Quantitative Investment Management, LLC
In its 13F for Q1 2024 (holdings as of March 31, 2024, filed May 15, 2024), Quantitative Investment Management, LLC reported 228 stock positions worth $1.7 billion. Its top holding was SS SPDR S&P 500 ETF Trust-US (SPY) at 39.1% of the portfolio, followed by SPDR Gold Shares (GLD, 2.9%) and SS Energy Select Sector (XLE, 2.1%). Compared with Q4 2023, it opened 96 new positions, sold out of 171, added to 51 and reduced 81. The biggest buy was a new position in SS SPDR S&P 500 ETF Trust-US (SPY) and the biggest sale an exit from Apple (AAPL).
- Most Recent 13F
- Q2 2026
- Location
- CHARLOTTESVILLE, VA
- CIK
- 0001445911
- Portfolio Value
- $1.7B (Q1 2024)
- SEC Filing
- 0001445911-24-000003 ↗ filed May 15, 2024
Holdings Value
Holdings 228 stocks · $1.7B
| SPY SS SPDR S&P 500 ETF Trust-US | 39.08% | 1,268,316 | $663.4M | New |
| GLD SPDR Gold Shares | 2.88% | 237,586 | $48.9M | Add +482.1% |
| XLE SS Energy Select Sector | 2.13% | 383,850 | $36.2M | Reduce -32.0% |
| PXD Pioneer Natural Resources Co. | 2.09% | 134,942 | $35.4M | Add +533.6% |
| BA The Boeing Co. | 1.54% | 135,523 | $26.2M | New |
| PEP Pepsico Inc. | 1.51% | 146,782 | $25.7M | New |
| COP Conocophillips | 1.49% | 198,134 | $25.2M | Add +165.8% |
| XOP SS SPDR S&P Og Exp & Prod | 1.30% | 143,000 | $22.2M | Reduce -29.6% |
| DE Deere & Co. | 1.20% | 49,695 | $20.4M | Add +62.2% |
| MO Altria Group Inc. | 1.11% | 431,101 | $18.8M | Add +246.4% |
| PFE Pfizer Inc. | 1.07% | 653,742 | $18.1M | Add +15.5% |
| ORCL Oracle Corp. | 1.04% | 139,902 | $17.6M | Reduce -29.7% |
| GOOGL Alphabet Inc. Class A | 1.02% | 115,219 | $17.4M | Reduce -48.0% |
| KO The Coca-Cola Co. | 0.93% | 258,730 | $15.8M | New |
| LIN Linde PLC | 0.89% | 32,673 | $15.2M | Reduce -14.5% |
| EOG EOG Resources Inc. | 0.87% | 114,974 | $14.7M | Add +163.9% |
| VLO Valero Energy Corp. | 0.75% | 74,960 | $12.8M | Add +24.8% |
| XME SS SPDR S&P Metals Mining | 0.73% | 206,491 | $12.4M | Reduce -51.0% |
| FCX Freeport-McMoran Inc. | 0.73% | 264,308 | $12.4M | New |
| CSCO Cisco Systems Inc. | 0.72% | 246,620 | $12.3M | Add +20.0% |
| HUM Humana Inc. | 0.72% | 35,238 | $12.2M | Add +529.6% |
| SLB SLB Ltd. filed as SCHLUMBERGER LTD | 0.69% | 213,357 | $11.7M | Add +316.9% |
| DVN Devon Energy Corp. | 0.66% | 223,886 | $11.2M | Add +323.3% |
| SCHW Schwab (charles) Corp. | 0.66% | 154,865 | $11.2M | New |
| SLV iShares Silver Trust | 0.65% | 487,883 | $11.1M | Add +119.4% |
| FDX FedEx Corp. | 0.64% | 37,413 | $10.8M | Add +109.2% |
| HES Hess Corp. | 0.60% | 67,288 | $10.3M | Add +62.3% |
| JNJ Johnson & Johnson | 0.60% | 64,099 | $10.1M | Reduce -29.4% |
| LMT Lockheed Martin Corp. | 0.56% | 20,962 | $9.5M | Add +25.2% |
