Quantitative Investment Management, LLC — Q4 2020 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q4 2020
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001445911

Total reported value

$962.5M

← Back to latest quarter

Full holdings list this quarter

Showing top 200 holdings (of 440 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	MU	Micron Technology INC	Stock-Tech	4.24%	+1.01%	NEW
2	AMD	Advanced Micro Devices	Stock-Tech	3.76%	-0.86%	EXIT
3	EWZ	Ishares Msci Brazil ETF	ETF-Other	3.56%	—	—
4	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	2.96%	—	-11.81%
5	ATVIEUR	Activision Blizzard INC	Stock-Comm Services	2.70%	—	—
6	VALE	Vale Sa-sp Adr	Stock-Materials	2.38%	—	+477.81%
7	BIDU	Baidu INC - Spon Adr	Stock-Comm Services	2.27%	—	+365.65%
8	BA	Boeing Co/the	Stock-Industrials	2.12%	—	-21.39%
9	XLE	Ss Energy Select Sector	ETF-Other	1.77%	—	-2.70%
10	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	1.47%	—	-15.70%
11	STX	Seagate Technology Holdings plc	Stock-Tech	1.45%	—	+778.34%
12	ORCL	Oracle CORP	Stock-Tech	1.44%	—	+5.89%
13	AMAT	Applied Materials INC	Stock-Tech	1.29%	—	—
14	ELV	Elevance Health INC	Stock-Healthcare	1.19%	—	—
15	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	1.14%	—	-13.96%
16	XOP	Ss Spdr S&p Og Exp & Prod	ETF-Other	1.00%	—	—
17	RTX	Rtx CORP	Stock-Industrials	0.98%	+0.89%	NEW
18	WDC	Western Digital CORP	Stock-Tech	0.96%	—	—
19	AEP	American Electric Power	Stock-Utilities	0.90%	—	+759.01%
20	MCK	Mckesson CORP	Stock-Healthcare	0.90%	—	+256.61%
21	EWH	Ishares Msci Hong Kong ETF	ETF-Other	0.88%	—	—
22	DLTR	Dollar Tree INC	Stock-Consumer Staples	0.81%	—	—
23	UNH	Unitedhealth Group INC	Stock-Healthcare	0.80%	-1.50%	EXIT
24	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.80%	—	—
25	TMUS	T-mobile US INC	Stock-Comm Services	0.75%	—	+126.97%
26	AAL	American Airlines Group INC	Stock-Industrials	0.75%	—	—
27	LHX	L3harris Technologies INC	Stock-Industrials	0.73%	—	—
28	FE	Firstenergy CORP	Stock-Utilities	0.69%	—	-32.95%
29	AXP	American Express Co	Stock-Financials	0.63%	—	—
30	BRK-B	Berkshire Hathaway Inc-cl B	Stock-Other	0.61%	—	—
31	CVS	Cvs Health CORP	Stock-Healthcare	0.61%	—	—
32	CI	THE Cigna Group	Stock-Healthcare	0.61%	—	—
33	IYR	Ishares US Real Estate ETF	ETF-Other	0.60%	—	+2052.58%
34	SRPT	Sarepta Therapeutics INC	Stock-Healthcare	0.60%	—	—
35	NSC	Norfolk Southern CORP	Stock-Industrials	0.58%	—	—
36	JNJ	Johnson & Johnson	Stock-Healthcare	0.57%	—	-28.06%
37	NFLX	Netflix INC	Stock-Comm Services	0.56%	-1.53%	EXIT
38	TTWO	Take-two Interactive Softwre	Stock-Comm Services	0.55%	—	+249.28%
39	AFL	Aflac INC	Stock-Financials	0.55%	—	—
40	FISV	Fiserv INC	Stock-Other	0.53%	—	+263.22%
41	PM	Philip Morris International	Stock-Consumer Staples	0.52%	—	—
