Quantitative Investment Management, LLC
SEC Form 13F institutional filer · CIK 0001445911
13F-HR · 186 reported holdings · 2026-03-31
Reported long-US-equity value
$0.00B
Top-10 concentration
26.0%
Quantitative Investment Management, LLC — $643K AUM allocation strategy
Quantitative Investment Management, LLC files SEC Form 13F and reports $643K of long US equity value across 186 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 13.0%, followed by Industrials 4.4% and Financials 3.3%.
The top 10 holdings account for 26% of reported value — a broadly spread portfolio. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
Quantitative Investment Management, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$643K
total across 186 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
26% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$HOOD +107K sh · +$5.31K+$PYPL +105K sh · +$4.23K+$QCOM +75.7K sh · +$9.58K
Biggest trims (shares)
−$XLF −1M sh · −$56K−$SPGI −528K sh · −$34.8K−$USB −170K sh · −$6K
Exited to nil (held last quarter, gone now)
$XLB ($51.1K last qtr)$NVDA ($41K last qtr)$NFLX ($15.8K last qtr)$UNH ($15.4K last qtr)$WMT ($11.5K last qtr)
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Systems Software5.7%—
- Application Software4.2%—
- Semiconductors3.1%—
- Aerospace & Defense3.1%—
- Interactive Media & Services3.0%—
- Investment Banking & Brokerage1.7%—
- Asset Management & Custody Banks1.7%—
- Pharmaceuticals1.4%—
- Other holdings76.2%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $MSFT | Microsoft Corporation | 73.5K | $27.2K | — | 4.2% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 66.9K | $19.2K | — | 3.0% |
| $ORCL | Oracle Corporation | 96K | $14.1K | +50K | 2.2% |
| $INTU | Intuit Inc | 29.6K | $12.8K | +27.4K | 2.0% |
| $LMT | Lockheed Martin Corporation | 18.7K | $11.3K | +9.17K | 1.8% |
| $HOOD | Robinhood Markets Inc | 155K | $10.8K | +107K | 1.7% |
…and 180 more holdings in the full 13F filing (top positions only shown).
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
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How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
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