Quantitative Investment Management, LLC — Q4 2019 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q4 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 608 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	EWZ	Ishares Msci Brazil ETF	ETF-Other	2.34%	—	+644.98%
2	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	2.20%	—	+5190.53%
3	DIS	Walt Disney Co/the	Stock-Comm Services	2.01%	—	+246.69%
4	AMD	Advanced Micro Devices	Stock-Tech	1.98%	-0.86%	EXIT
5	MU	Micron Technology INC	Stock-Tech	1.80%	+1.01%	NEW
6	VZ	Verizon Communications INC	Stock-Comm Services	1.72%	—	-12.74%
7	CRM	Salesforce INC	Stock-Tech	1.68%	—	+423.21%
8	MRK	Merck & Co. INC.	Stock-Healthcare	1.48%	—	+215.24%
9	META	Meta Platforms Inc-class A	Stock-Comm Services	1.44%	—	—
10	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	1.39%	—	+305.45%
11	LULU	Lululemon Athletica INC	Stock-Consumer Disc	1.32%	—	+370.33%
12	IYR	Ishares US Real Estate ETF	ETF-Other	1.24%	—	+561.88%
13	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	1.22%	—	—
14	VRTX	Vertex Pharmaceuticals INC	Stock-Healthcare	1.21%	—	+605.60%
15	JNJ	Johnson & Johnson	Stock-Healthcare	1.06%	—	+508.33%
16	EA	Electronic Arts INC	Stock-Comm Services	1.03%	—	+510.00%
17	NEM	Newmont CORP	Stock-Materials	0.97%	—	—
18	GDX	Vaneck Gold Miners ETF	ETF-Commodities	0.93%	—	—
19	AMZN	Amazon.com INC	Stock-Consumer Disc	0.91%	—	—
20	VNQ	Vanguard Real Estate ETF	ETF-Other	0.89%	—	+1161.60%
21	IEMG	Ishares Core Msci Emerging	ETF-Emerging Markets	0.88%	—	+8140.24%
22	ADBE	Adobe INC	Stock-Tech	0.82%	—	+27.40%
23	V	Visa Inc-class A Shares	Stock-Financials	0.81%	—	—
24	AVGO	Broadcom INC	Stock-Tech	0.75%	—	+779.04%
25	KMI	Kinder Morgan INC	Stock-Energy	0.75%	—	—
26	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	0.74%	—	—
27	PSX	Phillips 66	Stock-Energy	0.73%	—	—
28	DHR	Danaher CORP	Stock-Healthcare	0.72%	—	+351.73%
29	ATVIEUR	Activision Blizzard INC	Stock-Comm Services	0.70%	—	+10.21%
30	NFLX	Netflix INC	Stock-Comm Services	0.69%	-1.53%	EXIT
31	MA	Mastercard INC - A	Stock-Financials	0.69%	—	—
32	VLO	Valero Energy CORP	Stock-Energy	0.69%	—	+129.20%
33	GLD	Spdr Gold Shares	ETF-Commodities	0.67%	—	—
34	VWO	Vanguard Ftse Emerging Marke	ETF-Emerging Markets	0.66%	—	—
35	SPLKCHF	Splunk INC	Stock-Other	0.66%	—	—
36	XLY	Ss Consumer Disc Select Sect	ETF-Other	0.62%	+1.42%	NEW
37	BKNG	Booking Holdings INC	Stock-Consumer Disc	0.62%	+0.72%	-0.33%
38	CTXSEUR	Citrix Systems INC	Stock-Other	0.62%	—	—
39	HO1	Hologic INC	Stock-Other	0.61%	—	+474.30%
40	INCY	Incyte CORP	Stock-Healthcare	0.60%	—	—
41	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	0.60%	—	—
42	MNST	Monster Beverage CORP	Stock-Consumer Staples	0.59%	—	—
43	PANW	Palo Alto Networks INC	Stock-Tech	0.59%	—	—
