Quantitative Investment Management, LLC — Q1 2018 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q1 2018
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 715 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	XLI	Ss Industrial Select Sector	ETF-Other	3.64%	+0.92%	+67.57%
2	NFLX	Netflix INC	Stock-Comm Services	2.91%	-1.53%	EXIT
3	MU	Micron Technology INC	Stock-Tech	2.53%	+1.01%	NEW
4	XLY	Ss Consumer Disc Select Sect	ETF-Other	2.23%	+1.42%	NEW
5	AMZN	Amazon.com INC	Stock-Consumer Disc	2.21%	—	+8.12%
6	DIA	Ss Spdr Dow Jones Indus Avg	ETF-Large Cap & Growth	1.82%	—	+2532.12%
7	EFA	Ishares Msci Eafe ETF	ETF-Other	1.75%	—	-30.28%
8	EWZ	Ishares Msci Brazil ETF	ETF-Other	1.53%	—	+626.91%
9	GLD	Spdr Gold Shares	ETF-Commodities	1.51%	—	-20.23%
10	VEA	Vanguard Ftse Developed ETF	ETF-Other	1.32%	—	+90.59%
11	EWJ	Ishares Msci Japan ETF	ETF-Other	1.16%	—	+330.81%
12	WMT	Walmart INC	Stock-Consumer Staples	1.14%	-1.11%	EXIT
13	BKNG	Booking Holdings INC	Stock-Consumer Disc	1.12%	+0.72%	—
14	HD	Home Depot INC	Stock-Consumer Disc	1.07%	—	+148.78%
15	WFC	Wells Fargo & Co	Stock-Financials	0.89%	-0.92%	EXIT
16	IWD	Ishares Russell 1000 Value E	ETF-Other	0.87%	—	-41.24%
17	VGK	Vanguard Ftse Europe ETF	ETF-Other	0.87%	—	+72.52%
18	XOM	Exxon Mobil CORP	Stock-Energy	0.85%	—	+239.31%
19	UTXZ	United Tech CORP	Stock-Other	0.82%	—	+17.73%
20	AEP	American Electric Power Company, Inc.	Stock-Utilities	0.80%	—	+63.00%
21	IEFA	Ishares Core Msci Eafe ETF	ETF-Other	0.76%	—	+87.15%
22	XLB	Ss Materials Select Sector	ETF-Other	0.74%	-4.97%	EXIT
23	LOW	Lowe's Cos INC	Stock-Consumer Disc	0.62%	—	+31.14%
24	VZ	Verizon Communications INC	Stock-Comm Services	0.55%	—	+21.20%
25	MDY	State Street Spdr S&p Midcap	ETF-Other	0.55%	—	-23.86%
26	WDC	Western Digital CORP	Stock-Tech	0.54%	—	—
27	CAT	Caterpillar INC	Stock-Industrials	0.53%	+0.89%	NEW
28	AZO	Autozone INC	Stock-Consumer Disc	0.53%	—	—
29	IBM	Intl Business Machines CORP	Stock-Tech	0.52%	—	—
30	CSCO	Cisco Systems INC	Stock-Tech	0.52%	—	+70.55%
31	XME	Ss Spdr S&p Metals Mining	ETF-Other	0.50%	+0.75%	NEW
32	ADSK	Autodesk INC	Stock-Tech	0.50%	—	—
33	CRM	Salesforce INC	Stock-Tech	0.50%	—	+10.83%
34	ILF	Ishares Latin America 40 ETF	ETF-Other	0.49%	—	—
35	GM	General Motors Co	Stock-Consumer Disc	0.48%	—	+163.37%
36	TGT	Target CORP	Stock-Consumer Disc	0.48%	—	—
37	EZU	Ishares Msci Eurozone ETF	ETF-Other	0.48%	—	—
38	PANW	Palo Alto Networks INC	Stock-Tech	0.48%	—	+518.62%
39	NKE	Nike INC -cl B	Stock-Consumer Disc	0.48%	—	-48.21%
40	XHB	Ss Spdr S&p Homebldrs ETF	ETF-Other	0.48%	—	-20.46%
41	CTSH	Cognizant Tech Solutions-a	Stock-Tech	0.47%	—	+94.15%
42	IJH	Ishares Core S&p Midcap ETF	ETF-Other	0.46%	—	-39.92%
43	LRCXEUR	Lam Research CORP	Stock-Tech	0.45%	—	—