| MS Morgan Stanley | 0.56% | 100,935 | $9.5M | New |
| PM Philip Morris International | 0.54% | 100,016 | $9.2M | Reduce -2.2% |
| VRTX Vertex Pharmaceuticals Inc. | 0.51% | 20,794 | $8.7M | Reduce -61.3% |
| WMB Williams Cos Inc. | 0.50% | 217,971 | $8.5M | Add +122.8% |
| TJX TJX Companies Inc. filed as TJX COS INC NEW | 0.49% | 82,791 | $8.4M | Reduce -64.0% |
| MPC Marathon Petroleum Corp. | 0.49% | 41,377 | $8.3M | Reduce -30.0% |
| CVX Chevron Corp. | 0.48% | 52,168 | $8.2M | New |
| FANG Diamondback Energy Inc. | 0.47% | 40,521 | $8.0M | Reduce -8.6% |
| CVS CVS Health Corp. | 0.47% | 99,608 | $7.9M | Reduce -35.5% |
| GDX Vaneck Gold Miners ETF | 0.46% | 249,141 | $7.9M | Reduce -6.4% |
| MDT Medtronic PLC | 0.46% | 90,190 | $7.9M | New |
| PYPL PayPal Holdings Inc. | 0.46% | 115,347 | $7.7M | New |
| XLY SS Consumer Disc Select Sect | 0.45% | 42,002 | $7.7M | New |
| SPGI S&P Global Inc. | 0.45% | 18,029 | $7.7M | New |
| STZ Constellation Brands Inc. Class A | 0.45% | 27,855 | $7.6M | Add +129.9% |
| REGN Regeneron Pharmaceuticals | 0.43% | 7,643 | $7.4M | Reduce -69.7% |
| HAL Halliburton Co. | 0.43% | 183,590 | $7.2M | Add +294.8% |
| NEE Nextera Energy Inc. | 0.42% | 112,496 | $7.2M | New |
| KR Kroger Co. | 0.41% | 123,150 | $7.0M | Reduce -1.0% |
| NKE Nike Inc. Class B | 0.41% | 73,885 | $6.9M | Add +1067.8% |
| KMI Kinder Morgan Inc. | 0.39% | 364,866 | $6.7M | Reduce -11.2% |
| BDX Becton Dickinson and Co. | 0.39% | 26,630 | $6.6M | Add +231.3% |
| HON Honeywell International Inc. | 0.38% | 31,707 | $6.5M | New |
| GS Goldman Sachs Group Inc. | 0.38% | 15,501 | $6.5M | New |
| DAL Delta Air Lines Inc. | 0.37% | 132,259 | $6.3M | New |
| CELH Celsius Holdings Inc. | 0.37% | 76,324 | $6.3M | Add +19.2% |
| MDLZ Mondelez International Inc. Class A | 0.36% | 87,588 | $6.1M | Add +67.7% |
| LYB Lyondellbasell Indu Class A | 0.35% | 58,084 | $5.9M | Add +55.1% |
| TECK Teck Resources Ltd.-CLS B | 0.34% | 126,418 | $5.8M | Add +92.4% |
| SHEL Shell PLC-ADR | 0.33% | 84,335 | $5.7M | Add +47.1% |
| MGM MGM Resorts International | 0.32% | 116,786 | $5.5M | New |
| ACN Accenture PLC Class A | 0.31% | 15,308 | $5.3M | Reduce -29.1% |
| KMB Kimberly-Clark Corp. | 0.31% | 40,077 | $5.2M | Add +86.5% |
| AZN Astrazeneca PLC-Spons ADR | 0.29% | 71,505 | $4.8M | Reduce -16.5% |
| MNST Monster Beverage Corp. | 0.28% | 79,484 | $4.7M | New |
| EBAY eBay Inc. | 0.28% | 88,611 | $4.7M | New |
| STT State Street Corp. | 0.27% | 59,854 | $4.6M | Add +426.9% |
| BP BP PLC-Spons ADR | 0.27% | 122,696 | $4.6M | Add +13.2% |
| BIIB Biogen Inc. | 0.27% | 21,371 | $4.6M | New |
| CNQ Canadian Natural Resources | 0.27% | 59,596 | $4.5M | Add +91.0% |
| PANW Palo Alto Networks Inc. | 0.26% | 15,772 | $4.5M | Reduce -62.4% |
