Quantitative Investment Management, LLC — Q4 2016 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q4 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 760 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	GDX	Vaneck Gold Miners ETF	ETF-Commodities	3.13%	—	+122.43%
2	DIA	Ss Spdr Dow Jones Indus Avg	ETF-Large Cap & Growth	1.62%	—	+57.93%
3	XLF	Ss Financial Select Sector	ETF-Other	1.42%	-5.37%	-10.33%
4	✓	Powershares Qqq Trust Ser 1	Stock-Other	1.41%	—	+22.25%
5	EWZ	Ishares Msci Brazil ETF	ETF-Other	1.37%	—	+190.70%
6	GDXJ	Vaneck Junior Gold Miners	ETF-Commodities	1.23%	—	+157.83%
7	XLI	Ss Industrial Select Sector	ETF-Other	0.95%	+0.92%	+118.42%
8	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	0.88%	—	+10.29%
9	BRK-B	Berkshire Hathaway Inc-cl B	Stock-Other	0.80%	—	+335.79%
10	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	0.71%	—	—
11	CB	Chubb Limited	Stock-Financials	0.69%	—	+1194.38%
12	MDY	State Street Spdr S&p Midcap	ETF-Other	0.66%	—	+33.84%
13	ALL	Allstate CORP	Stock-Financials	0.66%	—	+536.09%
14	PEP	Pepsico INC	Stock-Consumer Staples	0.62%	—	+384.63%
15	HON	Honeywell International INC	Stock-Industrials	0.62%	—	+116.62%
16	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.62%	—	+128.15%
17	XLE	Ss Energy Select Sector	ETF-Other	0.59%	—	—
18	BAC	Bank Of America CORP	Stock-Financials	0.58%	-0.68%	EXIT
19	DOW	Dow Chem Co	Stock-Materials	0.57%	—	+2111.11%
20	WFC	Wells Fargo & Co	Stock-Financials	0.56%	-0.92%	EXIT
21	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	0.53%	—	—
22	DRI	Darden Restaurants INC	Stock-Consumer Disc	0.52%	—	—
23	VWO	Vanguard Ftse Emerging Marke	ETF-Emerging Markets	0.51%	—	—
24	MO	Altria Group INC	Stock-Consumer Staples	0.48%	—	+543.44%
25	CHRW	C.h. Robinson Worldwide INC	Stock-Industrials	0.48%	—	—
26	APD	Air Products & Chemicals INC	Stock-Materials	0.48%	—	+230.33%
27	DIS	Walt Disney Co/the	Stock-Comm Services	0.48%	—	—
28	CME	Cme Group INC	Stock-Financials	0.47%	—	+409.09%
29	MRSH	Marsh & Mclennan Cos	Stock-Financials	0.47%	—	+236.40%
30	AMZN	Amazon.com INC	Stock-Consumer Disc	0.46%	—	-50.40%
31	MAR	Marriott International -cl A	Stock-Consumer Disc	0.46%	—	—
32	SLV	Ishares Silver Trust	ETF-Commodities	0.45%	—	+410.51%
33	SYK	Stryker CORP	Stock-Healthcare	0.45%	—	+22.81%
34	OSVEUR	Vaneck Vectors Oil Services	ETF-Other	0.44%	—	—
35	D	Dominion Energy INC	Stock-Utilities	0.44%	—	+79.38%
36	XLB	Ss Materials Select Sector	ETF-Other	0.43%	-4.97%	EXIT
37	TGT	Target CORP	Stock-Consumer Disc	0.42%	—	+5.63%
38	CHKP	Check Point Software Technologies Ltd.	Stock-Tech	0.42%	—	—
39	XLK	Ss Technology Select Sector	ETF-Tech	0.42%	—	—
40	META	Meta Platforms Inc-class A	Stock-Comm Services	0.40%	—	-40.65%
41	FAST	Fastenal Co	Stock-Industrials	0.40%	—	—
42	✓		Stock-Other	0.40%	—	—
43	FDX	Fedex CORP	Stock-Industrials	0.40%	—	-33.41%
