Quantitative Investment Management, LLC — Q2 2014 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q2 2014
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 443 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	AAPL	Apple INC	Stock-Tech	12.66%	—	+784.19%
2	META	Meta Platforms Inc-class A	Stock-Comm Services	4.70%	—	-61.62%
3	TLT	Ishares 20+ Year Treasury Bd	ETF-Gov Bonds	2.69%	—	-71.29%
4	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	Stock-Other	2.58%	—	—
5	GOOG	Alphabet A	Stock-Comm Services	1.64%	—	—
6	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	1.62%	—	—
7	SMHC	VanEck China Semiconductor ETF	ETF-Emerging Markets	1.42%	—	+17.19%
8	BIDU	Baidu INC - Spon Adr	Stock-Comm Services	1.33%	—	—
9	CVX	Chevron CORP	Stock-Energy	1.33%	—	—
10	AVGO	Broadcom Inc.	Stock-Tech	1.22%	—	—
11	XLE	Ss Energy Select Sector	ETF-Other	1.15%	—	-91.90%
12	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	ETF-Other	1.14%	—	-73.15%
13	MU	Micron Technology INC	Stock-Tech	1.10%	+1.01%	NEW
14	MSFT	Microsoft CORP	Stock-Tech	1.05%	+2.82%	NEW
15	DG	Dollar General CORP	Stock-Consumer Staples	1.03%	—	—
16	OXY	Occidental Petroleum CORP	Stock-Energy	1.00%	—	+617.11%
17	MET	Metlife INC	Stock-Financials	0.91%	—	—
18	LVS	Las Vegas Sands CORP	Stock-Consumer Disc	0.88%	—	—
19	XLF	Ss Financial Select Sector	ETF-Other	0.87%	-5.37%	+54.53%
20	FCX	Freeport-mcmoran INC	Stock-Materials	0.84%	—	—
21	✓	Google INC Class C	Stock-Other	0.82%	—	—
22	SMHC	VanEck China Semiconductor ETF	ETF-Emerging Markets	0.77%	—	-61.92%
23	✓		Stock-Other	0.70%	—	-11.62%
24	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.69%	—	—
25	PRU	Prudential Financial INC	Stock-Financials	0.66%	—	—
26	CRM	Salesforce INC	Stock-Tech	0.64%	—	—
27	LLY	Eli Lilly & Co	Stock-Healthcare	0.63%	+0.93%	NEW
28	TWXCHF	Time Warner INC	Stock-Other	0.59%	—	—
29	GS	Goldman Sachs Group INC	Stock-Financials	0.58%	—	—
30	MDT	Medtronic plc	Stock-Healthcare	0.57%	—	+130.73%
31	ETN	Eaton Corporation plc	Stock-Industrials	0.57%	—	—
32	PBR	Petroleo Brasileiro-spon Adr	Stock-Energy	0.55%	—	—
33	DISH	Dish Network Corp-a	Stock-Other	0.55%	—	+58.53%
34	PXDEUR	Pioneer Natural Resources Co	Stock-Other	0.54%	—	—
35	GM	General Motors Co	Stock-Consumer Disc	0.53%	—	—
36	ACWI	iShares MSCI ACWI ETF	ETF-Other	0.51%	—	—
37	CHKEUR	Chesapeake Energy CORP	Stock-Other	0.50%	—	+253.75%
38	NOK	Nokia Corp-spon Adr	Stock-Tech	0.50%	—	—
39	GILD	Gilead Sciences INC	Stock-Healthcare	0.48%	+0.77%	NEW
40	TPR	Tapestry, Inc.	Stock-Consumer Disc	0.47%	—	—
41	MGM	Mgm Resorts International	Stock-Consumer Disc	0.46%	—	-61.89%
42	DUK	Duke Energy CORP	Stock-Utilities	0.46%	—	+22.50%
43	Z	Zillow Group, Inc.	Stock-Comm Services	0.45%	—	-45.63%
