SEC 13F Intelligence

Managers / Q1 2026

Quantitative Investment Management, LLC

CIK 0001445911 · 240 W. MAIN STREET, SUITE 300, CHARLOTTESVILLE, VA, 22902 · 434-817-4800

Reported Value
$963M
Q1 2026
Positions
363
Filings on Record
30
2019–present window
Filed
May 15, 2026
original filing

Summary

Quantitative Investment Management, LLC reported $963M in U.S.-listed holdings across 363 positions for Q1 2026.

Its largest position, XLI, represents 3.0% of the portfolio.

Compared with Q4 2025, the fund opened 207 new positions and exited 220.

Portfolio Metrics

Turnover
+70.3%
vs prior filed quarter
Top-10 Concentration
+19.0%
share of reported value
Largest Position
+3.0%
Industrial Select Sector Spdr Fund
New / Exited
207 / 220
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded, with multiple share classes and repeated sub-manager rows for the same issuer combined into one position — the same rule the holdings table uses by default. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q4 ’18: $1.9BQ4 ’18Q1 ’19: $1.7BQ2 ’19: $2.6BQ3 ’19: $1.9BQ4 ’19: $3.3BQ4 ’19Q1 ’20: $916MQ2 ’20: $974MQ3 ’20: $1.1BQ4 ’20: $1.2BQ4 ’20Q1 ’21: $1.2BQ2 ’21: $1.1BQ3 ’21: $1.1BQ4 ’21: $712MQ4 ’21Q1 ’22: $925MQ2 ’22: $656MQ3 ’22: $602MQ4 ’22: $526MQ4 ’22Q1 ’23: $475MQ2 ’23: $1.1BQ3 ’23: $650MQ4 ’23: $1.7BQ4 ’23Q1 ’24: $1.7BQ2 ’24: $917MQ3 ’24: $1.0BQ4 ’24: $1.3BQ4 ’24Q1 ’25: $1.1BQ2 ’25: $746MQ3 ’25: $719MQ4 ’25: $1.0BQ4 ’25Q1 ’26: $963Mfilingsflow.com

Portfolio Composition

By security type
Common Stock: 71.0%ETP: 24.7%ADR: 3.8%REIT: 0.4%Tracking Stk: 0.1%
  • Common Stock · 71.0% · $683M
  • ETP · 24.7% · $238M
  • ADR · 3.8% · $37M
  • REIT · 0.4% · $3M
  • Tracking Stk · 0.1% · $1M

Quarter-over-Quarter Changes full breakdown →

vs Q4 2025 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
MSFTMicrosoft CorpNEW+73.5K73.5K+$27M$27M
IGVIshr S&P Gs SftwNEW+254.7K254.7K+$20M$20M
GOOGLAlphabet Inc ANEW+66.9K66.9K+$19M$19M
XBISPDR S&P Biotech ETFNEW+111.7K111.7K+$14M$14M
XLYConsumer Discretionary Select Sector SPDNEW+125.8K125.8K+$14M$14M
EWYiShares MSCI South Korea ETFNEW+103.0K103.0K+$13M$13M
XLVHealth Care Select Sector SPDR FundNEW+76.9K76.9K+$11M$11M
MUMICRON TECHNOLOGY INCNEW+28.8K28.8K+$10M$10M

