Quantitative Investment Management, LLC
In its 13F for Q2 2024 (holdings as of June 30, 2024, filed August 14, 2024), Quantitative Investment Management, LLC reported 300 stock positions worth $917.5 million. Its top holding was Amazon.com (AMZN) at 10.0% of the portfolio, followed by Apple (AAPL, 5.1%) and SS Consumer Disc Select Sect (XLY, 5.1%). Compared with Q1 2024, it opened 215 new positions, sold out of 143, added to 28 and reduced 57. The biggest buy was a new position in Amazon.com (AMZN) and the biggest sale an exit from SS SPDR S&P 500 ETF Trust-US (SPY).
- Most Recent 13F
- Q2 2026
- Location
- CHARLOTTESVILLE, VA
- CIK
- 0001445911
- Portfolio Value
- $917.5M (Q2 2024)
- SEC Filing
- 0001445911-24-000005 ↗ filed Aug 14, 2024
Holdings Value
Holdings 300 stocks · $917.5M
| AMZN Amazon.com Inc. | 10.00% | 474,930 | $91.8M | New |
| AAPL Apple Inc. | 5.08% | 221,418 | $46.6M | New |
| XLY SS Consumer Disc Select Sect | 5.05% | 254,093 | $46.3M | Add +504.9% |
| AMD Advanced Micro Devices | 3.18% | 180,049 | $29.2M | New |
| GE General Electric filed as GE AEROSPACE | 2.83% | 163,166 | $25.9M | New |
| INTC Intel Corp. | 2.02% | 597,364 | $18.5M | Add +1414.5% |
| PANW Palo Alto Networks Inc. | 1.89% | 51,201 | $17.4M | Add +224.6% |
| GLD SPDR Gold Shares | 1.88% | 80,153 | $17.2M | Reduce -66.3% |
| CVS CVS Health Corp. | 1.81% | 281,263 | $16.6M | Add +182.4% |
| TGT Target Corp. | 1.71% | 105,943 | $15.7M | New |
| XLI SS Industrial Select Sector | 1.55% | 116,594 | $14.2M | New |
| BMY Bristol-Myers Squibb Co. | 1.47% | 324,390 | $13.5M | Add +2011.4% |
| ETN Eaton Corp. PLC | 1.46% | 42,860 | $13.4M | New |
| XLU St Sr Utl SL SE SPDR ETF-Usd | 1.41% | 190,282 | $13.0M | New |
| GDX Vaneck Gold Miners ETF | 1.22% | 330,787 | $11.2M | Add +32.8% |
| CMG Chipotle Mexican Grill Inc. | 1.21% | 177,553 | $11.1M | New |
| XOM Exxon Mobil Corp. | 1.09% | 86,766 | $10.0M | New |
| SBUX Starbucks Corp. | 1.04% | 123,083 | $9.6M | Add +237.6% |
| MU Micron Technology Inc. | 0.98% | 68,292 | $9.0M | Add +378.6% |
| BKNG Booking Holdings Inc. | 0.96% | 2,230 | $8.8M | Add +96.7% |
| DIS The Walt Disney Co. filed as DISNEY WALT CO | 0.94% | 86,802 | $8.6M | New |
| IGV iShares Expanded Tech-Softwa | 0.93% | 98,278 | $8.5M | New |
| RTX RTX Corp. | 0.92% | 84,222 | $8.5M | New |
| LULU Lululemon Athletica Inc. | 0.91% | 27,820 | $8.3M | New |
| LMT Lockheed Martin Corp. | 0.91% | 17,782 | $8.3M | Reduce -15.2% |
| ITB iShares U.S. Home Constructi | 0.85% | 76,795 | $7.8M | New |
| DG Dollar General Corp. | 0.83% | 57,267 | $7.6M | New |
