Quantitative Investment Management, LLC — Q1 2016 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q1 2016
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 739 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	GLD	Spdr Gold Shares	ETF-Commodities	4.71%	—	—
2	SMHC	VanEck China Semiconductor ETF	ETF-Emerging Markets	3.40%	—	+1997.68%
3	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	2.64%	—	—
4	AMZN	Amazon.com INC	Stock-Consumer Disc	1.26%	—	+18.38%
5	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	1.25%	—	+873.49%
6	VALE	Vale S.A.	Stock-Materials	1.25%	—	—
7	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	1.22%	+2.00%	NEW
8	✓	Time Warner Cable INC	Stock-Other	1.02%	—	+300.78%
9	MSFT	Microsoft CORP	Stock-Tech	1.00%	+2.82%	NEW
10	KO	Coca-cola Co/the	Stock-Consumer Staples	0.99%	—	+346.22%
11	NKE	Nike INC -cl B	Stock-Consumer Disc	0.99%	—	+229.69%
12	GOOG	Alphabet Inc-cl C	Stock-Comm Services	0.91%	—	—
13	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.90%	—	—
14	SBUX	Starbucks CORP	Stock-Consumer Disc	0.87%	—	+536.34%
15	TGT	Target CORP	Stock-Consumer Disc	0.87%	—	+434.64%
16	XLV	Ss Health Care Select Sector	ETF-Other	0.81%	+1.17%	NEW
17	QCOM	Qualcomm INC	Stock-Tech	0.80%	+1.00%	—
18	VNQ	Vanguard Real Estate ETF	ETF-Other	0.79%	—	+658.20%
19	ADBE	Adobe INC	Stock-Tech	0.78%	—	+195.73%
20	UNH	Unitedhealth Group INC	Stock-Healthcare	0.77%	-1.50%	EXIT
21	META	Meta Platforms Inc-class A	Stock-Comm Services	0.77%	—	+197.44%
22	EQIX	Equinix INC	Stock-Real Estate	0.75%	—	+114.09%
23	SMHC	VanEck China Semiconductor ETF	ETF-Emerging Markets	0.73%	—	—
24	IAUUSD	Ishares Gold Trust	ETF-Commodities	0.72%	—	—
25	EFA	Ishares Msci Eafe ETF	ETF-Other	0.68%	—	—
26	✓	Linkedin CORP	Stock-Other	0.68%	—	+68.41%
27	ISRG	Intuitive Surgical INC	Stock-Healthcare	0.65%	—	+619.35%
28	IYR	Ishares US Real Estate ETF	ETF-Other	0.65%	—	-31.39%
29	SYMCEUR	Symantec CORP	Stock-Other	0.62%	—	+1936.23%
30	HON	Honeywell International INC	Stock-Industrials	0.59%	—	+238.82%
31	TWXCHF	Time Warner INC	Stock-Other	0.59%	—	—
32	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	ETF-Tech	0.58%	—	—
33	PM	Philip Morris International	Stock-Consumer Staples	0.56%	—	+24.61%
34	TJX	Tjx Companies INC	Stock-Consumer Disc	0.55%	—	+369.58%
35	XLP	Ss Consumer Staples Sel Sect	ETF-Other	0.51%	—	-20.61%
36	DPZ	Domino's Pizza INC	Stock-Consumer Disc	0.50%	—	+271.56%
37	STZ	Constellation Brands Inc-a	Stock-Consumer Staples	0.49%	—	+111.29%
38	CVS	Cvs Health CORP	Stock-Healthcare	0.48%	—	—
39	AZO	Autozone INC	Stock-Consumer Disc	0.47%	—	+925.00%
40	EWA	Ishares Msci Australia ETF	ETF-Other	0.46%	—	+762.92%
41	MRO*	Marathon Oil CORP	Stock-Other	0.45%	—	+29.55%
42	GIS	General Mills INC	Stock-Consumer Staples	0.45%	—	+192.18%
