SEC 13F Intelligence

Managers / Q4 2020 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$1.2B
Q4 2020
Positions
440
Filings on Record
30
2019–present window
Filed
Feb 16, 2021
original filing

Summary

Quantitative Investment Management, LLC reported $1.2B in U.S.-listed holdings across 440 positions for Q4 2020.

Its largest position, MU, represents 4.2% of the portfolio.

Compared with Q3 2020, the fund opened 285 new positions and exited 215.

Portfolio Metrics

Turnover
+66.7%
vs prior filed quarter
Top-10 Concentration
+27.2%
share of reported value
Largest Position
+4.2%
Micron Technology
New / Exited
285 / 215
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: 69.6%ETP: 14.8%ADR: 9.1%REIT: 4.5%Other: 1.9%NY Reg Shrs: 0.2%
  • Common Stock · 69.6% · $860M
  • ETP · 14.8% · $182M
  • ADR · 9.1% · $112M
  • REIT · 4.5% · $55M
  • Other · 1.9% · $23M
  • NY Reg Shrs · 0.2% · $2M

Quarter-over-Quarter Changes full breakdown →

vs Q3 2020 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
MUMICRON TECHNOLOGY INCNEW+696.7K696.7K+$52M$52M
EWZiShares MSCI Brazil ETFNEW+1.18M1.18M+$44M$44M
Activision Blizzard IncNEW+358.9K358.9K+$33M$33M
AMATApplied Materials IncNEW+184.1K184.1K+$16M$16M
ELVAnthem IncNEW+45.7K45.7K+$15M$15M
XOPSPDR S&P Oil & Gas Exploration & ProductNEW+211.3K211.3K+$12M$12M
WDCWestern Digital CorpNEW+213.8K213.8K+$12M$12M
EWHISHARES MSCI HONG KONG INDEX FUNDNEW+440.9K440.9K+$11M$11M

