Quantitative Investment Management, LLC — Q2 2016 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q2 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 716 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	AMZN	Amazon.com INC	Stock-Consumer Disc	2.47%	—	+68.72%
2	PFE	Pfizer INC	Stock-Healthcare	1.99%	—	—
3	GLD	Spdr Gold Shares	ETF-Commodities	1.55%	—	-68.27%
4	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.38%	—	+170.27%
5	TWTRUSD	Twitter INC	Stock-Other	1.04%	—	—
6	CSCO	Cisco Systems INC	Stock-Tech	0.86%	—	—
7	✓		Stock-Other	0.86%	—	+221.92%
8	COST	Costco Wholesale CORP	Stock-Consumer Staples	0.81%	—	—
9	CRM	Salesforce INC	Stock-Tech	0.80%	—	—
10	WBA	Walgreens Boots Alliance INC	Stock-Other	0.77%	—	—
11	IYR	Ishares US Real Estate ETF	ETF-Other	0.76%	—	+16.03%
12	ZBH	Zimmer Biomet Holdings INC	Stock-Healthcare	0.76%	—	+673.86%
13	VALE	Vale S.A.	Stock-Materials	0.75%	—	-18.15%
14	XLF	Ss Financial Select Sector	ETF-Other	0.75%	-5.37%	—
15	GILD	Gilead Sciences INC	Stock-Healthcare	0.71%	+0.77%	NEW
16	LOW	Lowe's Cos INC	Stock-Consumer Disc	0.69%	—	+1494.02%
17	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.69%	—	+544.57%
18	✓		Stock-Other	0.68%	—	+50.63%
19	SO	Southern Co/the	Stock-Utilities	0.67%	—	+166.21%
20	KMB	Kimberly-clark CORP	Stock-Consumer Staples	0.62%	—	+3477.78%
21	PRGO	Perrigo Company plc	Stock-Healthcare	0.62%	—	+118.24%
22	HD	Home Depot INC	Stock-Consumer Disc	0.60%	—	+560.78%
23	MODV	ModivCare Inc.	Stock-Other	0.60%	—	—
24	FIS	Fidelity National Info Serv	Stock-Tech	0.60%	—	—
25	KO	Coca-cola Co/the	Stock-Consumer Staples	0.58%	—	-37.63%
26	MDT	Medtronic plc	Stock-Healthcare	0.58%	—	+289.95%
27	LMT	Lockheed Martin CORP	Stock-Industrials	0.57%	+0.72%	+38.98%
28	SJM	Jm Smucker Co/the	Stock-Consumer Staples	0.57%	—	+515.38%
29	MLM	Martin Marietta Materials	Stock-Materials	0.56%	—	—
30	BSX	Boston Scientific CORP	Stock-Healthcare	0.56%	—	+83.03%
31	M	Macy's INC	Stock-Consumer Disc	0.55%	—	—
32	PCG	P G & E CORP	Stock-Utilities	0.55%	—	+336.10%
33	CHTR	Charter Communications Inc-a	Stock-Comm Services	0.54%	—	—
34	PEP	Pepsico INC	Stock-Consumer Staples	0.54%	—	+48.37%
35	XXI	Twenty One Capital, Inc.	Stock-Other	0.53%	—	—
36	AAPL	Apple INC	Stock-Tech	0.53%	—	—
37	GD	General Dynamics CORP	Stock-Industrials	0.50%	—	—
38	PG	Procter & Gamble Co/the	Stock-Consumer Staples	0.49%	—	+940.83%
39	SLV	Ishares Silver Trust	ETF-Commodities	0.49%	—	+112.89%
40	IAUUSD	Ishares Gold Trust	ETF-Commodities	0.49%	—	-34.89%
41	LBEUR	L Brands INC	Stock-Other	0.48%	—	+194.98%
42	✓		Stock-Other	0.48%	—	+166.18%
43	✓		Stock-Other	0.47%	—	—
44	ICE	Intercontinental Exchange In	Stock-Financials	0.47%	—	—
