Quantitative Investment Management, LLC — Q1 2017 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q1 2017
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 667 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	6.17%	—	—
2	TLT	Ishares 20+ Year Treasury Bd	ETF-Gov Bonds	2.90%	—	—
3	✓	Powershares Qqq Trust Ser 1	Stock-Other	2.36%	—	+148.04%
4	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	1.89%	—	+250.12%
5	EFA	Ishares Msci Eafe ETF	ETF-Other	1.78%	—	—
6	AMZN	Amazon.com INC	Stock-Consumer Disc	1.77%	—	+437.14%
7	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.61%	—	+1099.94%
8	XLV	Ss Health Care Select Sector	ETF-Other	1.48%	+1.17%	NEW
9	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	1.41%	—	—
10	VWO	Vanguard Ftse Emerging Marke	ETF-Emerging Markets	1.28%	—	+275.95%
11	IEMG	Ishares Core Msci Emerging	ETF-Emerging Markets	1.04%	—	—
12	DIA	Ss Spdr Dow Jones Indus Avg	ETF-Large Cap & Growth	1.00%	—	-2.48%
13	JNJ	Johnson & Johnson	Stock-Healthcare	0.86%	—	+372.17%
14	XLF	Ss Financial Select Sector	ETF-Other	0.84%	-5.37%	-4.35%
15	GLD	Spdr Gold Shares	ETF-Commodities	0.78%	—	—
16	EWY	Ishares Msci South Korea ETF	ETF-Other	0.76%	+1.32%	NEW
17	MO	Altria Group INC	Stock-Consumer Staples	0.72%	—	+133.97%
18	ORCL	Oracle CORP	Stock-Tech	0.69%	—	—
19	CSCO	Cisco Systems INC	Stock-Tech	0.66%	—	+165.17%
20	XLI	Ss Industrial Select Sector	ETF-Other	0.65%	+0.92%	+8.85%
21	V	Visa Inc-class A Shares	Stock-Financials	0.63%	—	—
22	AMGN	Amgen INC	Stock-Healthcare	0.59%	—	—
23	EPP	Ishares Msci Pacific Ex Japa	ETF-Other	0.58%	—	—
24	EWZ	Ishares Msci Brazil ETF	ETF-Other	0.58%	—	-38.25%
25	HON	Honeywell International INC	Stock-Industrials	0.57%	—	+40.52%
26	ABBV	Abbvie INC	Stock-Healthcare	0.56%	—	—
27	USB	US Bancorp	Stock-Financials	0.55%	—	—
28	EWT	Ishares Msci Taiwan ETF	ETF-Other	0.55%	—	—
29	ABT	Abbott Laboratories	Stock-Healthcare	0.50%	+0.72%	—
30	MMM	3m Co	Stock-Industrials	0.49%	—	+164.21%
31	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.48%	—	+668.35%
32	KRE	Ss Spdr S&p Regional Bank	ETF-Other	0.48%	-3.33%	EXIT
33	EWJ	Ishares Msci Japan ETF	ETF-Other	0.47%	—	—
34	SLV	Ishares Silver Trust	ETF-Commodities	0.46%	—	+49.13%
35	PNC	Pnc Financial Services Group	Stock-Financials	0.46%	—	—
36	PEP	Pepsico INC	Stock-Consumer Staples	0.46%	—	+14.76%
37	NXPI	NXP Semiconductors N.V.	Stock-Tech	0.45%	—	+1215.21%
38	STZ	Constellation Brands Inc-a	Stock-Consumer Staples	0.45%	—	—
39	HD	Home Depot INC	Stock-Consumer Disc	0.44%	—	+311.13%
40	EXPE	Expedia Group INC	Stock-Consumer Disc	0.44%	—	—
41	WFC	Wells Fargo & Co	Stock-Financials	0.43%	-0.92%	EXIT
42	BRK-B	Berkshire Hathaway Inc-cl B	Stock-Other	0.42%	—	-14.27%