42	ULTA	Ulta Beauty INC	Stock-Consumer Disc	0.49%	—	-15.65%
43	PCG	P G & E CORP	Stock-Utilities	0.47%	—	—
44	OMC	Omnicom Group	Stock-Comm Services	0.44%	—	+614.34%
45	ESS	Essex Property Trust INC	Stock-Real Estate	0.44%	—	+97.83%
46	ALL	Allstate CORP	Stock-Financials	0.43%	—	+818.51%
47	IBB	Ishares Biotechnology ETF	ETF-Tech	0.43%	+0.66%	NEW
48	VNQ	Vanguard Real Estate ETF	ETF-Other	0.42%	—	—
49	CSX	Csx CORP	Stock-Industrials	0.40%	—	—
50	LNG	Cheniere Energy INC	Stock-Energy	0.39%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q4 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	VALE	Vale Sa-sp Adr	+2.1%	+477.81%	Add
2	BIDU	Baidu INC - Spon Adr	+2%	+365.65%	Add
3	STX	Seagate Technology Holdings plc	+1.3%	+778.34%	Add
4	AEP	American Electric Power	+0.8%	+759.01%	Add
5	MCK	Mckesson CORP	+0.7%	+256.61%	Add
6	RTX	Rtx CORP	+0.6%	+97.44%	Add
7	V	Visa Inc-class A Shares	-0.7%	-97.34%	Trim
8	OXY	Occidental Petroleum CORP	-0.7%	-92.41%	Trim
9	WFC	Wells Fargo & Co	-0.8%	-76.70%	Trim
10	NFLX	Netflix INC	-0.9%	-62.11%	Trim
11	AMD	Advanced Micro Devices	-1.1%	-25.39%	Trim
12	BDX	Becton Dickinson And Co	-1.2%	-87.23%	Trim
13	PFE	Pfizer INC	-2%	-95.07%	Trim
14	GLD	Spdr Gold Shares	—	EXIT	Sold out
15	MU	Micron Technology INC	—	NEW	New buy
16	EWZ	Ishares Msci Brazil ETF	—	NEW	New buy
17	ATVIEUR	Activision Blizzard INC	—	NEW	New buy
18	EEM	Ishares Msci Emerging Market	—	EXIT	Sold out
19	XLF	Ss Financial Select Sector	—	EXIT	Sold out
20	VZ	Verizon Communications INC	—	EXIT	Sold out
21	SLV	Ishares Silver Trust	—	EXIT	Sold out
22	MRK	Merck & Co. INC.	—	EXIT	Sold out
23	AAPL	Apple INC	—	EXIT	Sold out
24	SBUX	Starbucks CORP	—	EXIT	Sold out
25	IEMG	Ishares Core Msci Emerging	—	EXIT	Sold out
26	AMAT	Applied Materials INC	—	NEW	New buy
27	ELV	Elevance Health INC	—	NEW	New buy
28	CRM	Salesforce INC	—	EXIT	Sold out
29	EFA	Ishares Msci Eafe ETF	—	EXIT	Sold out
30	XOM	Exxon Mobil CORP	—	EXIT	Sold out
31	XOP	Ss Spdr S&p Og Exp & Prod	—	NEW	New buy
32	XRT	Ss Spdr S&p Retail ETF	—	EXIT	Sold out
33	KMB	Kimberly-clark CORP	—	EXIT	Sold out
34	WDC	Western Digital CORP	—	NEW	New buy
35	EWH	Ishares Msci Hong Kong ETF	—	NEW	New buy
36	DLTR	Dollar Tree INC	—	NEW	New buy
37	UNH	Unitedhealth Group INC	—	NEW	New buy
38	CMCSA	Comcast Corp-class A	—	NEW	New buy
39	AAL	American Airlines Group INC	—	NEW	New buy
40	LHX	L3harris Technologies INC	—	NEW	New buy
41	DIS	Walt Disney Co/the	—	EXIT	Sold out
42	VEA	Vanguard Ftse Developed ETF	—	EXIT	Sold out
43	PSX	Phillips 66	—	EXIT	Sold out
44	AXP	American Express Co	—	NEW	New buy
45	BRK-B	Berkshire Hathaway Inc-cl B	—	NEW	New buy
46	CVS	Cvs Health CORP	—	NEW	New buy
47	CI	THE Cigna Group	—	NEW	New buy
48	SRPT	Sarepta Therapeutics INC	—	NEW	New buy
49	NSC	Norfolk Southern CORP	—	NEW	New buy
50	EL	Estee Lauder Companies-cl A	—	EXIT	Sold out