Quantitative Investment Management, LLC — Q1 2015 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q1 2015
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 600 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	AAPL	Apple INC	Stock-Tech	4.97%	—	—
2	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	4.40%	—	+7.40%
3	TLT	Ishares 20+ Year Treasury Bd	ETF-Gov Bonds	4.05%	—	—
4	IYR	Ishares US Real Estate ETF	ETF-Other	3.66%	—	+483.35%
5	META	Meta Platforms Inc-class A	Stock-Comm Services	3.17%	—	+17.53%
6	EFA	Ishares Msci Eafe ETF	ETF-Other	3.00%	—	—
7	ACWI	iShares MSCI ACWI ETF	ETF-Other	2.74%	—	+3602.93%
8	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	2.03%	—	—
9	VNQ	Vanguard Real Estate ETF	ETF-Other	1.65%	—	—
10	BA	Boeing Co/the	Stock-Industrials	1.28%	—	—
11	AMZN	Amazon.com INC	Stock-Consumer Disc	1.15%	—	—
12	JPM	Jpmorgan Chase & Co	Stock-Financials	1.06%	—	-23.37%
13	ABBV	Abbvie INC	Stock-Healthcare	1.05%	—	+128.26%
14	EWZ	Ishares Msci Brazil ETF	ETF-Other	1.04%	—	—
15	KRE	Ss Spdr S&p Regional Bank	ETF-Other	0.97%	-3.33%	EXIT
16	PG	Procter & Gamble Co/the	Stock-Consumer Staples	0.95%	—	—
17	C	Citigroup INC	Stock-Financials	0.91%	-0.71%	+23.11%
18	XLY	Ss Consumer Disc Select Sect	ETF-Other	0.90%	+1.42%	NEW
19	VALE	Vale S.A.	Stock-Materials	0.83%	—	+298.17%
20	MDY	State Street Spdr S&p Midcap	ETF-Other	0.77%	—	—
21	HPE	Hewlett-Packard Company	Stock-Tech	0.75%	—	+201.69%
22	GM	General Motors Co	Stock-Consumer Disc	0.71%	—	+36.94%
23	WBA	Walgreens Boots Alliance INC	Stock-Other	0.67%	—	—
24	WMT	Walmart INC	Stock-Consumer Staples	0.66%	-1.11%	EXIT
25	PNC	Pnc Financial Services Group	Stock-Financials	0.63%	—	+176.95%
26	TEVA	Teva Pharmaceutical-sp Adr	Stock-Healthcare	0.63%	—	+342.02%
27	XLP	Ss Consumer Staples Sel Sect	ETF-Other	0.62%	—	—
28	UTXZ	United Tech CORP	Stock-Other	0.60%	—	—
29	✓	Pharmacyclics INC	Stock-Other	0.54%	—	+413.95%
30	SO	Southern Co/the	Stock-Utilities	0.54%	—	—
31	NXPI	NXP Semiconductors N.V.	Stock-Tech	0.53%	—	+317.29%
32	SBUX	Starbucks CORP	Stock-Consumer Disc	0.53%	—	+319.29%
33	KMI	Kinder Morgan INC	Stock-Energy	0.53%	—	+377.90%
34	CSCO	Cisco Systems INC	Stock-Tech	0.52%	—	+149.74%
35	AIG	American International Group	Stock-Financials	0.48%	—	+1.91%
36	BRK-B	Berkshire Hathaway Inc-cl B	Stock-Other	0.47%	—	+2018.75%
37	✓	Mylan N V	Stock-Other	0.47%	—	—
38	UPS	United Parcel Service-cl B	Stock-Industrials	0.45%	—	—
39	ACN	Accenture plc	Stock-Tech	0.44%	—	+9.80%
40	BKNG	Booking Hldgs INC	Stock-Consumer Disc	0.42%	—	-30.91%
41	LULU	Lululemon Athletica INC	Stock-Consumer Disc	0.42%	—	—
42	SLV	Ishares Silver Trust	ETF-Commodities	0.41%	—	—
43	✓	Whiting Petroleum Corp.	Stock-Other	0.41%	—	—
44	DUK	Duke Energy CORP	Stock-Utilities	0.40%	—	—
