Quantitative Investment Management, LLC — Q4 2018 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q4 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 536 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	5.68%	—	-32.09%
2	NVDA	Nvidia CORP	Stock-Tech	4.74%	-3.99%	EXIT
3	AAPL	Apple INC	Stock-Tech	4.67%	—	+109.26%
4	XLE	Ss Energy Select Sector	ETF-Other	4.53%	—	-46.77%
5	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	ETF-Other	3.26%	—	-6.92%
6	XLI	Ss Industrial Select Sector	ETF-Other	2.40%	+0.92%	-26.22%
7	GLD	Spdr Gold Shares	ETF-Commodities	1.97%	—	—
8	AMD	Advanced Micro Devices	Stock-Tech	1.79%	-0.86%	EXIT
9	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	1.52%	—	—
10	SBUX	Starbucks CORP	Stock-Consumer Disc	1.36%	—	—
11	EFA	Ishares Msci Eafe ETF	ETF-Other	1.27%	—	-86.38%
12	TSLA	Tesla INC	Stock-Consumer Disc	1.22%	—	—
13	XLY	Ss Consumer Disc Select Sect	ETF-Other	1.18%	+1.42%	NEW
14	VZ	Verizon Communications INC	Stock-Comm Services	1.16%	—	-9.41%
15	UTXZ	United Tech CORP	Stock-Other	1.06%	—	+302.08%
16	GS	Goldman Sachs Group INC	Stock-Financials	1.05%	—	—
17	SLB	Slb LTD	Stock-Energy	0.99%	—	+896.99%
18	IJR	Ishares Core S&p Small-cap E	ETF-Small Cap	0.97%	—	+11.92%
19	IBM	Intl Business Machines CORP	Stock-Tech	0.92%	—	—
20	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.89%	—	+18.17%
21	KO	Coca-cola Co/the	Stock-Consumer Staples	0.87%	—	+95.64%
22	EA	Electronic Arts INC	Stock-Comm Services	0.83%	—	+1081.40%
23	VEA	Vanguard Ftse Developed ETF	ETF-Other	0.80%	—	-69.85%
24	ATVIEUR	Activision Blizzard INC	Stock-Comm Services	0.79%	—	+736.20%
25	MU	Micron Technology INC	Stock-Tech	0.71%	+1.01%	NEW
26	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.71%	—	—
27	HAL	Halliburton Co	Stock-Energy	0.67%	—	—
28	AEP	American Electric Power Company, Inc.	Stock-Utilities	0.64%	—	+4361.68%
29	MPC	Marathon Petroleum CORP	Stock-Energy	0.63%	—	—
30	OSVEUR	Vaneck Vectors Oil Services	ETF-Other	0.62%	—	+55.07%
31	MO	Altria Group INC	Stock-Consumer Staples	0.60%	—	+92.26%
32	OXY	Occidental Petroleum CORP	Stock-Energy	0.57%	—	+274.23%
33	AMT	American Tower CORP	Stock-Real Estate	0.57%	—	+305.81%
34	WYNN	Wynn Resorts LTD	Stock-Consumer Disc	0.55%	—	+125.16%
35	XBI	Ss Spdr S&p Biotech ETF	ETF-Tech	0.55%	+1.48%	NEW
36	T	At&t INC	Stock-Comm Services	0.54%	—	+142.61%
37	RTN1USD	Raytheon Company	Stock-Other	0.54%	—	—
38	TJX	Tjx Companies INC	Stock-Consumer Disc	0.51%	—	—
39	BMY	Bristol-myers Squibb Co	Stock-Healthcare	0.49%	—	—
40	XRT	Ss Spdr S&p Retail ETF	ETF-Other	0.48%	—	-53.67%
41	EZU	Ishares Msci Eurozone ETF	ETF-Other	0.47%	—	-0.87%
42	PCG	P G & E CORP	Stock-Utilities	0.47%	—	+2035.00%
43	APC3EUR	Anadarko Petroleum CORP	Stock-Other	0.46%	—	+1982.47%
44	WDC	Western Digital CORP	Stock-Tech	0.44%	—	+313.55%