43	XLY	Ss Consumer Disc Select Sect	ETF-Other	0.42%	+1.42%	NEW
44	NFLX	Netflix INC	Stock-Comm Services	0.42%	-1.53%	EXIT
45	PFE	Pfizer INC	Stock-Healthcare	0.41%	—	—
46	ROP	Roper Technologies INC	Stock-Tech	0.40%	—	+281.25%
47	KO	Coca-cola Co/the	Stock-Consumer Staples	0.40%	—	—
48	INTU	Intuit INC	Stock-Tech	0.39%	+1.19%	+114.34%
49	LMT	Lockheed Martin CORP	Stock-Industrials	0.38%	+0.72%	—
50	FISV	Fiserv INC	Stock-Other	0.37%	—	+617.29%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q1 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	XLP	Ss Consumer Staples Sel Sect	+1.4%	+1099.94%	Add
2	AMZN	Amazon.com INC	+1.3%	+437.14%	Add
3	IWM	Ishares Russell 2000 ETF	+1%	+250.12%	Add
4	✓	Powershares Qqq Trust Ser 1	+1%	+148.04%	Add
5	VWO	Vanguard Ftse Emerging Marke	+0.8%	+275.95%	Add
6	JNJ	Johnson & Johnson	+0.6%	+372.17%	Add
7	NXPI	NXP Semiconductors N.V.	+0.4%	+1215.21%	Add
8	CSCO	Cisco Systems INC	+0.3%	+165.17%	Add
9	CMCSA	Comcast Corp-class A	+0.3%	+668.35%	Add
10	FISV	Fiserv INC	+0.3%	+617.29%	Add
11	HD	Home Depot INC	+0.3%	+311.13%	Add
12	MO	Altria Group INC	+0.2%	+133.97%	Add
13	MMM	3m Co	+0.2%	+164.21%	Add
14	ALL	Allstate CORP	-0.6%	-84.62%	Trim
15	EEM	Ishares Msci Emerging Market	—	NEW	New buy
16	TLT	Ishares 20+ Year Treasury Bd	—	NEW	New buy
17	GDX	Vaneck Gold Miners ETF	—	EXIT	Sold out
18	EFA	Ishares Msci Eafe ETF	—	NEW	New buy
19	XLV	Ss Health Care Select Sector	—	NEW	New buy
20	FXI	Ishares China Large-cap ETF	—	NEW	New buy
21	IEMG	Ishares Core Msci Emerging	—	NEW	New buy
22	GLD	Spdr Gold Shares	—	NEW	New buy
23	EWY	Ishares Msci South Korea ETF	—	NEW	New buy
24	GDXJ	Vaneck Junior Gold Miners	—	EXIT	Sold out
25	ORCL	Oracle CORP	—	NEW	New buy
26	V	Visa Inc-class A Shares	—	NEW	New buy
27	AMGN	Amgen INC	—	NEW	New buy
28	EPP	Ishares Msci Pacific Ex Japa	—	NEW	New buy
29	ABBV	Abbvie INC	—	NEW	New buy
30	USB	US Bancorp	—	NEW	New buy
31	EWT	Ishares Msci Taiwan ETF	—	NEW	New buy
32	ABT	Abbott Laboratories	—	NEW	New buy
33	KRE	Ss Spdr S&p Regional Bank	—	NEW	New buy
34	EWJ	Ishares Msci Japan ETF	—	NEW	New buy
35	PNC	Pnc Financial Services Group	—	NEW	New buy
36	STZ	Constellation Brands Inc-a	—	NEW	New buy
37	EXPE	Expedia Group INC	—	NEW	New buy
38	BABA	Alibaba Group Holding-sp Adr	—	EXIT	Sold out
39	NFLX	Netflix INC	—	NEW	New buy
40	PFE	Pfizer INC	—	NEW	New buy
41	KO	Coca-cola Co/the	—	NEW	New buy
42	LMT	Lockheed Martin CORP	—	NEW	New buy
43	XLE	Ss Energy Select Sector	—	EXIT	Sold out
44	BAC	Bank Of America CORP	—	EXIT	Sold out
45	DOW	Dow Chem Co	—	EXIT	Sold out
46	C	Citigroup INC	—	NEW	New buy
47	WYNN	Wynn Resorts LTD	—	NEW	New buy
48	LOW	Lowe's Cos INC	—	NEW	New buy
49	MDLZ	Mondelez International Inc-a	—	EXIT	Sold out
50	JD	Jd.com Inc-adr	—	NEW	New buy