Quantitative Investment Management, LLC — Q2 2017 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q2 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 665 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	4.21%	—	+119.24%
2	XLV	Ss Health Care Select Sector	ETF-Other	3.21%	+1.17%	NEW
3	XLF	Ss Financial Select Sector	ETF-Other	3.19%	-5.37%	+269.62%
4	JPM	Jpmorgan Chase & Co	Stock-Financials	1.73%	—	+567.66%
5	XBI	Ss Spdr S&p Biotech ETF	ETF-Tech	1.69%	+1.48%	NEW
6	BAC	Bank Of America CORP	Stock-Financials	1.63%	-0.68%	EXIT
7	IBB	Ishares Biotechnology ETF	ETF-Tech	1.56%	+0.66%	NEW
8	NVDA	Nvidia CORP	Stock-Tech	1.48%	-3.99%	EXIT
9	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.45%	—	-9.89%
10	CELG	Celgene CORP	Stock-Other	0.95%	—	+752.54%
11	ABBV	Abbvie INC	Stock-Healthcare	0.82%	—	+32.30%
12	EFA	Ishares Msci Eafe ETF	ETF-Other	0.79%	—	-57.19%
13	TSLA	Tesla INC	Stock-Consumer Disc	0.78%	—	—
14	DIA	Ss Spdr Dow Jones Indus Avg	ETF-Large Cap & Growth	0.77%	—	-25.12%
15	ORCL	Oracle CORP	Stock-Tech	0.74%	—	-4.96%
16	TRV	Travelers Cos Inc/the	Stock-Financials	0.72%	—	+326.82%
17	C	Citigroup INC	Stock-Financials	0.71%	-0.71%	+86.43%
18	REGN	Regeneron Pharmaceuticals	Stock-Healthcare	0.68%	—	—
19	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	0.66%	—	-89.66%
20	CB	Chubb Limited	Stock-Financials	0.66%	—	+78.69%
21	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.66%	—	+33.58%
22	XLY	Ss Consumer Disc Select Sect	ETF-Other	0.59%	+1.42%	NEW
23	FDX	Fedex CORP	Stock-Industrials	0.59%	—	—
24	WFC	Wells Fargo & Co	Stock-Financials	0.59%	-0.92%	EXIT
25	BLKCHF	Blackrock INC	Stock-Other	0.59%	—	—
26	MRK	Merck & Co. INC.	Stock-Healthcare	0.58%	—	—
27	CME	Cme Group INC	Stock-Financials	0.58%	—	—
28	GS	Goldman Sachs Group INC	Stock-Financials	0.58%	—	+140.14%
29	UPS	United Parcel Service-cl B	Stock-Industrials	0.57%	—	—
30	NXPI	NXP Semiconductors N.V.	Stock-Tech	0.56%	—	+18.96%
31	BA	Boeing Co/the	Stock-Industrials	0.55%	—	+1114.38%
32	GM	General Motors Co	Stock-Consumer Disc	0.55%	—	—
33	AMD	Advanced Micro Devices	Stock-Tech	0.54%	-0.86%	EXIT
34	MMM	3m Co	Stock-Industrials	0.54%	—	+2.85%
35	ICE	Intercontinental Exchange In	Stock-Financials	0.54%	—	+555.89%
36	BALL	Ball CORP	Stock-Consumer Disc	0.54%	—	—
37	TWXCHF	Time Warner INC	Stock-Other	0.52%	—	+2389.93%
38	VLO	Valero Energy CORP	Stock-Energy	0.51%	—	—
39	WMT	Walmart INC	Stock-Consumer Staples	0.51%	-1.11%	EXIT
40	COST	Costco Wholesale CORP	Stock-Consumer Staples	0.49%	—	+110.09%
41	BNY	Bank Of New York Mellon CORP	Stock-Financials	0.48%	—	+1016.34%
42	AXP	American Express Co	Stock-Financials	0.47%	—	+42.94%
43	VWO	Vanguard Ftse Emerging Marke	ETF-Emerging Markets	0.47%	—	-64.11%