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q1 2026

363 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1XLIIndustrial Select Sector SPDR Fundhistory →COM3.02%$29M179.6K
2MSFTMicrosoft Corphistory →COM2.82%$27M73.5K
3IGVIshr S&P Gs Sftwhistory →COM2.12%$20M254.7K
4GOOGLAlphabet Inc Ahistory →COM2.00%$19M66.9K
5XLPConsumer Staples Select Sector SPDR Fundhistory →COM1.84%$18M215.9K
6IBITiShares Bitcoin Trust ETFhistory →COM1.50%$14M376.7K
7XBISPDR S&P Biotech ETFhistory →COM1.48%$14M111.7K
8ORCLOracle Corphistory →COM1.47%$14M96.0K
9XLYConsumer Discretionary Select Sector SPDhistory →COM1.42%$14M125.8K
10INTUIntuit Inchistory →COM1.33%$13M29.6K
11EWYiShares MSCI South Korea ETFhistory →COM1.32%$13M103.0K
12SOFISoFi Technologies Inchistory →COM1.25%$12M760.2K
13LMTLockheed Martin Corphistory →COM1.17%$11M18.7K
14XLVHealth Care Select Sector SPDR Fundhistory →COM1.17%$11M76.9K
15HOODRobinhood Markets Inchistory →COM1.12%$11M155.3K
16ETHAiShares Ethereum Trust ETFhistory →COM1.10%$11M670.3K
17TSMTaiwan Semiconductor Manufacturing CoLtdhistory →COM1.08%$10M30.8K
18XLFFinancial Select Sector SPDR Fundhistory →COM1.07%$10M208.2K
19QCOMQualcomm Inchistory →COM1.07%$10M79.8K
20MUMICRON TECHNOLOGY INChistory →COM1.01%$10M28.8K
21NOWServiceNow IncCOM1.00%$10M92.0K
22LLYELI LILLY AND COCOM0.93%$9M9.7K
23SHOPShopify IncCOM0.90%$9M73.4K
24RTXRtx CorpCOM0.89%$9M44.4K
25CATCaterpillar IncCOM0.89%$9M12.1K
26AMZNAmazon.com IncCOM0.88%$8M40.8K
27ABTAbbott LaboratoriesCOM0.87%$8M81.3K
28ASMLASML HOLDING N.V.COM0.86%$8M6.3K
29APHAMPHENOL CORPCOM0.85%$8M65.1K
30ITAiShares U.S. Aerospace & Defense ETFCOM0.83%$8M36.5K
31GE AerospaceCOM0.83%$8M28.1K
32BKNGBooking Holdings IncCOM0.81%$8M1.9K
33GILDGILEAD SCIENCES INCCOM0.77%$7M53.3K
34XMESPDR S&P Metals & Mining ETFCOM0.75%$7M66.6K
35FSLRFirst Solar IncCOM0.75%$7M36.4K
36PYPLPayPal Holdings IncCOM0.68%$7M144.8K
37MAMastercard Incorp Common StockCOM0.68%$7M13.1K
38DASHDoorDash IncCOM0.68%$7M43.4K
39WDAYWorkday IncCOM0.66%$6M49.0K
40IBBiShares Biotechnology ETFCOM0.66%$6M37.4K
41SMHVanEck Semiconductor ETFCOM0.65%$6M16.3K
42IBMInternational Business Machines CorpCOM0.62%$6M24.6K
43BSXBoston Scientific CorpCOM0.61%$6M93.7K
44MDBMongoDB Inc Cl ACOM0.59%$6M23.4K
45ROPRoper Technologies IncCOM0.59%$6M16.0K
46XRTSPDR S&P Retail ETFCOM0.59%$6M70.4K
47JNJJohnson & JohnsonCOM0.58%$6M23.0K
48RBLXRoblox CorpCOM0.58%$6M98.3K
49CAHCardinal Health IncCOM0.53%$5M24.4K
50CMCSACOMCAST CORP-CLASS ACOM0.53%$5M178.4K
51ADPAUTOMATIC DATA PROCESSING INCCOM0.51%$5M24.0K
52SOXXiShares Semiconductor ETFCOM0.48%$5M14.0K
53ZSZscaler IncCOM0.47%$5M32.2K
54CMICUMMINS INCCOM0.47%$4M8.4K
55FDNFirst Trust DJ Internet Index FundCOM0.46%$4M18.9K
56KraneShares CSI China Internet ETFCOM0.46%$4M155.9K
57PHPARKER-HANNIFIN CORPCOM0.45%$4M4.8K
58NOCNorthrop Grumman CorpCOM0.44%$4M6.2K
59VWOVanguard FTSE Emerging Markets ETFCOM0.44%$4M78.4K
60VEEVVeeva Systems IncCOM0.44%$4M23.9K
61CDNSCADENCE DESIGN SYSTEMS INCCOM0.43%$4M15.0K
62EWJISHARES MSCI JAPAN INDEX FUNDCOM0.43%$4M49.5K
63HWMHowmet AerospaceCOM0.43%$4M17.9K
