
10BABAAlibaba Group Holding Ltdhistory →COM1.79%$21M70.0K
11FXIiShares China Large-Cap ETFhistory →COM1.69%$19M463.6K
12XLESPDR Energy Select Sector Fundhistory →COM1.54%$18M592.9K
13MRKMERCK & CO INChistory →COM1.54%$18M213.7K
14AAPLApple Inchistory →COM1.47%$17M145.8K
15NFLXNETFLIX INChistory →COM1.46%$17M33.6K
16SBUXStarbucks Corphistory →COM1.40%$16M187.5K
17IEMGiShares Core MSCI Emerging Markets ETFhistory →COM1.40%$16M304.4K
18BDXBECTON DICKINSON AND COhistory →COM1.38%$16M68.3K
19ORCLOracle Corphistory →COM1.35%$16M259.7K
20CRMSALESFORCE.COM INChistory →COM1.21%$14M55.5K
21EFAISHARES MSCI EAFE ETFhistory →COM1.15%$13M207.3K
22WFCWells Fargo & Cohistory →COM1.12%$13M548.5K
23EXMOCExxon Mobil Corphistory →COM1.08%$12M361.9K
24XRTSPDR S&P Retail ETFhistory →COM1.07%$12M247.5K
25FEFirstEnergy Corphistory →COM1.04%$12M417.2K
26KMBKIMBERLY-CLARK CORPhistory →COM1.03%$12M80.2K
27OXYOCCIDENTAL PETROLEUM CORPCOM0.81%$9M933.8K
28JNJJohnson & JohnsonCOM0.80%$9M61.9K
29DISWALT DISNEY CO (THE)COM0.76%$9M70.1K
30VEAVanguard FTSE Developed Markets ETFCOM0.73%$8M206.5K
31SOSOUTHERN CO (THE)COM0.73%$8M154.5K
32VVISA IncCOM0.72%$8M41.5K
33PSXPhillips 66COM0.69%$8M153.5K
34RCLRoyal Caribbean Cruises LtdCOM0.66%$8M117.7K
35MNSTMONSTER BEVERAGE CORPCOM0.66%$8M94.3K
36ELESTEE LAUDER COMPANIES INC (THE)COM0.62%$7M32.7K
37KRESPDR S&P Regional Banking ETFCOM0.60%$7M194.5K
38ROYAL DUTCH SHELL ACOM0.59%$7M269.0K
39AMGNAMGEN INCCOM0.57%$7M25.9K
40VWOVanguard FTSE Emerging Markets ETFCOM0.56%$6M150.2K
41ALXNALEXION PHARMACEUTICALS INCCOM0.54%$6M54.3K
42XLPSPDR S&P Consumer Staples EtfCOM0.53%$6M94.2K
43IEFAiShares Core MSCI EAFE ETFCOM0.52%$6M98.7K
44KOCOCA-COLA CO (THE)COM0.51%$6M119.5K
45CVXCHEVRON CORPCOM0.50%$6M80.3K
46ULTAUlta Beauty IncCOM0.49%$6M25.1K
47Seagen IncCOM0.47%$5M27.8K
48General Electric CoCOM0.47%$5M870.8K
49EDConsolidated Edison IncCOM0.47%$5M69.0K
50ADPAUTOMATIC DATA PROCESSING INCCOM0.45%$5M37.4K
51OKEONEOK IncCOM0.44%$5M196.2K
52WMTWalmart IncCOM0.44%$5M36.4K
53COSTCOSTCO WHOLESALE CORPCOM0.44%$5M14.2K
54RTXRaytheon Technologies CorpCOM0.43%$5M85.4K
55Royal Dutch Shell BCOM0.42%$5M201.0K
56Invesco S&P 500 Low Volatility ETFCOM0.38%$4M81.8K
57VLOValero Energy CorpCOM0.37%$4M98.7K
58JAZZJazz Pharmaceuticals plcCOM0.37%$4M29.7K
59TCOMTrip.com Group LtdCOM0.34%$4M124.5K
60MCHIiShares MSCI China ETFCOM0.33%$4M51.5K
61AEEAmeren CorpCOM0.31%$4M45.5K
62Abiomed IncCOM0.31%$4M12.9K
63NOCNorthrop Grumman CorpCOM0.31%$4M11.3K
64BIDUBaidu IncCOM0.31%$4M27.9K
65NCLHNorwegian Cruise Line Holdings LtdCOM0.31%$4M206.0K
66HSBCHSBC HOLDINGS PLC-SPONS ADRCOM0.31%$4M179.6K
67JKSJinkoSolar Holding Co LtdCOM0.30%$3M87.8K
68TMUST-Mobile US IncCOM0.30%$3M30.4K
69AWKAmerican Water WorksCOM0.30%$3M23.6K
70HTHTHuazhu Grp Ltd ADSCOM0.29%$3M77.2K
71COOPER COMPANIES INC (THE)COM0.29%$3M9.8K
72STESTERIS PLCCOM0.28%$3M18.3K
73AONAon Class ACOM0.28%$3M15.6K
74VALEVale S A ADRCOM0.28%$3M303.7K
75BBYBest Buy Co. IncCOM0.28%$3M28.7K
76HSICHENRY SCHEIN INCCOM0.26%$3M50.0K
77CenturyLink IncCOM0.25%$3M287.7K
78New Oriental Education & Tech Group IncCOM0.25%$3M19.3K
79EXELEXELIXIS INCCOM0.25%$3M117.3K
80VGKVanguard FTSEEuropean ETFCOM0.25%$3M54.0K
81CBChubb LimitedCOM0.25%$3M24.4K
82WATWaters CorpCOM0.24%$3M14.4K
83BPBP P.L.C.COM0.24%$3M157.6K
84FleetCor Technologies IncCOM0.24%$3M11.5K
85CCLCarnival CorpCOM0.24%$3M178.2K
86MCKMCKESSON CORPCOM0.23%$3M17.9K
87MARMARRIOTT INTERNATIONALCOM0.23%$3M28.7K
88COPCONOCOPHILLIPSCOM0.23%$3M80.5K
89Marvell Technology Group LtdCOM0.22%$3M65.1K
90MSIMotorola Solutions IncCOM0.22%$3M16.4K
91CMSCMS ENERGY CORPCOM0.22%$3M41.5K
92VEUVanguard FTSE All World Ex US ETFCOM0.22%$3M50.4K
93WUWestern Union Co (The)COM0.22%$2M115.6K
94TECKTeck Resources LtdCOM0.21%$2M174.9K
95KMIKinder Morgan IncCOM0.21%$2M195.7K
96RITMNew Residential Investment CorpCOM0.21%$2M300.3K
97CAHCardinal Health IncCOM0.21%$2M50.3K
98ESSESSEX PROPERTY TRUST INCCOM0.20%$2M11.6K
99TALTAL Education Group American DepositaryCOM0.20%$2M30.5K
100Xilinx IncCOM0.20%$2M21.7K

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 ↗.