SEC 13F Intelligence

Managers / Q3 2024 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$1.0B
Q3 2024
Positions
310
Filings on Record
30
2019–present window
Filed
Nov 14, 2024
original filing

Summary

Quantitative Investment Management, LLC reported $1.0B in U.S.-listed holdings across 310 positions for Q3 2024.

Its largest position, FXI, represents 8.1% of the portfolio.

Compared with Q2 2024, the fund opened 169 new positions and exited 159.

Portfolio Metrics

Turnover
+69.9%
vs prior filed quarter
Top-10 Concentration
+35.7%
share of reported value
Largest Position
+8.1%
Ishares China Large Cap Etf
New / Exited
169 / 159
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: 70.3%ETP: 24.6%ADR: 4.5%REIT: 0.4%Other: 0.2%NY Reg Shrs: 0.0%
  • Common Stock · 70.3% · $713M
  • ETP · 24.6% · $249M
  • ADR · 4.5% · $46M
  • REIT · 0.4% · $4M
  • Other · 0.2% · $2M
  • NY Reg Shrs · 0.0% · $322,000

Quarter-over-Quarter Changes full breakdown →

vs Q2 2024 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
BABAAlibaba Group Holding LtdNEW+183.2K183.2K+$19M$19M
MCKMCKESSON CORPNEW+38.5K38.5K+$19M$19M
GOOGLAlphabet Inc ANEW+108.0K108.0K+$18M$18M
XLBMATERIALS SELECT SECTOR SPDRNEW+185.2K185.2K+$18M$18M
XLKSPDR S&P Technology ETFNEW+74.0K74.0K+$17M$17M
XRTSPDR S&P Retail ETFNEW+204.0K204.0K+$16M$16M
SOXXiShares Semiconductor ETFNEW+57.1K57.1K+$13M$13M
CRMSalesforce IncNEW+43.4K43.4K+$12M$12M

