-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, SyYYi0JVRL5aPU5OaJ3jnU/MSvAxA036MZHUZbfRVN/AZJgIvAJuRbr01MaTF0zm EWCzIePEDVA3q9Ya4RqDQA== 0000950137-08-012060.txt : 20080926 0000950137-08-012060.hdr.sgml : 20080926 20080926125114 ACCESSION NUMBER: 0000950137-08-012060 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20071231 FILED AS OF DATE: 20080926 DATE AS OF CHANGE: 20080926 EFFECTIVENESS DATE: 20080926 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Quantitative Investment Management, LLC CENTRAL INDEX KEY: 0001445911 IRS NUMBER: 141885299 STATE OF INCORPORATION: VA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13202 FILM NUMBER: 081090602 BUSINESS ADDRESS: STREET 1: 401 E. MARKET STREET STREET 2: SUITE 104 CITY: CHARLOTTESVILLE STATE: VA ZIP: 22902 BUSINESS PHONE: 434-817-4800 MAIL ADDRESS: STREET 1: 401 E. MARKET STREET STREET 2: SUITE 104 CITY: CHARLOTTESVILLE STATE: VA ZIP: 22902 13F-HR 1 c35733ae13fvhr.txt FORM 13F - HOLDINGS REPORT Report for the Calendar Year or Quarter Ended: December 31, 2007 Institutional Investment Manager Filing This Report: Quantitative Investment Management, LLC 401 E. Market Street, Suite 104 Charlottesville, VA 22902 Person Signing this Report on Behalf of Reporting Manager: P. Ryan Vaughan Chief Financial Officer 434-817-4804 Signature, Place, and Date of Signing / P. Ryan Vaughan / Charlottesville, VA September 26, 2008 [X] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 186 Form 13F Information Table Value Total: 119,025,675 List of Other Included Managers: NONE
Other Sole Name of Issuer/Title of Class CUSIP Value Shares Discretion Managers Authority Shared None - ----------------------------------- ---------- ---------- --------- ---------- -------- --------- ------ ---- Accenture LTD 'G1150G111 1052076.00 29200 SH SOLE (None) 29200 0 0 Advanced Micro Devices '007903107 825750.00 110100 SH SOLE (None) 110100 0 0 Agnico Eagle Mns Ltd '008474108 819450.00 15000 SH SOLE (None) 15000 0 0 Air Products & Chem '009158106 719999.00 7300 SH SOLE (None) 7300 0 0 AK Steel Holding Corp '001547108 758336.00 16400 SH SOLE (None) 16400 0 0 Alkermes '01642T108 168372.00 10800 SH SOLE (None) 10800 0 0 Allegheny Energy Inc '017361106 273523.00 4300 SH SOLE (None) 4300 0 0 Americredit '03060R101 156038.00 12200 SH SOLE (None) 12200 0 0 Amkor Technology Inc '031652100 325846.00 38200 SH SOLE (None) 38200 0 0 Ann Taylor Inc '036115103 626220.00 24500 SH SOLE (None) 24500 0 0 Ansys Inc '03662Q105 406308.00 9800 SH SOLE (None) 9800 0 0 Apple Inc '037833100 3486208.00 17600 SH SOLE (None) 17600 0 0 Arcelormittal '03938L104 448630.00 5800 SH SOLE (None) 5800 0 0 Arris Group Inc '04269Q100 246506.00 24700 SH SOLE (None) 24700 0 0 ASPENBIO PHARM '045346103 93304.00 10700 SH SOLE (None) 10700 0 0 ATHEROS COMMUN INC '04743P108 216834.00 7100 SH SOLE (None) 7100 0 0 Avanex Corp '05348W307 166000.00 166000 SH SOLE (None) 166000 0 0 Avid Technology Inc '05367P100 204048.00 7200 SH SOLE (None) 7200 0 0 BAIDU.COM INC '056752108 1559200.00 4000 SH SOLE (None) 4000 0 0 Bally Technologies '05874B107 636416.00 12800 SH SOLE (None) 12800 0 0 Barrick Gold Corp '067901108 1135350.00 27000 SH SOLE (None) 27000 0 0 Best Buy Co. Inc '086516101 626535.00 11900 SH SOLE (None) 11900 0 0 Biomarin Pharma Inc '09061G101 456660.00 12900 SH SOLE (None) 12900 0 0 Biovail Corp '09067J109 204592.00 15200 SH SOLE (None) 15200 0 0 BMC Software Inc '055921100 894564.00 25100 SH SOLE (None) 25100 0 0 BP Plc '055622104 204876.00 2800 SH SOLE (None) 2800 0 0 Bucyrus Intl '118759109 566523.00 5700 SH SOLE (None) 5700 0 0 Cameron Intl '13342B105 1087738.00 22600 SH SOLE (None) 22600 0 0 Career Education Corp '141665109 746658.00 29700 SH SOLE (None) 29700 0 0 CELANESE CORPORATION '150870103 931040.00 22000 SH SOLE (None) 22000 0 0 Celera Group '15100E10 266616.00 16800 SH SOLE (None) 16800 0 0 CF INDUSTRIES HOLDINGS INC '125269100 748408.00 6800 SH SOLE (None) 6800 0 0 Chubb Corp (The) '171232101 747746.00 13700 SH SOLE (None) 13700 0 0 Circuit City Stores- Group '172737108 283920.00 67600 SH SOLE (None) 67600 0 0 Computer Credit Corp '20478N100 107784.00 10800 SH SOLE (None) 10800 0 0
Concur Technologies Inc '206708109 492456.00 13600 SH SOLE (None) 13600 0 0 CONSOL Energy Inc '20854P109 1037040.00 14500 SH SOLE (None) 14500 0 0 Continential Airlines Class B '210795308 267000.00 12000 SH SOLE (None) 12000 0 0 CORINTHIAN COLLEGES INC '218868107 482020.00 31300 SH SOLE (None) 31300 0 0 Corning Inc '219350105 503790.00 21000 SH SOLE (None) 21000 0 0 Covance Inc '222816100 346480.00 4000 SH SOLE (None) 4000 0 0 CSX Corp '126408103 571740.00 13000 SH SOLE (None) 13000 0 0 Cummins Engines '231021106 560428.00 4400 SH SOLE (None) 4400 0 0 Cypress Semiconductor Corp '232806109 814278.00 22600 SH SOLE (None) 22600 0 0 Dawson Geophysical '239359102 242964.00 3400 SH SOLE (None) 3400 0 0 De Vry Inc '251893103 649500.00 12500 SH SOLE (None) 12500 0 0 Deere & Co '244199105 1461984.00 15700 SH SOLE (None) 15700 0 0 Denbury Resources Inc '247916208 657475.00 22100 SH SOLE (None) 22100 0 0 DENDREON CO '24823Q107 151768.00 24400 SH SOLE (None) 24400 0 0 Devon Energy Cp '25179M103 969119.00 10900 SH SOLE (None) 10900 0 0 Diamond Offshore Drilling '25271C102 923000.00 6500 SH SOLE (None) 6500 0 0 DIANA SHIPPING INC 'Y2066G104 270556.00 8600 SH SOLE (None) 8600 0 0 Discovery Comm A '25468Y107 246372.00 9800 SH SOLE (None) 9800 0 0 Dow Chemical Co '260543103 1561032.00 39600 SH SOLE (None) 39600 0 0 Dril-Quip Inc '262037104 662354.00 11900 SH SOLE (None) 11900 0 0 DRYSHIPS INC 'Y2109Q101 665640.00 8600 SH SOLE (None) 8600 0 0 Dynegy Delaware Inc '26817G102 744702.00 104300 SH SOLE (None) 104300 0 0 Eaton Corp '278058102 668955.00 6900 SH SOLE (None) 6900 0 0 eBay Inc '278642103 1450403.00 43700 SH SOLE (None) 43700 0 0 El Paso Corp '28336L109 1193008.00 69200 SH SOLE (None) 69200 0 0 Emerson