SEC 13F Intelligence

Managers / Q2 2024 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$917M
Q2 2024
Positions
300
Filings on Record
30
2019–present window
Filed
Aug 14, 2024
original filing

Summary

Quantitative Investment Management, LLC reported $917M in U.S.-listed holdings across 300 positions for Q2 2024.

Its largest position, AMZN, represents 10.0% of the portfolio.

Compared with Q1 2024, the fund opened 216 new positions and exited 144.

Portfolio Metrics

Turnover
+57.1%
vs prior filed quarter
Top-10 Concentration
+35.5%
share of reported value
Largest Position
+10.0%
Amazon Com
New / Exited
216 / 144
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: 80.9%ETP: 17.3%REIT: 0.9%ADR: 0.7%Other: 0.1%
  • Common Stock · 80.9% · $742M
  • ETP · 17.3% · $159M
  • REIT · 0.9% · $9M
  • ADR · 0.7% · $7M
  • Other · 0.1% · $949,000

Quarter-over-Quarter Changes full breakdown →

vs Q1 2024 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
AMZNAmazon.com IncNEW+474.9K474.9K+$92M$92M
AAPLApple IncNEW+221.4K221.4K+$47M$47M
AMDADVANCED MICRO DEVICES INCNEW+180.0K180.0K+$29M$29M
GE AerospaceNEW+163.2K163.2K+$26M$26M
TGTTARGET CORPNEW+105.9K105.9K+$16M$16M
XLISPDR S&P Industrial ETFNEW+116.6K116.6K+$14M$14M
ETNEATON CORP PLCNEW+42.9K42.9K+$13M$13M
XLUSPDR S&P Utilities ETFNEW+190.3K190.3K+$13M$13M

