Quantitative Investment Management, LLC
Follow13F filer, CIK 1445911, CHARLOTTESVILLE, VA
Quantitative Investment Management, LLC reported $1,015,151,000 across 310 holdings for the quarter ended 2024-09-30, in a 13F-HR filed 2024-11-14. Its ten largest share positions make up 35.71% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001445911-24-000007
- Period
- 2024-09-30
- Reported value
- $1.02B
- Holdings
- 310
- Top 10 weight
- 35.71%
- New
- 169
- Sold out
- 159
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| FXIadded | +2,488,688 | $79.1M |
| KWEBadded | +1,554,343 | $52.9M |
| METAadded | +63,747 | $36.5M |
| MSTRadded | +199,032 | $33.6M |
| CATadded | +54,939 | $21.5M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| AMZNreduced | -390,308 | -$72.7M |
| XLYexited | -254,093 | -$46.3M |
| AAPLreduced | -156,525 | -$36.5M |
| GEexited | -163,166 | -$25.9M |
| PANWexited | -51,201 | -$17.4M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Back to all 310 share positions
Sold out in Q3 2024
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| XLYSELECT SECTOR SPDR TR | 254,093 | $46.3M | shares |
| GEGE AEROSPACE | 163,166 | $25.9M | shares |
| PANWPALO ALTO NETWORKS INC | 51,201 | $17.4M | shares |
| GLDSPDR GOLD TR | 80,153 | $17.2M | shares |
| TGTTARGET CORP | 105,943 | $15.7M | shares |
| XLISELECT SECTOR SPDR TR | 116,594 | $14.2M | shares |
| BMYBRISTOL-MYERS SQUIBB CO | 324,390 | $13.5M | shares |
| XLUSELECT SECTOR SPDR TR | 190,282 | $13M | shares |
| GDXVANECK ETF TRUST | 330,787 | $11.2M | shares |
| CMGCHIPOTLE MEXICAN GRILL INC | 177,553 | $11.1M | shares |
| SBUXSTARBUCKS CORP | 123,083 | $9.58M | shares |
| DISDISNEY WALT CO | 86,802 | $8.62M | shares |
| RTXRTX CORPORATION | 84,222 | $8.46M | shares |
| LULULULULEMON ATHLETICA INC | 27,820 | $8.31M | shares |
| LMTLOCKHEED MARTIN CORP | 17,782 | $8.3M | shares |
| ITBISHARES TR | 76,795 | $7.76M | shares |
| VRTXVERTEX PHARMACEUTICALS INC | 14,306 | $6.71M | shares |
| PHPARKER-HANNIFIN CORP | 13,077 | $6.61M | shares |
| XHBSPDR SERIES TRUST | 64,908 | $6.56M | shares |
| JCIJOHNSON CONTROLS INTERNATION | 93,745 | $6.23M | shares |
| TMUST-MOBILE US INC | 33,780 | $5.95M | shares |
| INTUINTUIT | 7,640 | $5.02M | shares |
| WFCWELLS FARGO & CO | 83,202 | $4.94M | shares |
| XLVSELECT SECTOR SPDR TR | 32,761 | $4.77M | shares |
| VKTXVIKING THERAPEUTICS INC | 84,567 | $4.48M | shares |
| HWMHOWMET AEROSPACE INC | 56,351 | $4.37M | shares |
| NOWSERVICENOW INC | 5,554 | $4.37M | shares |
| AXPAMERICAN EXPRESS CO | 18,295 | $4.24M | shares |
| JPMJPMORGAN CHASE & CO | 20,926 | $4.23M | shares |
| SUPER MICRO COMPUTER INCSUPER MICRO COMPUTER INC | 4,895 | $4.01M | shares |
| PMPHILIP MORRIS INTL INC | 38,461 | $3.9M | shares |
| VZVERIZON COMMUNICATIONS INC | 88,480 | $3.65M | shares |
| IYRISHARES TR | 41,154 | $3.61M | shares |
| HUBBHUBBELL INC | 8,150 | $2.98M | shares |
| FIVEFIVE BELOW INC | 27,180 | $2.96M | shares |
| MCDMCDONALDS CORP | 11,571 | $2.95M | shares |
| GDGENERAL DYNAMICS CORP | 9,771 | $2.83M | shares |
| XLFSELECT SECTOR SPDR TR | 68,846 | $2.83M | shares |
| ALLALLSTATE CORP | 16,667 | $2.66M | shares |