Electric Co '291011104 793240.00 14000 SH SOLE (None) 14000 0 0 EXELON CORPORATION '30161N101 587808.00 7200 SH SOLE (None) 7200 0 0 Express Scripts Inc '302182100 445300.00 6100 SH SOLE (None) 6100 0 0 Exterran Holdings Inc '30225X103 441720.00 5400 SH SOLE (None) 5400 0 0 F5 Network Inc '315616102 564696.00 19800 SH SOLE (None) 19800 0 0 Factset Research Systems '303075105 668400.00 12000 SH SOLE (None) 12000 0 0 FedEx Corp '31428X106 1391052.00 15600 SH SOLE (None) 15600 0 0 FMC TECHNOLOGIES INC '30249U101 1026270.00 18100 SH SOLE (None) 18100 0 0 Forest Lab Inc '345838106 244215.00 6700 SH SOLE (None) 6700 0 0 Forest Oil Cp '346091705 655836.00 12900 SH SOLE (None) 12900 0 0 Freddie Mac '313400301 528085.00 15500 SH SOLE (None) 15500 0 0 Freeport McMoran Copper & Gold Cl B '35671D857 348296.00 3400 SH SOLE (None) 3400 0 0
Frontier Oil Corp '35914P105 888702.00 21900 SH SOLE (None) 21900 0 0 Frontline Ltd 'G3682E127 844800.00 17600 SH SOLE (None) 17600 0 0 FTI Consulting Inc '302941109 758172.00 12300 SH SOLE (None) 12300 0 0 Fuelcell Energy Inc '35952H106 305536.00 30800 SH SOLE (None) 30800 0 0 Genentech Inc '368710406 1099948.00 16400 SH SOLE (None) 16400 0 0 General Electric Co '369604103 470789.00 12700 SH SOLE (None) 12700 0 0 General Mills '370334104 1487700.00 26100 SH SOLE (None) 26100 0 0 General Moly Inc '370373102 147042.00 12600 SH SOLE (None) 12600 0 0 Genzyme Cp '372917104 1421804.00 19100 SH SOLE (None) 19100 0 0 Global Industries Ltd '379336100 503370.00 23500 SH SOLE (None) 23500 0 0 GOL LINHAS AEREAS INTELIGENTES '38045R107 285430.00 11500 SH SOLE (None) 11500 0 0 Goldcorp B '380956409 1021293.00 30100 SH SOLE (None) 30100 0 0 Goodyear Tire And Rubber '382550101 558756.00 19800 SH SOLE (None) 19800 0 0 GOOGLE INC CL A '38259P508 968072.00 1400 SH SOLE (None) 1400 0 0 Halliburton Co '406216101 1019779.00 26900 SH SOLE (None) 26900 0 0 Hansen Natural Cp '411310105 261311.00 5900 SH SOLE (None) 5900 0 0 Harmonic Inc '413160102 485224.00 46300 SH SOLE (None) 46300 0 0 Harris Corp (The) '413875105 777232.00 12400 SH SOLE (None) 12400 0 0 Health Net Inc '42222G108 323610.00 6700 SH SOLE (None) 6700 0 0 HERBALIFE LTD 'G4412G101 237652.00 5900 SH SOLE (None) 5900 0 0 Hewlett-Packard Co '428236103 1741560.00 34500 SH SOLE (None) 34500 0 0 Hologic Inc '436440101 1208064.00 17600 SH SOLE (None) 17600 0 0 Horton DR Inc '23331A109 144870.00 11000 SH SOLE (None) 11000 0 0 ILLUMINA INC '452327109 734824.00 12400 SH SOLE (None) 12400 0 0 Imclone Systems Inc '45245W109 580500.00 13500 SH SOLE (None) 13500 0 0 Immucor Inc '452526106 499653.00 14700 SH SOLE (None) 14700 0 0 Incyte Corp '45337C102 371850.00 37000 SH SOLE (None) 37000 0 0 Integrated Device Technology '458118106 309894.00 27400 SH SOLE (None) 27400 0 0 Intl Business Machines '459200101 648600.00 6000 SH SOLE (None) 6000 0 0 Intuit Inc '461202103 543692.00 17200 SH SOLE (None) 17200 0 0 Investment Technology Grp '46145F105 