64HONHoneywell International IncCOM0.42%$4M18.1K
65SNPSSynopsys IncCOM0.42%$4M10.3K
66GSGOLDMAN SACHS GROUP INC (THE)COM0.42%$4M4.8K
67SNOWSnowflake IncCOM0.41%$4M26.3K
68STZCONSTELLATION BRANDS INC-ACOM0.41%$4M26.5K
69XLKTechnology Select Sector SPDR FundCOM0.41%$4M29.6K
70AJGARTHUR J. GALLAGHER & CO.COM0.40%$4M18.0K
71SESea LtdCOM0.40%$4M46.1K
72PGRPROGRESSIVE CORP (THE)COM0.40%$4M19.2K
73VGTVanguard Information Tech ETFCOM0.39%$4M5.4K
74SAPSap Ae DrcCOM0.39%$4M21.9K
75BBYBest Buy Co. IncCOM0.39%$4M57.8K
76VVISA IncCOM0.38%$4M12.2K
77WSTWEST PHARMACEUTICAL SERVICES INCCOM0.38%$4M14.5K
78CDWCdw CorpCOM0.38%$4M30.0K
79PAYXPaychex IncCOM0.38%$4M39.3K
80EXPDExpeditors Intl of WA IncCOM0.37%$4M24.8K
81FDXFedEx CorpCOM0.35%$3M9.5K
82COFCAPITAL ONE FINANCIAL CORPCOM0.35%$3M18.3K
83GMGeneral Motors CoCOM0.34%$3M44.2K
84TTWOTake-Two Interactive Software IncCOM0.34%$3M16.6K
85AXPAMERICAN EXPRESS COCOM0.34%$3M10.8K
86TMOTHERMO FISHER SCIENTIFIC INCCOM0.34%$3M6.6K
87CRMSalesforce IncCOM0.32%$3M16.8K
88VALEVale S A ADRCOM0.32%$3M195.6K
89WATWaters CorpCOM0.32%$3M10.4K
90IQVIqvia Holdings IncCOM0.31%$3M17.7K
91HCAHCA Healthcare IncCOM0.31%$3M6.3K
92DHRDanaher CorpCOM0.31%$3M15.6K
93MELIMercadoLibre IncCOM0.30%$3M1.7K
94CSGPCoStar Group IncCOM0.30%$3M71.7K
95RVMDRevolution Medicines IncCOM0.30%$3M29.3K
96VRSKVerisk Analytics IncCOM0.30%$3M15.0K
97LRCXLAM RESEARCH CORPCOM0.29%$3M13.2K
98RIORIO TINTO PLCCOM0.29%$3M30.2K
99MNSTMONSTER BEVERAGE CORPCOM0.29%$3M38.5K
100LYFTLYFT IncCOM0.29%$3M208.3K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$963M363May 15, 202613F-HRchanges · EDGAR ↗
Q4 2025$1.0B376Feb 17, 202613F-HRchanges · EDGAR ↗
Q3 2025$719M322Nov 13, 202513F-HRchanges · EDGAR ↗
Q2 2025$746M296Aug 14, 202513F-HRchanges · EDGAR ↗
Q1 2025$1.1B316May 14, 202513F-HRchanges · EDGAR ↗
Q4 2024$1.3B312Feb 14, 202513F-HRchanges · EDGAR ↗
Q3 2024$1.0B310Nov 14, 202413F-HRchanges · EDGAR ↗
Q2 2024$917M300Aug 14, 202413F-HRchanges · EDGAR ↗
Q1 2024$1.7B228May 15, 202413F-HRchanges · EDGAR ↗
Q4 2023$1.7B303Feb 13, 202413F-HRchanges · EDGAR ↗
Q3 2023$650M162Nov 14, 202313F-HRchanges · EDGAR ↗
Q2 2023$1.1B264Aug 14, 202313F-HRchanges · EDGAR ↗
Q1 2023$475M214May 15, 202313F-HRchanges · EDGAR ↗
Q4 2022$526M206Feb 14, 202313F-HRchanges · EDGAR ↗
Q3 2022$602M265Nov 14, 202213F-HRchanges · EDGAR ↗
Q2 2022$656M207Aug 15, 202213F-HRchanges · EDGAR ↗
Q1 2022$925M192May 16, 202213F-HRchanges · EDGAR ↗
Q4 2021$712M231Feb 14, 202213F-HRchanges · EDGAR ↗
Q3 2021$1.1B369Nov 15, 202113F-HRchanges · EDGAR ↗
Q2 2021$1.1B376Aug 16, 202113F-HRchanges · EDGAR ↗
Q1 2021$1.2B470May 17, 202113F-HRchanges · EDGAR ↗
Q4 2020$1.2B440Feb 16, 202113F-HRchanges · EDGAR ↗
Q3 2020$1.1B370Nov 13, 202013F-HRchanges · EDGAR ↗
Q2 2020$974M494Aug 14, 202013F-HRchanges · EDGAR ↗
Q1 2020$916M481May 15, 202013F-HRchanges · EDGAR ↗
Q4 2019$3.3B608Feb 14, 202013F-HRchanges · EDGAR ↗
Q3 2019$1.9B571Nov 14, 201913F-HRchanges · EDGAR ↗
Q2 2019$2.6B598Aug 14, 201913F-HRchanges · EDGAR ↗
Q1 2019$1.7B626May 15, 201913F-HRchanges · EDGAR ↗
Q4 2018$1.9B536Feb 12, 201913F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.