VANGUARD INDEX FDS

Ticker: VTV CUSIP: 922908744 Class: VALUE ETF

Quantitative Investment Management, LLC's Holding History (CIK: 0001445911)

Note: Option positions (PUT/CALL) are excluded.

Q1 2018
Shares 208,400 Value ($000) $21,502 Avg Close — Range —
Q4 2017
Shares 558,700 Value ($000) $59,400 Avg Close — Range —