Quantitative Investment Management, LLC — Q2 2019 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q2 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 598 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	AMZN	Amazon.com INC	Stock-Consumer Disc	4.63%	—	+84.42%
2	META	Meta Platforms Inc-class A	Stock-Comm Services	2.42%	—	—
3	JNJ	Johnson & Johnson	Stock-Healthcare	1.90%	—	—
4	NFLX	Netflix INC	Stock-Comm Services	1.68%	-1.53%	EXIT
5	GLD	Spdr Gold Shares	ETF-Commodities	1.60%	—	—
6	XLV	Ss Health Care Select Sector	ETF-Other	1.53%	+1.17%	NEW
7	GILD	Gilead Sciences INC	Stock-Healthcare	1.43%	+0.77%	NEW
8	JPM	Jpmorgan Chase & Co	Stock-Financials	1.24%	—	—
9	GDX	Vaneck Gold Miners ETF	ETF-Commodities	1.18%	—	—
10	ILMN	Illumina INC	Stock-Healthcare	1.08%	—	+269.81%
11	EWZ	Ishares Msci Brazil ETF	ETF-Other	1.05%	—	—
12	ROST	Ross Stores INC	Stock-Consumer Disc	1.03%	—	+193.94%
13	VZ	Verizon Communications INC	Stock-Comm Services	0.98%	—	+100.05%
14	ORCL	Oracle CORP	Stock-Tech	0.93%	—	+151.57%
15	ADBE	Adobe INC	Stock-Tech	0.91%	—	+560.02%
16	WBA	Walgreens Boots Alliance INC	Stock-Other	0.88%	—	+213.38%
17	DAL	Delta Air Lines INC	Stock-Industrials	0.82%	—	—
18	UTXZ	United Tech CORP	Stock-Other	0.82%	—	—
19	DG	Dollar General CORP	Stock-Consumer Staples	0.82%	—	+11.39%
20	BA	Boeing Co/the	Stock-Industrials	0.81%	—	—
21	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.80%	—	—
22	SHW	Sherwin-williams Co/the	Stock-Materials	0.78%	—	+151.65%
23	DLR	Digital Realty Trust INC	Stock-Real Estate	0.77%	—	+451.38%
24	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	0.76%	—	—
25	SBUX	Starbucks CORP	Stock-Consumer Disc	0.75%	—	+46.42%
26	PFE	Pfizer INC	Stock-Healthcare	0.73%	—	+8.63%
27	BKNG	Booking Holdings INC	Stock-Consumer Disc	0.67%	+0.72%	—
28	TJX	Tjx Companies INC	Stock-Consumer Disc	0.67%	—	—
29	OXY	Occidental Petroleum CORP	Stock-Energy	0.66%	—	+807.80%
30	UAA	Under Armour Inc-class A	Stock-Consumer Disc	0.65%	—	—
31	STZ	Constellation Brands Inc-a	Stock-Consumer Staples	0.64%	—	+506.12%
32	CF	Cf Industries Holdings INC	Stock-Materials	0.64%	—	—
33	PM	Philip Morris International	Stock-Consumer Staples	0.63%	—	—
34	COST	Costco Wholesale CORP	Stock-Consumer Staples	0.59%	—	—
35	EXC	Exelon CORP	Stock-Utilities	0.57%	—	+479.86%
36	CMI	Cummins INC	Stock-Industrials	0.56%	—	+377.89%
37	CSX	Csx CORP	Stock-Industrials	0.54%	—	+467.04%
38	EFA	Ishares Msci Eafe ETF	ETF-Other	0.54%	—	—
39	MO	Altria Group INC	Stock-Consumer Staples	0.53%	—	—
40	WFC	Wells Fargo & Co	Stock-Financials	0.53%	-0.92%	EXIT
41	LULU	Lululemon Athletica INC	Stock-Consumer Disc	0.51%	—	+20.75%
42	D	Dominion Energy INC	Stock-Utilities	0.50%	—	+18.15%
43	ULTA	Ulta Beauty INC	Stock-Consumer Disc	0.49%	—	—
