Stocks/Funds/CIK 1445911

Quantitative Investment Management, LLC

long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1445911
Assets
$963M
-11.5% YoY
Holdings
363
Lifetime alpha vs market
+16.63% annual
Average hold time
3.3 yr
median 3.5 yr

Quarterly history

Cum return +294% vs S&P +83% · α +212% lifetimeAUM $963M · peak $8.8BFlow $-76M (-7%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-10.73%
trims when stocks drop
when a holding falls −10%+
Middle response
-40.41%
baseline attrition
Rally response
-26.42%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
XLIState Street Industrial $29M3.0%6.3 yr
MSFTMicrosoft Corporation$27M2.8%-0.6%3.8 yr
IGViShares Expanded Tech-So$20M2.1%3.0 yr
GOOGLAlphabet Inc.$19M2.0%4.8 yr
XLPState Street Consumer St$18M1.8%5.3 yr
IBITiShares Bitcoin Trust ET$14M1.5%0.8 yr
XBIState Street SPDR S&P Bi$14M1.5%3.5 yr
ORCLOracle Corporation$14M1.5%+5.9%5.5 yr
XLYState Street Consumer Di$14M1.4%6.5 yr
INTUIntuit Inc.$13M1.3%-29.3%5.3 yr
EWYiShares MSCI South Korea$13M1.3%4.8 yr
SOFISoFi Technologies, Inc.$12M1.3%+36.5%0.8 yr
LMTLockheed Martin Corporat$11M1.2%+39.0%5.3 yr
XLVState Street Health Care$11M1.2%4.8 yr
HOODRobinhood Markets, Inc.$11M1.1%+66.5%1.0 yr

Portfolio composition (YoY)

Industry mix
Asset Management25.2%-8.9pp$242M
Software - Application7.7%+4.3pp$74M
Software - Infrastructure6.8%+5.7pp$66M
Aerospace & Defense5.3%+2.9pp$51M
Semiconductors4.6%-0.8pp$44M
Financial - Credit Services3.8%+2.9pp$37M
Internet Content & Information3.2%+2.1pp$31M
Specialty Retail3.1%+2.5pp$30M
Drug Manufacturers - General2.6%+0.8pp$25M
Medical - Diagnostics & Research2.3%+0.3pp$22M
Country
US90.8%-2.5pp
CA1.8%+0.3pp
TW1.1%+1.1pp
IE1.1%-0.2pp
NL1.1%+1.0pp
GB0.8%+0.3pp
SG0.6%+0.5pp
Unknown0.4%-0.3pp
Top 5: 11.8% · Top 10: 19.0% · Top 25: 35.0%

Winners

TickerPrev $PnLYoY %
HOOD$2M+0.00B66.5%
APH$2M+0.00B93.6%
SOFI$3M+0.00B36.5%
SHOP$3M+0.00B24.2%
TSM$1M+0.00B105.6%

Losers

TickerPrev $PnLYoY %
NOW$9M-0.00B-34.3%
INTU$1M-0.00B-29.3%

Top buys this quarter · 15

MSFT Microsoft Corporation+$23M
INTU Intuit Inc.+$12M
SOFI SoFi Technologies, Inc.+$11M
QCOM QUALCOMM Incorporated+$10M
NOW ServiceNow, Inc.+$10M
SHOP Shopify Inc.+$8M
TSM Taiwan Semiconductor Manufactu+$8M
RTX RTX Corporation+$8M
APH Amphenol Corporation+$8M
HOOD Robinhood Markets, Inc.+$7M

Top sells this quarter · 15

NVDA NVIDIA Corporationexit$38M
MSTR Strategy Incexit$22M
NFLX Netflix, Inc.exit$16M
WMT Walmart Inc.exit$13M
UNH UnitedHealth Group Incorporateexit$13M
TXN Texas Instruments Incorporatedexit$12M
CVNA Carvana Co.$11M
NEM Newmont Corporation$10M
LLY Eli Lilly and Company$9M
AMD Advanced Micro Devices, Inc.exit$8M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$963M363+24.32%+17.59%+6.73%-0.08B
2025-12-31$1.03B376+18.47%+17.72%+0.76%+0.30B
2025-09-30$719M322+26.40%+17.52%+8.88%-0.11B
2025-06-30$746M296+20.01%+14.94%+5.07%-0.44B
2025-03-31$1.09B316+16.76%+8.30%+8.45%-0.20B
2024-12-31$1.33B312+30.69%+24.89%+5.81%+0.24B
2024-09-30$1.01B310+35.15%+36.04%-0.89%+0.05B
2024-06-30$917M300+25.39%+24.49%+0.90%-0.88B
2024-03-31$1.70B228+30.26%+29.62%+0.64%-0.18B
2023-12-31$1.74B303+34.14%+26.18%+7.96%+1.01B
2023-09-30$650M162+26.03%+21.57%+4.46%-0.38B
2023-06-30$1.06B264+21.71%+19.42%+2.29%+0.53B
2023-03-31$475M214-1.94%-7.82%+5.88%-0.11B
2022-12-31$526M206+39.98%-18.17%+58.15%-0.11B
2022-09-30$602M265-5.38%-4.93%-0.45%-0.02B
2022-06-30$656M207-11.18%-16.11%+4.93%-0.17B