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

Holdings — Q2 2024

300 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1AMZNAmazon.com Inchistory →COM10.00%$92M474.9K
2AAPLApple Inchistory →COM5.08%$47M221.4K
3XLYConsumer Discretionary Select Sector SPDhistory →COM5.05%$46M254.1K
4AMDADVANCED MICRO DEVICES INChistory →COM3.18%$29M180.0K
5GE AerospaceCOM2.83%$26M163.2K
6INTCIntel Corphistory →COM2.02%$19M597.4K
7PANWPALO ALTO NETWORKS INChistory →COM1.89%$17M51.2K
8GLDSPDR Gold Trusthistory →COM1.88%$17M80.2K
9CVSCvs Health Corphistory →COM1.81%$17M281.3K
10TGTTARGET CORPhistory →COM1.71%$16M105.9K
11XLISPDR S&P Industrial ETFhistory →COM1.55%$14M116.6K
12BMYBRISTOL-MYERS SQUIBB COhistory →COM1.47%$13M324.4K
13ETNEATON CORP PLChistory →COM1.46%$13M42.9K
14XLUSPDR S&P Utilities ETFhistory →COM1.41%$13M190.3K
15GDXVanEck Gold Miners ETFhistory →COM1.22%$11M330.8K
16CMGCHIPOTLE MEXICAN GRILL INChistory →COM1.21%$11M177.6K
17EXMOCExxon Mobil Corphistory →COM1.09%$10M86.8K
18SBUXStarbucks Corphistory →COM1.04%$10M123.1K
19MUMICRON TECHNOLOGY INCCOM0.98%$9M68.3K
20BKNGBooking Holdings IncCOM0.96%$9M2.2K
21DISWALT DISNEY CO (THE)COM0.94%$9M86.8K
22IGVIshr S&P Gs SftwCOM0.93%$9M98.3K
23RTXRtx CorpCOM0.92%$8M84.2K
24LULULululemon Athletica inc.COM0.91%$8M27.8K
25LMTLockheed Martin CorpCOM0.91%$8M17.8K
26ITBiShares U.S. Home Construction ETFCOM0.85%$8M76.8K
27DGDollar General CorpCOM0.83%$8M57.3K
28WMWASTE MANAGEMENT INCCOM0.76%$7M32.5K
29VRTXVERTEX PHARMACEUTICALS INCCOM0.73%$7M14.3K
30PHPARKER-HANNIFIN CORPCOM0.72%$7M13.1K
31XHBSPDR S&P Homebuilders ETFCOM0.72%$7M64.9K
32METAMeta Platforms IncCOM0.70%$6M12.8K
33MELIMercadoLibre IncCOM0.68%$6M3.8K
34JCIJohnson Controls IncCOM0.68%$6M93.7K
35CMICUMMINS INCCOM0.68%$6M22.5K
36CATCaterpillar IncCOM0.66%$6M18.3K
37TMUST-Mobile US IncCOM0.65%$6M33.8K
38ORCLOracle CorpCOM0.60%$5M38.8K
39KRKroger Co (The)COM0.55%$5M102.0K
40BLDRBuilders FirstSource IncCOM0.55%$5M36.4K
41INTUIntuit IncCOM0.55%$5M7.6K
42WFCWells Fargo & CoCOM0.54%$5M83.2K
43DALDelta Air Lines IncCOM0.53%$5M101.7K
44REGNREGENERON PHARMACEUTICALS INCCOM0.52%$5M4.6K
45XLVSPDR S&P Health Care ETFCOM0.52%$5M32.8K
46CCLCarnival CorpCOM0.50%$5M245.5K
47MRKMERCK & CO INCCOM0.50%$5M37.1K
48JNJJohnson & JohnsonCOM0.50%$5M31.2K
49VKTXViking Therapeutics IncCOM0.49%$4M84.6K
50HWMHowmet AerospaceCOM0.48%$4M56.4K
51NOWServiceNow IncCOM0.48%$4M5.6K
52AXPAMERICAN EXPRESS COCOM0.46%$4M18.3K
53JPMJ P MORGAN CHASE & COCOM0.46%$4M20.9K
54Super Micro Computer IncCOM0.44%$4M4.9K
55NFLXNETFLIX INCCOM0.43%$4M5.9K
56PMPhilip Morris International IncCOM0.42%$4M38.5K
57HONHoneywell International IncCOM0.41%$4M17.5K
58RCLRoyal Caribbean Cruises LtdCOM0.40%$4M23.3K
59VZVERIZON COMMUNICATIONS INCCOM0.40%$4M88.5K
60WBAWALGREENS BOOTS ALLIANCE INCCOM0.40%$4M300.1K
61IYRISHARES U.S. REAL ESTATE ETFCOM0.39%$4M41.2K
62CVNACarvana Co Cl ACOM0.34%$3M24.5K
63CCITIGROUP INC COM NEWCOM0.34%$3M49.1K
64WABWestinghouse Air Brake Technologies CorpCOM0.33%$3M19.1K
65HUBBHubbell Inc Cl BCOM0.32%$3M8.2K
66FIVEFive Below IncCOM0.32%$3M27.2K
67MCDMCDONALD'S CORPCOM0.32%$3M11.6K
68CELHCelsius HoldingsCOM0.32%$3M51.3K
69SPGIS&P GLOBAL INCCOM0.31%$3M6.5K
70GDGENERAL DYNAMICS CORPCOM0.31%$3M9.8K
71XLFSPDR S&P Financial ETFCOM0.31%$3M68.8K
72ISRGINTUITIVE SURGICAL INCCOM0.31%$3M6.3K
73ELESTEE LAUDER COMPANIES INC (THE)COM0.30%$3M25.5K
74ALLAllstate Corp (The)COM0.29%$3M16.7K
75FXIiShares China Large-Cap ETFCOM0.29%$3M102.1K
76LNGCHENIERE ENERGY INCCOM0.29%$3M15.1K
77PCARPACCAR IncCOM0.28%$3M25.0K
78IBBiShares Biotechnology ETFCOM0.27%$2M18.1K
79FCXFREEPORT-MCMORAN INCCOM0.25%$2M47.8K
80TCOMTrip.com Group LtdCOM0.25%$2M48.4K
81ALNYALNYLAM PHARMACEUTICALS INCCOM0.25%$2M9.3K
82TDGTransdigm Group IncCOM0.25%$2M1.8K
83PFEPfizer IncCOM0.24%$2M80.2K
84RSGREPUBLIC SERVICES INCCOM0.24%$2M11.5K
85Charles River Laboratories InternationalCOM0.24%$2M10.8K
86AONAon Class ACOM0.24%$2M7.4K
87XLREReal Estate Select Sector SPDR FundCOM0.23%$2M55.4K
88PGRPROGRESSIVE CORP (THE)COM0.23%$2M10.2K
89TTTrane Technologies PlcCOM0.23%$2M6.4K
90CDNSCADENCE DESIGN SYSTEMS INCCOM0.23%$2M6.9K
91JBLUJetBlue Airways CorpCOM0.22%$2M338.2K
92TTDThe Trade Desk Inc Cl ACOM0.22%$2M21.1K
93ABBVAbbVie IncCOM0.22%$2M11.8K
94EWJISHARES MSCI JAPAN INDEX FUNDCOM0.22%$2M29.4K
95LENLENNAR CORPCOM0.22%$2M13.3K
96DHID.R. HORTON INCCOM0.22%$2M14.1K
97ARKGARK Genomic Revolution ETFCOM0.21%$2M82.1K
98CPCanadian Pacific Kansas City LimitedCOM0.20%$2M22.9K
99ILMNILLUMINA INCCOM0.20%$2M17.2K
100EFXEQUIFAX INCCOM0.19%$2M7.3K

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 ↗.