Quantitative Investment Management, LLC — Q1 2020 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q1 2020
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001445911

Total reported value

$962.5M

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Full holdings list this quarter

Showing top 200 holdings (of 481 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	MMM	3m Co	Stock-Industrials	3.35%	—	—
2	JNJ	Johnson & Johnson	Stock-Healthcare	3.26%	—	-5.19%
3	BDX	Becton Dickinson And Co	Stock-Healthcare	2.55%	—	+87.80%
4	TSLA	Tesla INC	Stock-Consumer Disc	2.45%	—	—
5	NFLX	Netflix INC	Stock-Comm Services	2.38%	-1.53%	EXIT
6	AAPL	Apple INC	Stock-Tech	2.20%	—	—
7	MO	Altria Group INC	Stock-Consumer Staples	1.91%	—	—
8	WFC	Wells Fargo & Co	Stock-Financials	1.82%	-0.92%	EXIT
9	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	1.81%	—	-60.57%
10	ABBV	Abbvie INC	Stock-Healthcare	1.62%	—	—
11	MRK	Merck & Co. INC.	Stock-Healthcare	1.44%	—	-68.08%
12	PFE	Pfizer INC	Stock-Healthcare	1.36%	—	—
13	XOM	Exxon Mobil CORP	Stock-Energy	1.31%	—	—
14	BIIB	Biogen INC	Stock-Healthcare	1.22%	—	—
15	BMY	Bristol-myers Squibb Co	Stock-Healthcare	1.01%	—	—
16	CL	Colgate-palmolive Co	Stock-Consumer Staples	0.96%	—	—
17	TMUS	T-mobile US INC	Stock-Comm Services	0.87%	—	+92.60%
18	XLV	Ss Health Care Select Sector	ETF-Other	0.87%	+1.17%	NEW
19	GEN	Gen Digital INC	Stock-Tech	0.84%	—	+138.44%
20	PGR	Progressive CORP	Stock-Financials	0.82%	—	+249.05%
21	MSFT	Microsoft CORP	Stock-Tech	0.79%	+2.82%	NEW
22	TAL	Tal Education Group- Adr	Stock-Consumer Staples	0.77%	—	+148.01%
23	6D8	Dupont De Nemours INC	Stock-Other	0.77%	—	—
24	SO	Southern Co/the	Stock-Utilities	0.74%	—	—
25	XOP	Ss Spdr S&p Og Exp & Prod	ETF-Other	0.74%	—	—
26	NOW	Servicenow INC	Stock-Tech	0.73%	+1.00%	NEW
27	PSX	Phillips 66	Stock-Energy	0.73%	—	-42.74%
28	0VVB	Paramount Global-class B	Stock-Other	0.71%	—	—
29	BNY	Bank Of New York Mellon CORP	Stock-Financials	0.68%	—	—
30	PM	Philip Morris International	Stock-Consumer Staples	0.67%	—	—
31	VFC	Vf CORP	Stock-Consumer Disc	0.64%	—	+3840.06%
32	GWW	Ww Grainger INC	Stock-Industrials	0.62%	—	—
33	COP	Conocophillips	Stock-Energy	0.57%	—	—
34	DHR	Danaher CORP	Stock-Healthcare	0.56%	—	-75.88%
35	WWEUSD	World Wrestling Entertain-a	Stock-Other	0.52%	—	—
36	LOPE	Grand Canyon Education INC	Stock-Consumer Staples	0.52%	—	—
37	AMGN	Amgen INC	Stock-Healthcare	0.52%	—	—
38	AEP	American Electric Power	Stock-Utilities	0.51%	—	+28.41%
39	PSA	Public Storage	Stock-Real Estate	0.50%	—	-40.69%
40	GSK	GSK plc ADRhedged	Stock-Healthcare	0.48%	—	—
41	ARWR	Arrowhead Pharmaceuticals In	Stock-Healthcare	0.47%	—	+171.90%
42	CCI	Crown Castle INC	Stock-Real Estate	0.47%	—	—
43	PEP	Pepsico INC	Stock-Consumer Staples	0.46%	—	-28.66%
