SEC 13F Intelligence

Managers / Q1 2024 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$1.7B
Q1 2024
Positions
228
Filings on Record
30
2019–present window
Filed
May 15, 2024
original filing

Summary

Quantitative Investment Management, LLC reported $1.7B in U.S.-listed holdings across 228 positions for Q1 2024.

The portfolio is heavily concentrated: SPY alone accounts for 39.1% of reported value.

Compared with Q4 2023, the fund opened 96 new positions and exited 171.

Portfolio Metrics

Turnover
+70.2%
vs prior filed quarter
Top-10 Concentration
+54.3%
share of reported value
Largest Position
+39.1%
Spdr S P 500 Etf
New / Exited
96 / 171
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
ETP: 49.8%Common Stock: 48.2%ADR: 1.4%Other: 0.4%REIT: 0.2%
  • ETP · 49.8% · $846M
  • Common Stock · 48.2% · $819M
  • ADR · 1.4% · $23M
  • Other · 0.4% · $6M
  • REIT · 0.2% · $3M

Quarter-over-Quarter Changes full breakdown →

vs Q4 2023 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
SPYSPDR S&P 500 ETFNEW+1.27M1.27M+$663M$663M
BABOEING CO (THE)NEW+135.5K135.5K+$26M$26M
PEPPepsico IncNEW+146.8K146.8K+$26M$26M
KOCOCA-COLA CO (THE)NEW+258.7K258.7K+$16M$16M
FCXFREEPORT-MCMORAN INCNEW+264.3K264.3K+$12M$12M
SCHWTHE CHARLES SCHWAB CORPNEW+154.9K154.9K+$11M$11M
MSMORGAN STANLEY COM NEWNEW+100.9K100.9K+$10M$10M
CVXCHEVRON CORPNEW+52.2K52.2K+$8M$8M