44	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	ETF-Tech	0.39%	—	—
45	BURL	Burlington Stores INC	Stock-Consumer Disc	0.39%	—	—
46	FCX	Freeport-mcmoran INC	Stock-Materials	0.38%	—	+129.22%
47	CSCO	Cisco Systems INC	Stock-Tech	0.37%	—	+179.83%
48	IAUUSD	Ishares Gold Trust	ETF-Commodities	0.37%	—	+497.48%
49	LYB	LyondellBasell Industries N.V.	Stock-Materials	0.37%	—	+144.02%
50	RSX1USD	Vaneck Vectors Russia ETF	ETF-Other	0.37%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q4 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	GDX	Vaneck Gold Miners ETF	+0.8%	+122.43%	Add
2	EWZ	Ishares Msci Brazil ETF	+0.7%	+190.70%	Add
3	CB	Chubb Limited	+0.6%	+1194.38%	Add
4	BRK-B	Berkshire Hathaway Inc-cl B	+0.6%	+335.79%	Add
5	DOW	Dow Chem Co	+0.5%	+2111.11%	Add
6	ALL	Allstate CORP	+0.5%	+536.09%	Add
7	PEP	Pepsico INC	+0.4%	+384.63%	Add
8	XLI	Ss Industrial Select Sector	+0.4%	+118.42%	Add
9	MO	Altria Group INC	+0.4%	+543.44%	Add
10	DIA	Ss Spdr Dow Jones Indus Avg	+0.4%	+57.93%	Add
11	CME	Cme Group INC	+0.4%	+409.09%	Add
12	GDXJ	Vaneck Junior Gold Miners	+0.4%	+157.83%	Add
13	GS	Goldman Sachs Group INC	-0.6%	-84.01%	Trim
14	XLU	St Sr Utl Sl Se Spdr Etf-usd	-0.8%	-59.60%	Trim
15	XLP	Ss Consumer Staples Sel Sect	-0.8%	-72.84%	Trim
16	AMZN	Amazon.com INC	-0.9%	-50.40%	Trim
17	JNJ	Johnson & Johnson	-1%	-70.20%	Trim
18	BAC	Bank Of America CORP	-1.3%	-72.11%	Trim
19	AAPL	Apple INC	-1.6%	-98.22%	Trim
20	TLT	Ishares 20+ Year Treasury Bd	—	EXIT	Sold out
21	IYR	Ishares US Real Estate ETF	—	EXIT	Sold out
22	T	At&t INC	—	EXIT	Sold out
23	VNQ	Vanguard Real Estate ETF	—	EXIT	Sold out
24	PFE	Pfizer INC	—	EXIT	Sold out
25	TWTRUSD	Twitter INC	—	EXIT	Sold out
26	BABA	Alibaba Group Holding-sp Adr	—	NEW	New buy
27	C	Citigroup INC	—	EXIT	Sold out
28	XLE	Ss Energy Select Sector	—	NEW	New buy
29	DG	Dollar General CORP	—	EXIT	Sold out
30	WYNN	Wynn Resorts LTD	—	EXIT	Sold out
31	WFC	Wells Fargo & Co	—	NEW	New buy
32	MDLZ	Mondelez International Inc-a	—	NEW	New buy
33	DRI	Darden Restaurants INC	—	NEW	New buy
34	VWO	Vanguard Ftse Emerging Marke	—	NEW	New buy
35	PNC	Pnc Financial Services Group	—	EXIT	Sold out
36	CHRW	C.h. Robinson Worldwide INC	—	NEW	New buy
37	DIS	Walt Disney Co/the	—	NEW	New buy
38	MAR	Marriott International -cl A	—	NEW	New buy
39	OSVEUR	Vaneck Vectors Oil Services	—	NEW	New buy
40	GIS	General Mills INC	—	EXIT	Sold out
41	CHKP	Check Point Software Technologies Ltd.	—	NEW	New buy
42	XLK	Ss Technology Select Sector	—	NEW	New buy
43	ATVIEUR	Activision Blizzard INC	—	EXIT	Sold out
44	JPM	Jpmorgan Chase & Co	—	EXIT	Sold out
45	FAST	Fastenal Co	—	NEW	New buy
46	✓		—	NEW	New buy
47	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	—	NEW	New buy
48	BURL	Burlington Stores INC	—	NEW	New buy
49	VZ	Verizon Communications INC	—	EXIT	Sold out
50	BIDU	Baidu INC - Spon Adr	—	EXIT	Sold out