Quantitative Investment Management, LLC — Q4 2015 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q4 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 674 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	2.78%	—	+119.58%
2	XLE	Ss Energy Select Sector	ETF-Other	2.24%	—	+78.56%
3	DIS	Walt Disney Co/the	Stock-Comm Services	1.88%	—	+66.18%
4	AMZN	Amazon.com INC	Stock-Consumer Disc	1.51%	—	+1380.00%
5	KMI	Kinder Morgan INC	Stock-Energy	1.34%	—	+203.49%
6	T	At&t INC	Stock-Comm Services	1.28%	—	—
7	DIA	Ss Spdr Dow Jones Indus Avg	ETF-Large Cap & Growth	1.28%	—	—
8	BIDU	Baidu INC - Spon Adr	Stock-Comm Services	1.26%	—	+1836.84%
9	AVGO	Broadcom Inc.	Stock-Tech	1.25%	—	+453.11%
10	HD	Home Depot INC	Stock-Consumer Disc	1.17%	—	—
11	IYR	Ishares US Real Estate ETF	ETF-Other	1.14%	—	—
12	XLF	Ss Financial Select Sector	ETF-Other	1.09%	-5.37%	—
13	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	ETF-Other	1.09%	—	+160.76%
14	✓	Linkedin CORP	Stock-Other	0.99%	—	—
15	KR	Kroger Co	Stock-Consumer Staples	0.97%	—	—
16	JAHEUR	Jarden CORP	Stock-Other	0.90%	—	—
17	XLV	Ss Health Care Select Sector	ETF-Other	0.86%	+1.17%	NEW
18	TSN	Tyson Foods Inc-cl A	Stock-Consumer Staples	0.83%	—	+252.81%
19	JPM	Jpmorgan Chase & Co	Stock-Financials	0.82%	—	-16.76%
20	PANW	Palo Alto Networks INC	Stock-Tech	0.81%	—	+121.57%
21	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	0.79%	—	—
22	XLP	Ss Consumer Staples Sel Sect	ETF-Other	0.77%	—	—
23	CTRPUSD	Ctrip.com International-adr	Stock-Other	0.75%	—	—
24	MCHI	Ishares Msci China ETF	ETF-Emerging Markets	0.73%	—	+156.13%
25	V	Visa Inc-class A Shares	Stock-Financials	0.69%	—	—
26	ULTA	Ulta Beauty INC	Stock-Consumer Disc	0.67%	—	—
27	IBM	Intl Business Machines CORP	Stock-Tech	0.63%	—	—
28	BUD	Anheuser-busch Inbev-spn Adr	Stock-Consumer Staples	0.62%	—	—
29	XXI	Twenty One Capital, Inc.	Stock-Other	0.61%	—	—
30	AVGO	Broadcom Inc.	Stock-Tech	0.60%	—	+4.75%
31	DVN	Devon Energy CORP	Stock-Energy	0.58%	—	+521.62%
32	WFC	Wells Fargo & Co	Stock-Financials	0.57%	-0.92%	EXIT
33	INTC	Intel CORP	Stock-Tech	0.56%	—	+96.78%
34	CCL1EUR	Carnival CORP LTD	Stock-Consumer Disc	0.56%	—	+252.09%
35	XLK	Ss Technology Select Sector	ETF-Tech	0.54%	—	—
36	SCHW	Schwab (charles) CORP	Stock-Financials	0.54%	-0.64%	EXIT
37	PM	Philip Morris International	Stock-Consumer Staples	0.51%	—	—
38	BAC	Bank Of America CORP	Stock-Financials	0.51%	-0.68%	EXIT
39	KRE	Ss Spdr S&p Regional Bank	ETF-Other	0.50%	-3.33%	EXIT
40	PEP	Pepsico INC	Stock-Consumer Staples	0.50%	—	—
41	MRO*	Marathon Oil CORP	Stock-Other	0.50%	—	+41.42%
42	✓		Stock-Other	0.49%	—	—
43	TXN	Texas Instruments INC	Stock-Tech	0.49%	-1.02%	EXIT