44	GILD	Gilead Sciences INC	Stock-Healthcare	0.58%	+0.77%	NEW
45	DXCM	Dexcom INC	Stock-Healthcare	0.56%	—	+293.38%
46	KO	Coca-cola Co/the	Stock-Consumer Staples	0.55%	—	—
47	CHTR	Charter Communications Inc-a	Stock-Comm Services	0.51%	—	-39.90%
48	TXN	Texas Instruments INC	Stock-Tech	0.50%	-1.02%	EXIT
49	ISRG	Intuitive Surgical INC	Stock-Healthcare	0.48%	—	+103.80%
50	HON	Honeywell International INC	Stock-Industrials	0.47%	—	+58.17%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q4 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	EEM	Ishares Msci Emerging Market	+2.1%	+5190.53%	Add
2	EWZ	Ishares Msci Brazil ETF	+1.9%	+644.98%	Add
3	AMD	Advanced Micro Devices	+1.5%	+388.05%	Add
4	CRM	Salesforce INC	+1.2%	+423.21%	Add
5	DIS	Walt Disney Co/the	+1.1%	+246.69%	Add
6	VRTX	Vertex Pharmaceuticals INC	+1%	+605.60%	Add
7	BABA	Alibaba Group Holding-sp Adr	+0.9%	+305.45%	Add
8	LULU	Lululemon Athletica INC	+0.9%	+370.33%	Add
9	IYR	Ishares US Real Estate ETF	+0.9%	+561.88%	Add
10	IEMG	Ishares Core Msci Emerging	+0.9%	+8140.24%	Add
11	JNJ	Johnson & Johnson	+0.8%	+508.33%	Add
12	MU	Micron Technology INC	+0.8%	+147.46%	Add
13	EA	Electronic Arts INC	+0.8%	+510.00%	Add
14	VNQ	Vanguard Real Estate ETF	+0.8%	+1161.60%	Add
15	MRK	Merck & Co. INC.	+0.7%	+215.24%	Add
16	AVGO	Broadcom INC	+0.6%	+779.04%	Add
17	DHR	Danaher CORP	+0.5%	+351.73%	Add
18	HO1	Hologic INC	+0.4%	+474.30%	Add
19	DXCM	Dexcom INC	+0.4%	+293.38%	Add
20	LOW	Lowe's Cos INC	-1.3%	-75.72%	Trim
21	META	Meta Platforms Inc-class A	—	NEW	New buy
22	AMGN	Amgen INC	—	EXIT	Sold out
23	JPM	Jpmorgan Chase & Co	—	EXIT	Sold out
24	FXI	Ishares China Large-cap ETF	—	NEW	New buy
25	SPY	Ss Spdr S&p 500 ETF Trust-us	—	EXIT	Sold out
26	NEM	Newmont CORP	—	NEW	New buy
27	GDX	Vaneck Gold Miners ETF	—	NEW	New buy
28	AMZN	Amazon.com INC	—	NEW	New buy
29	V	Visa Inc-class A Shares	—	NEW	New buy
30	CELG	Celgene CORP	—	EXIT	Sold out
31	KMI	Kinder Morgan INC	—	NEW	New buy
32	MDLZ	Mondelez International Inc-a	—	NEW	New buy
33	PSX	Phillips 66	—	NEW	New buy
34	NFLX	Netflix INC	—	NEW	New buy
35	MA	Mastercard INC - A	—	NEW	New buy
36	BIIB	Biogen INC	—	EXIT	Sold out
37	GLD	Spdr Gold Shares	—	NEW	New buy
38	VWO	Vanguard Ftse Emerging Marke	—	NEW	New buy
39	SPLKCHF	Splunk INC	—	NEW	New buy
40	XLY	Ss Consumer Disc Select Sect	—	NEW	New buy
41	CTXSEUR	Citrix Systems INC	—	NEW	New buy
42	INCY	Incyte CORP	—	NEW	New buy
43	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	New buy
44	MNST	Monster Beverage CORP	—	NEW	New buy
45	PANW	Palo Alto Networks INC	—	NEW	New buy
46	KO	Coca-cola Co/the	—	NEW	New buy
47	DUK	Duke Energy CORP	—	EXIT	Sold out
48	TXN	Texas Instruments INC	—	NEW	New buy
49	BBY	Best Buy Co INC	—	NEW	New buy
50	AAPL	Apple INC	—	EXIT	Sold out