Quantitative Investment Management, LLC — Q3 2019 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q3 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 571 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	VZ	Verizon Communications INC	Stock-Comm Services	3.43%	—	+139.66%
2	AMGN	Amgen INC	Stock-Healthcare	2.30%	—	—
3	JPM	Jpmorgan Chase & Co	Stock-Financials	2.29%	—	+27.95%
4	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	1.94%	—	—
5	LOW	Lowe's Cos INC	Stock-Consumer Disc	1.49%	—	+1654.47%
6	CELG	Celgene CORP	Stock-Other	1.39%	—	—
7	CHTR	Charter Communications Inc-a	Stock-Comm Services	1.28%	—	—
8	BIIB	Biogen INC	Stock-Healthcare	1.20%	—	—
9	SBUX	Starbucks CORP	Stock-Consumer Disc	1.20%	—	+10.10%
10	EWJ	Ishares Msci Japan ETF	ETF-Other	1.06%	—	+401.05%
11	BKNG	Booking Holdings INC	Stock-Consumer Disc	1.05%	+0.72%	+9.17%
12	MU	Micron Technology INC	Stock-Tech	1.03%	+1.01%	NEW
13	ATVIEUR	Activision Blizzard INC	Stock-Comm Services	1.00%	—	+201.65%
14	ADBE	Adobe INC	Stock-Tech	0.96%	—	-17.98%
15	DIS	Walt Disney Co/the	Stock-Comm Services	0.92%	—	—
16	DUK	Duke Energy CORP	Stock-Utilities	0.92%	—	+48.26%
17	AAPL	Apple INC	Stock-Tech	0.82%	—	—
18	MRK	Merck & Co. INC.	Stock-Healthcare	0.77%	—	—
19	WFC	Wells Fargo & Co	Stock-Financials	0.76%	-0.92%	EXIT
20	STX	Seagate Technology Holdings plc	Stock-Tech	0.75%	—	+1011.78%
21	DAL	Delta Air Lines INC	Stock-Industrials	0.72%	—	-37.36%
22	MO	Altria Group INC	Stock-Consumer Staples	0.69%	—	+10.09%
23	HD	Home Depot INC	Stock-Consumer Disc	0.64%	—	+16.31%
24	UTXZ	United Tech CORP	Stock-Other	0.63%	—	-46.96%
25	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.60%	—	-49.26%
26	ELV	Elevance Health INC	Stock-Healthcare	0.59%	—	—
27	UNH	Unitedhealth Group INC	Stock-Healthcare	0.59%	-1.50%	EXIT
28	RTN1USD	Raytheon Company	Stock-Other	0.57%	—	—
29	PSA	Public Storage	Stock-Real Estate	0.56%	—	+62.41%
30	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.55%	—	—
31	LUV	Southwest Airlines Co	Stock-Industrials	0.55%	—	+27.65%
32	ORLY	O'reilly Automotive INC	Stock-Consumer Disc	0.55%	—	—
33	GSK	GSK plc ADRhedged	Stock-Healthcare	0.54%	—	+122.92%
34	OXY	Occidental Petroleum CORP	Stock-Energy	0.54%	—	-33.71%
35	EFA	Ishares Msci Eafe ETF	ETF-Other	0.53%	—	-28.35%
36	ALK	Alaska Air Group INC	Stock-Industrials	0.52%	—	+210.74%
37	ILMN	Illumina INC	Stock-Healthcare	0.52%	—	-57.76%
38	CRM	Salesforce INC	Stock-Tech	0.52%	—	—
39	BSX	Boston Scientific CORP	Stock-Healthcare	0.51%	—	+15.02%
40	PEG	Public Service Enterprise Gp	Stock-Utilities	0.51%	—	+44.22%
41	HON	Honeywell International INC	Stock-Industrials	0.50%	—	—
42	DLR	Digital Realty Trust INC	Stock-Real Estate	0.50%	—	-57.15%
43	ROST	Ross Stores INC	Stock-Consumer Disc	0.50%	—	-68.16%
