Quantitative Investment Management, LLC — Q3 2013 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q3 2013
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 524 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	12.72%	—	—
2	EFA	Ishares Msci Eafe ETF	ETF-Other	4.87%	—	—
3	VWO	Vanguard Ftse Emerging Marke	ETF-Emerging Markets	4.00%	—	—
4	XLI	Ss Industrial Select Sector	ETF-Other	1.88%	+0.92%	—
5	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	1.83%	—	—
6	XLF	Ss Financial Select Sector	ETF-Other	1.62%	-5.37%	—
7	V	Visa Inc-class A Shares	Stock-Financials	1.48%	—	—
8	ACWI	iShares MSCI ACWI ETF	ETF-Other	1.42%	—	+84.89%
9	DIS	Walt Disney Co/the	Stock-Comm Services	1.22%	—	+2177.42%
10	EWZ	Ishares Msci Brazil ETF	ETF-Other	1.19%	—	—
11	GS	Goldman Sachs Group INC	Stock-Financials	1.15%	—	+1835.71%
12	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.11%	—	+77.61%
13	QCOM	Qualcomm INC	Stock-Tech	0.96%	+1.00%	—
14	FAS	Dirx Dly Finacial B3x Etf-ui	ETF-Other	0.86%	—	—
15	AEP	American Electric Power Company, Inc.	Stock-Utilities	0.83%	—	—
16	MU	Micron Technology INC	Stock-Tech	0.82%	+1.01%	NEW
17	XLV	Ss Health Care Select Sector	ETF-Other	0.81%	+1.17%	NEW
18	XLB	Ss Materials Select Sector	ETF-Other	0.81%	-4.97%	EXIT
19	MA	Mastercard INC - A	Stock-Financials	0.76%	—	—
20	UTXZ	United Tech CORP	Stock-Other	0.74%	—	—
21	DAL	Delta Air Lines INC	Stock-Industrials	0.73%	—	+2369.50%
22	CVX	Chevron CORP	Stock-Energy	0.72%	—	+84.21%
23	HPE	Hewlett-Packard Company	Stock-Tech	0.71%	—	—
24	MS	Morgan Stanley	Stock-Financials	0.70%	—	+114.72%
25	XLY	Ss Consumer Disc Select Sect	ETF-Other	0.69%	+1.42%	NEW
26	✓		Stock-Other	0.69%	—	+265.57%
27	BA	Boeing Co/the	Stock-Industrials	0.65%	—	—
28	AMZN	Amazon.com INC	Stock-Consumer Disc	0.61%	—	+22.22%
29	SLB	Slb LTD	Stock-Energy	0.61%	—	—
30	UPS	United Parcel Service-cl B	Stock-Industrials	0.60%	—	+1343.14%
31	EBAY	Ebay INC	Stock-Consumer Disc	0.59%	—	—
32	MMM	3m Co	Stock-Industrials	0.58%	—	—
33	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	0.56%	—	—
34	ORCL	Oracle CORP	Stock-Tech	0.54%	—	—
35	NOK	Nokia Corp-spon Adr	Stock-Tech	0.54%	—	+127.14%
36	✓	Pandora Media INC	Stock-Other	0.51%	—	+75.73%
37	XHB	Ss Spdr S&p Homebldrs ETF	ETF-Other	0.50%	—	—
38	✓	Yahoo INC	Stock-Other	0.49%	—	—
39	LVS	Las Vegas Sands CORP	Stock-Consumer Disc	0.49%	—	—
40	AAPL	Apple INC	Stock-Tech	0.47%	—	—
41	EWW	Ishares Msci Mexico ETF	ETF-Other	0.46%	—	—
42	GM	General Motors Co	Stock-Consumer Disc	0.45%	—	+50.21%
43	BIIB	Biogen INC	Stock-Healthcare	0.44%	—	+177.03%
44	✓		Stock-Other	0.44%	—	+1473.33%
45	9990302D	Apache CORP	Stock-Other	0.44%	—	+7.43%