44	AAP	Advance Auto Parts INC	Stock-Consumer Disc	0.46%	—	+512.84%
45	XEL	Xcel Energy INC	Stock-Utilities	0.46%	—	—
46	CHRW	C.h. Robinson Worldwide INC	Stock-Industrials	0.45%	—	—
47	DXCM	Dexcom INC	Stock-Healthcare	0.45%	—	-81.87%
48	AEE	Ameren Corporation	Stock-Utilities	0.45%	—	+454.20%
49	KSS	Kohls CORP	Stock-Consumer Disc	0.44%	—	—
50	IP	International Paper Co	Stock-Consumer Disc	0.44%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q1 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	BABA	Alibaba Group Holding-sp Adr	+0.4%	-60.57%	Trim
2	PSX	Phillips 66	—	-42.74%	Trim
3	MRK	Merck & Co. INC.	0%	-68.08%	Trim
4	DHR	Danaher CORP	-0.2%	-75.88%	Trim
5	VLO	Valero Energy CORP	-0.4%	-74.08%	Trim
6	V	Visa Inc-class A Shares	-0.7%	-95.60%	Trim
7	VRTX	Vertex Pharmaceuticals INC	-1.1%	-97.03%	Trim
8	CRM	Salesforce INC	-1.4%	-94.33%	Trim
9	DIS	Walt Disney Co/the	-1.9%	-97.93%	Trim
10	EWZ	Ishares Msci Brazil ETF	—	EXIT	Sold out
11	EEM	Ishares Msci Emerging Market	—	EXIT	Sold out
12	AMD	Advanced Micro Devices	—	EXIT	Sold out
13	MU	Micron Technology INC	—	EXIT	Sold out
14	VZ	Verizon Communications INC	—	EXIT	Sold out
15	META	Meta Platforms Inc-class A	—	EXIT	Sold out
16	LULU	Lululemon Athletica INC	—	EXIT	Sold out
17	IYR	Ishares US Real Estate ETF	—	EXIT	Sold out
18	FXI	Ishares China Large-cap ETF	—	EXIT	Sold out
19	EA	Electronic Arts INC	—	EXIT	Sold out
20	NEM	Newmont CORP	—	EXIT	Sold out
21	MMM	3m Co	—	NEW	New buy
22	GDX	Vaneck Gold Miners ETF	—	EXIT	Sold out
23	AMZN	Amazon.com INC	—	EXIT	Sold out
24	VNQ	Vanguard Real Estate ETF	—	EXIT	Sold out
25	IEMG	Ishares Core Msci Emerging	—	EXIT	Sold out
26	ADBE	Adobe INC	—	EXIT	Sold out
27	AVGO	Broadcom INC	—	EXIT	Sold out
28	KMI	Kinder Morgan INC	—	EXIT	Sold out
29	MDLZ	Mondelez International Inc-a	—	EXIT	Sold out
30	ATVIEUR	Activision Blizzard INC	—	EXIT	Sold out
31	MA	Mastercard INC - A	—	EXIT	Sold out
32	TSLA	Tesla INC	—	NEW	New buy
33	GLD	Spdr Gold Shares	—	EXIT	Sold out
34	VWO	Vanguard Ftse Emerging Marke	—	EXIT	Sold out
35	SPLKCHF	Splunk INC	—	EXIT	Sold out
36	XLY	Ss Consumer Disc Select Sect	—	EXIT	Sold out
37	BKNG	Booking Holdings INC	—	EXIT	Sold out
38	CTXSEUR	Citrix Systems INC	—	EXIT	Sold out
39	AAPL	Apple INC	—	NEW	New buy
40	HO1	Hologic INC	—	EXIT	Sold out
41	INCY	Incyte CORP	—	EXIT	Sold out
42	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
43	MNST	Monster Beverage CORP	—	EXIT	Sold out
44	PANW	Palo Alto Networks INC	—	EXIT	Sold out
45	GILD	Gilead Sciences INC	—	EXIT	Sold out
46	MO	Altria Group INC	—	NEW	New buy
47	CHTR	Charter Communications Inc-a	—	EXIT	Sold out
48	WFC	Wells Fargo & Co	—	NEW	New buy
49	TXN	Texas Instruments INC	—	EXIT	Sold out
50	ISRG	Intuitive Surgical INC	—	EXIT	Sold out