Quantitative Investment Management, LLC — Q3 2020 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q3 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 370 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	GLD	Spdr Gold Shares	ETF-Commodities	8.68%	—	—
2	AMD	Advanced Micro Devices	Stock-Tech	4.84%	-0.86%	EXIT
3	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	3.41%	—	+106.12%
4	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	2.56%	—	—
5	XLF	Ss Financial Select Sector	ETF-Other	2.34%	-5.37%	+339.57%
6	BA	Boeing Co/the	Stock-Industrials	2.24%	—	+58.49%
7	PFE	Pfizer INC	Stock-Healthcare	2.07%	—	-36.65%
8	VZ	Verizon Communications INC	Stock-Comm Services	2.00%	—	+817.36%
9	SLV	Ishares Silver Trust	ETF-Commodities	1.99%	—	—
10	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	1.79%	—	-58.86%
11	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	1.69%	—	+4543.20%
12	XLE	Ss Energy Select Sector	ETF-Other	1.54%	—	+99.74%
13	MRK	Merck & Co. INC.	Stock-Healthcare	1.54%	—	—
14	AAPL	Apple INC	Stock-Tech	1.47%	—	—
15	NFLX	Netflix INC	Stock-Comm Services	1.46%	-1.53%	EXIT
16	SBUX	Starbucks CORP	Stock-Consumer Disc	1.40%	—	—
17	IEMG	Ishares Core Msci Emerging	ETF-Emerging Markets	1.40%	—	—
18	BDX	Becton Dickinson And Co	Stock-Healthcare	1.38%	—	-27.40%
19	ORCL	Oracle CORP	Stock-Tech	1.35%	—	+328.36%
20	CRM	Salesforce INC	Stock-Tech	1.21%	—	—
21	EFA	Ishares Msci Eafe ETF	ETF-Other	1.15%	—	+374.04%
22	WFC	Wells Fargo & Co	Stock-Financials	1.12%	-0.92%	EXIT
23	XOM	Exxon Mobil CORP	Stock-Energy	1.08%	—	—
24	XRT	Ss Spdr S&p Retail ETF	ETF-Other	1.07%	—	—
25	FE	Firstenergy CORP	Stock-Utilities	1.04%	—	+1562.95%
26	KMB	Kimberly-clark CORP	Stock-Consumer Staples	1.03%	—	—
27	OXY	Occidental Petroleum CORP	Stock-Energy	0.81%	—	+98.59%
28	JNJ	Johnson & Johnson	Stock-Healthcare	0.80%	—	-79.24%
29	DIS	Walt Disney Co/the	Stock-Comm Services	0.76%	—	—
30	VEA	Vanguard Ftse Developed ETF	ETF-Other	0.73%	—	+1191.38%
31	SO	Southern Co/the	Stock-Utilities	0.73%	—	+83.77%
32	V	Visa Inc-class A Shares	Stock-Financials	0.72%	—	—
33	PSX	Phillips 66	Stock-Energy	0.69%	—	—
34	RCL	Royal Caribbean Cruises Ltd.	Stock-Consumer Disc	0.66%	—	+117.28%
35	MNST	Monster Beverage CORP	Stock-Consumer Staples	0.66%	—	-10.77%
36	EL	Estee Lauder Companies-cl A	Stock-Consumer Staples	0.62%	—	+44.87%
37	KRE	Ss Spdr S&p Regional Bank	ETF-Other	0.60%	-3.33%	EXIT
38	RDS-A	Shell Plc-spon Adr-a	Stock-Other	0.59%	—	+266.09%
39	AMGN	Amgen INC	Stock-Healthcare	0.57%	—	-40.06%
40	VWO	Vanguard Ftse Emerging Marke	ETF-Emerging Markets	0.56%	—	—
41	ALXN	Alexion Pharmaceuticals INC	Stock-Other	0.54%	—	+161.46%
42	XLP	Ss Consumer Staples Sel Sect	ETF-Other	0.53%	—	+181.98%
