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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 (2016Q2)
Portfolio Summary: 716 holdings with a total value of $2,144,989,000.
#
Name
Shares
Value ($)
%
Options
Notes
151 TYCO INTL PLC SHS 104,200 4,438,000 0.21%
152 INGERSOLL-RAND PLC 68,400 4,355,000 0.20%
153 OWENS CORNING NEW 84,200 4,337,000 0.20%
154 MCDONALDS CORP 35,700 4,296,000 0.20%
155 SCHWAB CHARLES CORP 168,900 4,274,000 0.20%
156 MARKETAXESS HLDGS INC 29,300 4,260,000 0.20%
157 WEC ENERGY GROUP INC 65,200 4,257,000 0.20%
158 TWENTY FIRST CENTY FOX INC 155,800 4,245,000 0.20%
159 HARRIS CORP 50,500 4,213,000 0.20%
160 AON PLC 38,200 4,172,000 0.19%
161 NORWEGIAN CRUISE LINE HLDG L 104,200 4,151,000 0.19%
162 PINNACLE WEST 51,000 4,134,000 0.19%
163 MICRON TECHNOLOGY INC 299,900 4,126,000 0.19%
164 CYPRESS SEMICONDUCTOR CORP 388,800 4,101,000 0.19%
165 WHITING PETE CORP NEW 438,300 4,058,000 0.19%
166 LAUDER ESTEE COS INC 44,500 4,050,000 0.19%
167 COMPUTER SCIENCES CORP 80,800 4,011,000 0.19%
168 BIG LOTS INC 79,600 3,988,000 0.19%
169 NETEASE INC 20,600 3,980,000 0.19%
170 TIME WARNER INC 54,000 3,971,000 0.19%
171 ANNALY CAP MGMT INC 358,000 3,963,000 0.18%
172 DEERE & CO 48,900 3,962,000 0.18%
173 CONAGRA BRANDS INC 81,300 3,886,000 0.18%
174 ALLSTATE CORP 55,300 3,868,000 0.18%
175 ISHARES 125,700 3,793,000 0.18%
176 MASCO CORP 122,500 3,790,000 0.18%
177 KANSAS CITY SOUTHERN 42,000 3,783,000 0.18%
178 HOLLYFRONTIER CORP 158,100 3,758,000 0.18%
179 MICROCHIP TECHNOLOGY 73,800 3,746,000 0.17%
180 LENNOX INTL INC 26,200 3,736,000 0.17%
181 CITRIX SYS INC 46,500 3,724,000 0.17%
182 HOLOGIC INC 106,400 3,681,000 0.17%
183 MIDDLEBY CORP 31,800 3,664,000 0.17%
184 STEEL DYNAMICS INC 146,500 3,589,000 0.17%
185 BOSTON PROPERTIES INC 26,900 3,548,000 0.17%
186 JOHNSON CTLS INTL PLC 80,000 3,540,000 0.17%
187 CHURCH & DWIGHT 34,300 3,529,000 0.16%
188 GRAINGER W W INC 15,300 3,476,000 0.16%
189 ILLINOIS TOOL WKS INC 33,300 3,468,000 0.16%
190 SEAGATE TECHNOLOGY PLC 141,100 3,437,000 0.16%
191 SOLARCITY CORP 141,700 3,390,000 0.16%
192 AMSURG CORP 43,700 3,388,000 0.16%
193 HASBRO INC 40,300 3,384,000 0.16%
194 CONSTELLATION BRANDS INC 20,400 3,374,000 0.16%
195 RESMED INC 52,900 3,344,000 0.16%
196 FISERV INC 30,700 3,338,000 0.16%
197 BED BATH & BEYOND INC 76,300 3,297,000 0.15%
198 COACH INC 80,800 3,291,000 0.15%
199 EASTMAN CHEM CO 48,300 3,279,000 0.15%
200 REALTY INCOME CORP 47,200 3,273,000 0.15%
Page 4 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.