| PCG P G & E Corp. | 0.25% | 253,790 | $4.3M | New |
| CTRA Coterra Energy Inc. | 0.25% | 150,262 | $4.2M | Add +81.7% |
| FTI Technipfmc PLC | 0.25% | 166,268 | $4.2M | Add +124.3% |
| BKNG Booking Holdings Inc. | 0.24% | 1,134 | $4.1M | Add +209.8% |
| WBA Walgreens Boots Alliance Inc. | 0.24% | 187,836 | $4.1M | New |
| KHC The Kraft Heinz Co. | 0.23% | 106,255 | $3.9M | Add +48.4% |
| GIS General Mills Inc. | 0.23% | 55,478 | $3.9M | Add +10.4% |
| MCD McDonald's Corp. | 0.22% | 13,500 | $3.8M | New |
| PAYC Paycom Software Inc. | 0.22% | 18,906 | $3.8M | New |
| ADP Automatic Data Processing | 0.22% | 15,040 | $3.8M | Reduce -5.6% |
| KRE SS SPDR S&P Regional Bank | 0.21% | 72,519 | $3.6M | New |
| CHTR Charter Communications Inc. Class A | 0.21% | 12,501 | $3.6M | Reduce -14.0% |
| JETS US Global Jets ETF | 0.21% | 172,305 | $3.6M | New |
| CF CF Industries Holdings Inc. filed as CF INDS HLDGS INC | 0.21% | 42,097 | $3.5M | Reduce -12.7% |
| MRSH Marsh & McLennan Cos | 0.20% | 16,655 | $3.4M | Add +62.3% |
| VDE Vanguard Energy ETF | 0.20% | 25,977 | $3.4M | Reduce -29.1% |
| APTV Aptiv Irish Holdings Ltd. filed as APTIV PLC | 0.20% | 42,612 | $3.4M | New |
| SBUX Starbucks Corp. | 0.20% | 36,461 | $3.3M | Reduce -71.5% |
| HPQ HP Inc. | 0.20% | 110,106 | $3.3M | New |
| ITW Illinois Tool Works | 0.19% | 12,089 | $3.2M | Add +29.3% |
| ABBV Abbvie Inc. | 0.18% | 17,249 | $3.1M | Reduce -90.3% |
| NOC Northrop Grumman Corp. | 0.18% | 6,511 | $3.1M | Reduce -58.1% |
| CSX CSX Corp. | 0.18% | 81,881 | $3.0M | Reduce -51.2% |
| VNQ Vanguard Real Estate ETF | 0.18% | 34,985 | $3.0M | New |
| F Ford Motor Co. filed as FORD MTR CO DEL | 0.17% | 223,183 | $3.0M | New |
| ELV Elevance Health Inc. | 0.17% | 5,713 | $3.0M | Reduce -76.2% |
| EWU iShares MSCI United Kingdom | 0.17% | 85,233 | $2.9M | Add +144.0% |
| GAP The Gap Inc. | 0.17% | 105,639 | $2.9M | New |
| EWW iShares MSCI Mexico ETF | 0.17% | 41,700 | $2.9M | New |
| IYR iShares US Real Estate ETF | 0.17% | 31,997 | $2.9M | New |
Portfolio Sells Q4 2023 → Q1 2024
| AAPL Apple Inc. | Sold out | 0.00% | −4.61 |
| AMD Advanced Micro Devices | Sold out | 0.00% | −2.22 |
| V Visa Inc. Class A | Sold out | 0.00% | −1.89 |
| MSFT Microsoft Corp. | Sold out | 0.00% | −1.88 |
| UNH Unitedhealth Group Inc. | Sold out | 0.00% | −1.79 |
| NVDA Nvidia Corp. | Sold out | 0.00% | −1.63 |
| META Meta Platforms Inc. Class A | Sold out | 0.00% | −1.46 |
| TMUS T-Mobile US Inc. | Reduce -92.6% | 0.12% | −1.42 |
| ABBV Abbvie Inc. | Reduce -90.3% | 0.18% | −1.40 |
| MRK Merck & Co. Inc. | Sold out | 0.00% | −1.26 |
| NFLX Netflix Inc. | Sold out | 0.00% | −1.23 |
| BRK.B Berkshire Hathaway Inc. Class B | Sold out | 0.00% | −1.22 |