45	SMH	Vaneck Semiconductor ETF	ETF-Other	0.47%	—	—
46	DUK	Duke Energy CORP	Stock-Utilities	0.47%	—	+888.14%
47	DHR	Danaher CORP	Stock-Healthcare	0.47%	—	—
48	LLY	Eli Lilly & Co	Stock-Healthcare	0.46%	+0.93%	NEW
49	D	Dominion Energy INC	Stock-Utilities	0.45%	—	+5.74%
50	ADBE	Adobe INC	Stock-Tech	0.43%	—	-44.10%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q2 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	AMZN	Amazon.com INC	+1.2%	+68.72%	Add
2	XLP	Ss Consumer Staples Sel Sect	+0.9%	+170.27%	Add
3	ZBH	Zimmer Biomet Holdings INC	+0.7%	+673.86%	Add
4	LOW	Lowe's Cos INC	+0.7%	+1494.02%	Add
5	✓		+0.6%	+221.92%	Add
6	KMB	Kimberly-clark CORP	+0.6%	+3477.78%	Add
7	CMCSA	Comcast Corp-class A	+0.6%	+544.57%	Add
8	HD	Home Depot INC	+0.5%	+560.78%	Add
9	SJM	Jm Smucker Co/the	+0.5%	+515.38%	Add
10	VNQ	Vanguard Real Estate ETF	-0.5%	-68.83%	Trim
11	SYMCEUR	Symantec CORP	-0.6%	-93.18%	Trim
12	MCD	Mcdonald's CORP	-0.7%	-75.85%	Trim
13	MSFT	Microsoft CORP	-0.7%	-67.67%	Trim
14	EQIX	Equinix INC	-0.7%	-97.24%	Trim
15	META	Meta Platforms Inc-class A	-0.8%	-97.56%	Trim
16	NKE	Nike INC -cl B	-0.9%	-89.85%	Trim
17	MDLZ	Mondelez International Inc-a	-1%	-78.02%	Trim
18	GLD	Spdr Gold Shares	-3.2%	-68.27%	Trim
19	SMHC	VanEck China Semiconductor ETF	—	EXIT	Sold out
20	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	EXIT	Sold out
21	PFE	Pfizer INC	—	NEW	New buy
22	GOOGL	Alphabet Inc-cl A	—	EXIT	Sold out
23	TWTRUSD	Twitter INC	—	NEW	New buy
24	✓	Time Warner Cable INC	—	EXIT	Sold out
25	GOOG	Alphabet Inc-cl C	—	EXIT	Sold out
26	CSCO	Cisco Systems INC	—	NEW	New buy
27	SBUX	Starbucks CORP	—	EXIT	Sold out
28	TGT	Target CORP	—	EXIT	Sold out
29	COST	Costco Wholesale CORP	—	NEW	New buy
30	CRM	Salesforce INC	—	NEW	New buy
31	XLV	Ss Health Care Select Sector	—	EXIT	Sold out
32	QCOM	Qualcomm INC	—	EXIT	Sold out
33	WBA	Walgreens Boots Alliance INC	—	NEW	New buy
34	XLF	Ss Financial Select Sector	—	NEW	New buy
35	GILD	Gilead Sciences INC	—	NEW	New buy
36	SMHC	VanEck China Semiconductor ETF	—	EXIT	Sold out
37	EFA	Ishares Msci Eafe ETF	—	EXIT	Sold out
38	✓	Linkedin CORP	—	EXIT	Sold out
39	MODV	ModivCare Inc.	—	NEW	New buy
40	FIS	Fidelity National Info Serv	—	NEW	New buy
41	HON	Honeywell International INC	—	EXIT	Sold out
42	MLM	Martin Marietta Materials	—	NEW	New buy
43	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	—	EXIT	Sold out
44	M	Macy's INC	—	NEW	New buy
45	PM	Philip Morris International	—	EXIT	Sold out
46	CHTR	Charter Communications Inc-a	—	NEW	New buy
47	XXI	Twenty One Capital, Inc.	—	NEW	New buy
48	TJX	Tjx Companies INC	—	EXIT	Sold out
49	AAPL	Apple INC	—	NEW	New buy
50	GD	General Dynamics CORP	—	NEW	New buy