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

Holdings — Q4 2020

439 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1MUMICRON TECHNOLOGY INChistory →COM4.24%$52M696.7K
2AMDADVANCED MICRO DEVICES INChistory →COM3.76%$46M506.0K
3EWZiShares MSCI Brazil ETFhistory →COM3.56%$44M1.18M
4XLUSPDR S&P Utilities ETFhistory →COM2.96%$36M581.9K
5Activision Blizzard IncCOM2.70%$33M358.9K
6VALEVale S A ADRhistory →COM2.38%$29M1.75M
7BIDUBaidu Inchistory →COM2.27%$28M129.9K
8BABOEING CO (THE)history →COM2.12%$26M122.4K
9XLESPDR Energy Select Sector Fundhistory →COM1.77%$22M576.9K
10FXIiShares China Large-Cap ETFhistory →COM1.47%$18M390.8K
11SEAGATE TECHNOLOGY PLCCOM1.45%$18M287.3K
12ORCLOracle Corphistory →COM1.44%$18M275.0K
13AMATApplied Materials Inchistory →COM1.29%$16M184.1K
14ELVAnthem Inchistory →COM1.19%$15M45.7K
15BABAAlibaba Group Holding Ltdhistory →COM1.14%$14M60.3K
16XOPSPDR S&P Oil & Gas Exploration & Producthistory →COM1.00%$12M211.3K
17RTXRaytheon Technologies Corphistory →COM0.98%$12M168.7K
18WDCWestern Digital Corphistory →COM0.96%$12M213.8K
19AEPAmerican Electric Power Company Inchistory →COM0.90%$11M133.3K
20MCKMCKESSON CORPhistory →COM0.90%$11M63.8K
21EWHISHARES MSCI HONG KONG INDEX FUNDhistory →COM0.88%$11M440.9K
22DLTRDollar Tree IncCOM0.81%$10M92.1K
23UNHUNITEDHEALTH GROUP INCCOM0.80%$10M28.1K
24CMCSACOMCAST CORP-CLASS ACOM0.80%$10M187.5K
25TMUST-Mobile US IncCOM0.75%$9M69.0K
26AALAmerican Airlines Group IncCOM0.75%$9M586.9K
27LHXL3Harris Technologies IncCOM0.73%$9M47.5K
28FEFirstEnergy CorpCOM0.69%$9M279.7K
29AXPAMERICAN EXPRESS COCOM0.63%$8M64.6K
30BRK/BBerkshire Hathaway Inc Cl BCOM0.61%$8M32.6K
31CVSCvs Health CorpCOM0.61%$8M109.8K
32CICigna Holding CoCOM0.61%$7M35.9K
33IYRISHARES U.S. REAL ESTATE ETFCOM0.60%$7M86.9K
34SRPTSAREPTA THERAPEUTICS INCCOM0.60%$7M43.2K
35NSCNORFOLK SOUTHERN CORPCOM0.58%$7M30.2K
36JNJJohnson & JohnsonCOM0.57%$7M44.5K
37NFLXNETFLIX INCCOM0.56%$7M12.7K
38TTWOTake-Two Interactive Software IncCOM0.55%$7M32.9K
39AFLAFLAC IncCOM0.55%$7M152.5K
40FISVFiserv IncCOM0.53%$7M57.5K
41PMPhilip Morris International IncCOM0.52%$6M77.7K
42ULTAUlta Beauty IncCOM0.49%$6M21.2K
43PCGPACIFIC GAS & ELECTRIC CO.COM0.47%$6M470.1K
44Discovery Inc Series ACOM0.44%$5M190.4K
45OMCOmnicom Group IncCOM0.44%$5M87.2K
46ESSESSEX PROPERTY TRUST INCCOM0.44%$5M22.9K
47ALLAllstate Corp (The)COM0.43%$5M48.8K
48IBBISHARES NASDAQ BIOTECHNOLOGY INDEX FUNDCOM0.43%$5M34.9K
49VNQVanguard Real Estate ETFCOM0.42%$5M60.4K
50CSXCSX CorpCOM0.40%$5M54.9K
51LNGCHENIERE ENERGY INCCOM0.39%$5M80.8K
52AMEDAmedisys IncCOM0.38%$5M15.8K
53AGNCAGNC Investment CorpCOM0.37%$5M295.0K
54MSMORGAN STANLEY COM NEWCOM0.37%$5M66.8K
55EXPEExpedia Group IncCOM0.37%$5M34.3K
56ABBVAbbVie IncCOM0.36%$5M42.0K
57ECLEcolab IncCOM0.36%$4M20.6K
58IRMIron Mountain IncCOM0.36%$4M151.2K
59UALUnited Airlines Holdings IncCOM0.36%$4M102.5K
60AVBAVALONBAY COMMUNITIES INCCOM0.36%$4M27.5K
61MARMARRIOTT INTERNATIONALCOM0.36%$4M33.3K
62CCLCarnival CorpCOM0.35%$4M202.1K
63Market Vectors TR Russia ETFCOM0.35%$4M177.4K
64CERNER CORPCOM0.34%$4M54.2K
65DUKDuke Energy CorpCOM0.34%$4M46.5K
66NTAPNetApp IncCOM0.34%$4M63.5K
67SLBSCHLUMBERGER N.V.COM0.34%$4M192.3K
68ACADACADIA PHARMACEUTICALS INCCOM0.33%$4M77.1K
69HPQHP IncCOM0.33%$4M167.7K
70PANWPALO ALTO NETWORKS INCCOM0.32%$4M11.2K
71OIHVanEck Vectors Oil Services ETFCOM0.32%$4M25.9K
72BACBANK AMER CORP COMCOM0.31%$4M127.6K
73PBRPETROLEO BRASILEIRO S.A.- PETROBRASCOM0.31%$4M343.4K
74WFCWells Fargo & CoCOM0.31%$4M127.8K
75CAHCardinal Health IncCOM0.31%$4M70.8K
76Abiomed IncCOM0.30%$4M11.4K
77LVSLas Vegas Sands CorpCOM0.30%$4M61.9K
78DALDelta Air Lines IncCOM0.30%$4M91.6K
79SSNCSS&C Technologies Holdings IncCOM0.29%$4M48.7K
80SOSOUTHERN CO (THE)COM0.28%$4M57.1K
81BHPBHP Group LimitedCOM0.28%$3M53.5K
82WBAWALGREENS BOOTS ALLIANCE INCCOM0.28%$3M85.7K
83CVXCHEVRON CORPCOM0.28%$3M40.5K
84AMBAAmbarella IncCOM0.28%$3M37.2K
85YELPYELP INCCOM0.27%$3M103.6K
86METMETLIFE INCCOM0.27%$3M71.6K
87JPMJ P MORGAN CHASE & COCOM0.27%$3M26.3K
88HTHTHuazhu Grp Ltd ADSCOM0.27%$3M74.1K
89TGTXTG Therapeutics IncCOM0.27%$3M63.2K
90URIUnited Rentals IncCOM0.26%$3M14.1K
91EVRGEvergy IncCOM0.26%$3M58.8K
92UNITED STATES STEEL CORPCOM0.26%$3M191.9K
93AAPADVANCE AUTO PARTS INCCOM0.26%$3M20.3K
94KMIKinder Morgan IncCOM0.25%$3M227.6K
95CFCF INDUSTRIES HOLDINGS INCCOM0.25%$3M80.0K
96EDConsolidated Edison IncCOM0.25%$3M42.8K
97RCLRoyal Caribbean Cruises LtdCOM0.25%$3M41.4K
98MPCMarathon Petroleum CorpCOM0.25%$3M74.4K
99PFPTProofpoint IncCOM0.24%$3M21.8K
100ASMLASML HOLDING N.V.COM0.24%$3M6.0K

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 ↗.