Quantitative Investment Management, LLC — Q1 2019 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q1 2019
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 626 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	AMZN	Amazon.com INC	Stock-Consumer Disc	3.52%	—	—
2	RSX1USD	Vaneck Vectors Russia ETF	ETF-Other	1.55%	—	—
3	XLI	Ss Industrial Select Sector	ETF-Other	1.50%	+0.92%	-52.18%
4	TSLA	Tesla INC	Stock-Consumer Disc	1.47%	—	+28.53%
5	AMD	Advanced Micro Devices	Stock-Tech	1.35%	-0.86%	EXIT
6	XLV	Ss Health Care Select Sector	ETF-Other	1.34%	+1.17%	NEW
7	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	1.24%	—	—
8	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	1.18%	—	—
9	INTC	Intel CORP	Stock-Tech	1.17%	—	—
10	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	1.02%	—	+321.50%
11	PFE	Pfizer INC	Stock-Healthcare	0.98%	—	—
12	DG	Dollar General CORP	Stock-Consumer Staples	0.96%	—	+2156.45%
13	PSA	Public Storage	Stock-Real Estate	0.95%	—	+1838.46%
14	MSFT	Microsoft CORP	Stock-Tech	0.95%	+2.82%	NEW
15	VZ	Verizon Communications INC	Stock-Comm Services	0.76%	—	-44.42%
16	LMT	Lockheed Martin CORP	Stock-Industrials	0.75%	+0.72%	+37.34%
17	ELV	Elevance Health INC	Stock-Healthcare	0.73%	—	—
18	UNP	Union Pacific CORP	Stock-Industrials	0.73%	—	—
19	DRI	Darden Restaurants INC	Stock-Consumer Disc	0.70%	—	—
20	SBUX	Starbucks CORP	Stock-Consumer Disc	0.68%	—	-61.56%
21	DLTR	Dollar Tree INC	Stock-Consumer Staples	0.67%	—	+703.67%
22	CTLEUR	Centurylink INC	Stock-Other	0.67%	—	+129.86%
23	IJR	Ishares Core S&p Small-cap E	ETF-Small Cap	0.66%	—	-44.93%
24	LUV	Southwest Airlines Co	Stock-Industrials	0.66%	—	+1967.29%
25	AAP	Advance Auto Parts INC	Stock-Consumer Disc	0.65%	—	—
26	NOC	Northrop Grumman CORP	Stock-Industrials	0.65%	—	+26.67%
27	AVGO	Broadcom INC	Stock-Tech	0.63%	—	—
28	D	Dominion Energy INC	Stock-Utilities	0.62%	—	—
29	AMGN	Amgen INC	Stock-Healthcare	0.61%	—	—
30	✓		Stock-Other	0.60%	—	+520.92%
31	SPG	Simon Property Group INC	Stock-Real Estate	0.57%	—	—
32	LULU	Lululemon Athletica INC	Stock-Consumer Disc	0.57%	—	—
33	AABAUSD	Altaba INC	Stock-Other	0.54%	—	—
34	ORCL	Oracle CORP	Stock-Tech	0.52%	—	—
35	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.52%	+2.00%	NEW
36	HN9	Hanesbrands INC	Stock-Other	0.49%	—	+389.06%
37	ROST	Ross Stores INC	Stock-Consumer Disc	0.49%	—	—
38	WBA	Walgreens Boots Alliance INC	Stock-Other	0.49%	—	+1085.71%
39	ADI	Analog Devices INC	Stock-Tech	0.48%	—	—
40	SYY	Sysco CORP	Stock-Consumer Staples	0.47%	—	+97.42%
41	VTR	Ventas INC	Stock-Real Estate	0.47%	—	+163.04%
42	MSI	Motorola Solutions INC	Stock-Tech	0.47%	—	—
43	LIN	Linde plc	Stock-Materials	0.46%	—	—
44	TPR	Tapestry INC	Stock-Consumer Disc	0.46%	—	+210.23%
