Quantitative Investment Management, LLC — Q1 2021 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q1 2021
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 470 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	XLP	Ss Consumer Staples Sel Sect	ETF-Other	6.10%	—	—
2	MSFT	Microsoft CORP	Stock-Tech	3.03%	+2.82%	NEW
3	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	2.27%	—	-27.96%
4	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	2.10%	—	—
5	META	Meta Platforms Inc-class A	Stock-Comm Services	2.01%	—	—
6	IYR	Ishares US Real Estate ETF	ETF-Other	1.93%	—	+185.82%
7	XBI	Ss Spdr S&p Biotech ETF	ETF-Tech	1.86%	+1.48%	NEW
8	HD	Home Depot INC	Stock-Consumer Disc	1.86%	—	—
9	XLV	Ss Health Care Select Sector	ETF-Other	1.56%	+1.17%	NEW
10	MCD	Mcdonald's CORP	Stock-Consumer Disc	1.46%	—	—
11	GLD	Spdr Gold Shares	ETF-Commodities	1.41%	—	—
12	TWTRUSD	Twitter INC	Stock-Other	1.33%	—	—
13	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	1.30%	—	-16.04%
14	XLK	Ss Technology Select Sector	ETF-Tech	1.21%	—	—
15	SPLV	Invesco S&p 500 Low Volatili	ETF-Large Cap & Growth	1.06%	—	—
16	JNJ	Johnson & Johnson	Stock-Healthcare	1.06%	—	+70.52%
17	XLY	Ss Consumer Disc Select Sect	ETF-Other	1.04%	+1.42%	NEW
18	IEMG	Ishares Core Msci Emerging	ETF-Emerging Markets	1.01%	—	—
19	LOW	Lowe's Cos INC	Stock-Consumer Disc	1.00%	—	—
20	GOOG	Alphabet Inc-cl C	Stock-Comm Services	0.96%	—	—
21	VNQ	Vanguard Real Estate ETF	ETF-Other	0.95%	—	+103.11%
22	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.94%	+2.00%	NEW
23	ORCL	Oracle CORP	Stock-Tech	0.93%	—	-43.07%
24	IBB	Ishares Biotechnology ETF	ETF-Tech	0.91%	+0.66%	NEW
25	UNH	Unitedhealth Group INC	Stock-Healthcare	0.79%	-1.50%	EXIT
26	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.79%	—	-76.49%
27	TSLA	Tesla INC	Stock-Consumer Disc	0.79%	—	—
28	VWO	Vanguard Ftse Emerging Marke	ETF-Emerging Markets	0.77%	—	—
29	RCL	Royal Caribbean Cruises Ltd.	Stock-Consumer Disc	0.75%	—	+151.31%
30	UAL	United Airlines Holdings INC	Stock-Industrials	0.72%	—	+43.43%
31	ATVIEUR	Activision Blizzard INC	Stock-Comm Services	0.69%	—	-75.72%
32	BIDU	Baidu INC - Spon Adr	Stock-Comm Services	0.64%	—	-73.15%
33	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	0.62%	—	—
34	EFA	Ishares Msci Eafe ETF	ETF-Other	0.62%	—	—
35	NTES	Netease Inc-adr	Stock-Comm Services	0.54%	—	—
36	MCK	Mckesson CORP	Stock-Healthcare	0.53%	—	-49.62%
37	CSCO	Cisco Systems INC	Stock-Tech	0.53%	—	—
38	T	At&t INC	Stock-Comm Services	0.50%	—	—
39	PANW	Palo Alto Networks INC	Stock-Tech	0.50%	—	+63.25%
40	CCI	Crown Castle INC	Stock-Real Estate	0.49%	—	—
41	MCHI	Ishares Msci China ETF	ETF-Emerging Markets	0.48%	—	—
42	SLV	Ishares Silver Trust	ETF-Commodities	0.44%	—	—
43	SWK	Stanley Black & Decker INC	Stock-Industrials	0.43%	—	—
