Quantitative Investment Management, LLC — Q2 2015 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q2 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 428 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	META	Meta Platforms Inc-class A	Stock-Comm Services	8.39%	—	+61.92%
2	GILD	Gilead Sciences INC	Stock-Healthcare	4.57%	+0.77%	NEW
3	NFLX	Netflix INC	Stock-Comm Services	3.09%	-1.53%	EXIT
4	T	At&t INC	Stock-Comm Services	2.51%	—	—
5	ASHR	Xtrackers Harvest Csi 300 Ch	ETF-Other	2.34%	—	+842.46%
6	WMB	Williams Cos INC	Stock-Energy	2.33%	—	—
7	BAC	Bank Of America CORP	Stock-Financials	2.29%	-0.68%	EXIT
8	CMCSA	Comcast Corp-class A	Stock-Comm Services	2.06%	—	—
9	ALXN	Alexion Pharmaceuticals INC	Stock-Other	1.89%	—	—
10	KRE	Ss Spdr S&p Regional Bank	ETF-Other	1.30%	-3.33%	EXIT
11	TGT	Target CORP	Stock-Consumer Disc	1.21%	—	—
12	DIS	Walt Disney Co/the	Stock-Comm Services	1.21%	—	+397.87%
13	MET	Metlife INC	Stock-Financials	1.18%	—	+251.88%
14	GPRO	Gopro Inc-class A	Stock-Other	1.16%	—	—
15	WMT	Walmart INC	Stock-Consumer Staples	1.10%	-1.11%	EXIT
16	✓	Qihoo 360 Technology Co LTD	Stock-Other	1.04%	—	+353.33%
17	ACWI	iShares MSCI ACWI ETF	ETF-Other	1.03%	—	-76.44%
18	✓	Linkedin CORP	Stock-Other	1.02%	—	+202.78%
19	AVGO	Broadcom Inc.	Stock-Tech	0.91%	—	—
20	✓		Stock-Other	0.91%	—	—
21	AXP	American Express Company	Stock-Financials	0.90%	—	+65.68%
22	TRIP	Tripadvisor INC	Stock-Other	0.88%	—	—
23	BAX	Baxter International INC	Stock-Healthcare	0.83%	—	—
24	TLT	Ishares 20+ Year Treasury Bd	ETF-Gov Bonds	0.82%	—	-85.67%
25	ILMN	Illumina INC	Stock-Healthcare	0.80%	—	—
26	KMI	Kinder Morgan INC	Stock-Energy	0.77%	—	+1.44%
27	✓		Stock-Other	0.68%	—	+187.10%
28	COF	Capital One Financial CORP	Stock-Financials	0.67%	—	—
29	NKE	Nike INC -cl B	Stock-Consumer Disc	0.65%	—	+322.11%
30	GS	Goldman Sachs Group INC	Stock-Financials	0.65%	—	+51.47%
31	CMCSA	Comcast Corporation	Stock-Comm Services	0.65%	—	—
32	SMHC	VanEck China Semiconductor ETF	ETF-Emerging Markets	0.64%	—	—
33	C	Citigroup INC	Stock-Financials	0.63%	-0.71%	-58.60%
34	CELG	Celgene CORP	Stock-Other	0.63%	—	—
35	TSN	Tyson Foods Inc-cl A	Stock-Consumer Staples	0.63%	—	—
36	CVS	Cvs Health CORP	Stock-Healthcare	0.63%	—	—
37	CTRA	Coterra Energy INC	Stock-Energy	0.62%	—	—
38	JPM	Jpmorgan Chase & Co	Stock-Financials	0.61%	—	-66.92%
39	KDP	Keurig Dr Pepper Inc.	Stock-Consumer Staples	0.60%	—	—
40	✓	Mylan N V	Stock-Other	0.60%	—	-28.78%
41	AIG	American International Group	Stock-Financials	0.58%	—	-32.01%
42	UNH	Unitedhealth Group INC	Stock-Healthcare	0.53%	-1.50%	EXIT
43	ADBE	Adobe INC	Stock-Tech	0.52%	—	—
44	CTRPUSD	Ctrip.com International-adr	Stock-Other	0.51%	—	-28.61%