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

Holdings — Q1 2024

228 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1SPYSPDR S&P 500 ETFhistory →COM39.08%$663M1.27M
2GLDSPDR Gold Trusthistory →COM2.88%$49M237.6K
3XLESPDR Energy Select Sector Fundhistory →COM2.13%$36M383.9K
4Pioneer Natural Resources CoCOM2.09%$35M134.9K
5BABOEING CO (THE)history →COM1.54%$26M135.5K
6PEPPepsico Inchistory →COM1.51%$26M146.8K
7COPCONOCOPHILLIPShistory →COM1.49%$25M198.1K
8XOPSPDR S&P Oil & Gas Exploration & Producthistory →COM1.30%$22M143.0K
9DEDeere & Cohistory →COM1.20%$20M49.7K
10MOAltria Grouphistory →COM1.11%$19M431.1K
11PFEPfizer Inchistory →COM1.07%$18M653.7K
12ORCLOracle Corphistory →COM1.04%$18M139.9K
13GOOGLAlphabet Inc Ahistory →COM1.02%$17M115.2K
14KOCOCA-COLA CO (THE)history →COM0.93%$16M258.7K
15LINLinde PLChistory →COM0.89%$15M32.7K
16EOGEOG RESOURCES INChistory →COM0.87%$15M115.0K
17VLOValero Energy Corphistory →COM0.75%$13M75.0K
18XMESPDR S&P Metals & Mining ETFhistory →COM0.73%$12M206.5K
19FCXFREEPORT-MCMORAN INChistory →COM0.73%$12M264.3K
20CSCOCisco Systems Inchistory →COM0.72%$12M246.6K
21HUMHumana Inchistory →COM0.72%$12M35.2K
22SLBSCHLUMBERGER N.V.history →COM0.69%$12M213.4K
23DVNDEVON ENERGY CORPhistory →COM0.66%$11M223.9K
24SCHWTHE CHARLES SCHWAB CORPhistory →COM0.66%$11M154.9K
25SLVISHARES SILVER TRUSThistory →COM0.65%$11M487.9K
26FDXFedEx Corphistory →COM0.64%$11M37.4K
27HESHess Corphistory →COM0.60%$10M67.3K
28JNJJohnson & Johnsonhistory →COM0.60%$10M64.1K
29LMTLockheed Martin CorpCOM0.56%$10M21.0K
30MSMORGAN STANLEY COM NEWCOM0.56%$10M100.9K
31PMPhilip Morris International IncCOM0.54%$9M100.0K
32VRTXVERTEX PHARMACEUTICALS INCCOM0.51%$9M20.8K
33WMBWILLIAMS COMPANIES INC (THE)COM0.50%$8M218.0K
34TJXTJX COMPANIES INC (THE)COM0.49%$8M82.8K
35MPCMarathon Petroleum CorpCOM0.49%$8M41.4K
36CVXCHEVRON CORPCOM0.48%$8M52.2K
37FANGDiamondback Energy IncCOM0.47%$8M40.5K
38CVSCvs Health CorpCOM0.47%$8M99.6K
39GDXVanEck Gold Miners ETFCOM0.46%$8M249.1K
40MDTMedtronic PlcCOM0.46%$8M90.2K
41PYPLPayPal Holdings IncCOM0.46%$8M115.3K
42XLYConsumer Discretionary Select Sector SPDCOM0.45%$8M42.0K
43SPGIS&P GLOBAL INCCOM0.45%$8M18.0K
44STZCONSTELLATION BRANDS INC-ACOM0.45%$8M27.9K
45REGNREGENERON PHARMACEUTICALS INCCOM0.43%$7M7.6K
46HALHalliburton CoCOM0.43%$7M183.6K
47NEENEXTERA ENERGY INC COMCOM0.42%$7M112.5K
48KRKroger Co (The)COM0.41%$7M123.2K
49NKENIKE INCCOM0.41%$7M73.9K
50KMIKinder Morgan IncCOM0.39%$7M364.9K
51BDXBECTON DICKINSON AND COCOM0.39%$7M26.6K
52HONHoneywell International IncCOM0.38%$7M31.7K
53GSGOLDMAN SACHS GROUP INC (THE)COM0.38%$6M15.5K
54DALDelta Air Lines IncCOM0.37%$6M132.3K
55CELHCelsius HoldingsCOM0.37%$6M76.3K
56MDLZMONDELEZ INTERNATIONAL INCCOM0.36%$6M87.6K
57LYBLyondellBasell Industries NVCOM0.35%$6M58.1K
58TECKTeck Resources LtdCOM0.34%$6M126.4K
59SHELShell PLCCOM0.33%$6M84.3K
60MGMMGM RESORTS INTERNATIONALCOM0.32%$6M116.8K
61ACNAccenture PlcCOM0.31%$5M15.3K
62KMBKIMBERLY-CLARK CORPCOM0.31%$5M40.1K
63AZNNAstrazeneca PLCCOM0.29%$5M71.5K
64MNSTMONSTER BEVERAGE CORPCOM0.28%$5M79.5K
65EBAYeBay IncCOM0.28%$5M88.6K
66STTState Street CorpCOM0.27%$5M59.9K
67BPBP P.L.C.COM0.27%$5M122.7K
68BIIBBiogen IncCOM0.27%$5M21.4K
69CNQCANADIAN NATURAL RESOURCES LTDCOM0.27%$5M59.6K
70PANWPALO ALTO NETWORKS INCCOM0.26%$4M15.8K
71PCGPG&E CorpCOM0.25%$4M253.8K
72CTRACoterra Energy IncCOM0.25%$4M150.3K
73FTITechnipFMC plc Ordinary ShareCOM0.25%$4M166.3K
74BKNGBooking Holdings IncCOM0.24%$4M1.1K
75WBAWALGREENS BOOTS ALLIANCE INCCOM0.24%$4M187.8K
76KHCThe Kraft Heinz CoCOM0.23%$4M106.3K
77GISGENERAL MILLS INCCOM0.23%$4M55.5K
78MCDMCDONALD'S CORPCOM0.22%$4M13.5K
79PAYCPaycom Software IncCOM0.22%$4M18.9K
80ADPAUTOMATIC DATA PROCESSING INCCOM0.22%$4M15.0K
81KRESPDR S&P Regional Banking ETFCOM0.21%$4M72.5K
82CHTRCharter Communications IncCOM0.21%$4M12.5K
83JETSU.S. Global Jets ETFCOM0.21%$4M172.3K
84CFCF INDUSTRIES HOLDINGS INCCOM0.21%$4M42.1K
85MRSHMARSH & MCLENNAN COMPANIES INCCOM0.20%$3M16.7K
86VDEVanguard Energy ETFCOM0.20%$3M26.0K
87Aptiv PLCCOM0.20%$3M42.6K
88SBUXStarbucks CorpCOM0.20%$3M36.5K
89HPQHP IncCOM0.20%$3M110.1K
90ITWILLINOIS TOOL WORKS INCCOM0.19%$3M12.1K
91ABBVAbbVie IncCOM0.19%$3M17.2K
92NOCNorthrop Grumman CorpCOM0.18%$3M6.5K
93CSXCSX CorpCOM0.18%$3M81.9K
94VNQVanguard Real Estate ETFCOM0.18%$3M35.0K
95FFord Motor CoCOM0.17%$3M223.2K
96ELVElevance Health IncCOM0.17%$3M5.7K
97EWUiShares MSCI United Kingdom EtfCOM0.17%$3M85.2K
98GAPGAP INC (THE)COM0.17%$3M105.6K
99EWWiShares MSCI Mexico ETFCOM0.17%$3M41.7K
100IYRISHARES U.S. REAL ESTATE ETFCOM0.17%$3M32.0K

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 ↗.