QUANTITATIVE INVESTMENT MANAGEMENT, LLC Information

401 E. MARKET STREET, CHARLOTTESVILLE, Virginia, 22902, (434) 817-4800

Report Date: 06/30/2014

Position Statistics

Total Positions 805
New Positions 285
Increased Positions 315
Decreased Positions 490
Positions with Activity 805
Sold Out Positions 357
Total Mkt Value (in $ millions) 534

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 3.32%
Capital Goods 2.18%
Conglomerates 0.19%
Consumer Cyclical 2.78%
Consumer/Non-Cyclical 2.92%
Energy 7.54%
Financial 19.47%
Healthcare 6.35%
Services 12.76%
Technology 35.35%
Transportation 1.3%
Utilities 1.9%

805 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
APPLE INC COM 74,268 15,471 26.31 760,400
FACEBOOK INC CL A 29,636 -47,575 (61.62) 390,200
BARCLAYS BK PLC IPATH S&P500 VIX 19,464 19,464 New 504,500
ISHARES TR 20+ YR TR BD ETF 16,005 -39,747 (71.29) 132,200
ISHARES TR CHINA LG-CAP ETF 9,357 9,357 New 244,700
BAIDU INC SPON ADR REP A 8,448 8,448 New 39,900
GOOGLE INC CL A 8,211 8,211 New 15,700
BROADCOM CORP CL A 6,539 6,539 New 182,800
CHEVRON CORP NEW COM 6,373 6,373 New 57,000
MICROSOFT CORP COM 6,117 -33,901 (84.71) 140,200
MARKET VECTORS ETF TR JR GOLD MINERS E 6,094 894 17.19 187,500
DOLLAR GEN CORP NEW COM 6,001 6,001 New 100,100
MICRON TECHNOLOGY INC COM 5,339 5,339 New 185,600
SELECT SECTOR SPDR TR SBI INT-ENERGY 5,301 -60,156 (91.9) 64,100
OCCIDENTAL PETE CORP DEL COM 4,816 4,144 617.11 54,500
SELECT SECTOR SPDR TR SBI INT-FINL 4,756 1,678 54.53 213,100
METLIFE INC COM 4,476 4,476 New 91,600
SPDR SERIES TRUST S&P OILGAS EXP 4,456 -12,142 (73.16) 77,100
LAS VEGAS SANDS CORP COM 4,111 4,111 New 64,500
GOOGLE INC CL C 4,089 4,089 New 8,000