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Institutional Investment Manager
Quantitative Investment Management, LLC
Quantitative Investment Management, LLC (CIK: 0001445911) incorporated in Virginia, located at 240 W. Main Street, Charlottesville, VA. Institutional holdings reported to the SEC.

Institutional Holdings (2015Q1)
Portfolio Summary: 600 holdings with a total value of $1,041,312,000.
#
Name
Shares
Value ($)
%
Options
Notes
101 BANK NEW YORK MELLON CORP 53,900 2,168,000 0.21%
102 HOST HOTELS & RESORTS INC 104,100 2,100,000 0.20%
103 ON SEMICONDUCTOR CORP 168,400 2,039,000 0.20%
104 TAUBMAN CTRS INC 26,300 2,028,000 0.19%
105 METLIFE INC 39,900 2,016,000 0.19%
106 Esperion Therapeutics Inc 21,500 1,990,000 0.19%
107 CMS ENERGY CORP 56,800 1,982,000 0.19%
108 MEDIVATION INC 15,200 1,961,000 0.19%
109 ALKERMES PLC 31,800 1,938,000 0.19%
110 Market Vectors Oil Services 54,700 1,843,000 0.18%
111 VENTAS INC 24,800 1,810,000 0.17%
112 ALLIANCE DATA SYSTEMS CORP 6,000 1,777,000 0.17%
113 PROLOGIS INC 40,500 1,764,000 0.17%
114 CBS CORP NEW 28,900 1,752,000 0.17%
115 ACTIVISION BLIZZARD INC 76,700 1,743,000 0.17%
116 AVALONBAY COMM 9,700 1,690,000 0.16%
117 ECOLAB INC 14,600 1,669,000 0.16%
118 RED HAT INC 21,800 1,651,000 0.16%
119 SHERWIN WILLIAMS CO 5,700 1,621,000 0.16%
120 ISHARES COHEN & STEERS REIT ETF 15,800 1,597,000 0.15%
121 HANESBRANDS INC 47,600 1,595,000 0.15%
122 M & T BK CORP 12,500 1,587,000 0.15%
123 EOG RES INC 17,200 1,577,000 0.15%
124 ANHEUSER BUSCH INBEV SA/NV 12,900 1,572,000 0.15%
125 GENERAL GROWTH 52,800 1,560,000 0.15%
126 AETNA INC NEW 14,600 1,555,000 0.15%
127 INTERCEPT PHARMACEUTICALS INCORPORATED 5,500 1,551,000 0.15%
128 3M CO 9,400 1,550,000 0.15%
129 DR PEPPER SNAPPLE GROUP INC 19,600 1,538,000 0.15%
130 ALTRIA GROUP INC 30,600 1,530,000 0.15%
131 ADVANCE AUTO PARTS INC 10,200 1,526,000 0.15%
132 URBAN OUTFITTERS INC 33,000 1,506,000 0.14%
133 REALTY INCOME CORP 28,900 1,491,000 0.14%
134 DBX ETF TR 35,800 1,490,000 0.14%
135 DISNEY WALT CO 14,100 1,478,000 0.14%
136 VORNADO REALTY 13,000 1,456,000 0.14%
137 VERISK ANALYTICS INC 20,300 1,449,000 0.14%
138 AMERICAN EAGLE OUTFITTERS NE 84,800 1,448,000 0.14%
139 ASTRAZENECA PLC 21,000 1,437,000 0.14%
140 MOODYS CORP 13,700 1,422,000 0.14%
141 ZIOPHARM ONCOLOGY INC 128,200 1,380,000 0.13%
142 SUNTRUST BKS INC 33,500 1,376,000 0.13%
143 BP PLC 35,100 1,372,000 0.13%
144 HORIZON PHARMA PLC 52,800 1,371,000 0.13%
145 AMERICAN ELEC PWR INC 24,300 1,366,000 0.13%
146 ANNALY CAP MGMT INC 130,500 1,357,000 0.13%
147 American Capital Agency 63,300 1,350,000 0.13%
148 DOLLAR TREE INC 16,500 1,338,000 0.13%
149 MICROCHIP TECHNOLOGY 27,100 1,325,000 0.13%
150 EDISON INTL 21,200 1,324,000 0.13%
Page 3 of 12

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001445911-15-000003, filed 2015.05.04).

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.