45	DE	Deere & Co	Stock-Industrials	0.51%	—	+442.19%
46	✓	Time Warner Cable INC	Stock-Other	0.51%	—	+15.24%
47	THC	Tenet Healthcare CORP	Stock-Healthcare	0.46%	—	+997.92%
48	CYH	Community Health Systems INC	Stock-Other	0.45%	—	+349.06%
49	✓		Stock-Other	0.45%	—	—
50	KBE	Ss Spdr S&p Bank ETF	ETF-Other	0.44%	—	+7.16%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q2 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	META	Meta Platforms Inc-class A	+5.2%	+61.92%	Add
2	NFLX	Netflix INC	+2.7%	+221.65%	Add
3	ASHR	Xtrackers Harvest Csi 300 Ch	+2.2%	+842.46%	Add
4	DIS	Walt Disney Co/the	+1.1%	+397.87%	Add
5	MET	Metlife INC	+1%	+251.88%	Add
6	✓	Qihoo 360 Technology Co LTD	+0.9%	+353.33%	Add
7	C	Citigroup INC	-0.3%	-58.60%	Trim
8	JPM	Jpmorgan Chase & Co	-0.5%	-66.92%	Trim
9	PNC	Pnc Financial Services Group	-0.5%	-82.09%	Trim
10	EWZ	Ishares Msci Brazil ETF	-1%	-96.95%	Trim
11	BA	Boeing Co/the	-1.1%	-88.47%	Trim
12	ACWI	iShares MSCI ACWI ETF	-1.7%	-76.44%	Trim
13	TLT	Ishares 20+ Year Treasury Bd	-3.2%	-85.67%	Trim
14	AAPL	Apple INC	—	EXIT	Sold out
15	FXI	Ishares China Large-cap ETF	—	EXIT	Sold out
16	IYR	Ishares US Real Estate ETF	—	EXIT	Sold out
17	EFA	Ishares Msci Eafe ETF	—	EXIT	Sold out
18	GILD	Gilead Sciences INC	—	NEW	New buy
19	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
20	VNQ	Vanguard Real Estate ETF	—	EXIT	Sold out
21	T	At&t INC	—	NEW	New buy
22	WMB	Williams Cos INC	—	NEW	New buy
23	BAC	Bank Of America CORP	—	NEW	New buy
24	CMCSA	Comcast Corp-class A	—	NEW	New buy
25	ALXN	Alexion Pharmaceuticals INC	—	NEW	New buy
26	AMZN	Amazon.com INC	—	EXIT	Sold out
27	ABBV	Abbvie INC	—	EXIT	Sold out
28	PG	Procter & Gamble Co/the	—	EXIT	Sold out
29	XLY	Ss Consumer Disc Select Sect	—	EXIT	Sold out
30	VALE	Vale S.A.	—	EXIT	Sold out
31	TGT	Target CORP	—	NEW	New buy
32	MDY	State Street Spdr S&p Midcap	—	EXIT	Sold out
33	HPE	Hewlett-Packard Company	—	EXIT	Sold out
34	GPRO	Gopro Inc-class A	—	NEW	New buy
35	GM	General Motors Co	—	EXIT	Sold out
36	WBA	Walgreens Boots Alliance INC	—	EXIT	Sold out
37	TEVA	Teva Pharmaceutical-sp Adr	—	EXIT	Sold out
38	XLP	Ss Consumer Staples Sel Sect	—	EXIT	Sold out
39	UTXZ	United Tech CORP	—	EXIT	Sold out
40	AVGO	Broadcom Inc.	—	NEW	New buy
41	✓		—	NEW	New buy
42	TRIP	Tripadvisor INC	—	NEW	New buy
43	✓	Pharmacyclics INC	—	EXIT	Sold out
44	SO	Southern Co/the	—	EXIT	Sold out
45	NXPI	NXP Semiconductors N.V.	—	EXIT	Sold out
46	SBUX	Starbucks CORP	—	EXIT	Sold out
47	BAX	Baxter International INC	—	NEW	New buy
48	CSCO	Cisco Systems INC	—	EXIT	Sold out
49	ILMN	Illumina INC	—	NEW	New buy
50	BRK-B	Berkshire Hathaway Inc-cl B	—	EXIT	Sold out