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
401 AON PLC 25,700 2,890 0.10%
402 REALTY INCOME CORP 43,600 2,918 0.10%
403 ENTERGY CORP NEW 38,500 2,954 0.10%
404 NEWELL BRANDS INC 56,600 2,980 0.10%
405 KELLOGG CO 38,600 2,990 0.10%
406 SCHWAB CHARLES CORP 95,000 2,999 0.10%
407 PINNACLE WEST 39,500 3,001 0.10%
408 ITAU UNIBANCO HLDG SA 274,400 3,001 0.10%
409 SIRIUS XM HOLDINGS INC 727,200 3,032 0.10%
410 PEOPLES UNITED FINANCIAL INC 192,700 3,048 0.10%
411 ANGLOGOLD ASHANTI LIMITED 194,100 3,090 0.10%
412 LEAR CORP 25,500 3,091 0.10%
413 STANLEY BLACK &DECKER INC 25,300 3,111 0.10%
414 VANECK ETF TRUST 45,100 3,133 0.10%
415 LINCOLN NATL CORP IND 66,900 3,142 0.10%
416 GROUPON INC 610,400 3,143 0.10%
417 INTERCEPT PHARMACEUTICALS INCORPORATED 19,200 3,160 0.10%
418 BLUEBIRD BIO INC 46,700 3,165 0.10%
419 BB&T CORP 85,100 3,209 0.11%
420 AUTODESK INC 44,600 3,225 0.11%
421 COSTCO WHSL CORP NEW 21,200 3,233 0.11%
422 CHESAPEAKE ENERGY CORP 521,200 3,267 0.11%
423 MELCO ENTERTAINMENT ADR 204,800 3,299 0.11%
424 CME GROUP INC 31,900 3,334 0.11%
425 YAMANA GOLD INC 777,900 3,352 0.11%
426 ALLIANT ENERGY CORP 87,700 3,359 0.11%
427 CANADIAN NAT RES LTD 105,000 3,364 0.11%
428 REGIONS FINANCIAL CORP NEW 341,900 3,374 0.11%
429 ZIMMER BIOMET HLDGS INC 26,000 3,380 0.11%
430 ISHARES TR 11,700 3,386 0.11%
431 HCP INC 90,300 3,426 0.11%
432 HARRIS CORP 37,600 3,444 0.11%
433 AMERICAN ELEC PWR INC 53,700 3,448 0.11%
434 VORNADO REALTY 34,100 3,451 0.11%
435 FLEX LTD 254,800 3,470 0.11%
436 FIVE BELOW INC 86,400 3,481 0.11%
437 QEP RES INC 179,000 3,495 0.12%
438 VULCAN MATLS CO 30,800 3,502 0.12%
439 IMPERVA INC 65,600 3,523 0.12%
440 MARTIN MARIETTA MATLS INC 19,800 3,546 0.12%
441 VALEANT PHARMACEUTICALS INTL 144,500 3,547 0.12%
442 FORD MTR CO DEL 294,300 3,552 0.12%
443 ISHARES TR 60,100 3,553 0.12%
444 MALLINCKRODT PUB LTD CO 51,900 3,621 0.12%
445 VISA INC 43,800 3,622 0.12%
446 ISHARES TR 34,600 3,629 0.12%
447 BOSTON PROPERTIES 26,900 3,666 0.12%
448 CROWN CASTLE INTL CORP NEW 39,000 3,674 0.12%
449 MACERICH CO 45,800 3,703 0.12%
450 AMEREN CORP 75,300 3,703 0.12%
Page 9 of 13