Quantitative Investment Management, LLC — Q3 2018 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q3 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 611 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	XLE	Ss Energy Select Sector	ETF-Other	7.65%	—	-1.56%
2	EFA	Ishares Msci Eafe ETF	ETF-Other	7.36%	—	—
3	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	7.17%	—	-41.72%
4	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	ETF-Other	3.89%	—	+10.87%
5	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	3.31%	—	-48.52%
6	NVDA	Nvidia CORP	Stock-Tech	3.07%	-3.99%	EXIT
7	XLI	Ss Industrial Select Sector	ETF-Other	2.70%	+0.92%	—
8	EWJ	Ishares Msci Japan ETF	ETF-Other	2.52%	—	—
9	AAPL	Apple INC	Stock-Tech	2.17%	—	+48.43%
10	VEA	Vanguard Ftse Developed ETF	ETF-Other	2.11%	—	—
11	IYR	Ishares US Real Estate ETF	ETF-Other	1.68%	—	+165.22%
12	IEFA	Ishares Core Msci Eafe ETF	ETF-Other	1.63%	—	—
13	XLF	Ss Financial Select Sector	ETF-Other	1.27%	-5.37%	—
14	VNQ	Vanguard Real Estate ETF	ETF-Other	0.99%	—	—
15	XRT	Ss Spdr S&p Retail ETF	ETF-Other	0.88%	—	+29.30%
16	WMT	Walmart INC	Stock-Consumer Staples	0.86%	-1.11%	EXIT
17	XOM	Exxon Mobil CORP	Stock-Energy	0.85%	—	-23.19%
18	DXJ	Wisdomtree Japan Hedged Eq	ETF-Other	0.85%	—	—
19	VZ	Verizon Communications INC	Stock-Comm Services	0.83%	—	-40.72%
20	MDY	State Street Spdr S&p Midcap	ETF-Other	0.82%	—	-52.39%
21	RSX1USD	Vaneck Vectors Russia ETF	ETF-Other	0.81%	—	+110.58%
22	IJR	Ishares Core S&p Small-cap E	ETF-Small Cap	0.74%	—	-63.39%
23	XLY	Ss Consumer Disc Select Sect	ETF-Other	0.72%	+1.42%	NEW
24	CVX	Chevron CORP	Stock-Energy	0.71%	—	-35.57%
25	ACWI	Ishares Msci Acwi ETF	ETF-Other	0.71%	—	—
26	VGK	Vanguard Ftse Europe ETF	ETF-Other	0.71%	—	—
27	HD	Home Depot INC	Stock-Consumer Disc	0.70%	—	-57.48%
28	SMH	Vaneck Semiconductor ETF	ETF-Other	0.68%	—	—
29	CSCO	Cisco Systems INC	Stock-Tech	0.64%	—	—
30	NXPI	NXP Semiconductors N.V.	Stock-Tech	0.60%	—	—
31	IJH	Ishares Core S&p Midcap ETF	ETF-Other	0.59%	—	-61.89%
32	UNP	Union Pacific CORP	Stock-Industrials	0.56%	—	—
33	BA	Boeing Co/the	Stock-Industrials	0.55%	—	—
34	DIS	Walt Disney Co/the	Stock-Comm Services	0.51%	—	-17.96%
35	ORCL	Oracle CORP	Stock-Tech	0.51%	—	—
36	XXI	Twenty One Capital, Inc.	Stock-Other	0.49%	—	—
37	OSVEUR	Vaneck Vectors Oil Services	ETF-Other	0.49%	—	+2.89%
38	VALE	Vale Sa-sp Adr	Stock-Materials	0.48%	—	+555.30%
39	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.48%	—	—
40	COP	Conocophillips	Stock-Energy	0.46%	—	-3.16%
41	VEU	Vanguard Ftse All-world Ex-u	ETF-Other	0.43%	—	—
42	IWO	Ishares Russell 2000 Growth	ETF-Small Cap	0.39%	—	-66.77%
43	EZU	Ishares Msci Eurozone ETF	ETF-Other	0.38%	—	—
44	UNH	Unitedhealth Group INC	Stock-Healthcare	0.36%	-1.50%	EXIT
45	BP	Bp Plc-spons Adr	Stock-Energy	0.36%	—	+32.56%