| COST Costco Wholesale Corp. | Sold out | 0.00% | −1.21 |
| XOM Exxon Mobil Corp. | Sold out | 0.00% | −0.99 |
| MELI MercadoLibre Inc. | Sold out | 0.00% | −0.91 |
| MA Mastercard Inc. Class A | Sold out | 0.00% | −0.91 |
| MU Micron Technology Inc. | Reduce -93.0% | 0.10% | −0.90 |
| GILD Gilead Sciences Inc. | Reduce -83.7% | 0.15% | −0.87 |
| PG The Procter & Gamble Co. | Sold out | 0.00% | −0.85 |
| REGN Regeneron Pharmaceuticals | Reduce -69.7% | 0.43% | −0.84 |
| WMT Walmart Inc. | Sold out | 0.00% | −0.83 |
| GOOGL Alphabet Inc. Class A | Reduce -48.0% | 1.02% | −0.75 |
| TJX TJX Companies Inc. | Reduce -64.0% | 0.49% | −0.74 |
| VRTX Vertex Pharmaceuticals Inc. | Reduce -61.3% | 0.51% | −0.74 |
| LULU Lululemon Athletica Inc. | Sold out | 0.00% | −0.74 |
| DIS The Walt Disney Co. | Sold out | 0.00% | −0.73 |
| IBM Intl Business Machines Corp. | Sold out | 0.00% | −0.72 |
| XME SS SPDR S&P Metals Mining | Reduce -51.0% | 0.73% | −0.72 |
| VZ Verizon Communications Inc. | Sold out | 0.00% | −0.71 |
| CMG Chipotle Mexican Grill Inc. | Sold out | 0.00% | −0.70 |
| INDA iShares MSCI India ETF | Sold out | 0.00% | −0.68 |
| PBR Petroleo Brasileiro-Spon ADR | Sold out | 0.00% | −0.64 |
| ORLY O'reilly Automotive Inc. | Sold out | 0.00% | −0.61 |
| TEAM Atlassian Corp. Class A | Reduce -87.1% | 0.07% | −0.59 |
| XLE SS Energy Select Sector | Reduce -32.0% | 2.13% | −0.59 |
| OXY Occidental Petroleum Corp. | Sold out | 0.00% | −0.58 |
| X United States Steel Corp. | Sold out | 0.00% | −0.56 |
| AZO AutoZone Inc. | Sold out | 0.00% | −0.56 |
| BSX Boston Scientific Corp. | Sold out | 0.00% | −0.55 |
| GE General Electric | Sold out | 0.00% | −0.55 |
| EA Electronic Arts Inc. | Sold out | 0.00% | −0.55 |
| NOW ServiceNow Inc. | Sold out | 0.00% | −0.55 |
| SBUX Starbucks Corp. | Reduce -71.5% | 0.20% | −0.51 |
| LLY Eli Lilly & Co. | Sold out | 0.00% | −0.50 |
| ELV Elevance Health Inc. | Reduce -76.2% | 0.17% | −0.48 |
| ULTA Ulta Beauty Inc. | Sold out | 0.00% | −0.46 |
| PANW Palo Alto Networks Inc. | Reduce -62.4% | 0.26% | −0.45 |
| AVGO Broadcom Inc. | Sold out | 0.00% | −0.41 |
| CB Chubb Ltd. | Sold out | 0.00% | −0.40 |
| HSY The Hershey Co. | Reduce -90.0% | 0.05% | −0.38 |
Portfolio Buys Q4 2023 → Q1 2024
| SPY SS SPDR S&P 500 ETF Trust-US | New | 39.08% | +39.08 |
| GLD SPDR Gold Shares | Add +482.1% | 2.88% | +2.43 |
| PXD Pioneer Natural Resources Co. | Add +533.6% | 2.09% | +1.81 |
| BA The Boeing Co. | New | 1.54% | +1.54 |
| PEP Pepsico Inc. | New | 1.51% | +1.51 |
| COP Conocophillips | Add +165.8% | 1.49% | +0.99 |
| KO The Coca-Cola Co. | New | 0.93% | +0.93 |
| MO Altria Group Inc. | Add +246.4% | 1.11% | +0.82 |
| FCX Freeport-McMoran Inc. | New | 0.73% | +0.73 |
| SCHW Schwab (charles) Corp. | New | 0.66% | +0.66 |
