Quantitative Investment Management, LLC — Q3 2017 13F Holdings

Name: Quantitative Investment Management, LLC — 13F Holdings, Q3 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 657 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	6.80%	—	+102.80%
2	XLF	Ss Financial Select Sector	ETF-Other	6.09%	-5.37%	+140.26%
3	XLI	Ss Industrial Select Sector	ETF-Other	2.15%	+0.92%	+681.76%
4	EWZ	Ishares Msci Brazil ETF	ETF-Other	2.03%	—	—
5	XLV	Ss Health Care Select Sector	ETF-Other	1.47%	+1.17%	NEW
6	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	1.42%	—	—
7	BAC	Bank Of America CORP	Stock-Financials	1.20%	-0.68%	EXIT
8	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	1.07%	—	—
9	CSCO	Cisco Systems INC	Stock-Tech	0.92%	—	—
10	GS	Goldman Sachs Group INC	Stock-Financials	0.88%	—	+87.45%
11	JPM	Jpmorgan Chase & Co	Stock-Financials	0.86%	—	-36.83%
12	MRK	Merck & Co. INC.	Stock-Healthcare	0.77%	—	+76.38%
13	XLB	Ss Materials Select Sector	ETF-Other	0.77%	-4.97%	EXIT
14	GM	General Motors Co	Stock-Consumer Disc	0.76%	—	+57.70%
15	KRE	Ss Spdr S&p Regional Bank	ETF-Other	0.74%	-3.33%	EXIT
16	DXJ	Wisdomtree Japan Hedged Eq	ETF-Other	0.71%	—	+314.36%
17	MDY	State Street Spdr S&p Midcap	ETF-Other	0.70%	—	—
18	XBI	Ss Spdr S&p Biotech ETF	ETF-Tech	0.68%	+1.48%	NEW
19	HD	Home Depot INC	Stock-Consumer Disc	0.67%	—	+200.75%
20	RSX1USD	Vaneck Vectors Russia ETF	ETF-Other	0.66%	—	—
21	INTC	Intel CORP	Stock-Tech	0.66%	—	—
22	NFLX	Netflix INC	Stock-Comm Services	0.64%	-1.53%	EXIT
23	EFA	Ishares Msci Eafe ETF	ETF-Other	0.64%	—	+0.66%
24	MU	Micron Technology INC	Stock-Tech	0.61%	+1.01%	NEW
25	ITB	Ishares U.s. Home Constructi	ETF-Other	0.61%	—	+469.39%
26	EBAY	Ebay INC	Stock-Consumer Disc	0.58%	—	—
27	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	0.57%	—	+4.59%
28	PFE	Pfizer INC	Stock-Healthcare	0.55%	—	+621.47%
29	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	ETF-Tech	0.55%	—	—
30	TMO	Thermo Fisher Scientific INC	Stock-Healthcare	0.54%	—	+148.11%
31	CELG	Celgene CORP	Stock-Other	0.54%	—	-33.67%
32	ACN	Accenture plc	Stock-Tech	0.53%	—	+104.67%
33	BIIB	Biogen INC	Stock-Healthcare	0.52%	—	+315.71%
34	MMM	3m Co	Stock-Industrials	0.51%	—	+23.40%
35	ACWI	Ishares Msci Acwi ETF	ETF-Other	0.51%	—	—
36	DIA	Ss Spdr Dow Jones Indus Avg	ETF-Large Cap & Growth	0.50%	—	-17.44%
37	EMR	Emerson Electric Co	Stock-Industrials	0.50%	—	—
38	C	Citigroup INC	Stock-Financials	0.48%	-0.71%	-17.50%
39	MET	Metlife INC	Stock-Financials	0.47%	—	+205.87%
40	VLO	Valero Energy CORP	Stock-Energy	0.46%	—	+5.19%
41	GDX	Vaneck Gold Miners ETF	ETF-Commodities	0.46%	—	—
42	IBB	Ishares Biotechnology ETF	ETF-Tech	0.45%	+0.66%	NEW
43	UNP	Union Pacific CORP	Stock-Industrials	0.45%	—	—
44	MS	Morgan Stanley	Stock-Financials	0.44%	—	+57.34%
