Quantitative Investment Management, LLC — Q4 2017 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q4 2017
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 734 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	XLF	Ss Financial Select Sector	ETF-Other	4.93%	-5.37%	-41.97%
2	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	3.74%	—	-58.66%
3	XLP	Ss Consumer Staples Sel Sect	ETF-Other	2.34%	—	—
4	XLY	Ss Consumer Disc Select Sect	ETF-Other	2.19%	+1.42%	NEW
5	EFA	Ishares Msci Eafe ETF	ETF-Other	2.15%	—	+154.86%
6	XLI	Ss Industrial Select Sector	ETF-Other	1.88%	+0.92%	-36.65%
7	AAPL	Apple INC	Stock-Tech	1.60%	—	—
8	GLD	Spdr Gold Shares	ETF-Commodities	1.58%	—	+521.41%
9	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	1.50%	—	+93.92%
10	AMZN	Amazon.com INC	Stock-Consumer Disc	1.40%	—	—
11	IWD	Ishares Russell 1000 Value E	ETF-Other	1.31%	—	—
12	TLT	Ishares 20+ Year Treasury Bd	ETF-Gov Bonds	1.26%	—	+180.74%
13	GDX	Vaneck Gold Miners ETF	ETF-Commodities	1.01%	—	+69.32%
14	VWO	Vanguard Ftse Emerging Marke	ETF-Emerging Markets	0.94%	—	+229.40%
15	VTV	Vanguard Value ETF	ETF-Other	0.88%	—	—
16	INTC	Intel CORP	Stock-Tech	0.84%	—	-18.65%
17	COST	Costco Wholesale CORP	Stock-Consumer Staples	0.81%	—	—
18	NKE	Nike INC -cl B	Stock-Consumer Disc	0.74%	—	—
19	VTI	Vanguard Total Stock Mkt ETF	ETF-Other	0.72%	—	—
20	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	0.71%	—	—
21	GDXJ	Vaneck Junior Gold Miners	ETF-Commodities	0.68%	—	+1144.49%
22	IJH	Ishares Core S&p Midcap ETF	ETF-Other	0.65%	—	—
23	MDY	State Street Spdr S&p Midcap	ETF-Other	0.62%	—	-35.62%
24	UTXZ	United Tech CORP	Stock-Other	0.60%	—	—
25	KRE	Ss Spdr S&p Regional Bank	ETF-Other	0.60%	-3.33%	EXIT
26	VEA	Vanguard Ftse Developed ETF	ETF-Other	0.60%	—	—
27	IJR	Ishares Core S&p Small-cap E	ETF-Small Cap	0.58%	—	—
28	JD	Jd.com Inc-adr	Stock-Consumer Disc	0.57%	—	—
29	GS	Goldman Sachs Group INC	Stock-Financials	0.56%	—	-54.03%
30	XHB	Ss Spdr S&p Homebldrs ETF	ETF-Other	0.55%	—	+11.73%
31	AEP	American Electric Power Company, Inc.	Stock-Utilities	0.54%	—	—
32	BRK-B	Berkshire Hathaway Inc-cl B	Stock-Other	0.53%	—	-14.41%
33	WFC	Wells Fargo & Co	Stock-Financials	0.51%	-0.92%	EXIT
34	IWN	Ishares Russell 2000 Value E	ETF-Small Cap	0.49%	—	—
35	FDX	Fedex CORP	Stock-Industrials	0.48%	—	+139.56%
36	BBY	Best Buy Co INC	Stock-Consumer Disc	0.46%	—	—
37	VB	Vanguard Small-cap ETF	ETF-Other	0.45%	—	—
38	HON	Honeywell International INC	Stock-Industrials	0.45%	—	-3.29%
39	TSLA	Tesla INC	Stock-Consumer Disc	0.44%	—	—
40	IWB	Ishares Russell 1000 ETF	ETF-Other	0.44%	—	—
41	VGK	Vanguard Ftse Europe ETF	ETF-Other	0.43%	—	—
42	XME	Ss Spdr S&p Metals Mining	ETF-Other	0.43%	+0.75%	NEW
43	VZ	Verizon Communications INC	Stock-Comm Services	0.43%	—	—
44	D	Dominion Energy INC	Stock-Utilities	0.42%	—	+69.65%