44	WMT	Walmart INC	Stock-Consumer Staples	0.47%	-1.11%	EXIT
45	EW	Edwards Lifesciences CORP	Stock-Healthcare	0.46%	—	+402.24%
46	EXPE	Expedia Group INC	Stock-Consumer Disc	0.46%	—	+60.66%
47	RSX1USD	Vaneck Vectors Russia ETF	ETF-Other	0.44%	—	-62.89%
48	DXCM	Dexcom INC	Stock-Healthcare	0.44%	—	—
49	CVX	Chevron CORP	Stock-Energy	0.43%	—	—
50	YUM	Yum! Brands INC	Stock-Consumer Disc	0.43%	—	+46.63%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q2 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	NFLX	Netflix INC	+1.5%	+1041.73%	Add
2	AMZN	Amazon.com INC	+1.1%	+84.42%	Add
3	ADBE	Adobe INC	+0.7%	+560.02%	Add
4	ILMN	Illumina INC	+0.7%	+269.81%	Add
5	DLR	Digital Realty Trust INC	+0.6%	+451.38%	Add
6	ROST	Ross Stores INC	+0.5%	+193.94%	Add
7	OXY	Occidental Petroleum CORP	+0.5%	+807.80%	Add
8	STZ	Constellation Brands Inc-a	+0.5%	+506.12%	Add
9	EXC	Exelon CORP	+0.4%	+479.86%	Add
10	ORCL	Oracle CORP	+0.4%	+151.57%	Add
11	CMI	Cummins INC	+0.4%	+377.89%	Add
12	CSX	Csx CORP	+0.4%	+467.04%	Add
13	WBA	Walgreens Boots Alliance INC	+0.4%	+213.38%	Add
14	SHW	Sherwin-williams Co/the	+0.3%	+151.65%	Add
15	VZ	Verizon Communications INC	+0.2%	+100.05%	Add
16	XLV	Ss Health Care Select Sector	+0.2%	+67.97%	Add
17	AMD	Advanced Micro Devices	-1%	-63.11%	Trim
18	RSX1USD	Vaneck Vectors Russia ETF	-1.1%	-62.89%	Trim
19	TSLA	Tesla INC	-1.3%	-76.66%	Trim
20	META	Meta Platforms Inc-class A	—	NEW	New buy
21	JNJ	Johnson & Johnson	—	NEW	New buy
22	GLD	Spdr Gold Shares	—	NEW	New buy
23	GILD	Gilead Sciences INC	—	NEW	New buy
24	JPM	Jpmorgan Chase & Co	—	NEW	New buy
25	GDX	Vaneck Gold Miners ETF	—	NEW	New buy
26	EWZ	Ishares Msci Brazil ETF	—	NEW	New buy
27	XLI	Ss Industrial Select Sector	—	EXIT	Sold out
28	FXI	Ishares China Large-cap ETF	—	EXIT	Sold out
29	DAL	Delta Air Lines INC	—	NEW	New buy
30	UTXZ	United Tech CORP	—	NEW	New buy
31	BA	Boeing Co/the	—	NEW	New buy
32	CMCSA	Comcast Corp-class A	—	NEW	New buy
33	BABA	Alibaba Group Holding-sp Adr	—	EXIT	Sold out
34	INTC	Intel CORP	—	EXIT	Sold out
35	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	New buy
36	EEM	Ishares Msci Emerging Market	—	EXIT	Sold out
37	BKNG	Booking Holdings INC	—	NEW	New buy
38	TJX	Tjx Companies INC	—	NEW	New buy
39	UAA	Under Armour Inc-class A	—	NEW	New buy
40	CF	Cf Industries Holdings INC	—	NEW	New buy
41	MSFT	Microsoft CORP	—	EXIT	Sold out
42	PM	Philip Morris International	—	NEW	New buy
43	COST	Costco Wholesale CORP	—	NEW	New buy
44	EFA	Ishares Msci Eafe ETF	—	NEW	New buy
45	MO	Altria Group INC	—	NEW	New buy
46	WFC	Wells Fargo & Co	—	NEW	New buy
47	LMT	Lockheed Martin CORP	—	EXIT	Sold out
48	ELV	Elevance Health INC	—	EXIT	Sold out
49	ULTA	Ulta Beauty INC	—	NEW	New buy
50	WMT	Walmart INC	—	NEW	New buy