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

Holdings — Q3 2024

310 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1FXIiShares China Large-Cap ETFhistory →COM8.11%$82M2.59M
2KraneShares CSI China Internet ETFCOM5.28%$54M1.58M
3AMDADVANCED MICRO DEVICES INChistory →COM4.55%$46M281.2K
4METAMeta Platforms Inchistory →COM4.32%$44M76.6K
5MSTRMicrostrategy Inchistory →COM3.31%$34M199.6K
6CATCaterpillar Inchistory →COM2.82%$29M73.2K
7BABAAlibaba Group Holding Ltdhistory →COM1.92%$19M183.2K
8MCKMCKESSON CORPhistory →COM1.88%$19M38.5K
9GOOGLAlphabet Inc Ahistory →COM1.76%$18M108.0K
10XLBMATERIALS SELECT SECTOR SPDRhistory →COM1.76%$18M185.2K
11XLKSPDR S&P Technology ETFhistory →COM1.65%$17M74.0K
12XRTSPDR S&P Retail ETFhistory →COM1.56%$16M204.0K
13AMZNAmazon.com Inchistory →COM1.55%$16M84.6K
14AAPLApple Inchistory →COM1.49%$15M64.9K
15ABBVAbbVie Inchistory →COM1.44%$15M74.1K
16JDJD.com Inchistory →COM1.40%$14M355.7K
17URIUnited Rentals Inchistory →COM1.33%$14M16.7K
18SOXXiShares Semiconductor ETFhistory →COM1.30%$13M57.1K
19CRMSalesforce Inchistory →COM1.17%$12M43.4K
20MCHIiShares MSCI China ETFhistory →COM1.13%$11M225.3K
21CHTRCharter Communications Inchistory →COM1.13%$11M35.3K
22CVSCvs Health Corphistory →COM1.12%$11M181.2K
23CVNACarvana Co Cl Ahistory →COM1.07%$11M62.4K
24DXCMDexCom Inchistory →COM1.03%$10M156.4K
25INTCIntel Corphistory →COM1.01%$10M437.2K
26EWEDWARDS LIFESCIENCES CORPCOM0.91%$9M140.1K
27CMECME Group IncCOM0.88%$9M40.3K
28MDTMedtronic PlcCOM0.87%$9M98.3K
29MAMastercard Incorp Common StockCOM0.79%$8M16.3K
30XMESPDR S&P Metals & Mining ETFCOM0.73%$7M115.8K
31CAHCardinal Health IncCOM0.72%$7M66.2K
32DGDollar General CorpCOM0.69%$7M82.5K
33AMATApplied Materials IncCOM0.65%$7M32.8K
34NKENIKE INCCOM0.65%$7M74.7K
35WBAWALGREENS BOOTS ALLIANCE INCCOM0.61%$6M695.6K
36ELFELF BEAUTY INCCOM0.57%$6M52.7K
37MDLZMONDELEZ INTERNATIONAL INCCOM0.55%$6M75.8K
38REGNREGENERON PHARMACEUTICALS INCCOM0.54%$5M5.2K
39ORLYO'reilly Automotive IncCOM0.53%$5M4.7K
40ASMLASML HOLDING N.V.COM0.52%$5M6.3K
41UNPUNION PACIFIC CORPCOM0.51%$5M21.0K
42SLVISHARES SILVER TRUSTCOM0.49%$5M175.8K
43VVISA IncCOM0.45%$5M16.5K
44FCXFREEPORT-MCMORAN INCCOM0.44%$4M89.4K
45MELIMercadoLibre IncCOM0.44%$4M2.2K
46GWWW.W. GRAINGER INCCOM0.42%$4M4.1K
47SYKStryker CorpCOM0.42%$4M11.7K
48NOCNorthrop Grumman CorpCOM0.41%$4M8.0K
49CMCSACOMCAST CORP-CLASS ACOM0.41%$4M99.3K
50UALUnited Airlines Holdings IncCOM0.41%$4M72.4K
51TMOTHERMO FISHER SCIENTIFIC INCCOM0.40%$4M6.5K
52IRIngersoll Rand IncCOM0.39%$4M40.5K
53VGTVanguard Information Tech ETF - DNQCOM0.38%$4M6.6K
54COOCooper Companies IncCOM0.36%$4M33.5K
55LYVLive Nation Entertainment IncCOM0.36%$4M33.8K
56CCLCarnival CorpCOM0.36%$4M199.0K
57PYPLPayPal Holdings IncCOM0.35%$4M46.0K
58CMICUMMINS INCCOM0.35%$4M11.0K
59DLTRDollar Tree IncCOM0.35%$4M50.3K
60BKNGBooking Holdings IncCOM0.34%$3M826
61ETNEATON CORP PLCCOM0.33%$3M10.2K
62LRCXLAM RESEARCH CORPCOM0.33%$3M4.1K
63KRKroger Co (The)COM0.32%$3M57.5K
64BLDRBuilders FirstSource IncCOM0.32%$3M16.9K
65MCHPMICROCHIP TECHNOLOGY INCCOM0.32%$3M40.5K
66AZOAUTOZONE INCCOM0.32%$3M1.0K
67VSTVistra Energy CorpCOM0.32%$3M27.2K
68AAgilent Technologies IncCOM0.31%$3M21.4K
69MSMORGAN STANLEY COM NEWCOM0.31%$3M30.2K
70KLACKLA CorpCOM0.30%$3M4.0K
71HPEHewlett Packard Enterprise CoCOM0.30%$3M150.1K
72SNPSSynopsys IncCOM0.30%$3M6.0K
73AVGOBroadcom IncCOM0.29%$3M17.2K
74EXMOCExxon Mobil CorpCOM0.27%$3M23.8K
75BIDUBaidu IncCOM0.27%$3M26.4K
76SMHVanEck Semiconductor ETFCOM0.27%$3M11.0K
77LINLinde PLCCOM0.26%$3M5.6K
78CCITIGROUP INC COM NEWCOM0.26%$3M42.0K
79TSMTaiwan Semiconductor Manufacturing CoLtdCOM0.25%$3M14.8K
80WATWaters CorpCOM0.25%$3M7.1K
81LUVSOUTHWEST AIRLINES COCOM0.25%$3M85.5K
82EWYiShares MSCI South Korea ETFCOM0.25%$3M39.2K
83GNRCGenerac Holdlings IncCOM0.25%$3M15.8K
84VWOVanguard FTSE Emerging Markets ETFCOM0.24%$2M50.3K
85FASTFastenal CoCOM0.23%$2M32.2K
86EWTiShares MSCI Taiwan ETFCOM0.22%$2M42.4K
87EWHISHARES MSCI HONG KONG INDEX FUNDCOM0.22%$2M121.0K
88NCLHNorwegian Cruise Line Holdings LtdCOM0.22%$2M108.1K
89LPLALPL Financial Holdings IncCOM0.22%$2M9.4K
90ELESTEE LAUDER COMPANIES INC (THE)COM0.21%$2M21.7K
91PLUGPLUG POWER INCCOM0.21%$2M954.0K
92AONAon Class ACOM0.21%$2M6.1K
93PAYXPaychex IncCOM0.21%$2M15.7K
94EQIXEQUINIX INCCOM0.21%$2M2.4K
95LENLENNAR CORPCOM0.20%$2M11.0K
96TWLOTwilio Inc Cl ACOM0.20%$2M31.6K
97CDNSCADENCE DESIGN SYSTEMS INCCOM0.20%$2M7.4K
98ISRGINTUITIVE SURGICAL INCCOM0.19%$2M4.0K
99DOVDOVER CORPCOM0.19%$2M10.2K
100WMWASTE MANAGEMENT INCCOM0.19%$2M9.2K

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 ↗.