44	IGV	Ishares Expanded Tech-softwa	ETF-Tech	0.42%	+2.12%	NEW
45	BAX	Baxter International INC	Stock-Healthcare	0.42%	—	—
46	EWH	Ishares Msci Hong Kong ETF	ETF-Other	0.42%	—	-57.83%
47	MMM	3m Co	Stock-Industrials	0.41%	—	+110.23%
48	TSN	Tyson Foods Inc-cl A	Stock-Consumer Staples	0.40%	—	+42.86%
49	SWKS	Skyworks Solutions INC	Stock-Tech	0.40%	—	+158.32%
50	DAL	Delta Air Lines INC	Stock-Industrials	0.39%	—	+5.43%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q1 2021, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	IYR	Ishares US Real Estate ETF	+1.3%	+185.82%	Add
2	ORCL	Oracle CORP	-0.5%	-43.07%	Trim
3	NSC	Norfolk Southern CORP	-0.6%	-95.90%	Trim
4	DLTR	Dollar Tree INC	-0.6%	-71.90%	Trim
5	WDC	Western Digital CORP	-0.7%	-76.17%	Trim
6	XLU	St Sr Utl Sl Se Spdr Etf-usd	-0.7%	-27.96%	Trim
7	XOP	Ss Spdr S&p Og Exp & Prod	-0.7%	-81.04%	Trim
8	ELV	Elevance Health INC	-1%	-89.53%	Trim
9	STX	Seagate Technology Holdings plc	-1.3%	-90.88%	Trim
10	BIDU	Baidu INC - Spon Adr	-1.6%	-73.15%	Trim
11	ATVIEUR	Activision Blizzard INC	-2%	-75.72%	Trim
12	VALE	Vale Sa-sp Adr	-2.2%	-92.15%	Trim
13	EWZ	Ishares Msci Brazil ETF	-2.8%	-76.49%	Trim
14	XLP	Ss Consumer Staples Sel Sect	—	NEW	New buy
15	MU	Micron Technology INC	—	EXIT	Sold out
16	AMD	Advanced Micro Devices	—	EXIT	Sold out
17	MSFT	Microsoft CORP	—	NEW	New buy
18	BA	Boeing Co/the	—	EXIT	Sold out
19	EEM	Ishares Msci Emerging Market	—	NEW	New buy
20	META	Meta Platforms Inc-class A	—	NEW	New buy
21	XBI	Ss Spdr S&p Biotech ETF	—	NEW	New buy
22	HD	Home Depot INC	—	NEW	New buy
23	XLE	Ss Energy Select Sector	—	EXIT	Sold out
24	XLV	Ss Health Care Select Sector	—	NEW	New buy
25	MCD	Mcdonald's CORP	—	NEW	New buy
26	GLD	Spdr Gold Shares	—	NEW	New buy
27	AMAT	Applied Materials INC	—	EXIT	Sold out
28	TWTRUSD	Twitter INC	—	NEW	New buy
29	XLK	Ss Technology Select Sector	—	NEW	New buy
30	BABA	Alibaba Group Holding-sp Adr	—	EXIT	Sold out
31	SPLV	Invesco S&p 500 Low Volatili	—	NEW	New buy
32	XLY	Ss Consumer Disc Select Sect	—	NEW	New buy
33	RTX	Rtx CORP	—	EXIT	Sold out
34	IEMG	Ishares Core Msci Emerging	—	NEW	New buy
35	LOW	Lowe's Cos INC	—	NEW	New buy
36	GOOG	Alphabet Inc-cl C	—	NEW	New buy
37	GOOGL	Alphabet Inc-cl A	—	NEW	New buy
38	CMCSA	Comcast Corp-class A	—	EXIT	Sold out
39	TMUS	T-mobile US INC	—	EXIT	Sold out
40	TSLA	Tesla INC	—	NEW	New buy
41	AAL	American Airlines Group INC	—	EXIT	Sold out
42	VWO	Vanguard Ftse Emerging Marke	—	NEW	New buy
43	FE	Firstenergy CORP	—	EXIT	Sold out
44	AXP	American Express Co	—	EXIT	Sold out
45	BRK-B	Berkshire Hathaway Inc-cl B	—	EXIT	Sold out
46	MDLZ	Mondelez International Inc-a	—	NEW	New buy
47	EFA	Ishares Msci Eafe ETF	—	NEW	New buy
48	NFLX	Netflix INC	—	EXIT	Sold out
49	TTWO	Take-two Interactive Softwre	—	EXIT	Sold out
50	AFL	Aflac INC	—	EXIT	Sold out