44	✓	Cbs CORP New	Stock-Other	0.49%	—	+220.22%
45	DLR	Digital Realty Trust INC	Stock-Real Estate	0.45%	—	—
46	LOW	Lowe's Cos INC	Stock-Consumer Disc	0.44%	—	—
47	DAL	Delta Air Lines INC	Stock-Industrials	0.44%	—	-37.69%
48	SWN1EUR	Southwestern Energy Co	Stock-Other	0.44%	—	+145.06%
49	GM	General Motors Co	Stock-Consumer Disc	0.41%	—	+18.65%
50	ROST	Ross Stores INC	Stock-Consumer Disc	0.41%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q4 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	AMZN	Amazon.com INC	+1.4%	+1380.00%	Add
2	FXI	Ishares China Large-cap ETF	+1.2%	+119.58%	Add
3	BIDU	Baidu INC - Spon Adr	+1.2%	+1836.84%	Add
4	AVGO	Broadcom Inc.	+1%	+453.11%	Add
5	XLE	Ss Energy Select Sector	+0.7%	+78.56%	Add
6	TSN	Tyson Foods Inc-cl A	+0.6%	+252.81%	Add
7	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	+0.5%	+160.76%	Add
8	DIS	Walt Disney Co/the	+0.5%	+66.18%	Add
9	KMI	Kinder Morgan INC	+0.3%	+203.49%	Add
10	SYY	Sysco CORP	-0.8%	-71.98%	Trim
11	XBI	Ss Spdr S&p Biotech ETF	-0.8%	-91.53%	Trim
12	WMT	Walmart INC	-0.9%	-75.34%	Trim
13	CVX	Chevron CORP	-1%	-96.98%	Trim
14	✓	Powershares Qqq Trust Ser 1	-1.2%	-76.64%	Trim
15	EWZ	Ishares Msci Brazil ETF	-1.3%	-91.40%	Trim
16	XLV	Ss Health Care Select Sector	-1.4%	-56.86%	Trim
17	IBB	Ishares Biotechnology ETF	-2.7%	-91.11%	Trim
18	T	At&t INC	—	NEW	New buy
19	DIA	Ss Spdr Dow Jones Indus Avg	—	NEW	New buy
20	HD	Home Depot INC	—	NEW	New buy
21	IYR	Ishares US Real Estate ETF	—	NEW	New buy
22	XLF	Ss Financial Select Sector	—	NEW	New buy
23	✓	Linkedin CORP	—	NEW	New buy
24	KR	Kroger Co	—	NEW	New buy
25	JAHEUR	Jarden CORP	—	NEW	New buy
26	✓	Yahoo INC	—	EXIT	Sold out
27	✓	Mylan N V	—	EXIT	Sold out
28	EEM	Ishares Msci Emerging Market	—	NEW	New buy
29	HCA	Hca Healthcare INC	—	EXIT	Sold out
30	XLP	Ss Consumer Staples Sel Sect	—	NEW	New buy
31	CTRPUSD	Ctrip.com International-adr	—	NEW	New buy
32	V	Visa Inc-class A Shares	—	NEW	New buy
33	ULTA	Ulta Beauty INC	—	NEW	New buy
34	AMBA	Ambarella, Inc.	—	EXIT	Sold out
35	DUK	Du Pont E I De Nemour&Co	—	EXIT	Sold out
36	IBM	Intl Business Machines CORP	—	NEW	New buy
37	BUD	Anheuser-busch Inbev-spn Adr	—	NEW	New buy
38	XXI	Twenty One Capital, Inc.	—	NEW	New buy
39	WFC	Wells Fargo & Co	—	NEW	New buy
40	ABBV	Abbvie INC	—	EXIT	Sold out
41	BKNG	Booking Hldgs INC	—	EXIT	Sold out
42	XLK	Ss Technology Select Sector	—	NEW	New buy
43	TSLA	Tesla INC	—	EXIT	Sold out
44	MU	Micron Technology INC	—	EXIT	Sold out
45	SCHW	Schwab (charles) CORP	—	NEW	New buy
46	ACWI	iShares MSCI ACWI ETF	—	EXIT	Sold out
47	PM	Philip Morris International	—	NEW	New buy
48	BAC	Bank Of America CORP	—	NEW	New buy
49	PEP	Pepsico INC	—	NEW	New buy
50	✓		—	NEW	New buy