| WM Waste Management Inc. | 0.76% | 32,519 | $6.9M | New |
| VRTX Vertex Pharmaceuticals Inc. | 0.73% | 14,306 | $6.7M | Reduce -31.2% |
| PH Parker Hannifin Corp. | 0.72% | 13,077 | $6.6M | New |
| XHB SS SPDR S&P Homebldrs ETF | 0.71% | 64,908 | $6.6M | New |
| META Meta Platforms Inc. Class A | 0.70% | 12,804 | $6.5M | New |
| MELI MercadoLibre Inc. | 0.68% | 3,810 | $6.3M | New |
| JCI Johnson Controls Internation | 0.68% | 93,745 | $6.2M | New |
| CMI Cummins Inc. | 0.68% | 22,452 | $6.2M | New |
| CAT Caterpillar Inc. | 0.66% | 18,285 | $6.1M | New |
| TMUS T-Mobile US Inc. | 0.65% | 33,780 | $6.0M | Add +175.3% |
| ORCL Oracle Corp. | 0.60% | 38,779 | $5.5M | Reduce -72.3% |
| KR Kroger Co. | 0.55% | 101,952 | $5.1M | Reduce -17.2% |
| BLDR Builders Firstsource Inc. | 0.55% | 36,436 | $5.0M | New |
| INTU Intuit Inc. | 0.55% | 7,640 | $5.0M | New |
| WFC Wells Fargo & Co. | 0.54% | 83,202 | $4.9M | New |
| DAL Delta Air Lines Inc. | 0.53% | 101,669 | $4.8M | Reduce -23.1% |
| REGN Regeneron Pharmaceuticals | 0.52% | 4,552 | $4.8M | Reduce -40.4% |
| XLV SS Health Care Select Sector | 0.52% | 32,761 | $4.8M | New |
| CCL Carnival Corp. | 0.50% | 245,456 | $4.6M | New |
| MRK Merck & Co. Inc. | 0.50% | 37,116 | $4.6M | New |
| JNJ Johnson & Johnson | 0.50% | 31,194 | $4.6M | Reduce -51.3% |
| VKTX Viking Therapeutics Inc. | 0.49% | 84,567 | $4.5M | New |
| HWM Howmet Aerospace Inc. | 0.48% | 56,351 | $4.4M | New |
| NOW ServiceNow Inc. | 0.48% | 5,554 | $4.4M | New |
| AXP American Express Co. | 0.46% | 18,295 | $4.2M | New |
| JPM JPMorgan Chase & Co. | 0.46% | 20,926 | $4.2M | New |
| SMCI Super Micro Computer Inc. | 0.44% | 4,895 | $4.0M | New |
| NFLX Netflix Inc. | 0.43% | 5,893 | $4.0M | New |
| PM Philip Morris International | 0.42% | 38,461 | $3.9M | Reduce -61.5% |
| HON Honeywell International Inc. | 0.41% | 17,522 | $3.7M | Reduce -44.7% |
| RCL Royal Caribbean Cruises Ltd. | 0.40% | 23,267 | $3.7M | Add +314.2% |
| VZ Verizon Communications Inc. | 0.40% | 88,480 | $3.6M | New |
| WBA Walgreens Boots Alliance Inc. | 0.40% | 300,114 | $3.6M | Add +59.8% |
| IYR iShares US Real Estate ETF | 0.39% | 41,154 | $3.6M | Add +28.6% |
| CVNA Carvana Co. | 0.34% | 24,474 | $3.1M | New |
| C Citigroup Inc. | 0.34% | 49,132 | $3.1M | New |
| WAB Wabtec Corp. | 0.33% | 19,142 | $3.0M | New |
| HUBB Hubbell Inc. | 0.32% | 8,150 | $3.0M | New |
| FIVE Five Below | 0.32% | 27,180 | $3.0M | New |
| MCD McDonald's Corp. | 0.32% | 11,571 | $2.9M | Reduce -14.3% |