46	AZO	Autozone INC	Stock-Consumer Disc	0.35%	—	+573.68%
47	ABT	Abbott Laboratories	Stock-Healthcare	0.35%	+0.72%	—
48	UPS	United Parcel Service-cl B	Stock-Industrials	0.35%	—	+436.08%
49	DAL	Delta Air Lines INC	Stock-Industrials	0.34%	—	—
50	XLB	Ss Materials Select Sector	ETF-Other	0.32%	-4.97%	EXIT

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q3 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	AAPL	Apple INC	+1.5%	+48.43%	Add
2	IYR	Ishares US Real Estate ETF	+1.3%	+165.22%	Add
3	IWM	Ishares Russell 2000 ETF	+0.1%	-41.72%	Trim
4	MDY	State Street Spdr S&p Midcap	-0.2%	-52.39%	Trim
5	HD	Home Depot INC	-0.2%	-57.48%	Trim
6	IWO	Ishares Russell 2000 Growth	-0.3%	-66.77%	Trim
7	IJH	Ishares Core S&p Midcap ETF	-0.3%	-61.89%	Trim
8	EA	Electronic Arts INC	-0.4%	-88.53%	Trim
9	VB	Vanguard Small-cap ETF	-0.4%	-76.76%	Trim
10	IJR	Ishares Core S&p Small-cap E	-0.4%	-63.39%	Trim
11	XLU	St Sr Utl Sl Se Spdr Etf-usd	-0.4%	-48.52%	Trim
12	LOW	Lowe's Cos INC	-0.5%	-89.69%	Trim
13	GM	General Motors Co	-0.5%	-96.12%	Trim
14	IWN	Ishares Russell 2000 Value E	-0.7%	-93.68%	Trim
15	XBI	Ss Spdr S&p Biotech ETF	-0.8%	-93.28%	Trim
16	XLY	Ss Consumer Disc Select Sect	-1.7%	-83.42%	Trim
17	EFA	Ishares Msci Eafe ETF	—	NEW	New buy
18	AMZN	Amazon.com INC	—	EXIT	Sold out
19	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	EXIT	Sold out
20	NVDA	Nvidia CORP	—	NEW	New buy
21	META	Meta Platforms Inc-class A	—	EXIT	Sold out
22	XLI	Ss Industrial Select Sector	—	NEW	New buy
23	EWJ	Ishares Msci Japan ETF	—	NEW	New buy
24	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	—	EXIT	Sold out
25	QQQ	Invesco Qqq Trust Series 1	—	EXIT	Sold out
26	EWZ	Ishares Msci Brazil ETF	—	EXIT	Sold out
27	VEA	Vanguard Ftse Developed ETF	—	NEW	New buy
28	NFLX	Netflix INC	—	EXIT	Sold out
29	IEFA	Ishares Core Msci Eafe ETF	—	NEW	New buy
30	AMD	Advanced Micro Devices	—	EXIT	Sold out
31	TSLA	Tesla INC	—	EXIT	Sold out
32	XLF	Ss Financial Select Sector	—	NEW	New buy
33	TWTRUSD	Twitter INC	—	EXIT	Sold out
34	XLV	Ss Health Care Select Sector	—	EXIT	Sold out
35	IWF	Ishares Russell 1000 Growth	—	EXIT	Sold out
36	VNQ	Vanguard Real Estate ETF	—	NEW	New buy
37	VTI	Vanguard Total Stock Mkt ETF	—	EXIT	Sold out
38	DXJ	Wisdomtree Japan Hedged Eq	—	NEW	New buy
39	BIDU	Baidu INC - Spon Adr	—	EXIT	Sold out
40	V	Visa Inc-class A Shares	—	EXIT	Sold out
41	ABBV	Abbvie INC	—	EXIT	Sold out
42	VUG	Vanguard Growth ETF	—	EXIT	Sold out
43	ACWI	Ishares Msci Acwi ETF	—	NEW	New buy
44	VGK	Vanguard Ftse Europe ETF	—	NEW	New buy
45	GOOGL	Alphabet Inc-cl A	—	EXIT	Sold out
46	SMH	Vaneck Semiconductor ETF	—	NEW	New buy
47	NKE	Nike INC -cl B	—	EXIT	Sold out
48	IWB	Ishares Russell 1000 ETF	—	EXIT	Sold out
49	TIFEUR	Tiffany & Co	—	EXIT	Sold out
50	CSCO	Cisco Systems INC	—	NEW	New buy