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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)
Original 13F HR (0001445911-16-000009) filed in 2016.08.02
#
Name
Shares
Value ($)
%
Options
Notes
1 AMAZON COM INC 73,900 52,884 2.47%
2 PFIZER INC 1,210,400 42,618 1.99%
3 SPDR GOLD TR 262,700 33,223 1.55%
4 SELECT SECTOR SPDR TR 538,100 29,676 1.38%
5 TWITTER INC 1,320,800 22,334 1.04%
6 CISCO SYS INC 644,300 18,484 0.86%
7 MONSANTO CO NEW 177,700 18,375 0.86%
8 COSTCO WHSL CORP NEW 111,000 17,431 0.81%
9 SALESFORCE COM INC 217,100 17,239 0.80%
10 WALGREENS BOOTS ALLIANCE INC 197,200 16,420 0.77%
11 ISHARES TR 199,100 16,403 0.76%
12 ZIMMER BIOMET HLDGS INC 136,200 16,395 0.76%
13 VALEANT PHARMACEUTICALS INTL 803,700 16,186 0.75%
14 SELECT SECTOR SPDR TR 705,000 16,116 0.75%
15 GILEAD SCIENCES INC 183,200 15,282 0.71%
16 LOWES COS INC 186,500 14,765 0.69%
17 COMCAST CORP NEW 225,600 14,706 0.69%
18 AETNA INC NEW 120,200 14,680 0.68%
19 SOUTHERN CO 269,400 14,447 0.67%
20 KIMBERLY CLARK CORP 96,600 13,280 0.62%
21 PERRIGO CO PLC 146,000 13,237 0.62%
22 HOME DEPOT INC 101,100 12,909 0.60%
23 MEDIVATION INC 213,500 12,874 0.60%
24 FIDELITY NATL INFORMATION SV 174,300 12,842 0.60%
25 COCA COLA CO 275,800 12,502 0.58%
26 MEDTRONIC PLC 143,500 12,451 0.58%
27 LOCKHEED MARTIN CORP 49,200 12,209 0.57%
28 SMUCKER J M CO 80,000 12,192 0.57%
29 MARTIN MARIETTA MATLS INC 62,900 12,076 0.56%
30 BOSTON SCIENTIFIC CORP 515,400 12,044 0.56%
31 MACYS INC 349,900 11,760 0.55%
32 PG&E CORP 183,600 11,735 0.55%
33 CHARTER COMM 50,700 11,592 0.54%
34 PEPSICO INC 109,200 11,568 0.54%
35 TWENTY FIRST CENTY FOX INC 424,200 11,474 0.53%
36 APPLE INC 118,400 11,319 0.53%
37 GENERAL DYNAMICS CORP 76,900 10,707 0.50%
38 PROCTER AND GAMBLE CO 124,900 10,575 0.49%
39 ISHARES SILVER TR 589,700 10,532 0.49%
40 ISHARES GOLD TRUST ISHARES ETF 816,500 10,418 0.49%
41 L BRANDS INC 152,800 10,257 0.48%
42 ENDO INTL 654,800 10,208 0.48%
43 ALLERGAN PLC 44,000 10,167 0.47%
44 INTERCONTINENTAL EXCHANGE IN 39,300 10,059 0.47%
45 VANECK VECTORS ETF TR 176,400 10,056 0.47%
46 DUKE ENERGY CORP NEW 116,600 10,003 0.47%
47 DANAHER CORP DEL 98,800 9,978 0.47%
48 LILLY ELI & CO 125,500 9,883 0.46%
49 DOMINION ENERGY INC 123,400 9,616 0.45%
50 ADOBE INC 96,700 9,262 0.43%
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