| CELH Celsius Holdings Inc. | 0.32% | 51,312 | $2.9M | Reduce -32.8% |
| SPGI S&P Global Inc. | 0.31% | 6,456 | $2.9M | Reduce -64.2% |
| GD General Dynamics Corp. | 0.31% | 9,771 | $2.8M | New |
| XLF SS Financial Select Sector | 0.31% | 68,846 | $2.8M | New |
| ISRG Intuitive Surgical Inc. | 0.31% | 6,344 | $2.8M | New |
| EL Estee Lauder Companies Class A filed as LAUDER ESTEE COS INC | 0.30% | 25,489 | $2.7M | New |
| ALL Allstate Corp. | 0.29% | 16,667 | $2.7M | New |
| FXI iShares China Large-Cap ETF | 0.29% | 102,065 | $2.7M | New |
| LNG Cheniere Energy Inc. | 0.29% | 15,082 | $2.6M | New |
| PCAR Paccar Inc. | 0.28% | 25,026 | $2.6M | New |
| IBB iShares Biotechnology ETF | 0.27% | 18,071 | $2.5M | New |
| FCX Freeport-McMoran Inc. | 0.25% | 47,774 | $2.3M | Reduce -81.9% |
| TCOM Trip.com Group Ltd.-ADR | 0.25% | 48,394 | $2.3M | Add +162.4% |
| ALNY Alnylam Pharmaceuticals Inc. | 0.25% | 9,336 | $2.3M | Add +169.1% |
| TDG Transdigm Group Inc. | 0.25% | 1,763 | $2.3M | New |
| PFE Pfizer Inc. | 0.24% | 80,150 | $2.2M | Reduce -87.7% |
| RSG Republic Services Inc. | 0.24% | 11,482 | $2.2M | New |
| CRL Charles River Laboratories | 0.24% | 10,758 | $2.2M | New |
| AON Aon PLC Class A | 0.24% | 7,376 | $2.2M | New |
| PGR Progressive Corp. | 0.23% | 10,243 | $2.1M | New |
| XLRE SS Real Estate Select Sector | 0.23% | 55,396 | $2.1M | New |
| TT Trane Technologies PLC | 0.23% | 6,434 | $2.1M | New |
| CDNS Cadence Design SYS Inc. | 0.23% | 6,856 | $2.1M | New |
| JBLU Jetblue Airways Corp. | 0.22% | 338,211 | $2.1M | New |
| TTD Trade Desk Inc./the Class A filed as THE TRADE DESK INC | 0.22% | 21,083 | $2.1M | New |
| ABBV Abbvie Inc. | 0.22% | 11,820 | $2.0M | Reduce -31.5% |
| EWJ iShares MSCI Japan ETF | 0.22% | 29,413 | $2.0M | New |
| LEN Lennar Corp. Class A | 0.22% | 13,292 | $2.0M | New |
| DHI D.R. Horton Inc. | 0.22% | 14,059 | $2.0M | New |
| ARKG ARK Genomic Revolution ETF | 0.21% | 82,149 | $1.9M | New |
| CP Canadian Pacific Kansas City | 0.20% | 22,934 | $1.8M | New |
| ILMN Illumina Inc. | 0.20% | 17,165 | $1.8M | Add +889.3% |
| EFX Equifax Inc. | 0.19% | 7,251 | $1.8M | New |
Portfolio Sells Q1 2024 → Q2 2024
| SPY SS SPDR S&P 500 ETF Trust-US | Sold out | 0.00% | −39.08 |
| XLE SS Energy Select Sector | Sold out | 0.00% | −2.13 |
| PXD Pioneer Natural Resources Co. | Sold out | 0.00% | −2.09 |
| BA The Boeing Co. | Sold out | 0.00% | −1.54 |
| PEP Pepsico Inc. | Sold out | 0.00% | −1.51 |
| COP Conocophillips | Sold out | 0.00% | −1.49 |
| XOP SS SPDR S&P Og Exp & Prod | Sold out | 0.00% | −1.30 |
| DE Deere & Co. | Sold out | 0.00% | −1.20 |