| HUM Humana Inc. | Add +529.6% | 0.72% | +0.57 |
| EOG EOG Resources Inc. | Add +163.9% | 0.87% | +0.56 |
| MS Morgan Stanley | New | 0.56% | +0.56 |
| SLB SLB Ltd. | Add +316.9% | 0.69% | +0.54 |
| DVN Devon Energy Corp. | Add +323.3% | 0.66% | +0.52 |
| DE Deere & Co. | Add +62.2% | 1.20% | +0.50 |
| CVX Chevron Corp. | New | 0.48% | +0.48 |
| MDT Medtronic PLC | New | 0.46% | +0.46 |
| PYPL PayPal Holdings Inc. | New | 0.46% | +0.46 |
| XLY SS Consumer Disc Select Sect | New | 0.45% | +0.45 |
| SPGI S&P Global Inc. | New | 0.45% | +0.45 |
| NEE Nextera Energy Inc. | New | 0.42% | +0.42 |
| HON Honeywell International Inc. | New | 0.38% | +0.38 |
| GS Goldman Sachs Group Inc. | New | 0.38% | +0.38 |
| FDX FedEx Corp. | Add +109.2% | 0.64% | +0.38 |
| SLV iShares Silver Trust | Add +119.4% | 0.65% | +0.38 |
| DAL Delta Air Lines Inc. | New | 0.37% | +0.37 |
| NKE Nike Inc. Class B | Add +1067.8% | 0.41% | +0.37 |
| HAL Halliburton Co. | Add +294.8% | 0.43% | +0.33 |
| MGM MGM Resorts International | New | 0.32% | +0.32 |
| VLO Valero Energy Corp. | Add +24.8% | 0.75% | +0.30 |
| WMB Williams Cos Inc. | Add +122.8% | 0.50% | +0.30 |
| MNST Monster Beverage Corp. | New | 0.28% | +0.28 |
| STZ Constellation Brands Inc. Class A | Add +129.9% | 0.45% | +0.28 |
| BDX Becton Dickinson and Co. | Add +231.3% | 0.39% | +0.28 |
| EBAY eBay Inc. | New | 0.28% | +0.28 |
| BIIB Biogen Inc. | New | 0.27% | +0.27 |
| HES Hess Corp. | Add +62.3% | 0.60% | +0.26 |
| PCG P G & E Corp. | New | 0.25% | +0.25 |
| WBA Walgreens Boots Alliance Inc. | New | 0.24% | +0.24 |
| MCD McDonald's Corp. | New | 0.22% | +0.22 |
| STT State Street Corp. | Add +426.9% | 0.27% | +0.22 |
| PAYC Paycom Software Inc. | New | 0.22% | +0.22 |
| KRE SS SPDR S&P Regional Bank | New | 0.21% | +0.21 |
| JETS US Global Jets ETF | New | 0.21% | +0.21 |
| APTV Aptiv Irish Holdings Ltd. | New | 0.20% | +0.20 |
| HPQ HP Inc. | New | 0.20% | +0.20 |
| TECK Teck Resources Ltd.-CLS B | Add +92.4% | 0.34% | +0.18 |
| VNQ Vanguard Real Estate ETF | New | 0.18% | +0.18 |
| F Ford Motor Co. | New | 0.17% | +0.17 |
All Filings
| Quarter | Positions | 13F Reported Value | Top Holdings |
|---|---|---|---|
| Q2 2026 | 346 | $917.4M | XLV, KRE, XLF, XLE, JPM |
| Q1 2026 | 363 | $962.5M | XLI, MSFT, IGV, GOOGL, XLP |
| Q4 2025 | 376 | $1.0B | XLF, XLB, IBIT, NVDA, KRE |
| Q3 2025 | 322 | $719.2M | TSLA, NVDA, PLTR, XLU, XLE |
| Q2 2025 | 296 | $745.8M | XLF, UNH, MSTR, IBIT, CVNA |
| Q1 2025 | 316 | $1.1B | XLE, XLF, XLP, XLY, UNH |
| Q4 2024 | 312 | $1.3B | XLV, AVGO, AMZN, AAPL, TSLA |
| Q3 2024 | 310 | $1.0B | FXI, KWEB, AMD, META, MSTR |
| Q2 2024 | 300 | $917.5M | AMZN, AAPL, XLY, AMD, GE |
| Q1 2024 | 228 | $1.7B | SPY, GLD, XLE, PXD, BA |