44	CP	Canadian Pacific Kansa F	Stock-Industrials	0.41%	—	—
45	SU	Suncor Energy INC	Stock-Energy	0.41%	—	-42.32%
46	SYNA	Synaptics INC	Stock-Other	0.41%	—	—
47	✓		Stock-Other	0.40%	—	—
48	NKE	Nike INC -cl B	Stock-Consumer Disc	0.39%	—	-72.35%
49	XLV	Ss Health Care Select Sector	ETF-Other	0.39%	+1.17%	NEW
50	MO	Altria Group INC	Stock-Consumer Staples	0.39%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q2 2014, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	AAPL	Apple INC	+10.5%	+784.19%	Add
2	META	Meta Platforms Inc-class A	+1.8%	-61.62%	Trim
3	TLT	Ishares 20+ Year Treasury Bd	+0.3%	-71.29%	Trim
4	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	+0.2%	-73.15%	Trim
5	PFE	Pfizer INC	-0.2%	-81.40%	Trim
6	WYNN	Wynn Resorts LTD	-0.3%	-89.15%	Trim
7	REYN	Reynolds Consumer Products Inc.	-0.3%	-93.76%	Trim
8	✓		-0.3%	-92.32%	Trim
9	✓		-0.3%	-92.12%	Trim
10	MRK	Merck & Co. INC.	-0.4%	-88.34%	Trim
11	VOD	Vodafone Group Plc-sp Adr	-0.4%	-93.96%	Trim
12	EWY	Ishares Msci South Korea ETF	-0.5%	-90.18%	Trim
13	EWT	iShares MSCI Taiwan ETF	-0.5%	-98.17%	Trim
14	CSCO	Cisco Systems INC	-0.6%	-92.34%	Trim
15	FSLR	First Solar INC	-0.7%	-97.45%	Trim
16	BRK-B	Berkshire Hathaway Inc-cl B	-0.7%	-96.10%	Trim
17	MSFT	Microsoft CORP	-0.7%	-84.71%	Trim
18	KRE	Ss Spdr S&p Regional Bank	-0.8%	-96.67%	Trim
19	JPM	Jpmorgan Chase & Co	-1%	-97.51%	Trim
20	XRT	Ss Spdr S&p Retail ETF	-1.3%	-97.63%	Trim
21	EWZ	Ishares Msci Brazil ETF	-1.8%	-98.51%	Trim
22	NFLX	Netflix INC	-1.9%	-98.84%	Trim
23	XLE	Ss Energy Select Sector	-2.2%	-91.90%	Trim
24	GLD	Spdr Gold Shares	-3.9%	-98.43%	Trim
25	TSLA	Tesla INC	-4.4%	-98.28%	Trim
26	EEM	Ishares Msci Emerging Market	—	EXIT	Sold out
27	VWO	Vanguard Ftse Emerging Marke	—	EXIT	Sold out
28	IBB	Ishares Biotechnology ETF	—	EXIT	Sold out
29	VZ	Verizon Communications INC	—	EXIT	Sold out
30	OIH	Market Vectors Oil Service E	—	EXIT	Sold out
31	INTC	Intel CORP	—	EXIT	Sold out
32	BKNG	Booking Hldgs INC	—	EXIT	Sold out
33	IYR	Ishares US Real Estate ETF	—	EXIT	Sold out
34	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	—	NEW	New buy
35	XBI	Ss Spdr S&p Biotech ETF	—	EXIT	Sold out
36	SLB	Slb LTD	—	EXIT	Sold out
37	✓		—	EXIT	Sold out
38	ILMN	Illumina INC	—	EXIT	Sold out
39	TRIP	Tripadvisor INC	—	EXIT	Sold out
40	GOOG	Alphabet A	—	NEW	New buy
41	QCOM	Qualcomm INC	—	EXIT	Sold out
42	FXI	Ishares China Large-cap ETF	—	NEW	New buy
43	HPE	Hewlett-Packard Company	—	EXIT	Sold out
44	WDAY	Workday Inc-class A	—	EXIT	Sold out
45	IBM	Intl Business Machines CORP	—	EXIT	Sold out
46	ZNGAEUR	Zynga INC - Cl A	—	EXIT	Sold out
47	KDP	Keurig Dr Pepper Inc.	—	EXIT	Sold out
48	BIDU	Baidu INC - Spon Adr	—	NEW	New buy
49	CVX	Chevron CORP	—	NEW	New buy
50	BAX	Baxter International INC	—	EXIT	Sold out