| GOOGL Alphabet Inc. Class A | Sold out | 0.00% | −1.02 |
| GLD SPDR Gold Shares | Reduce -66.3% | 1.88% | −1.00 |
| MO Altria Group Inc. | Reduce -91.4% | 0.18% | −0.92 |
| LIN Linde PLC | Sold out | 0.00% | −0.89 |
| EOG EOG Resources Inc. | Sold out | 0.00% | −0.87 |
| PFE Pfizer Inc. | Reduce -87.7% | 0.24% | −0.82 |
| KO The Coca-Cola Co. | Reduce -92.0% | 0.14% | −0.79 |
| XME SS SPDR S&P Metals Mining | Sold out | 0.00% | −0.73 |
| VLO Valero Energy Corp. | Reduce -98.2% | 0.02% | −0.73 |
| CSCO Cisco Systems Inc. | Sold out | 0.00% | −0.72 |
| HUM Humana Inc. | Sold out | 0.00% | −0.72 |
| SLB SLB Ltd. | Sold out | 0.00% | −0.69 |
| DVN Devon Energy Corp. | Sold out | 0.00% | −0.66 |
| SCHW Schwab (charles) Corp. | Sold out | 0.00% | −0.66 |
| SLV iShares Silver Trust | Sold out | 0.00% | −0.65 |
| FDX FedEx Corp. | Sold out | 0.00% | −0.64 |
| HES Hess Corp. | Sold out | 0.00% | −0.60 |
| MS Morgan Stanley | Sold out | 0.00% | −0.56 |
| TJX TJX Companies Inc. | Sold out | 0.00% | −0.49 |
| CVX Chevron Corp. | Sold out | 0.00% | −0.48 |
| FCX Freeport-McMoran Inc. | Reduce -81.9% | 0.25% | −0.48 |
| MDT Medtronic PLC | Sold out | 0.00% | −0.46 |
| PYPL PayPal Holdings Inc. | Sold out | 0.00% | −0.46 |
| STZ Constellation Brands Inc. Class A | Sold out | 0.00% | −0.45 |
| WMB Williams Cos Inc. | Reduce -94.6% | 0.05% | −0.45 |
| ORCL Oracle Corp. | Reduce -72.3% | 0.60% | −0.44 |
| HAL Halliburton Co. | Sold out | 0.00% | −0.43 |
| NKE Nike Inc. Class B | Sold out | 0.00% | −0.41 |
| MPC Marathon Petroleum Corp. | Reduce -88.3% | 0.09% | −0.40 |
| BDX Becton Dickinson and Co. | Sold out | 0.00% | −0.39 |
| GS Goldman Sachs Group Inc. | Sold out | 0.00% | −0.38 |
| KMI Kinder Morgan Inc. | Reduce -97.0% | 0.02% | −0.37 |
| MDLZ Mondelez International Inc. Class A | Sold out | 0.00% | −0.36 |
| LYB Lyondellbasell Indu Class A | Sold out | 0.00% | −0.35 |
| NEE Nextera Energy Inc. | Reduce -91.0% | 0.08% | −0.35 |
| MGM MGM Resorts International | Sold out | 0.00% | −0.32 |
| FANG Diamondback Energy Inc. | Reduce -82.6% | 0.15% | −0.32 |
| ACN Accenture PLC Class A | Sold out | 0.00% | −0.31 |
| TECK Teck Resources Ltd.-CLS B | Reduce -94.7% | 0.04% | −0.31 |
| KMB Kimberly-Clark Corp. | Sold out | 0.00% | −0.31 |
| SHEL Shell PLC-ADR | Reduce -93.0% | 0.05% | −0.29 |
| MNST Monster Beverage Corp. | Sold out | 0.00% | −0.28 |
Portfolio Buys Q1 2024 → Q2 2024
| AMZN Amazon.com Inc. | New | 10.00% | +10.00 |
| AAPL Apple Inc. | New | 5.08% | +5.08 |
| XLY SS Consumer Disc Select Sect | Add +504.9% | 5.05% | +4.60 |