45	BRK-B	Berkshire Hathaway Inc-cl B	Stock-Other	0.44%	—	+145.55%
46	FAS	Dirx Dly Finacial B3x Etf-ui	ETF-Other	0.44%	—	+157.03%
47	V	Visa Inc-class A Shares	Stock-Financials	0.44%	—	+262.06%
48	VMWEUR	Vmware Inc-class A	Stock-Other	0.44%	—	—
49	F	Ford Motor Co	Stock-Consumer Disc	0.43%	—	—
50	BSX	Boston Scientific CORP	Stock-Healthcare	0.41%	—	+239.77%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Quantitative Investment Management, LLC for the quarter ending Q3 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	XLF	Ss Financial Select Sector	+2.9%	+140.26%	Add
2	IWM	Ishares Russell 2000 ETF	+2.6%	+102.80%	Add
3	XLI	Ss Industrial Select Sector	+1.8%	+681.76%	Add
4	KRE	Ss Spdr S&p Regional Bank	+0.6%	+473.63%	Add
5	DXJ	Wisdomtree Japan Hedged Eq	+0.5%	+314.36%	Add
6	ITB	Ishares U.s. Home Constructi	+0.5%	+469.39%	Add
7	PFE	Pfizer INC	+0.5%	+621.47%	Add
8	HD	Home Depot INC	+0.4%	+200.75%	Add
9	BIIB	Biogen INC	+0.4%	+315.71%	Add
10	GS	Goldman Sachs Group INC	+0.3%	+87.45%	Add
11	WMT	Walmart INC	-0.5%	-97.41%	Trim
12	XLY	Ss Consumer Disc Select Sect	-0.5%	-84.11%	Trim
13	JPM	Jpmorgan Chase & Co	-0.9%	-36.83%	Trim
14	XBI	Ss Spdr S&p Biotech ETF	-1%	-52.84%	Trim
15	IBB	Ishares Biotechnology ETF	-1.1%	-64.32%	Trim
16	XLV	Ss Health Care Select Sector	-1.7%	-41.28%	Trim
17	EWZ	Ishares Msci Brazil ETF	—	NEW	New buy
18	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	New buy
19	NVDA	Nvidia CORP	—	EXIT	Sold out
20	XLP	Ss Consumer Staples Sel Sect	—	EXIT	Sold out
21	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	NEW	New buy
22	CSCO	Cisco Systems INC	—	NEW	New buy
23	XLB	Ss Materials Select Sector	—	NEW	New buy
24	MDY	State Street Spdr S&p Midcap	—	NEW	New buy
25	RSX1USD	Vaneck Vectors Russia ETF	—	NEW	New buy
26	INTC	Intel CORP	—	NEW	New buy
27	NFLX	Netflix INC	—	NEW	New buy
28	MU	Micron Technology INC	—	NEW	New buy
29	TSLA	Tesla INC	—	EXIT	Sold out
30	EBAY	Ebay INC	—	NEW	New buy
31	ORCL	Oracle CORP	—	EXIT	Sold out
32	TRV	Travelers Cos Inc/the	—	EXIT	Sold out
33	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	—	NEW	New buy
34	REGN	Regeneron Pharmaceuticals	—	EXIT	Sold out
35	ACWI	Ishares Msci Acwi ETF	—	NEW	New buy
36	CB	Chubb Limited	—	EXIT	Sold out
37	EMR	Emerson Electric Co	—	NEW	New buy
38	CMCSA	Comcast Corp-class A	—	EXIT	Sold out
39	GDX	Vaneck Gold Miners ETF	—	NEW	New buy
40	UNP	Union Pacific CORP	—	NEW	New buy
41	VMWEUR	Vmware Inc-class A	—	NEW	New buy
42	F	Ford Motor Co	—	NEW	New buy
43	BA	Boeing Co/the	—	EXIT	Sold out
44	AMD	Advanced Micro Devices	—	EXIT	Sold out
45	PM	Philip Morris International	—	NEW	New buy
46	TXN	Texas Instruments INC	—	NEW	New buy
47	ILF	Ishares Latin America 40 ETF	—	NEW	New buy
48	AMGN	Amgen INC	—	NEW	New buy
49	COST	Costco Wholesale CORP	—	EXIT	Sold out
50	EW	Edwards Lifesciences CORP	—	NEW	New buy