Quantitative Investment Management, LLC — Q2 2018 13F 持股

Name: Quantitative Investment Management, LLC — 13F Holdings, Q2 2018
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001445911

申报总市值

US$9.6亿

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本季完整持股清单

仅显示前 200 大持股（共 702 只）

#	代码	标的名称	资产子类别	占比	占比变动	持仓量变化
1	IWM	Ishares Russell 2000 ETF	ETF-中小型股	7.03%	—	—
2	XLE	Ss Energy Select Sector	ETF-其他	4.59%	—	+18881.17%
3	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-其他	3.74%	—	—
4	XLY	Ss Consumer Disc Select Sect	ETF-其他	2.39%	+1.42%	NEW
5	AMZN	Amazon.com INC	股票-周期性消费	2.31%	—	-25.03%
6	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-非投资级债	2.14%	—	—
7	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	ETF-其他	2.05%	—	+14307.50%
8	META	Meta Platforms Inc-class A	股票-通信服务	1.72%	—	—
9	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	ETF-科技型	1.42%	—	—
10	QQQ	Invesco Qqq Trust Series 1	ETF-科技型	1.41%	—	—
11	EWZ	Ishares Msci Brazil ETF	ETF-其他	1.32%	—	+1.97%
12	IJR	Ishares Core S&p Small-cap E	ETF-中小型股	1.14%	—	+431.32%
13	NFLX	Netflix INC	股票-通信服务	1.05%	-1.53%	EXIT
14	MDY	State Street Spdr S&p Midcap	ETF-其他	0.98%	—	+45.34%
15	HD	Home Depot INC	股票-周期性消费	0.92%	—	-34.24%
16	XBI	Ss Spdr S&p Biotech ETF	ETF-科技型	0.88%	+1.48%	NEW
17	IJH	Ishares Core S&p Midcap ETF	ETF-其他	0.88%	—	+54.91%
18	WMT	Walmart INC	股票-非周期性消费	0.87%	-1.11%	EXIT
19	AMD	Advanced Micro Devices	股票-科技	0.86%	-0.86%	EXIT
20	TSLA	Tesla INC	股票-周期性消费	0.85%	—	—
21	IWN	Ishares Russell 2000 Value E	ETF-中小型股	0.81%	—	—
22	VZ	Verizon Communications INC	股票-通信服务	0.77%	—	+12.27%
23	TWTRUSD	Twitter INC	股票-其他	0.74%	—	—
24	AAPL	Apple INC	股票-科技	0.71%	—	—
25	XLV	Ss Health Care Select Sector	ETF-其他	0.68%	+1.17%	NEW
26	CVX	Chevron CORP	股票-能源	0.67%	—	+87.82%
27	IWO	Ishares Russell 2000 Growth	ETF-中小型股	0.66%	—	+67.48%
28	VB	Vanguard Small-cap ETF	ETF-其他	0.66%	—	+185.06%
29	XOM	Exxon Mobil CORP	股票-能源	0.63%	—	-43.94%
30	IWF	Ishares Russell 1000 Growth	ETF-其他	0.59%	—	—
31	LOW	Lowe's Cos INC	股票-周期性消费	0.58%	—	-27.53%
32	GM	General Motors Co	股票-周期性消费	0.57%	—	-9.17%
33	VTI	Vanguard Total Stock Mkt ETF	ETF-其他	0.54%	—	+194.13%
34	BIDU	Baidu INC - Spon Adr	股票-通信服务	0.46%	—	+328.97%
35	V	Visa Inc-class A Shares	股票-金融	0.45%	—	+63.83%
36	AMGN	Amgen INC	股票-医疗保健	0.44%	—	+16.18%
37	EA	Electronic Arts INC	股票-通信服务	0.44%	—	+95.06%
38	ABBV	Abbvie INC	股票-医疗保健	0.44%	—	—
39	VUG	Vanguard Growth ETF	ETF-其他	0.43%	—	—
40	OXY	Occidental Petroleum CORP	股票-能源	0.43%	—	-25.14%
41	✓		股票-其他	0.42%	—	+53.42%
42	ELV	Elevance Health INC	股票-医疗保健	0.42%	—	-23.12%
43	MMM	3m Co	股票-工业	0.41%	—	—
44	GOOGL	Alphabet Inc-cl A	股票-通信服务	0.41%	+2.00%	NEW
45	NKE	Nike INC -cl B	股票-周期性消费	0.40%	—	-41.40%
46	IWB	Ishares Russell 1000 ETF	ETF-其他	0.40%	—	—
47	TIFEUR	Tiffany & Co	股票-其他	0.40%	—	+124.38%
48	UNH	Unitedhealth Group INC	股票-医疗保健	0.39%	-1.50%	EXIT
49	XRT	Ss Spdr S&p Retail ETF	ETF-其他	0.38%	—	+0.77%
50	IYR	Ishares US Real Estate ETF	ETF-其他	0.37%	—	—