46	ADBE	Adobe INC	Stock-Tech	0.43%	—	+87.65%
47	SMHC	VanEck China Semiconductor ETF	ETF-Emerging Markets	0.43%	—	—
48	PM	Philip Morris International	Stock-Consumer Staples	0.42%	—	—
49	EWY	Ishares Msci South Korea ETF	ETF-Other	0.41%	+1.32%	NEW
50	HON	Honeywell International INC	Stock-Industrials	0.41%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q3 2013, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	DIS	Walt Disney Co/the	+1.1%	+2177.42%	Add
2	GS	Goldman Sachs Group INC	+1%	+1835.71%	Add
3	DAL	Delta Air Lines INC	+0.7%	+2369.50%	Add
4	UPS	United Parcel Service-cl B	+0.5%	+1343.14%	Add
5	✓		+0.4%	+1473.33%	Add
6	✓		+0.4%	+265.57%	Add
7	ACWI	iShares MSCI ACWI ETF	0%	+84.89%	Add
8	XLP	Ss Consumer Staples Sel Sect	-0.1%	+77.61%	Add
9	SLV	Ishares Silver Trust	-1.1%	-70.57%	Trim
10	PFE	Pfizer INC	-1.1%	-83.64%	Trim
11	BMY	Bristol-myers Squibb Co	-1.3%	-87.76%	Trim
12	CSCO	Cisco Systems INC	-1.8%	-83.57%	Trim
13	EEM	Ishares Msci Emerging Market	—	NEW	New buy
14	EFA	Ishares Msci Eafe ETF	—	NEW	New buy
15	GLD	Spdr Gold Shares	—	EXIT	Sold out
16	VWO	Vanguard Ftse Emerging Marke	—	NEW	New buy
17	SMHC	VanEck China Semiconductor ETF	—	EXIT	Sold out
18	MSFT	Microsoft CORP	—	EXIT	Sold out
19	XLI	Ss Industrial Select Sector	—	NEW	New buy
20	FXI	Ishares China Large-cap ETF	—	NEW	New buy
21	XLF	Ss Financial Select Sector	—	NEW	New buy
22	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
23	V	Visa Inc-class A Shares	—	NEW	New buy
24	EWZ	Ishares Msci Brazil ETF	—	NEW	New buy
25	IAUUSD	Ishares Gold Trust	—	EXIT	Sold out
26	QCOM	Qualcomm INC	—	NEW	New buy
27	FAS	Dirx Dly Finacial B3x Etf-ui	—	NEW	New buy
28	AEP	American Electric Power Company, Inc.	—	NEW	New buy
29	MU	Micron Technology INC	—	NEW	New buy
30	XLV	Ss Health Care Select Sector	—	NEW	New buy
31	XLB	Ss Materials Select Sector	—	NEW	New buy
32	MA	Mastercard INC - A	—	NEW	New buy
33	UTXZ	United Tech CORP	—	NEW	New buy
34	HPE	Hewlett-Packard Company	—	NEW	New buy
35	XLY	Ss Consumer Disc Select Sect	—	NEW	New buy
36	BA	Boeing Co/the	—	NEW	New buy
37	SLB	Slb LTD	—	NEW	New buy
38	EBAY	Ebay INC	—	NEW	New buy
39	MMM	3m Co	—	NEW	New buy
40	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	NEW	New buy
41	ORCL	Oracle CORP	—	NEW	New buy
42	✓	Time Warner Cable INC	—	EXIT	Sold out
43	XHB	Ss Spdr S&p Homebldrs ETF	—	NEW	New buy
44	✓	Yahoo INC	—	NEW	New buy
45	LVS	Las Vegas Sands CORP	—	NEW	New buy
46	AAPL	Apple INC	—	NEW	New buy
47	KO	Coca-cola Co/the	—	EXIT	Sold out
48	EWW	Ishares Msci Mexico ETF	—	NEW	New buy
49	SMHC	VanEck China Semiconductor ETF	—	NEW	New buy
50	PM	Philip Morris International	—	NEW	New buy