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 (2016Q3)
Original 13F HR (0001445911-16-000010) filed in 2016.11.01
#
Name
Shares
Value ($)
%
Options
Notes
1 ISHARES TR 791,800 108,880 3.59%
2 VANECK ETF TRUST 2,671,300 70,602 2.33%
3 ISHARES TR 734,300 59,213 1.95%
4 BANK AMER CORP 3,719,000 58,202 1.92%
5 AT&T INC 1,356,500 55,087 1.82%
6 SELECT SECTOR SPDR TR 2,709,400 52,291 1.73%
7 APPLE INC 421,100 47,605 1.57%
8 VANGUARD INDEX FDS 548,300 47,559 1.57%
9 PFIZER INC 1,374,300 46,547 1.54%
10 POWERSHARES QQQ TRUST 387,000 45,944 1.52%
11 AMAZON COM INC 49,400 41,363 1.37%
12 JOHNSON & JOHNSON 323,200 38,179 1.26%
13 SPDR DOW JONES INDL AVRG ETF 206,800 37,798 1.25%
14 TWITTER INC 1,614,300 37,209 1.23%
15 SELECT SECTOR SPDR TR 675,000 33,068 1.09%
16 SELECT SECTOR SPDR TR 597,500 31,792 1.05%
17 FACEBOOK INC 232,500 29,822 0.98%
18 ISHARES TR 234,300 29,102 0.96%
19 VANECK ETF TRUST 600,700 26,605 0.88%
20 CITIGROUP INC 542,800 25,636 0.85%
21 DOLLAR GEN CORP NEW 329,500 23,061 0.76%
22 WYNN RESORTS LTD 232,000 22,601 0.75%
23 FEDEX CORP 126,600 22,114 0.73%
24 GOLDMAN SACHS GROUP INC 128,200 20,674 0.68%
25 MEDTRONIC PLC 237,200 20,494 0.68%
26 CHEVRON CORP NEW 188,000 19,348 0.64%
27 PNC FINL SVCS GROUP INC 212,200 19,117 0.63%
28 ISHARES 563,300 19,000 0.63%
29 SPDR S&P MIDCAP 400 ETF TR 65,300 18,432 0.61%
30 SELECT SECTOR SPDR TR 376,800 17,992 0.59%
31 GENERAL MLS INC 273,000 17,439 0.58%
32 DIGITAL RLTY TR INC 175,600 17,054 0.56%
33 ACTIVISION BLIZZARD INC 372,400 16,497 0.54%
34 HERSHEY CO 172,000 16,443 0.54%
35 JPMORGAN CHASE & CO 246,400 16,407 0.54%
36 SELECT SECTOR SPDR TR 276,900 16,165 0.53%
37 SMUCKER J M CO 114,600 15,532 0.51%
38 VERIZON COMMUNICATIONS INC 294,500 15,308 0.51%
39 UNITEDHEALTH GROUP INC 107,600 15,064 0.50%
40 TARGET CORP 218,400 14,999 0.50%
41 BAIDU INC 82,000 14,929 0.49%
42 SPDR SER TR 543,500 14,413 0.48%
43 US BANCORP DEL 334,900 14,363 0.47%
44 STRYKER CORP 121,900 14,190 0.47%
45 RED HAT INC 173,100 13,991 0.46%
46 ADOBE INC 128,800 13,979 0.46%
47 SPDR SER TR 329,700 13,936 0.46%
48 EXXON MOBIL CORP 157,100 13,711 0.45%
49 AMGEN INC 81,200 13,544 0.45%
50 DOLLAR TREE INC 171,500 13,536 0.45%
Page 1 of 13