| AMD Advanced Micro Devices | New | 3.18% | +3.18 |
| GE General Electric | New | 2.83% | +2.83 |
| INTC Intel Corp. | Add +1414.5% | 2.02% | +1.91 |
| TGT Target Corp. | New | 1.71% | +1.71 |
| PANW Palo Alto Networks Inc. | Add +224.6% | 1.89% | +1.63 |
| XLI SS Industrial Select Sector | New | 1.55% | +1.55 |
| ETN Eaton Corp. PLC | New | 1.46% | +1.46 |
| BMY Bristol-Myers Squibb Co. | Add +2011.4% | 1.47% | +1.42 |
| XLU St Sr Utl SL SE SPDR ETF-Usd | New | 1.41% | +1.41 |
| CVS CVS Health Corp. | Add +182.4% | 1.81% | +1.34 |
| CMG Chipotle Mexican Grill Inc. | New | 1.21% | +1.21 |
| XOM Exxon Mobil Corp. | New | 1.09% | +1.09 |
| DIS The Walt Disney Co. | New | 0.94% | +0.94 |
| IGV iShares Expanded Tech-Softwa | New | 0.93% | +0.93 |
| RTX RTX Corp. | New | 0.92% | +0.92 |
| LULU Lululemon Athletica Inc. | New | 0.91% | +0.91 |
| MU Micron Technology Inc. | Add +378.6% | 0.98% | +0.88 |
| SBUX Starbucks Corp. | Add +237.6% | 1.04% | +0.85 |
| ITB iShares U.S. Home Constructi | New | 0.85% | +0.85 |
| DG Dollar General Corp. | New | 0.83% | +0.83 |
| GDX Vaneck Gold Miners ETF | Add +32.8% | 1.22% | +0.76 |
| WM Waste Management Inc. | New | 0.76% | +0.76 |
| PH Parker Hannifin Corp. | New | 0.72% | +0.72 |
| BKNG Booking Holdings Inc. | Add +96.7% | 0.96% | +0.72 |
| XHB SS SPDR S&P Homebldrs ETF | New | 0.71% | +0.71 |
| META Meta Platforms Inc. Class A | New | 0.70% | +0.70 |
| MELI MercadoLibre Inc. | New | 0.68% | +0.68 |
| JCI Johnson Controls Internation | New | 0.68% | +0.68 |
| CMI Cummins Inc. | New | 0.68% | +0.68 |
| CAT Caterpillar Inc. | New | 0.66% | +0.66 |
| BLDR Builders Firstsource Inc. | New | 0.55% | +0.55 |
| INTU Intuit Inc. | New | 0.55% | +0.55 |
| WFC Wells Fargo & Co. | New | 0.54% | +0.54 |
| TMUS T-Mobile US Inc. | Add +175.3% | 0.65% | +0.53 |
| XLV SS Health Care Select Sector | New | 0.52% | +0.52 |
| CCL Carnival Corp. | New | 0.50% | +0.50 |
| MRK Merck & Co. Inc. | New | 0.50% | +0.50 |
| VKTX Viking Therapeutics Inc. | New | 0.49% | +0.49 |
| HWM Howmet Aerospace Inc. | New | 0.48% | +0.48 |
| NOW ServiceNow Inc. | New | 0.48% | +0.48 |
| AXP American Express Co. | New | 0.46% | +0.46 |
| JPM JPMorgan Chase & Co. | New | 0.46% | +0.46 |
| SMCI Super Micro Computer Inc. | New | 0.44% | +0.44 |
| NFLX Netflix Inc. | New | 0.43% | +0.43 |
| VZ Verizon Communications Inc. | New | 0.40% | +0.40 |
| RCL Royal Caribbean Cruises Ltd. | Add +314.2% | 0.40% | +0.36 |
| CVNA Carvana Co. | New | 0.34% | +0.34 |
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 |