SEC 13F Intelligence

Managers / Q4 2024 · view latest →

Quantitative Investment Management, LLC

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

Reported Value
$1.3B
Q4 2024
Positions
312
Filings on Record
30
2019–present window
Filed
Feb 14, 2025
original filing

Summary

Quantitative Investment Management, LLC reported $1.3B in U.S.-listed holdings across 312 positions for Q4 2024.

Its largest position, XLV, represents 8.9% of the portfolio.

Compared with Q3 2024, the fund opened 204 new positions and exited 202.

Portfolio Metrics

Turnover
+67.1%
vs prior filed quarter
Top-10 Concentration
+36.2%
share of reported value
Largest Position
+8.9%
Spdr S P Health Care Etf
New / Exited
204 / 202
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: 79.1%ETP: 16.5%REIT: 3.0%ADR: 1.4%
  • Common Stock · 79.1% · $1.1B
  • ETP · 16.5% · $221M
  • REIT · 3.0% · $40M
  • ADR · 1.4% · $18M

Quarter-over-Quarter Changes full breakdown →

vs Q3 2024 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
XLVSPDR S&P Health Care ETFNEW+863.7K863.7K+$119M$119M
TSLATesla IncNEW+90.2K90.2K+$36M$36M
XLUSPDR S&P Utilities ETFNEW+458.5K458.5K+$35M$35M
LMTLockheed Martin CorpNEW+52.4K52.4K+$25M$25M
TGTTARGET CORPNEW+161.3K161.3K+$22M$22M
AMGNAMGEN INCNEW+80.9K80.9K+$21M$21M
LLYELI LILLY AND CONEW+26.1K26.1K+$20M$20M
SMCISuper Micro Computer IncNEW+651.4K651.4K+$20M$20M

