Dark
Light
System
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 (2016Q2)
Portfolio Summary: 716 holdings with a total value of $2,144,989,000.
#
Name
Shares
Value ($)
%
Options
Notes
51 ORACLE CORP 222,800 9,119,000 0.43%
52 PUBLIC SVC ENTERPRISE GRP IN 194,400 9,060,000 0.42%
53 HERSHEY CO 79,500 9,022,000 0.42%
54 MERCK & CO INC 154,400 8,894,000 0.41%
55 AFLAC INC 117,900 8,507,000 0.40%
56 AMERICAN EXPRESS CO 138,100 8,390,000 0.39%
57 AMERICAN ELEC PWR INC 118,400 8,298,000 0.39%
58 THERMO FISHER SCIENTIFIC INC 55,900 8,259,000 0.39%
59 STANLEY BLACK &DECKER INC 73,400 8,163,000 0.38%
60 DISCOVER FINL SVCS 152,200 8,156,000 0.38%
61 ALTRIA GROUP INC 117,100 8,075,000 0.38%
62 SPDR SER TR 205,100 7,875,000 0.37%
63 RAYTHEON CO 57,800 7,857,000 0.37%
64 EDWARDS LIFESCIENCES CORP 76,700 7,649,000 0.36%
65 CHUBB LIMITED 58,000 7,581,000 0.35%
66 NEXTERA ENERGY INC 57,700 7,524,000 0.35%
67 UNITEDHEALTH GROUP INC 53,100 7,497,000 0.35%
68 TRAVELERS COMPANIES INC 62,000 7,380,000 0.34%
69 MASTERCARD INCORPORATED 83,800 7,379,000 0.34%
70 TEXAS INSTRS INC 117,500 7,361,000 0.34%
71 FORTUNE BRANDS HOME & SEC IN 124,700 7,228,000 0.34%
72 SHERWIN WILLIAMS CO 24,500 7,194,000 0.34%
73 DOLLAR TREE INC 76,300 7,190,000 0.34%
74 CORNING INC 346,400 7,094,000 0.33%
75 SIMON PPTY GROUP INC NEW 32,600 7,070,000 0.33%
76 EXELON CORP 192,200 6,988,000 0.33%
77 BRISTOL MYERS SQUIBB CO 94,300 6,935,000 0.32%
78 CONSOLIDATED EDISON INC 86,000 6,917,000 0.32%
79 WEYERHAEUSER CO 231,400 6,888,000 0.32%
80 PIONEER NAT RES CO 45,500 6,880,000 0.32%
81 WESTERN DIGITAL CORP 145,000 6,852,000 0.32%
82 BERKSHIRE HATHAWAY INC DEL 47,300 6,848,000 0.32%
83 UNION PAC CORP 78,100 6,814,000 0.32%
84 WEATHERFORD INTL PLC 1,210,700 6,719,000 0.31%
85 LULULEMON ATHLETICA INC 90,600 6,691,000 0.31%
86 BLACKROCK INC 19,400 6,645,000 0.31%
87 ACTIVISION BLIZZARD INC 166,800 6,610,000 0.31%
88 MONDELEZ INTL INC 142,100 6,466,000 0.30%
89 BANK NEW YORK MELLON CORP 165,800 6,441,000 0.30%
90 HUMANA INC 35,700 6,421,000 0.30%
91 TOTAL SYS SVCS INC 120,500 6,399,000 0.30%
92 MGM RESORTS INTERNATIONAL 281,500 6,370,000 0.30%
93 ACCENTURE PLC IRELAND 56,100 6,355,000 0.30%
94 CMS ENERGY CORP 137,500 6,305,000 0.29%
95 AT&T INC 143,800 6,213,000 0.29%
96 MICROSOFT CORP 121,000 6,191,000 0.29%
97 UNITED TECHNOLOGIES CORP 60,300 6,183,000 0.29%
98 SUNTRUST BKS INC 150,200 6,170,000 0.29%
99 INTERNATIONAL FLAVORS&FRAGRA 48,800 6,152,000 0.29%
100 REGIONS FINANCIAL CORP NEW 714,500 6,080,000 0.28%
Page 2 of 15

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001445911-16-000009, filed 2016.08.02).

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.