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
601 AMGEN INC 81,200 13,544 0.45%
602 EXXON MOBIL CORP 157,100 13,711 0.45%
603 SPDR SER TR 329,700 13,936 0.46%
604 ADOBE INC 128,800 13,979 0.46%
605 RED HAT INC 173,100 13,991 0.46%
606 STRYKER CORP 121,900 14,190 0.47%
607 US BANCORP DEL 334,900 14,363 0.47%
608 SPDR SERIES TRUST 543,500 14,413 0.48%
609 BAIDU INC 82,000 14,929 0.49%
610 TARGET CORP 218,400 14,999 0.50%
611 UNITEDHEALTH GROUP INC 107,600 15,064 0.50%
612 VERIZON COMMUNICATIONS INC 294,500 15,308 0.51%
613 SMUCKER J M CO 114,600 15,532 0.51%
614 SELECT SECTOR SPDR TR 276,900 16,165 0.53%
615 JPMORGAN CHASE & CO 246,400 16,407 0.54%
616 HERSHEY CO 172,000 16,443 0.54%
617 ACTIVISION BLIZZARD INC 372,400 16,497 0.54%
618 DIGITAL RLTY TR INC 175,600 17,054 0.56%
619 GENERAL MLS INC 273,000 17,439 0.58%
620 SELECT SECTOR SPDR TR 376,800 17,992 0.59%
621 SPDR S&P MIDCAP 400 ETF TR 65,300 18,432 0.61%
622 ISHARES 563,300 19,000 0.63%
623 PNC FINL SVCS GROUP INC 212,200 19,117 0.63%
624 CHEVRON CORP NEW 188,000 19,348 0.64%
625 MEDTRONIC PLC 237,200 20,494 0.68%
626 GOLDMAN SACHS GROUP INC 128,200 20,674 0.68%
627 FEDEX CORP 126,600 22,114 0.73%
628 WYNN RESORTS LTD 232,000 22,601 0.75%
629 DOLLAR GEN CORP NEW 329,500 23,061 0.76%
630 CITIGROUP INC 542,800 25,636 0.85%
631 VANECK ETF TRUST 600,700 26,605 0.88%
632 ISHARES TR 234,300 29,102 0.96%
633 FACEBOOK INC 232,500 29,822 0.98%
634 SELECT SECTOR SPDR TR 597,500 31,792 1.05%
635 SELECT SECTOR SPDR TR 675,000 33,068 1.09%
636 TWITTER INC 1,614,300 37,209 1.23%
637 SPDR DOW JONES INDL AVRG ETF 206,800 37,798 1.25%
638 JOHNSON & JOHNSON 323,200 38,179 1.26%
639 AMAZON COM INC 49,400 41,363 1.37%
640 POWERSHARES QQQ TRUST 387,000 45,944 1.52%
641 PFIZER INC 1,374,300 46,547 1.54%
642 VANGUARD INDEX FDS 548,300 47,559 1.57%
643 APPLE INC 421,100 47,605 1.57%
644 SELECT SECTOR SPDR TR 2,709,400 52,291 1.73%
645 AT&T INC 1,356,500 55,087 1.82%
646 BANK AMER CORP 3,719,000 58,202 1.92%
647 ISHARES TR 734,300 59,213 1.95%
648 VANECK ETF TRUST 2,671,300 70,602 2.33%
649 ISHARES 20 YEAR TREASURY BOND ETF 791,800 108,880 3.59%
Page 13 of 13