45	CRM	Salesforce INC	Stock-Tech	0.44%	—	—
46	DVN	Devon Energy CORP	Stock-Energy	0.44%	—	+855.05%
47	LMT	Lockheed Martin CORP	Stock-Industrials	0.43%	+0.72%	—
48	DD	DuPont de Nemours, Inc.	Stock-Other	0.43%	—	+173.10%
49	IEFA	Ishares Core Msci Eafe ETF	ETF-Other	0.42%	—	-79.60%
50	NOC	Northrop Grumman CORP	Stock-Industrials	0.42%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q4 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	AAPL	Apple INC	+2.5%	+109.26%	Add
2	SLB	Slb LTD	+0.9%	+896.99%	Add
3	UTXZ	United Tech CORP	+0.8%	+302.08%	Add
4	EA	Electronic Arts INC	+0.8%	+1081.40%	Add
5	ATVIEUR	Activision Blizzard INC	+0.7%	+736.20%	Add
6	AEP	American Electric Power Company, Inc.	+0.6%	+4361.68%	Add
7	XLI	Ss Industrial Select Sector	-0.3%	-26.22%	Trim
8	VGK	Vanguard Ftse Europe ETF	-0.3%	-56.57%	Trim
9	XRT	Ss Spdr S&p Retail ETF	-0.4%	-53.67%	Trim
10	VEU	Vanguard Ftse All-world Ex-u	-0.4%	-97.70%	Trim
11	HD	Home Depot INC	-0.6%	-84.18%	Trim
12	WMT	Walmart INC	-0.6%	-78.57%	Trim
13	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	-0.6%	-6.92%	Trim
14	IEFA	Ishares Core Msci Eafe ETF	-1.2%	-79.60%	Trim
15	VEA	Vanguard Ftse Developed ETF	-1.3%	-69.85%	Trim
16	IWM	Ishares Russell 2000 ETF	-1.5%	-32.09%	Trim
17	XLE	Ss Energy Select Sector	-3.1%	-46.77%	Trim
18	EFA	Ishares Msci Eafe ETF	-6.1%	-86.38%	Trim
19	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
20	EWJ	Ishares Msci Japan ETF	—	EXIT	Sold out
21	IYR	Ishares US Real Estate ETF	—	EXIT	Sold out
22	GLD	Spdr Gold Shares	—	NEW	New buy
23	XLF	Ss Financial Select Sector	—	EXIT	Sold out
24	AMD	Advanced Micro Devices	—	NEW	New buy
25	SPY	Ss Spdr S&p 500 ETF Trust-us	—	NEW	New buy
26	VNQ	Vanguard Real Estate ETF	—	EXIT	Sold out
27	SBUX	Starbucks CORP	—	NEW	New buy
28	XOM	Exxon Mobil CORP	—	EXIT	Sold out
29	DXJ	Wisdomtree Japan Hedged Eq	—	EXIT	Sold out
30	TSLA	Tesla INC	—	NEW	New buy
31	MDY	State Street Spdr S&p Midcap	—	EXIT	Sold out
32	RSX1USD	Vaneck Vectors Russia ETF	—	EXIT	Sold out
33	GS	Goldman Sachs Group INC	—	NEW	New buy
34	CVX	Chevron CORP	—	EXIT	Sold out
35	ACWI	Ishares Msci Acwi ETF	—	EXIT	Sold out
36	SMH	Vaneck Semiconductor ETF	—	EXIT	Sold out
37	CSCO	Cisco Systems INC	—	EXIT	Sold out
38	IBM	Intl Business Machines CORP	—	NEW	New buy
39	IJH	Ishares Core S&p Midcap ETF	—	EXIT	Sold out
40	UNP	Union Pacific CORP	—	EXIT	Sold out
41	BA	Boeing Co/the	—	EXIT	Sold out
42	DIS	Walt Disney Co/the	—	EXIT	Sold out
43	ORCL	Oracle CORP	—	EXIT	Sold out
44	MU	Micron Technology INC	—	NEW	New buy
45	XXI	Twenty One Capital, Inc.	—	EXIT	Sold out
46	VALE	Vale Sa-sp Adr	—	EXIT	Sold out
47	EWZ	Ishares Msci Brazil ETF	—	NEW	New buy
48	HAL	Halliburton Co	—	NEW	New buy
49	MPC	Marathon Petroleum CORP	—	NEW	New buy
50	RTN1USD	Raytheon Company	—	NEW	New buy