Quantitative Investment Management, LLC — Q3 2014 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q3 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 328 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	EWZ	Ishares Msci Brazil ETF	ETF-Other	8.85%	—	+7903.79%
2	SMHC	VanEck China Semiconductor ETF	ETF-Emerging Markets	8.06%	—	+1096.64%
3	✓	Yahoo INC	Stock-Other	5.04%	—	—
4	META	Meta Platforms Inc-class A	Stock-Comm Services	4.42%	—	-25.70%
5	TSLA	Tesla INC	Stock-Consumer Disc	3.91%	—	+907.23%
6	XLE	Ss Energy Select Sector	ETF-Other	2.86%	—	+155.07%
7	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	Stock-Other	2.48%	—	-18.26%
8	BAC	Bank Of America CORP	Stock-Financials	2.39%	-0.68%	EXIT
9	MU	Micron Technology INC	Stock-Tech	2.27%	+1.01%	NEW
10	IYR	Ishares US Real Estate ETF	ETF-Other	1.71%	—	—
11	PBR	Petroleo Brasileiro-spon Adr	Stock-Energy	1.58%	—	+172.96%
12	VWO	Vanguard Ftse Emerging Marke	ETF-Emerging Markets	1.51%	—	—
13	XLF	Ss Financial Select Sector	ETF-Other	1.28%	-5.37%	+34.26%
14	CMCSA	Comcast Corp-class A	Stock-Comm Services	1.20%	—	+61.61%
15	NKE	Nike INC -cl B	Stock-Consumer Disc	1.20%	—	+146.13%
16	USX1	United States Steel CORP	Stock-Other	1.01%	—	+1334.41%
17	CVX	Chevron CORP	Stock-Energy	0.98%	—	-24.91%
18	JPM	Jpmorgan Chase & Co	Stock-Financials	0.82%	—	+671.43%
19	OIH	Market Vectors Oil Service E	ETF-Other	0.80%	—	—
20	GS	Goldman Sachs Group INC	Stock-Financials	0.79%	—	+15.46%
21	TWTRUSD	Twitter INC	Stock-Other	0.79%	—	—
22	✓	Linkedin CORP	Stock-Other	0.76%	—	—
23	DG	Dollar General CORP	Stock-Consumer Staples	0.69%	—	-41.46%
24	JNJ	Johnson & Johnson	Stock-Healthcare	0.69%	—	—
25	RTN1USD	Raytheon Company	Stock-Other	0.65%	—	—
26	PBR-A	Petroleo Brasil-sp Pref Adr	Stock-Other	0.64%	—	+90.99%
27	ITUB	Itau Unibanco H-spon Prf Adr	Stock-Financials	0.63%	—	+648.89%
28	DUK	Du Pont E I De Nemour&Co	Stock-Utilities	0.63%	—	—
29	TGT	Target CORP	Stock-Consumer Disc	0.62%	—	—
30	VALE	Vale Sa-sp Adr	Stock-Materials	0.56%	—	+445.64%
31	CF	Cf Industries Holdings INC	Stock-Materials	0.55%	—	—
32	✓	Allergan INC	Stock-Other	0.55%	—	—
33	ICE	Intercontinental Exchange In	Stock-Financials	0.54%	—	—
34	BBD	Banco Bradesco-adr	Stock-Other	0.53%	—	—
35	MS	Morgan Stanley	Stock-Financials	0.53%	—	+100.76%
36	C	Citigroup INC	Stock-Financials	0.51%	-0.71%	—
37	AMXN	America Movil-spn Adr Cl L	Stock-Other	0.48%	—	+675.78%
38	MPC	Marathon Petroleum CORP	Stock-Energy	0.47%	—	—
39	CME	Cme Group INC	Stock-Financials	0.46%	—	—
40	SPLKCHF	Splunk INC	Stock-Other	0.45%	—	—
41	VALE	Vale S.A.	Stock-Materials	0.45%	—	—
42	EWH	Ishares Msci Hong Kong ETF	ETF-Other	0.42%	—	+179.32%
43	PANW	Palo Alto Networks INC	Stock-Tech	0.41%	—	+15.34%