43	BKNG	Booking Hldgs INC	Stock-Consumer Disc	0.44%	—	—
44	✓		Stock-Other	0.43%	—	+674.76%
45	KSS	Kohls CORP	Stock-Consumer Disc	0.43%	—	—
46	D	Dominion Energy INC	Stock-Utilities	0.42%	—	—
47	✓	Mylan N V	Stock-Other	0.41%	—	—
48	PRGO	Perrigo Company plc	Stock-Healthcare	0.41%	—	+364.58%
49	CAG	Conagra Brands INC	Stock-Consumer Staples	0.41%	—	+57.97%
50	ORLY	O'reilly Automotive 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 Q1 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SMHC	VanEck China Semiconductor ETF	+3.3%	+1997.68%	Add
2	GOOGL	Alphabet Inc-cl A	+1.1%	+1173.08%	Add
3	MDLZ	Mondelez International Inc-a	+1.1%	+873.49%	Add
4	MSFT	Microsoft CORP	+0.9%	+1945.36%	Add
5	✓	Time Warner Cable INC	+0.7%	+300.78%	Add
6	KO	Coca-cola Co/the	+0.7%	+346.22%	Add
7	SBUX	Starbucks CORP	+0.7%	+536.34%	Add
8	TGT	Target CORP	+0.7%	+434.64%	Add
9	UNH	Unitedhealth Group INC	+0.7%	+814.07%	Add
10	VNQ	Vanguard Real Estate ETF	+0.7%	+658.20%	Add
11	NKE	Nike INC -cl B	+0.6%	+229.69%	Add
12	SYMCEUR	Symantec CORP	+0.6%	+1936.23%	Add
13	ISRG	Intuitive Surgical INC	+0.6%	+619.35%	Add
14	META	Meta Platforms Inc-class A	+0.5%	+197.44%	Add
15	ADBE	Adobe INC	+0.5%	+195.73%	Add
16	TSN	Tyson Foods Inc-cl A	-0.7%	-89.11%	Trim
17	JAHEUR	Jarden CORP	-0.8%	-79.45%	Trim
18	KR	Kroger Co	-0.8%	-72.63%	Trim
19	T	At&t INC	-1%	-78.12%	Trim
20	HD	Home Depot INC	-1.1%	-89.53%	Trim
21	GLD	Spdr Gold Shares	—	NEW	New buy
22	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	NEW	New buy
23	FXI	Ishares China Large-cap ETF	—	EXIT	Sold out
24	XLE	Ss Energy Select Sector	—	EXIT	Sold out
25	DIS	Walt Disney Co/the	—	EXIT	Sold out
26	VALE	Vale S.A.	—	NEW	New buy
27	KMI	Kinder Morgan INC	—	EXIT	Sold out
28	DIA	Ss Spdr Dow Jones Indus Avg	—	EXIT	Sold out
29	BIDU	Baidu INC - Spon Adr	—	EXIT	Sold out
30	AVGO	Broadcom Inc.	—	EXIT	Sold out
31	GOOG	Alphabet Inc-cl C	—	NEW	New buy
32	MCD	Mcdonald's CORP	—	NEW	New buy
33	XLF	Ss Financial Select Sector	—	EXIT	Sold out
34	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	—	EXIT	Sold out
35	QCOM	Qualcomm INC	—	NEW	New buy
36	SMHC	VanEck China Semiconductor ETF	—	NEW	New buy
37	IAUUSD	Ishares Gold Trust	—	NEW	New buy
38	EFA	Ishares Msci Eafe ETF	—	NEW	New buy
39	JPM	Jpmorgan Chase & Co	—	EXIT	Sold out
40	PANW	Palo Alto Networks INC	—	EXIT	Sold out
41	EEM	Ishares Msci Emerging Market	—	EXIT	Sold out
42	CTRPUSD	Ctrip.com International-adr	—	EXIT	Sold out
43	TWXCHF	Time Warner INC	—	NEW	New buy
44	MCHI	Ishares Msci China ETF	—	EXIT	Sold out
45	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	—	NEW	New buy
46	IBM	Intl Business Machines CORP	—	EXIT	Sold out
47	BUD	Anheuser-busch Inbev-spn Adr	—	EXIT	Sold out
48	XXI	Twenty One Capital, Inc.	—	EXIT	Sold out
49	AVGO	Broadcom Inc.	—	EXIT	Sold out
50	CVS	Cvs Health CORP	—	NEW	New buy