45	LOW	Lowe's Cos INC	Stock-Consumer Disc	0.42%	—	—
46	TWTRUSD	Twitter INC	Stock-Other	0.41%	—	—
47	FCX	Freeport-mcmoran INC	Stock-Materials	0.41%	—	+6.43%
48	JPM	Jpmorgan Chase & Co	Stock-Financials	0.41%	—	-67.16%
49	BLKCHF	Blackrock INC	Stock-Other	0.41%	—	-24.30%
50	HD	Home Depot INC	Stock-Consumer Disc	0.39%	—	-61.49%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q4 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	XLY	Ss Consumer Disc Select Sect	+2.1%	+2049.14%	Add
2	EFA	Ishares Msci Eafe ETF	+1.5%	+154.86%	Add
3	GLD	Spdr Gold Shares	+1.4%	+521.41%	Add
4	EEM	Ishares Msci Emerging Market	+0.9%	+93.92%	Add
5	TLT	Ishares 20+ Year Treasury Bd	+0.9%	+180.74%	Add
6	VWO	Vanguard Ftse Emerging Marke	+0.7%	+229.40%	Add
7	GDXJ	Vaneck Junior Gold Miners	+0.6%	+1144.49%	Add
8	XLI	Ss Industrial Select Sector	-0.3%	-36.65%	Trim
9	GS	Goldman Sachs Group INC	-0.3%	-54.03%	Trim
10	ITB	Ishares U.s. Home Constructi	-0.4%	-76.16%	Trim
11	RSX1USD	Vaneck Vectors Russia ETF	-0.4%	-73.41%	Trim
12	DIA	Ss Spdr Dow Jones Indus Avg	-0.4%	-91.62%	Trim
13	JPM	Jpmorgan Chase & Co	-0.5%	-67.16%	Trim
14	EBAY	Ebay INC	-0.5%	-87.31%	Trim
15	XLB	Ss Materials Select Sector	-0.5%	-76.85%	Trim
16	GM	General Motors Co	-0.6%	-82.33%	Trim
17	DXJ	Wisdomtree Japan Hedged Eq	-0.7%	-96.34%	Trim
18	CSCO	Cisco Systems INC	-0.7%	-82.99%	Trim
19	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	-1.1%	-99.51%	Trim
20	BAC	Bank Of America CORP	-1.1%	-95.29%	Trim
21	XLF	Ss Financial Select Sector	-1.2%	-41.97%	Trim
22	EWZ	Ishares Msci Brazil ETF	-1.9%	-93.68%	Trim
23	IWM	Ishares Russell 2000 ETF	-3.1%	-58.66%	Trim
24	XLP	Ss Consumer Staples Sel Sect	—	NEW	New buy
25	XLV	Ss Health Care Select Sector	—	EXIT	Sold out
26	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
27	AAPL	Apple INC	—	NEW	New buy
28	AMZN	Amazon.com INC	—	NEW	New buy
29	IWD	Ishares Russell 1000 Value E	—	NEW	New buy
30	MRK	Merck & Co. INC.	—	EXIT	Sold out
31	VTV	Vanguard Value ETF	—	NEW	New buy
32	XBI	Ss Spdr S&p Biotech ETF	—	EXIT	Sold out
33	NFLX	Netflix INC	—	EXIT	Sold out
34	COST	Costco Wholesale CORP	—	NEW	New buy
35	NKE	Nike INC -cl B	—	NEW	New buy
36	VTI	Vanguard Total Stock Mkt ETF	—	NEW	New buy
37	BABA	Alibaba Group Holding-sp Adr	—	NEW	New buy
38	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	—	EXIT	Sold out
39	CELG	Celgene CORP	—	EXIT	Sold out
40	ACN	Accenture plc	—	EXIT	Sold out
41	BIIB	Biogen INC	—	EXIT	Sold out
42	MMM	3m Co	—	EXIT	Sold out
43	IJH	Ishares Core S&p Midcap ETF	—	NEW	New buy
44	UTXZ	United Tech CORP	—	NEW	New buy
45	VEA	Vanguard Ftse Developed ETF	—	NEW	New buy
46	VLO	Valero Energy CORP	—	EXIT	Sold out
47	IBB	Ishares Biotechnology ETF	—	EXIT	Sold out
48	IJR	Ishares Core S&p Small-cap E	—	NEW	New buy
49	UNP	Union Pacific CORP	—	EXIT	Sold out
50	JD	Jd.com Inc-adr	—	NEW	New buy