Quantitative Investment Management, LLC — Q3 2016 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q3 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 649 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	TLT	Ishares 20+ Year Treasury Bd	ETF-Gov Bonds	3.59%	—	—
2	GDX	Vaneck Gold Miners ETF	ETF-Commodities	2.33%	—	—
3	IYR	Ishares US Real Estate ETF	ETF-Other	1.95%	—	+268.81%
4	BAC	Bank Of America CORP	Stock-Financials	1.92%	-0.68%	EXIT
5	T	At&t INC	Stock-Comm Services	1.82%	—	+843.32%
6	XLF	Ss Financial Select Sector	ETF-Other	1.73%	-5.37%	+284.31%
7	AAPL	Apple INC	Stock-Tech	1.57%	—	+255.66%
8	VNQ	Vanguard Real Estate ETF	ETF-Other	1.57%	—	+806.28%
9	PFE	Pfizer INC	Stock-Healthcare	1.54%	—	+13.54%
10	✓	Powershares Qqq Trust Ser 1	Stock-Other	1.52%	—	—
11	AMZN	Amazon.com INC	Stock-Consumer Disc	1.37%	—	-33.15%
12	JNJ	Johnson & Johnson	Stock-Healthcare	1.26%	—	—
13	DIA	Ss Spdr Dow Jones Indus Avg	ETF-Large Cap & Growth	1.25%	—	—
14	TWTRUSD	Twitter INC	Stock-Other	1.23%	—	+22.22%
15	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	1.09%	—	—
16	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.05%	—	+11.04%
17	META	Meta Platforms Inc-class A	Stock-Comm Services	0.98%	—	+6738.24%
18	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	0.96%	—	—
19	GDXJ	Vaneck Junior Gold Miners	ETF-Commodities	0.88%	—	—
20	C	Citigroup INC	Stock-Financials	0.85%	-0.71%	—
21	DG	Dollar General CORP	Stock-Consumer Staples	0.76%	—	—
22	WYNN	Wynn Resorts LTD	Stock-Consumer Disc	0.75%	—	—
23	FDX	Fedex CORP	Stock-Industrials	0.73%	—	—
24	GS	Goldman Sachs Group INC	Stock-Financials	0.68%	—	—
25	MDT	Medtronic plc	Stock-Healthcare	0.68%	—	+65.30%
26	CVX	Chevron CORP	Stock-Energy	0.64%	—	—
27	PNC	Pnc Financial Services Group	Stock-Financials	0.63%	—	—
28	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.63%	—	+348.13%
29	MDY	State Street Spdr S&p Midcap	ETF-Other	0.61%	—	—
30	XLB	Ss Materials Select Sector	ETF-Other	0.59%	-4.97%	EXIT
31	GIS	General Mills INC	Stock-Consumer Staples	0.58%	—	—
32	DLR	Digital Realty Trust INC	Stock-Real Estate	0.56%	—	—
33	ATVIEUR	Activision Blizzard INC	Stock-Comm Services	0.54%	—	+123.26%
34	HSY	Hershey Co/the	Stock-Consumer Staples	0.54%	—	+116.35%
35	JPM	Jpmorgan Chase & Co	Stock-Financials	0.54%	—	+4731.37%
36	XLI	Ss Industrial Select Sector	ETF-Other	0.53%	+0.92%	—
37	SJM	Jm Smucker Co/the	Stock-Consumer Staples	0.51%	—	+43.25%
38	VZ	Verizon Communications INC	Stock-Comm Services	0.51%	—	+260.91%
39	UNH	Unitedhealth Group INC	Stock-Healthcare	0.50%	-1.50%	EXIT
40	TGT	Target CORP	Stock-Consumer Disc	0.50%	—	—
41	BIDU	Baidu INC - Spon Adr	Stock-Comm Services	0.49%	—	—