45	CCL1EUR	Carnival CORP LTD	Stock-Consumer Disc	0.39%	—	—
46	NEM	Newmont CORP	Stock-Materials	0.39%	—	—
47	NFLX	Netflix INC	Stock-Comm Services	0.39%	-1.53%	EXIT
48	MCHI	Ishares Msci China ETF	ETF-Emerging Markets	0.39%	—	+462.60%
49	SPG	Simon Property Group INC	Stock-Real Estate	0.39%	—	+253.45%
50	BMY	Bristol-myers Squibb Co	Stock-Healthcare	0.38%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q1 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	IYR	Ishares US Real Estate ETF	+2.7%	+483.35%	Add
2	ACWI	iShares MSCI ACWI ETF	+2.6%	+3602.93%	Add
3	VALE	Vale S.A.	+0.6%	+298.17%	Add
4	✓	Pharmacyclics INC	+0.5%	+413.95%	Add
5	BRK-B	Berkshire Hathaway Inc-cl B	+0.4%	+2018.75%	Add
6	TEVA	Teva Pharmaceutical-sp Adr	+0.4%	+342.02%	Add
7	NXPI	NXP Semiconductors N.V.	+0.4%	+317.29%	Add
8	SBUX	Starbucks CORP	+0.4%	+319.29%	Add
9	KRE	Ss Spdr S&p Regional Bank	+0.3%	+135.36%	Add
10	HPE	Hewlett-Packard Company	+0.2%	+201.69%	Add
11	ABBV	Abbvie INC	+0.2%	+128.26%	Add
12	BIIB	Biogen INC	-0.9%	-87.31%	Trim
13	GS	Goldman Sachs Group INC	-0.9%	-65.57%	Trim
14	META	Meta Platforms Inc-class A	-0.9%	+17.53%	Add
15	PFE	Pfizer INC	-1.1%	-71.30%	Trim
16	WFC	Wells Fargo & Co	-1.2%	-84.78%	Trim
17	FXI	Ishares China Large-cap ETF	-1.8%	+7.40%	Add
18	ORCL	Oracle CORP	-1.8%	-92.56%	Trim
19	BABA	Alibaba Group Holding-sp Adr	-2%	-71.03%	Trim
20	AAPL	Apple INC	—	NEW	New buy
21	TLT	Ishares 20+ Year Treasury Bd	—	NEW	New buy
22	EFA	Ishares Msci Eafe ETF	—	NEW	New buy
23	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	New buy
24	XLF	Ss Financial Select Sector	—	EXIT	Sold out
25	VNQ	Vanguard Real Estate ETF	—	NEW	New buy
26	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	EXIT	Sold out
27	BA	Boeing Co/the	—	NEW	New buy
28	BAC	Bank Of America CORP	—	EXIT	Sold out
29	AMZN	Amazon.com INC	—	NEW	New buy
30	EWZ	Ishares Msci Brazil ETF	—	NEW	New buy
31	PG	Procter & Gamble Co/the	—	NEW	New buy
32	XLY	Ss Consumer Disc Select Sect	—	NEW	New buy
33	XLV	Ss Health Care Select Sector	—	EXIT	Sold out
34	MDY	State Street Spdr S&p Midcap	—	NEW	New buy
35	JNJ	Johnson & Johnson	—	EXIT	Sold out
36	QCOM	Qualcomm INC	—	EXIT	Sold out
37	WBA	Walgreens Boots Alliance INC	—	NEW	New buy
38	WMT	Walmart INC	—	NEW	New buy
39	CMCSA	Comcast Corp-class A	—	EXIT	Sold out
40	XLP	Ss Consumer Staples Sel Sect	—	NEW	New buy
41	UTXZ	United Tech CORP	—	NEW	New buy
42	FAS	Dirx Dly Finacial B3x Etf-ui	—	EXIT	Sold out
43	✓		—	EXIT	Sold out
44	SMHC	VanEck China Semiconductor ETF	—	EXIT	Sold out
45	SO	Southern Co/the	—	NEW	New buy
46	XLB	Ss Materials Select Sector	—	EXIT	Sold out
47	✓	Mylan N V	—	NEW	New buy
48	MU	Micron Technology INC	—	EXIT	Sold out
49	UPS	United Parcel Service-cl B	—	NEW	New buy
50	✓		—	EXIT	Sold out