45	GOOG	Alphabet Inc-cl C	Stock-Comm Services	0.45%	—	—
46	TSCO	Tractor Supply Company	Stock-Consumer Disc	0.45%	—	—
47	CAH	Cardinal Health INC	Stock-Healthcare	0.45%	—	—
48	M	Macy's INC	Stock-Consumer Disc	0.44%	—	—
49	MCHP	Microchip Technology INC	Stock-Tech	0.44%	—	+82.70%
50	TEVA	Teva Pharmaceutical-sp Adr	Stock-Healthcare	0.44%	—	+404.68%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q1 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	DG	Dollar General CORP	+0.9%	+2156.45%	Add
2	PSA	Public Storage	+0.9%	+1838.46%	Add
3	EEM	Ishares Msci Emerging Market	+0.8%	+321.50%	Add
4	LUV	Southwest Airlines Co	+0.6%	+1967.29%	Add
5	AMD	Advanced Micro Devices	-0.4%	-51.17%	Trim
6	MU	Micron Technology INC	-0.6%	-89.67%	Trim
7	SBUX	Starbucks CORP	-0.7%	-61.56%	Trim
8	SLB	Slb LTD	-0.8%	-83.77%	Trim
9	MCD	Mcdonald's CORP	-0.9%	-97.21%	Trim
10	XLI	Ss Industrial Select Sector	-0.9%	-52.18%	Trim
11	IWM	Ishares Russell 2000 ETF	—	EXIT	Sold out
12	NVDA	Nvidia CORP	—	EXIT	Sold out
13	AAPL	Apple INC	—	EXIT	Sold out
14	XLE	Ss Energy Select Sector	—	EXIT	Sold out
15	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	—	EXIT	Sold out
16	AMZN	Amazon.com INC	—	NEW	New buy
17	GLD	Spdr Gold Shares	—	EXIT	Sold out
18	SPY	Ss Spdr S&p 500 ETF Trust-us	—	EXIT	Sold out
19	RSX1USD	Vaneck Vectors Russia ETF	—	NEW	New buy
20	EFA	Ishares Msci Eafe ETF	—	EXIT	Sold out
21	XLV	Ss Health Care Select Sector	—	NEW	New buy
22	XLY	Ss Consumer Disc Select Sect	—	EXIT	Sold out
23	FXI	Ishares China Large-cap ETF	—	NEW	New buy
24	UTXZ	United Tech CORP	—	EXIT	Sold out
25	GS	Goldman Sachs Group INC	—	EXIT	Sold out
26	BABA	Alibaba Group Holding-sp Adr	—	NEW	New buy
27	INTC	Intel CORP	—	NEW	New buy
28	IBM	Intl Business Machines CORP	—	EXIT	Sold out
29	PFE	Pfizer INC	—	NEW	New buy
30	KO	Coca-cola Co/the	—	EXIT	Sold out
31	MSFT	Microsoft CORP	—	NEW	New buy
32	EA	Electronic Arts INC	—	EXIT	Sold out
33	VEA	Vanguard Ftse Developed ETF	—	EXIT	Sold out
34	ATVIEUR	Activision Blizzard INC	—	EXIT	Sold out
35	EWZ	Ishares Msci Brazil ETF	—	EXIT	Sold out
36	ELV	Elevance Health INC	—	NEW	New buy
37	UNP	Union Pacific CORP	—	NEW	New buy
38	AEP	American Electric Power Company, Inc.	—	EXIT	Sold out
39	DRI	Darden Restaurants INC	—	NEW	New buy
40	OSVEUR	Vaneck Vectors Oil Services	—	EXIT	Sold out
41	MO	Altria Group INC	—	EXIT	Sold out
42	AAP	Advance Auto Parts INC	—	NEW	New buy
43	AMT	American Tower CORP	—	EXIT	Sold out
44	AVGO	Broadcom INC	—	NEW	New buy
45	D	Dominion Energy INC	—	NEW	New buy
46	WYNN	Wynn Resorts LTD	—	EXIT	Sold out
47	XBI	Ss Spdr S&p Biotech ETF	—	EXIT	Sold out
48	AMGN	Amgen INC	—	NEW	New buy
49	T	At&t INC	—	EXIT	Sold out
50	RTN1USD	Raytheon Company	—	EXIT	Sold out