42	XME	Ss Spdr S&p Metals Mining	ETF-Other	0.48%	+0.75%	NEW
43	USB	US Bancorp	Stock-Financials	0.47%	—	—
44	SYK	Stryker CORP	Stock-Healthcare	0.47%	—	+207.05%
45	RHT1EUR	Red Hat INC	Stock-Other	0.46%	—	—
46	ADBE	Adobe INC	Stock-Tech	0.46%	—	+33.20%
47	KRE	Ss Spdr S&p Regional Bank	ETF-Other	0.46%	-3.33%	EXIT
48	XOM	Exxon Mobil CORP	Stock-Energy	0.45%	—	—
49	AMGN	Amgen INC	Stock-Healthcare	0.45%	—	—
50	DLTR	Dollar Tree INC	Stock-Consumer Staples	0.45%	—	+124.77%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q3 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	BAC	Bank Of America CORP	+1.7%	+765.69%	Add
2	T	At&t INC	+1.5%	+843.32%	Add
3	VNQ	Vanguard Real Estate ETF	+1.3%	+806.28%	Add
4	IYR	Ishares US Real Estate ETF	+1.2%	+268.81%	Add
5	AAPL	Apple INC	+1%	+255.66%	Add
6	XLF	Ss Financial Select Sector	+1%	+284.31%	Add
7	META	Meta Platforms Inc-class A	+1%	+6738.24%	Add
8	JPM	Jpmorgan Chase & Co	+0.5%	+4731.37%	Add
9	EWZ	Ishares Msci Brazil ETF	+0.5%	+348.13%	Add
10	TWTRUSD	Twitter INC	+0.2%	+22.22%	Add
11	VALE	Vale S.A.	-0.6%	-82.02%	Trim
12	ZBH	Zimmer Biomet Holdings INC	-0.7%	-80.91%	Trim
13	CSCO	Cisco Systems INC	-0.7%	-72.92%	Trim
14	COST	Costco Wholesale CORP	-0.7%	-80.90%	Trim
15	TLT	Ishares 20+ Year Treasury Bd	—	NEW	New buy
16	GDX	Vaneck Gold Miners ETF	—	NEW	New buy
17	✓	Powershares Qqq Trust Ser 1	—	NEW	New buy
18	JNJ	Johnson & Johnson	—	NEW	New buy
19	DIA	Ss Spdr Dow Jones Indus Avg	—	NEW	New buy
20	GLD	Spdr Gold Shares	—	EXIT	Sold out
21	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	New buy
22	IWM	Ishares Russell 2000 ETF	—	NEW	New buy
23	GDXJ	Vaneck Junior Gold Miners	—	NEW	New buy
24	C	Citigroup INC	—	NEW	New buy
25	DG	Dollar General CORP	—	NEW	New buy
26	WYNN	Wynn Resorts LTD	—	NEW	New buy
27	FDX	Fedex CORP	—	NEW	New buy
28	GS	Goldman Sachs Group INC	—	NEW	New buy
29	CVX	Chevron CORP	—	NEW	New buy
30	PNC	Pnc Financial Services Group	—	NEW	New buy
31	MDY	State Street Spdr S&p Midcap	—	NEW	New buy
32	✓		—	EXIT	Sold out
33	XLB	Ss Materials Select Sector	—	NEW	New buy
34	GIS	General Mills INC	—	NEW	New buy
35	CRM	Salesforce INC	—	EXIT	Sold out
36	DLR	Digital Realty Trust INC	—	NEW	New buy
37	WBA	Walgreens Boots Alliance INC	—	EXIT	Sold out
38	XLI	Ss Industrial Select Sector	—	NEW	New buy
39	GILD	Gilead Sciences INC	—	EXIT	Sold out
40	TGT	Target CORP	—	NEW	New buy
41	BIDU	Baidu INC - Spon Adr	—	NEW	New buy
42	LOW	Lowe's Cos INC	—	EXIT	Sold out
43	✓		—	EXIT	Sold out
44	USB	US Bancorp	—	NEW	New buy
45	RHT1EUR	Red Hat INC	—	NEW	New buy
46	XOM	Exxon Mobil CORP	—	NEW	New buy
47	AMGN	Amgen INC	—	NEW	New buy
48	HD	Home Depot INC	—	EXIT	Sold out
49	MODV	ModivCare Inc.	—	EXIT	Sold out
50	SRCLEUR	Stericycle INC	—	NEW	New buy