44	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.49%	—	-64.48%
45	NKE	Nike INC -cl B	Stock-Consumer Disc	0.48%	—	+60.96%
46	VLO	Valero Energy CORP	Stock-Energy	0.48%	—	—
47	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	0.48%	—	—
48	AVB	Avalonbay Communities INC	Stock-Real Estate	0.47%	—	+269.94%
49	ACAD	Acadia Pharmaceuticals INC	Stock-Healthcare	0.47%	—	+546.80%
50	CNP	Centerpoint Energy INC	Stock-Utilities	0.46%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q3 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	VZ	Verizon Communications INC	+2.5%	+139.66%	Add
2	LOW	Lowe's Cos INC	+1.4%	+1654.47%	Add
3	JPM	Jpmorgan Chase & Co	+1.1%	+27.95%	Add
4	EWJ	Ishares Msci Japan ETF	+0.9%	+401.05%	Add
5	ATVIEUR	Activision Blizzard INC	+0.8%	+201.65%	Add
6	STX	Seagate Technology Holdings plc	+0.7%	+1011.78%	Add
7	TJX	Tjx Companies INC	-0.4%	-70.58%	Trim
8	STZ	Constellation Brands Inc-a	-0.4%	-76.59%	Trim
9	WBA	Walgreens Boots Alliance INC	-0.5%	-64.74%	Trim
10	CF	Cf Industries Holdings INC	-0.5%	-80.72%	Trim
11	ROST	Ross Stores INC	-0.5%	-68.16%	Trim
12	ILMN	Illumina INC	-0.6%	-57.76%	Trim
13	EWZ	Ishares Msci Brazil ETF	-0.6%	-64.48%	Trim
14	GILD	Gilead Sciences INC	-1%	-78.16%	Trim
15	JNJ	Johnson & Johnson	-1.6%	-88.75%	Trim
16	AMZN	Amazon.com INC	—	EXIT	Sold out
17	META	Meta Platforms Inc-class A	—	EXIT	Sold out
18	NFLX	Netflix INC	—	EXIT	Sold out
19	AMGN	Amgen INC	—	NEW	New buy
20	GLD	Spdr Gold Shares	—	EXIT	Sold out
21	XLV	Ss Health Care Select Sector	—	EXIT	Sold out
22	SPY	Ss Spdr S&p 500 ETF Trust-us	—	NEW	New buy
23	GDX	Vaneck Gold Miners ETF	—	EXIT	Sold out
24	CELG	Celgene CORP	—	NEW	New buy
25	ORCL	Oracle CORP	—	EXIT	Sold out
26	CHTR	Charter Communications Inc-a	—	NEW	New buy
27	BIIB	Biogen INC	—	NEW	New buy
28	DG	Dollar General CORP	—	EXIT	Sold out
29	BA	Boeing Co/the	—	EXIT	Sold out
30	SHW	Sherwin-williams Co/the	—	EXIT	Sold out
31	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
32	MU	Micron Technology INC	—	NEW	New buy
33	PFE	Pfizer INC	—	EXIT	Sold out
34	DIS	Walt Disney Co/the	—	NEW	New buy
35	UAA	Under Armour Inc-class A	—	EXIT	Sold out
36	PM	Philip Morris International	—	EXIT	Sold out
37	COST	Costco Wholesale CORP	—	EXIT	Sold out
38	AAPL	Apple INC	—	NEW	New buy
39	EXC	Exelon CORP	—	EXIT	Sold out
40	CMI	Cummins INC	—	EXIT	Sold out
41	MRK	Merck & Co. INC.	—	NEW	New buy
42	CSX	Csx CORP	—	EXIT	Sold out
43	ULTA	Ulta Beauty INC	—	EXIT	Sold out
44	WMT	Walmart INC	—	EXIT	Sold out
45	EW	Edwards Lifesciences CORP	—	EXIT	Sold out
46	ELV	Elevance Health INC	—	NEW	New buy
47	UNH	Unitedhealth Group INC	—	NEW	New buy
48	BBBYEUR	20230930-dk-butterfly-1 INC	—	EXIT	Sold out
49	DECK	Deckers Outdoor CORP	—	EXIT	Sold out
50	RTN1USD	Raytheon Company	—	NEW	New buy