| PCARPACCAR INC | 25,026 | $2.58M | shares |
| IBBISHARES TR | 18,071 | $2.48M | shares |
| TDGTRANSDIGM GROUP INC | 1,763 | $2.25M | shares |
| PFEPFIZER INC | 80,150 | $2.24M | shares |
| PGRPROGRESSIVE CORP | 10,243 | $2.13M | shares |
| XLRESELECT SECTOR SPDR TR | 55,396 | $2.13M | shares |
| TTTRANE TECHNOLOGIES PLC | 6,434 | $2.12M | shares |
| EWJISHARES INC | 29,413 | $2.01M | shares |
| DHID R HORTON INC | 14,059 | $1.98M | shares |
| ILMNILLUMINA INC | 17,165 | $1.79M | shares |
| EFXEQUIFAX INC | 7,251 | $1.76M | shares |
| SRPTSAREPTA THERAPEUTICS INC | 10,766 | $1.7M | shares |
| DDOMINION ENERGY INC | 34,452 | $1.69M | shares |
| MOALTRIA GROUP INC | 37,034 | $1.69M | shares |
| VNQVANGUARD INDEX FDS | 19,341 | $1.62M | shares |
| AMTAMERICAN TOWER CORP | 8,327 | $1.62M | shares |
| TTWOTAKE-TWO INTERACTIVE SOFTWAR | 10,360 | $1.61M | shares |
| CYTKCYTOKINETICS INC | 28,624 | $1.55M | shares |
| IDXXIDEXX LABS INC | 3,161 | $1.54M | shares |
| IOVAIOVANCE BIOTHERAPEUTICS INC | 187,508 | $1.5M | shares |
| XBISPDR SERIES TRUST | 15,683 | $1.45M | shares |
| FSLRFIRST SOLAR INC | 6,395 | $1.44M | shares |
| XPOXPO INC | 13,300 | $1.41M | shares |
| FANGDIAMONDBACK ENERGY INC | 7,040 | $1.41M | shares |
| TOLTOLL BROTHERS INC | 12,087 | $1.39M | shares |
| PLAYDAVE & BUSTERS ENTMT INC | 34,205 | $1.36M | shares |
| PHMPULTE GROUP INC | 12,330 | $1.36M | shares |
| KOCOCA COLA CO | 20,812 | $1.32M | shares |
| SWKSSKYWORKS SOLUTIONS INC | 12,326 | $1.31M | shares |
| EMEEMCOR GROUP INC | 3,466 | $1.26M | shares |
| SNAPSNAP INC | 75,415 | $1.25M | shares |
| QRVOQORVO INC | 10,786 | $1.25M | shares |
| BBYBEST BUY INC | 14,632 | $1.23M | shares |
| CPRTCOPART INC | 22,072 | $1.2M | shares |
| GISGENERAL MILLS INC | 18,741 | $1.19M | shares |
| CLXCLOROX CO DEL | 8,321 | $1.14M | shares |
| FIXCOMFORT SYS USA INC | 3,703 | $1.13M | shares |
| EAELECTRONIC ARTS INC | 7,858 | $1.09M | shares |
| PSAPUBLIC STORAGE | 3,782 | $1.09M | shares |
| FISVFISERV INC | 7,138 | $1.06M | shares |
| SKXSKECHERS U S A INC | 14,777 | $1.02M | shares |
| WELLWELLTOWER INC | 9,746 | $1.02M | shares |
| EXPDEXPEDITORS INTL WASH INC | 8,125 | $1.01M | shares |
| INCYINCYTE CORP | 16,697 | $1.01M | shares |
| VTRVENTAS INC | 19,662 | $1.01M | shares |
| TRVTRAVELERS COMPANIES INC | 4,875 | $991K | shares |
| TE CONNECTIVITY LTDTE CONNECTIVITY LTD | 6,309 | $949K | shares |
| FBINFORTUNE BRANDS INNOVATIONS I | 14,459 | $938K | shares |
| MLMMARTIN MARIETTA MATLS INC | 1,650 | $893K | shares |
| TDOCTELADOC HEALTH INC | 89,168 | $872K | shares |
| THCTENET HEALTHCARE CORP | 6,482 | $862K | shares |
| TRUTRANSUNION | 11,546 | $856K | shares |
| AEMAGNICO EAGLE MINES LTD | 12,941 | $846K | shares |
| GRMNGARMIN LTD | 5,191 | $845K | shares |
| MPCMARATHON PETE CORP | 4,835 | $838K | shares |
| ROPROPER TECHNOLOGIES INC | 1,455 | $820K | shares |
| VFCV F CORP | 60,666 | $818K | shares |
| NEMNEWMONT CORP | 18,720 | $783K | shares |
| BALLBALL CORP | 12,764 | $766K | shares |
| EWUISHARES TR | 20,513 | $715K | shares |
| NEENEXTERA ENERGY INC | 10,070 | $713K | shares |
| TGTXTG THERAPEUTICS INC | 39,987 | $711K | shares |