599634.00 12600 SH SOLE (None) 12600 0 0 ISHARES MSCI EMERG MKTS IDX FD '464287234 315630.00 2100 SH SOLE (None) 2100 0 0 ITT Educational Service '45068B109 775957.00 9100 SH SOLE (None) 9100 0 0 JETBLUE AIRWAYS CP '477143101 480850.00 81500 SH SOLE (None) 81500 0 0 Joy Global Inc '481165108 783258.00 11900 SH SOLE (None) 11900 0 0 Knight Capital Inc '499005106 545760.00 37900 SH SOLE (None) 37900 0 0 Krispy Kreme Doughnuts Cp '501014104 40764.00 12900 SH SOLE (None) 12900 0 0
LDK Solar Co Ltd '50183L107 399585.00 8500 SH SOLE (None) 8500 0 0 Liberty Global Inc CL A '530555101 815152.00 20800 SH SOLE (None) 20800 0 0 LIBERTY MED INT A '53071M104 814716.00 42700 SH SOLE (None) 42700 0 0 Lilly (Eli) & Co '532457108 768816.00 14400 SH SOLE (None) 14400 0 0 Lincare Holdings Inc '532791100 495756.00 14100 SH SOLE (None) 14100 0 0 Linear Technology Cp '535678106 700260.00 22000 SH SOLE (None) 22000 0 0 LKQ CP '501889208 569642.00 27100 SH SOLE (None) 27100 0 0 Macys Inc '55616P104 799383.00 30900 SH SOLE (None) 30900 0 0 Marsh & McLennan Co's '571748102 1140857.00 43100 SH SOLE (None) 43100 0 0 Martek Biosciences Corp '572901106 411162.00 13900 SH SOLE (None) 13900 0 0 Massey Energy Co '576206106 235950.00 6600 SH SOLE (None) 6600 0 0 Materials Select Sector SPDR Fund '81369Y100 592140.00 14200 SH SOLE (None) 14200 0 0 MEDCO HEALTH SOLUTION INC '58405U102 1358760.00 13400 SH SOLE (None) 13400 0 0 Micrel Inc '594793101 320255.00 37900 SH SOLE (None) 37900 0 0 Microchip Technology '595017104 1068280.00 34000 SH SOLE (None) 34000 0 0 Micron Technology '595112103 767775.00 105900 SH SOLE (None) 105900 0 0 MOBILE TELESYSTEMS OJSC ADS '607409109 356265.00 3500 SH SOLE (None) 3500 0 0 MONSANTO CO '61166W101 781830.00 7000 SH SOLE (None) 7000 0 0 NASDAQ OMX Grp '631103108 331583.00 6700 SH SOLE (None) 6700 0 0 National Oilwell Var '637071101 808060.00 11000 SH SOLE (None) 11000 0 0 NETFLIX INC '64110L106 652190.00 24500 SH SOLE (None) 24500 0 0 NETGEAR INC '64111Q104 271092.00 7600 SH SOLE (None) 7600 0 0 Nexcen Brands '653351106 104060.00 21500 SH SOLE (None) 21500 0 0 Nike Inc Class B '654106103 430408.00 6700 SH SOLE (None) 6700 0 0 Noble Drilling Cp 'G65422100 1181059.00 20900 SH SOLE (None) 20900 0 0 Nordstrom Inc '655664100 477490.00 13000 SH SOLE (None) 13000 0 0 Northwest Airlines Corp '667280408 429496.00 29600 SH SOLE (None) 29600 0 0 Novellus Systems Inc '670008101 620325.00 22500 SH SOLE (None) 22500 0 0 Nutri/System Inc '67069D108 399304.00 14800 SH SOLE (None) 14800 0 0 OIL SERVICE HOLDERS TR 2041 '678002106 2268240.00 12000 SH SOLE (None) 12000 0 0 OM Group '670872100 500598.00 8700 SH SOLE (None) 8700 0 0 Paychex Inc '704326107 840304.00 23200 SH SOLE (None) 23200 0 0 PEABODY ENERGY CP '704549104 486956.00 7900 SH SOLE (None) 7900 0 0 Petrohawk Energy '716495106 732213.00 42300 SH SOLE (None) 42300 0 0 Petsmart Inc '716768106 802373.00 34100 SH SOLE (None) 34100 0 0 PP&L Cp '69351T106 802186.00 15400 SH SOLE (None) 15400 0 0 Pride Intl Inc '74153Q102 1145820.00 33800 SH SOLE (None) 33800 0 0