44	COST	Costco Wholesale CORP	Stock-Consumer Staples	0.44%	—	-54.88%
45	KR	Kroger Co	Stock-Consumer Staples	0.43%	—	—
46	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	0.43%	—	+521.07%
47	ELV	Elevance Health INC	Stock-Healthcare	0.43%	—	+2836.84%
48	GD	General Dynamics CORP	Stock-Industrials	0.40%	—	—
49	ADBE	Adobe INC	Stock-Tech	0.38%	—	—
50	DLTR	Dollar Tree INC	Stock-Consumer Staples	0.38%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q1 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	MU	Micron Technology INC	+2.2%	+472.49%	Add
2	DIA	Ss Spdr Dow Jones Indus Avg	+1.8%	+2532.12%	Add
3	XLI	Ss Industrial Select Sector	+1.8%	+67.57%	Add
4	EWZ	Ishares Msci Brazil ETF	+1.4%	+626.91%	Add
5	EWJ	Ishares Msci Japan ETF	+0.9%	+330.81%	Add
6	AMZN	Amazon.com INC	+0.8%	+8.12%	Add
7	VEA	Vanguard Ftse Developed ETF	+0.7%	+90.59%	Add
8	HD	Home Depot INC	+0.7%	+148.78%	Add
9	XOM	Exxon Mobil CORP	+0.6%	+239.31%	Add
10	XLB	Ss Materials Select Sector	+0.5%	+171.45%	Add
11	COST	Costco Wholesale CORP	-0.4%	-54.88%	Trim
12	EFA	Ishares Msci Eafe ETF	-0.4%	-30.28%	Trim
13	IJR	Ishares Core S&p Small-cap E	-0.4%	-75.77%	Trim
14	IWD	Ishares Russell 1000 Value E	-0.4%	-41.24%	Trim
15	VTV	Vanguard Value ETF	-0.5%	-62.70%	Trim
16	JD	Jd.com Inc-adr	-0.5%	-94.43%	Trim
17	VTI	Vanguard Total Stock Mkt ETF	-0.6%	-82.28%	Trim
18	VWO	Vanguard Ftse Emerging Marke	-0.6%	-68.70%	Trim
19	XLF	Ss Financial Select Sector	—	EXIT	Sold out
20	IWM	Ishares Russell 2000 ETF	—	EXIT	Sold out
21	NFLX	Netflix INC	—	NEW	New buy
22	XLP	Ss Consumer Staples Sel Sect	—	EXIT	Sold out
23	AAPL	Apple INC	—	EXIT	Sold out
24	EEM	Ishares Msci Emerging Market	—	EXIT	Sold out
25	TLT	Ishares 20+ Year Treasury Bd	—	EXIT	Sold out
26	GDX	Vaneck Gold Miners ETF	—	EXIT	Sold out
27	WMT	Walmart INC	—	NEW	New buy
28	BKNG	Booking Holdings INC	—	NEW	New buy
29	INTC	Intel CORP	—	EXIT	Sold out
30	BABA	Alibaba Group Holding-sp Adr	—	EXIT	Sold out
31	GDXJ	Vaneck Junior Gold Miners	—	EXIT	Sold out
32	KRE	Ss Spdr S&p Regional Bank	—	EXIT	Sold out
33	GS	Goldman Sachs Group INC	—	EXIT	Sold out
34	BRK-B	Berkshire Hathaway Inc-cl B	—	EXIT	Sold out
35	IWN	Ishares Russell 2000 Value E	—	EXIT	Sold out
36	WDC	Western Digital CORP	—	NEW	New buy
37	CAT	Caterpillar INC	—	NEW	New buy
38	AZO	Autozone INC	—	NEW	New buy
39	TSLA	Tesla INC	—	EXIT	Sold out
40	IBM	Intl Business Machines CORP	—	NEW	New buy
41	IWB	Ishares Russell 1000 ETF	—	EXIT	Sold out
42	ADSK	Autodesk INC	—	NEW	New buy
43	D	Dominion Energy INC	—	EXIT	Sold out
44	ILF	Ishares Latin America 40 ETF	—	NEW	New buy
45	TWTRUSD	Twitter INC	—	EXIT	Sold out
46	JPM	Jpmorgan Chase & Co	—	EXIT	Sold out
47	TGT	Target CORP	—	NEW	New buy
48	EZU	Ishares Msci Eurozone ETF	—	NEW	New buy
49	BLKCHF	Blackrock INC	—	EXIT	Sold out
50	SO	Southern Co/the	—	EXIT	Sold out