43	IEFA	Ishares Core Msci Eafe ETF	ETF-Other	0.52%	—	+471.10%
44	KO	Coca-cola Co/the	Stock-Consumer Staples	0.51%	—	—
45	CVX	Chevron CORP	Stock-Energy	0.50%	—	—
46	ULTA	Ulta Beauty INC	Stock-Consumer Disc	0.49%	—	+126.03%
47	SGENUSD	Seagen INC	Stock-Other	0.47%	—	—
48	AEP	American Electric Power Company, Inc.	Stock-Utilities	0.47%	—	+12.38%
49	ED	Consolidated Edison INC	Stock-Utilities	0.47%	—	+8.16%
50	ADP	Automatic Data Processing	Stock-Tech	0.45%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q3 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	VZ	Verizon Communications INC	+1.8%	+817.36%	Add
2	XLF	Ss Financial Select Sector	+1.7%	+339.57%	Add
3	AMD	Advanced Micro Devices	+1.7%	+16.63%	Add
4	FXI	Ishares China Large-cap ETF	+1.7%	+4543.20%	Add
5	XLU	St Sr Utl Sl Se Spdr Etf-usd	+1.6%	+106.12%	Add
6	ORCL	Oracle CORP	+1%	+328.36%	Add
7	FE	Firstenergy CORP	+0.9%	+1562.95%	Add
8	EFA	Ishares Msci Eafe ETF	+0.9%	+374.04%	Add
9	VEA	Vanguard Ftse Developed ETF	+0.7%	+1191.38%	Add
10	WFC	Wells Fargo & Co	+0.4%	+109.42%	Add
11	BA	Boeing Co/the	+0.4%	+58.49%	Add
12	XLE	Ss Energy Select Sector	+0.4%	+99.74%	Add
13	AEP	American Electric Power	-0.6%	-81.27%	Trim
14	AKAM	Akamai Technologies INC	-0.6%	-72.66%	Trim
15	MMM	3m Co	-0.7%	-90.21%	Trim
16	WMT	Walmart INC	-0.7%	-61.23%	Trim
17	BDX	Becton Dickinson And Co	-0.9%	-27.40%	Trim
18	BMY	Bristol-myers Squibb Co	-1.2%	-87.60%	Trim
19	PFE	Pfizer INC	-1.4%	-36.65%	Trim
20	BABA	Alibaba Group Holding-sp Adr	-2%	-58.86%	Trim
21	NFLX	Netflix INC	-2%	-55.18%	Trim
22	JNJ	Johnson & Johnson	-3.5%	-79.24%	Trim
23	GLD	Spdr Gold Shares	—	NEW	New buy
24	EEM	Ishares Msci Emerging Market	—	NEW	New buy
25	SLV	Ishares Silver Trust	—	NEW	New buy
26	MRK	Merck & Co. INC.	—	NEW	New buy
27	AAPL	Apple INC	—	NEW	New buy
28	SBUX	Starbucks CORP	—	NEW	New buy
29	IEMG	Ishares Core Msci Emerging	—	NEW	New buy
30	CRM	Salesforce INC	—	NEW	New buy
31	XLV	Ss Health Care Select Sector	—	EXIT	Sold out
32	XOM	Exxon Mobil CORP	—	NEW	New buy
33	XRT	Ss Spdr S&p Retail ETF	—	NEW	New buy
34	KMB	Kimberly-clark CORP	—	NEW	New buy
35	DIS	Walt Disney Co/the	—	NEW	New buy
36	T	At&t INC	—	EXIT	Sold out
37	V	Visa Inc-class A Shares	—	NEW	New buy
38	PSX	Phillips 66	—	NEW	New buy
39	EWZ	Ishares Msci Brazil ETF	—	EXIT	Sold out
40	CMCSA	Comcast Corp-class A	—	EXIT	Sold out
41	VWO	Vanguard Ftse Emerging Marke	—	NEW	New buy
42	ALNY	Alnylam Pharmaceuticals INC	—	EXIT	Sold out
43	INCY	Incyte CORP	—	EXIT	Sold out
44	KO	Coca-cola Co/the	—	NEW	New buy
45	PSA	Public Storage	—	EXIT	Sold out
46	CVX	Chevron CORP	—	NEW	New buy
47	VRTX	Vertex Pharmaceuticals INC	—	EXIT	Sold out
48	SGENUSD	Seagen INC	—	NEW	New buy
49	CNC	Centene CORP	—	EXIT	Sold out
50	XLI	Ss Industrial Select Sector	—	EXIT	Sold out