Qlt Inc '746927102 46410.00 10500 SH SOLE (None) 10500 0 0 Qualcomm Inc '747525103 920790.00 23400 SH SOLE (None) 23400 0 0 Qwest Communications Intl Inc '749121109 190672.00 27200 SH SOLE (None) 27200 0 0 Red Hat Inc '756577102 816928.00 39200 SH SOLE (None) 39200 0 0 Research In Motion Ltd '760975102 1610280.00 14200 SH SOLE (None) 14200 0 0 Rite Aid Corp '767754104 313317.00 112300 SH SOLE (None) 112300 0 0 RMI Intl Metals Inc '74973W107 282613.00 4100 SH SOLE (None) 4100 0 0 Robbins & Myers Inc '770196103 294957.00 3900 SH SOLE (None) 3900 0 0 Rohm & Hass Co '775371107 1199382.00 22600 SH SOLE (None) 22600 0 0 Rowan Companies Inc '779382100 836552.00 21200 SH SOLE (None) 21200 0 0 SALESFORCE.COM INC '79466L302 325988.00 5200 SH SOLE (None) 5200 0 0 Scientific Games Corp '80874P109 389025.00 11700 SH SOLE (None) 11700 0 0 Sigma Designs Inc '826565103 739680.00 13400 SH SOLE (None) 13400 0 0 SIRF TECHNOLOGY HLDGS INC '82967H101 442288.00 17600 SH SOLE (None) 17600 0 0 Sonicwall Inc '835470105 325888.00 30400 SH SOLE (None) 30400 0 0 Sotheby's Holdings Inc '835898107 220980.00 5800 SH SOLE (None) 5800 0 0 Southwestern Energy '845467109 362180.00 6500 SH SOLE (None) 6500 0 0 Sun Microsys '866810203 556591.00 30700 SH SOLE (None) 30700 0 0 SUNPOWER CORPORATION '867652109 391170.00 3000 SH SOLE (None) 3000 0 0 SYNAPTICS INC '87157D109 691488.00 16800 SH SOLE (None) 16800 0 0 Take-Two Interactive Software Inc '874054109 337635.00 18300 SH SOLE (None) 18300 0 0 Teletech Holdings Inc '879939106 261621.00 12300 SH SOLE (None) 12300 0 0 Terra Industries '880915103 678192.00 14200 SH SOLE (None) 14200 0 0 TIBCO Software Inc '88632Q103 163821.00 20300 SH SOLE (None) 20300 0 0 Time Warner Inc '887317105 384683.00 23300 SH SOLE (None) 23300 0 0 Toronto-Dominion Bank '891160509 342755.00 4900 SH SOLE (None) 4900 0 0 Tyco Electronics Ltd 'G9144P105 764878.00 20600 SH SOLE (None) 20600 0 0 United Rentals Inc '911363109 381888.00 20800 SH SOLE (None) 20800 0 0 USG Cp '903293405 547587.00 15300 SH SOLE (None) 15300 0 0 UST Inc '902911106 493200.00 9000 SH SOLE (None) 9000 0 0 Veeco Instruments '922417100 270540.00 16200 SH SOLE (None) 16200 0 0 Vimpel Communications ADR '68370R109 653120.00 15700 SH SOLE (None) 15700 0 0 Vodafone Gp Plc '92857W209 1015104.00 27200 SH SOLE (None) 27200 0 0 Weatherford Intl Inc 'G95089101 1461180.00 21300 SH SOLE (None) 21300 0 0 WEBSENSE INC '947684106 385446.00 22700 SH SOLE (None) 22700 0 0 WELLCARE HEALTH '94946T106 487715.00 11500 SH SOLE (None) 11500 0 0 Wellpoint Inc. '94973V107 1210674.00 13800 SH SOLE (None) 13800 0 0
W-H ENERGY SVCS INC '92925E108 393470.00 7000 SH SOLE (None) 7000 0 0 Xilinx Inc '983919101 402408.00 18400 SH SOLE (None) 18400 0 0 Zix Corp '98974P100 73600.00 16000 SH SOLE (None) 16000 0 0
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