Quantitative Investment Management, LLC — Q2 2017 13F 持股

Name: Quantitative Investment Management, LLC — 13F Holdings, Q2 2017
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001445911

申报总市值

US$9.6亿

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本季完整持股清单

仅显示前 200 大持股（共 665 只）

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

1–50 of 200

本季持股变动

Quantitative Investment Management, LLC 于截至 Q2 2017 该季申报之持仓异动，含代码、发行人、权重变化、股数变化与操作类型
#	代码	标的名称	占比变动	持仓量变化	异动类型
1	XLF	Ss Financial Select Sector	+2.4%	+269.62%	加仓
2	IWM	Ishares Russell 2000 ETF	+2.3%	+119.24%	加仓
3	XLV	Ss Health Care Select Sector	+1.7%	+105.88%	加仓
4	XBI	Ss Spdr S&p Biotech ETF	+1.5%	+642.33%	加仓
5	JPM	Jpmorgan Chase & Co	+1.5%	+567.66%	加仓
6	NVDA	Nvidia CORP	+1.5%	+3194.17%	加仓
7	CELG	Celgene CORP	+0.8%	+752.54%	加仓
8	TRV	Travelers Cos Inc/the	+0.6%	+326.82%	加仓
9	BA	Boeing Co/the	+0.5%	+1114.38%	加仓
10	TWXCHF	Time Warner INC	+0.5%	+2389.93%	加仓
11	ICE	Intercontinental Exchange In	+0.5%	+555.89%	加仓
12	BNY	Bank Of New York Mellon CORP	+0.4%	+1016.34%	加仓
13	ABT	Abbott Laboratories	-0.5%	-95.69%	减仓
14	V	Visa Inc-class A Shares	-0.5%	-78.10%	减仓
15	EWY	Ishares Msci South Korea ETF	-0.6%	-79.81%	减仓
16	VWO	Vanguard Ftse Emerging Marke	-0.8%	-64.11%	减仓
17	EFA	Ishares Msci Eafe ETF	-1%	-57.19%	减仓
18	IEMG	Ishares Core Msci Emerging	-1%	-96.63%	减仓
19	EEM	Ishares Msci Emerging Market	-5.5%	-89.66%	减仓
20	TLT	Ishares 20+ Year Treasury Bd	—	EXIT	清仓
21	✓	Powershares Qqq Trust Ser 1	—	EXIT	清仓
22	AMZN	Amazon.com INC	—	EXIT	清仓
23	BAC	Bank Of America CORP	—	NEW	新建仓
24	IBB	Ishares Biotechnology ETF	—	NEW	新建仓
25	FXI	Ishares China Large-cap ETF	—	EXIT	清仓
26	JNJ	Johnson & Johnson	—	EXIT	清仓
27	TSLA	Tesla INC	—	NEW	新建仓
28	GLD	Spdr Gold Shares	—	EXIT	清仓
29	MO	Altria Group INC	—	EXIT	清仓
30	REGN	Regeneron Pharmaceuticals	—	NEW	新建仓
31	CSCO	Cisco Systems INC	—	EXIT	清仓
32	FDX	Fedex CORP	—	NEW	新建仓
33	BLKCHF	Blackrock INC	—	NEW	新建仓
34	AMGN	Amgen INC	—	EXIT	清仓
35	MRK	Merck & Co. INC.	—	NEW	新建仓
36	CME	Cme Group INC	—	NEW	新建仓
37	UPS	United Parcel Service-cl B	—	NEW	新建仓
38	EWZ	Ishares Msci Brazil ETF	—	EXIT	清仓
39	HON	Honeywell International INC	—	EXIT	清仓
40	GM	General Motors Co	—	NEW	新建仓
41	AMD	Advanced Micro Devices	—	NEW	新建仓
42	EWT	Ishares Msci Taiwan ETF	—	EXIT	清仓
43	BALL	Ball CORP	—	NEW	新建仓
44	VLO	Valero Energy CORP	—	NEW	新建仓
45	SLV	Ishares Silver Trust	—	EXIT	清仓
46	IYR	Ishares US Real Estate ETF	—	NEW	新建仓
47	ZTS	Zoetis INC	—	NEW	新建仓
48	HIG	Hartford Insurance Group INC	—	NEW	新建仓
49	CTSH	Cognizant Tech Solutions-a	—	NEW	新建仓
50	NFLX	Netflix INC	—	EXIT	清仓