44	IYR	Ishares US Real Estate ETF	ETF-Other	0.45%	—	—
45	ZTS	Zoetis INC	Stock-Healthcare	0.45%	—	—
46	HIG	Hartford Insurance Group INC	Stock-Financials	0.45%	—	—
47	CTSH	Cognizant Tech Solutions-a	Stock-Tech	0.43%	—	—
48	HSY	Hershey Co/the	Stock-Consumer Staples	0.42%	—	+318.66%
49	✓	Quintiles Transnational Holdin	Stock-Other	0.42%	—	+539.22%
50	✓	Andeavor Logistics LP	Stock-Other	0.41%	—	—

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q2 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	XLF	Ss Financial Select Sector	+2.4%	+269.62%	Add
2	IWM	Ishares Russell 2000 ETF	+2.3%	+119.24%	Add
3	XLV	Ss Health Care Select Sector	+1.7%	+105.88%	Add
4	XBI	Ss Spdr S&p Biotech ETF	+1.5%	+642.33%	Add
5	JPM	Jpmorgan Chase & Co	+1.5%	+567.66%	Add
6	NVDA	Nvidia CORP	+1.5%	+3194.17%	Add
7	CELG	Celgene CORP	+0.8%	+752.54%	Add
8	TRV	Travelers Cos Inc/the	+0.6%	+326.82%	Add
9	BA	Boeing Co/the	+0.5%	+1114.38%	Add
10	TWXCHF	Time Warner INC	+0.5%	+2389.93%	Add
11	ICE	Intercontinental Exchange In	+0.5%	+555.89%	Add
12	BNY	Bank Of New York Mellon CORP	+0.4%	+1016.34%	Add
13	ABT	Abbott Laboratories	-0.5%	-95.69%	Trim
14	V	Visa Inc-class A Shares	-0.5%	-78.10%	Trim
15	EWY	Ishares Msci South Korea ETF	-0.6%	-79.81%	Trim
16	VWO	Vanguard Ftse Emerging Marke	-0.8%	-64.11%	Trim
17	EFA	Ishares Msci Eafe ETF	-1%	-57.19%	Trim
18	IEMG	Ishares Core Msci Emerging	-1%	-96.63%	Trim
19	EEM	Ishares Msci Emerging Market	-5.5%	-89.66%	Trim
20	TLT	Ishares 20+ Year Treasury Bd	—	EXIT	Sold out
21	✓	Powershares Qqq Trust Ser 1	—	EXIT	Sold out
22	AMZN	Amazon.com INC	—	EXIT	Sold out
23	BAC	Bank Of America CORP	—	NEW	New buy
24	IBB	Ishares Biotechnology ETF	—	NEW	New buy
25	FXI	Ishares China Large-cap ETF	—	EXIT	Sold out
26	JNJ	Johnson & Johnson	—	EXIT	Sold out
27	TSLA	Tesla INC	—	NEW	New buy
28	GLD	Spdr Gold Shares	—	EXIT	Sold out
29	MO	Altria Group INC	—	EXIT	Sold out
30	REGN	Regeneron Pharmaceuticals	—	NEW	New buy
31	CSCO	Cisco Systems INC	—	EXIT	Sold out
32	FDX	Fedex CORP	—	NEW	New buy
33	BLKCHF	Blackrock INC	—	NEW	New buy
34	AMGN	Amgen INC	—	EXIT	Sold out
35	MRK	Merck & Co. INC.	—	NEW	New buy
36	CME	Cme Group INC	—	NEW	New buy
37	UPS	United Parcel Service-cl B	—	NEW	New buy
38	EWZ	Ishares Msci Brazil ETF	—	EXIT	Sold out
39	HON	Honeywell International INC	—	EXIT	Sold out
40	GM	General Motors Co	—	NEW	New buy
41	AMD	Advanced Micro Devices	—	NEW	New buy
42	EWT	Ishares Msci Taiwan ETF	—	EXIT	Sold out
43	BALL	Ball CORP	—	NEW	New buy
44	VLO	Valero Energy CORP	—	NEW	New buy
45	SLV	Ishares Silver Trust	—	EXIT	Sold out
46	IYR	Ishares US Real Estate ETF	—	NEW	New buy
47	ZTS	Zoetis INC	—	NEW	New buy
48	HIG	Hartford Insurance Group INC	—	NEW	New buy
49	CTSH	Cognizant Tech Solutions-a	—	NEW	New buy
50	NFLX	Netflix INC	—	EXIT	Sold out