1–50 of 200

本季持股变动

Quantitative Investment Management, LLC 于截至 Q2 2018 该季申报之持仓异动，含代码、发行人、权重变化、股数变化与操作类型
#	代码	标的名称	占比变动	持仓量变化	异动类型
1	XLE	Ss Energy Select Sector	+4.6%	+18881.17%	加仓
2	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	+2%	+14307.50%	加仓
3	IJR	Ishares Core S&p Small-cap E	+1%	+431.32%	加仓
4	EWZ	Ishares Msci Brazil ETF	-0.2%	+1.97%	加仓
5	WMT	Walmart INC	-0.3%	-33.63%	减仓
6	TGT	Target CORP	-0.5%	-94.56%	减仓
7	CTSH	Cognizant Tech Solutions-a	-0.5%	-95.82%	减仓
8	ILF	Ishares Latin America 40 ETF	-0.5%	-95.07%	减仓
9	CRM	Salesforce INC	-0.5%	-97.77%	减仓
10	AZO	Autozone INC	-0.5%	-95.93%	减仓
11	WDC	Western Digital CORP	-0.5%	-93.57%	减仓
12	AEP	American Electric Power Company, Inc.	-0.6%	-74.31%	减仓
13	WFC	Wells Fargo & Co	-0.8%	-93.32%	减仓
14	NFLX	Netflix INC	-1.9%	-77.13%	减仓
15	MU	Micron Technology INC	-2.4%	-95.24%	减仓
16	IWM	Ishares Russell 2000 ETF	—	NEW	新建仓
17	XLI	Ss Industrial Select Sector	—	EXIT	清仓
18	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	新建仓
19	DIA	Ss Spdr Dow Jones Indus Avg	—	EXIT	清仓
20	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	NEW	新建仓
21	EFA	Ishares Msci Eafe ETF	—	EXIT	清仓
22	GLD	Spdr Gold Shares	—	EXIT	清仓
23	META	Meta Platforms Inc-class A	—	NEW	新建仓
24	VEA	Vanguard Ftse Developed ETF	—	EXIT	清仓
25	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	—	NEW	新建仓
26	QQQ	Invesco Qqq Trust Series 1	—	NEW	新建仓
27	EWJ	Ishares Msci Japan ETF	—	EXIT	清仓
28	BKNG	Booking Holdings INC	—	EXIT	清仓
29	IWD	Ishares Russell 1000 Value E	—	EXIT	清仓
30	VGK	Vanguard Ftse Europe ETF	—	EXIT	清仓
31	UTXZ	United Tech CORP	—	EXIT	清仓
32	IEFA	Ishares Core Msci Eafe ETF	—	EXIT	清仓
33	XBI	Ss Spdr S&p Biotech ETF	—	NEW	新建仓
34	XLB	Ss Materials Select Sector	—	EXIT	清仓
35	AMD	Advanced Micro Devices	—	NEW	新建仓
36	TSLA	Tesla INC	—	NEW	新建仓
37	IWN	Ishares Russell 2000 Value E	—	NEW	新建仓
38	TWTRUSD	Twitter INC	—	NEW	新建仓
39	AAPL	Apple INC	—	NEW	新建仓
40	XLV	Ss Health Care Select Sector	—	NEW	新建仓
41	CAT	Caterpillar INC	—	EXIT	清仓
42	IBM	Intl Business Machines CORP	—	EXIT	清仓
43	CSCO	Cisco Systems INC	—	EXIT	清仓
44	ADSK	Autodesk INC	—	EXIT	清仓
45	IWF	Ishares Russell 1000 Growth	—	NEW	新建仓
46	EZU	Ishares Msci Eurozone ETF	—	EXIT	清仓
47	XHB	Ss Spdr S&p Homebldrs ETF	—	EXIT	清仓
48	LRCXEUR	Lam Research CORP	—	EXIT	清仓
49	KR	Kroger Co	—	EXIT	清仓
50	FXI	Ishares China Large-cap ETF	—	EXIT	清仓