| ITAISHARES TR | 5,257 | $694K | shares |
| LHLABCORP HOLDINGS INC | 3,399 | $691K | shares |
| OMCOMNICOM GROUP INC | 7,544 | $676K | shares |
| DECKDECKERS OUTDOOR CORP | 677 | $655K | shares |
| ADMARCHER DANIELS MIDLAND CO | 10,829 | $654K | shares |
| NVAXNOVAVAX INC | 51,286 | $649K | shares |
| PSXPHILLIPS 66 | 4,595 | $648K | shares |
| AZNASTRAZENECA PLC-SPONS ADR | 8,321 | $648K | shares |
| AFLAFLAC INC | 7,172 | $640K | shares |
| BCSBARCLAYS PLC | 59,667 | $639K | shares |
| ARANTERO RESOURCES CORP | 19,396 | $632K | shares |
| UTHRUNITED THERAPEUTICS CORP DEL | 1,954 | $622K | shares |
| OLLIOLLIES BARGAIN OUTLET HLDGS | 6,199 | $608K | shares |
| SMTCSEMTECH CORP | 20,004 | $597K | shares |
| FOOT LOCKER INCFOOT LOCKER INC | 22,624 | $563K | shares |
| CPBTHE CAMPBELLS COMPANY | 12,328 | $557K | shares |
| CNICANADIAN NATL RY CO | 4,693 | $554K | shares |
| ROSTROSS STORES INC | 3,815 | $554K | shares |
| BOOTBOOT BARN HLDGS INC | 4,233 | $545K | shares |
| EXREXTRA SPACE STORAGE INC | 3,284 | $510K | shares |
| WINGWINGSTOP INC | 1,209 | $510K | shares |
| ZTSZOETIS INC | 2,872 | $497K | shares |
| GENGEN DIGITAL INC | 19,888 | $496K | shares |
| NTESNETEASE COM INC | 5,016 | $479K | shares |
| CORCENCORA INC | 2,096 | $472K | shares |
| GPNGLOBAL PMTS INC | 4,834 | $467K | shares |
| DGXQUEST DIAGNOSTICS INC | 3,317 | $454K | shares |
| CBOECBOE GLOBAL MKTS INC | 2,591 | $440K | shares |
| SYFSYNCHRONY FINANCIAL | 9,321 | $439K | shares |
| SHELSHELL PLC | 5,947 | $429K | shares |
| GDDYGODADDY INC | 2,946 | $411K | shares |
| TEVATEVA PHARMACEUTICAL INDS LTD | 24,304 | $394K | shares |
| NXHNEIGHBORHOOD INTELLIGENCE IN | 28,898 | $377K | shares |
| HIGHARTFORD INSURANCE GROUP INC | 3,710 | $373K | shares |
| AEPAMERICAN ELEC PWR CO INC | 4,231 | $371K | shares |
| BXPBXP INC | 5,890 | $362K | shares |
| CZRCAESARS ENTERTAINMENT INC NE | 8,299 | $329K | shares |
| CECELANESE CORP DEL | 2,419 | $326K | shares |
| KGCKINROSS GOLD CORP | 38,644 | $321K | shares |
| MASMASCO CORP | 4,613 | $307K | shares |
| BNYBANK OF NY MELLON CORP | 5,038 | $301K | shares |
| TAT&T INC | 15,128 | $289K | shares |
| SIRIUS XM HOLDINGS INCSIRIUS XM HOLDINGS INC | 102,331 | $289K | shares |
| BGBUNGE GLOBAL SA | 2,704 | $288K | shares |
| MARMARRIOTT INTL INC NEW | 1,128 | $272K | shares |
| SUSUNCOR ENERGY INC NEW | 7,135 | $271K | shares |
| CAGCONAGRA BRANDS INC | 9,222 | $262K | shares |
| TRIPTRIPADVISOR INC | 14,716 | $262K | shares |
| MTNVAIL RESORTS INC | 1,355 | $244K | shares |
| KBHKB HOME | 3,414 | $239K | shares |
| OKEONEOK INC NEW | 2,760 | $225K | shares |
| WALWESTERN ALLIANCE BANCORP | 3,488 | $219K | shares |
| KMIKINDER MORGAN INC DEL | 10,917 | $216K | shares |
| FTITECHNIPFMC PLC | 7,990 | $208K | shares |
| VLOVALERO ENERGY CORP | 1,332 | $208K | shares |
| DOCHEALTHPEAK PROPERTIES INC | 10,470 | $205K | shares |
| AUANGLOGOLD ASHANTI PLC | 8,020 | $201K | shares |
| AAOIAPPLIED OPTOELECTRONICS INC | 14,594 | $120K | shares |
How Q3 2024 was built
Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0001445911-24-000007 | base | 2024-11-14 | acceptance time not in the bulk data set |