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

Holdings — Q4 2024

312 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1XLVSPDR S&P Health Care ETFhistory →COM8.90%$119M863.7K
2AVGOBroadcom Inchistory →COM5.84%$78M336.3K
3AMZNAmazon.com Inchistory →COM5.23%$70M318.0K
4AAPLApple Inchistory →COM3.17%$42M169.0K
5TSLATesla Inchistory →COM2.73%$36M90.2K
6XLUSPDR S&P Utilities ETFhistory →COM2.60%$35M458.5K
7MSTRMicrostrategy Inchistory →COM2.28%$30M105.2K
8LMTLockheed Martin Corphistory →COM1.91%$25M52.4K
9NFLXNETFLIX INChistory →COM1.87%$25M28.0K
10GOOGLAlphabet Inc Ahistory →COM1.65%$22M116.4K
11TGTTARGET CORPhistory →COM1.63%$22M161.3K
12AMGNAMGEN INChistory →COM1.58%$21M80.9K
13LLYELI LILLY AND COhistory →COM1.51%$20M26.1K
14SMCISuper Micro Computer Inchistory →COM1.49%$20M651.4K
15ELVElevance Health Inchistory →COM1.46%$19M52.9K
16XLYConsumer Discretionary Select Sector SPDhistory →COM1.37%$18M81.7K
17MRKMERCK & CO INChistory →COM1.06%$14M141.8K
18GLDSPDR Gold Trusthistory →COM1.02%$14M56.1K
19AMATApplied Materials Inchistory →COM0.99%$13M81.1K
20KOCOCA-COLA CO (THE)history →COM0.98%$13M211.0K
21CVNACarvana Co Cl Ahistory →COM0.97%$13M63.5K
22MSFTMicrosoft Corphistory →COM0.94%$13M29.8K
23WMTWalmart Inchistory →COM0.90%$12M132.9K
24WELLWelltower IncCOM0.75%$10M79.2K
25QCOMQualcomm IncCOM0.70%$9M60.7K
26JPMJ P MORGAN CHASE & COCOM0.69%$9M38.1K
27GDGENERAL DYNAMICS CORPCOM0.67%$9M34.1K
28VRTVertiv Holdings CoCOM0.65%$9M76.6K
29ELESTEE LAUDER COMPANIES INC (THE)COM0.63%$8M113.0K
30WSMWILLIAMS-SONOMA INCCOM0.61%$8M43.9K
31NEENEXTERA ENERGY INC COMCOM0.61%$8M113.1K
32MCDMCDONALD'S CORPCOM0.60%$8M27.5K
33MCHPMICROCHIP TECHNOLOGY INCCOM0.57%$8M133.8K
34DHRDanaher CorpCOM0.57%$8M33.4K
35ABBVAbbVie IncCOM0.57%$8M43.0K
36DASHDoorDash IncCOM0.55%$7M43.4K
37ISRGINTUITIVE SURGICAL INCCOM0.54%$7M13.8K
38AZNNAstrazeneca PLCCOM0.54%$7M109.6K
39DALDelta Air Lines IncCOM0.54%$7M118.2K
40GE AerospaceCOM0.54%$7M42.8K
41ORealty Income CorpCOM0.53%$7M133.6K
42XLREReal Estate Select Sector SPDR FundCOM0.51%$7M168.6K
43RTXRtx CorpCOM0.51%$7M58.8K
44CICigna GroupCOM0.50%$7M24.3K
45IRMIron Mountain IncCOM0.50%$7M63.4K
46NOCNorthrop Grumman CorpCOM0.49%$7M13.9K
47PFEPfizer IncCOM0.48%$6M241.7K
48THCTenet Healthcare CorpCOM0.48%$6M50.3K
49CTASCINTAS CORPCOM0.47%$6M34.4K
50SOSOUTHERN CO (THE)COM0.47%$6M75.4K
51CRMSalesforce IncCOM0.46%$6M18.5K
52EWYiShares MSCI South Korea ETFCOM0.44%$6M115.5K
53PEPPepsico IncCOM0.44%$6M38.3K
54ENPHEnphase Energy IncCOM0.44%$6M84.5K
55KLACKLA CorpCOM0.42%$6M8.9K
56TEVATEVA PHARMACEUTICAL-SP ADRCOM0.41%$5M249.1K
57BKNGBooking Holdings IncCOM0.40%$5M1.1K
58HCAHCA Healthcare IncCOM0.40%$5M17.6K
59IGVIshr S&P Gs SftwCOM0.39%$5M52.5K
60SPOTSpotify Technology SACOM0.39%$5M11.7K
61VTRVentas IncCOM0.38%$5M87.1K
62CLColgate-Palmolive CoCOM0.38%$5M55.7K
63KDPKeurig Dr Pepper IncCOM0.38%$5M155.9K
64ICLRICON PLCCOM0.37%$5M23.8K
65ACNAccenture PlcCOM0.37%$5M14.1K
66REGNREGENERON PHARMACEUTICALS INCCOM0.37%$5M6.9K
67TMUST-Mobile US IncCOM0.36%$5M22.0K
68TMOTHERMO FISHER SCIENTIFIC INCCOM0.36%$5M9.3K
69DGDollar General CorpCOM0.35%$5M61.6K
70TXNTEXAS INSTRUMENTS INCCOM0.34%$5M24.1K
71DUKDuke Energy CorpCOM0.34%$4M41.7K
72GDXVanEck Gold Miners ETFCOM0.32%$4M126.7K
73PSAPUBLIC STORAGE COMCOM0.31%$4M13.7K
74NVONOVO NORDISK A/SCOM0.31%$4M47.7K
75NEMNewmont CorporationCOM0.30%$4M108.5K
76KMBKIMBERLY-CLARK CORPCOM0.30%$4M30.4K
77AXONAxon Enterprise IncCOM0.30%$4M6.7K
78ITAiShares U.S. Aerospace & Defense ETFCOM0.30%$4M27.3K
79UHSUNIVERSAL HEALTH SERVICES INCCOM0.28%$4M20.7K
80AONAon Class ACOM0.28%$4M10.3K
81PMPhilip Morris International IncCOM0.28%$4M30.6K
82WINGWingstop IncCOM0.27%$4M12.7K
83NXPINXP Semiconductors N.V.COM0.27%$4M17.2K
84DHID.R. HORTON INCCOM0.26%$3M24.8K
85BACBANK AMER CORP COMCOM0.26%$3M78.9K
86BMYBRISTOL-MYERS SQUIBB COCOM0.26%$3M61.0K
87GISGENERAL MILLS INCCOM0.26%$3M53.8K
88VVISA IncCOM0.25%$3M10.7K
89ORCLOracle CorpCOM0.25%$3M20.3K
90TERTeradyne IncCOM0.25%$3M26.6K
91JNJJohnson & JohnsonCOM0.24%$3M22.3K
92GPCGenuine Parts CoCOM0.24%$3M27.1K
93TMDXTransmedics Group IncCOM0.23%$3M49.8K
94LUMNLumen Technologies IncCOM0.23%$3M582.2K
95COSTCOSTCO WHOLESALE CORPCOM0.23%$3M3.4K
96CPBCampbell's CoCOM0.23%$3M72.0K
97ADMARCHER-DANIELS-MIDLAND COCOM0.22%$3M58.7K
98SNOWSnowflake Inc.COM0.22%$3M19.1K
99ICEIntercontinental Exchange IncCOM0.22%$3M19.7K
100MPWRMonolithic Power Systems IncCOM0.22%$3M4.9K

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 ↗.