44	WFC	Wells Fargo & Co	Stock-Financials	0.40%	-0.92%	EXIT
45	ABX	Barrick Gold CORP	Stock-Financials	0.40%	—	—
46	TEVA	Teva Pharmaceutical-sp Adr	Stock-Healthcare	0.39%	—	—
47	2663134D	Bitauto Holdings Ltd-adr	Stock-Other	0.37%	—	+172.53%
48	EWT	iShares MSCI Taiwan ETF	ETF-Other	0.37%	—	+731.58%
49	PAYX	Paychex INC	Stock-Tech	0.36%	—	—
50	DISCAUSD	Discovery INC - A	Stock-Other	0.36%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q3 2014, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	EWZ	Ishares Msci Brazil ETF	+8.7%	+7903.79%	Add
2	SMHC	VanEck China Semiconductor ETF	+7.3%	+1096.64%	Add
3	TSLA	Tesla INC	+3.6%	+907.23%	Add
4	XLE	Ss Energy Select Sector	+1.7%	+155.07%	Add
5	MU	Micron Technology INC	+1.2%	+84.91%	Add
6	PBR	Petroleo Brasileiro-spon Adr	+1%	+172.96%	Add
7	USX1	United States Steel CORP	+1%	+1334.41%	Add
8	NKE	Nike INC -cl B	+0.8%	+146.13%	Add
9	JPM	Jpmorgan Chase & Co	+0.7%	+671.43%	Add
10	ITUB	Itau Unibanco H-spon Prf Adr	+0.6%	+648.89%	Add
11	META	Meta Platforms Inc-class A	-0.3%	-25.70%	Trim
12	PXDEUR	Pioneer Natural Resources Co	-0.5%	-88.64%	Trim
13	FCX	Freeport-mcmoran INC	-0.7%	-77.33%	Trim
14	SMHC	VanEck China Semiconductor ETF	-1.1%	-74.24%	Trim
15	FXI	Ishares China Large-cap ETF	-1.3%	-82.47%	Trim
16	AAPL	Apple INC	—	EXIT	Sold out
17	✓	Yahoo INC	—	NEW	New buy
18	TLT	Ishares 20+ Year Treasury Bd	—	EXIT	Sold out
19	BAC	Bank Of America CORP	—	NEW	New buy
20	GOOG	Alphabet A	—	EXIT	Sold out
21	IYR	Ishares US Real Estate ETF	—	NEW	New buy
22	VWO	Vanguard Ftse Emerging Marke	—	NEW	New buy
23	BIDU	Baidu INC - Spon Adr	—	EXIT	Sold out
24	AVGO	Broadcom Inc.	—	EXIT	Sold out
25	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	—	EXIT	Sold out
26	MSFT	Microsoft CORP	—	EXIT	Sold out
27	OXY	Occidental Petroleum CORP	—	EXIT	Sold out
28	MET	Metlife INC	—	EXIT	Sold out
29	LVS	Las Vegas Sands CORP	—	EXIT	Sold out
30	✓	Google INC Class C	—	EXIT	Sold out
31	OIH	Market Vectors Oil Service E	—	NEW	New buy
32	TWTRUSD	Twitter INC	—	NEW	New buy
33	✓	Linkedin CORP	—	NEW	New buy
34	PRU	Prudential Financial INC	—	EXIT	Sold out
35	JNJ	Johnson & Johnson	—	NEW	New buy
36	CRM	Salesforce INC	—	EXIT	Sold out
37	RTN1USD	Raytheon Company	—	NEW	New buy
38	TWXCHF	Time Warner INC	—	EXIT	Sold out
39	DUK	Du Pont E I De Nemour&Co	—	NEW	New buy
40	TGT	Target CORP	—	NEW	New buy
41	MDT	Medtronic plc	—	EXIT	Sold out
42	DISH	Dish Network Corp-a	—	EXIT	Sold out
43	GM	General Motors Co	—	EXIT	Sold out
44	CF	Cf Industries Holdings INC	—	NEW	New buy
45	✓	Allergan INC	—	NEW	New buy
46	ICE	Intercontinental Exchange In	—	NEW	New buy
47	CHKEUR	Chesapeake Energy CORP	—	EXIT	Sold out
48	NOK	Nokia Corp-spon Adr	—	EXIT	Sold out
49	BBD	Banco Bradesco-adr	—	NEW	New buy
50	GILD	Gilead Sciences INC	—	EXIT	Sold out