-----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, MLqaUCVYMSZlFW4NvhXOyeRkQl0bu4O1XB72VNU73p6/k9HhEwhzDdNWc8KJkupW 0o5IbHXYekgls3wgSo6SDQ== 0001445911-09-000012.txt : 20090508 0001445911-09-000012.hdr.sgml : 20090508 20090508143250 ACCESSION NUMBER: 0001445911-09-000012 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20090508 DATE AS OF CHANGE: 20090508 EFFECTIVENESS DATE: 20090508 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: 09809720 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 form13f20090331.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2009 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Quantitative Investment Management, LLC Address: 401 E. Market Street, Suite 104 Charlottesville, VA 22902 Form 13F File Number: 28- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: P. Ryan Vaughan Title: Chief Financial Officer Phone: 434-817-4804 Signature, Place, and Date of Signing: /s/ P. Ryan Vaughan Charlottesville, VA May 08, 2009 - ------------------- ------------------- ------------------ [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: NONE Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 75 Form 13F Information Table Value Total: 205,012,142 List of Other Included Managers: NONE
Other Sole Name of Issuer/Title of Class CUSIP Value Shares Discretion Managers Authority Shared None - ----------------------------------------- ---------- ---------- ---------- ---------- -------- --------- ------ ---- Adobe Systems Inc 00724F101 3999930 187000 SOLE (None) 187000 0 0 AMERIPRISE FINANCIAL INC 03076C106 1180224 57600 SOLE (None) 57600 0 0 Anadarko Petroleum Corp 032511107 6164065 158500 SOLE (None) 158500 0 0 Apache Corp 037411105 5422014 84600 SOLE (None) 84600 0 0 Apple Inc 037833100 10522512 100100 SOLE (None) 100100 0 0 AT&T Inc 00206R102 17015040 675200 SOLE (None) 675200 0 0 Bank of America Corp 060505104 3171300 465000 SOLE (None) 465000 0 0 Best Buy Co. Inc 086516101 709852 18700 SOLE (None) 18700 0 0 Cabot Oil & Gas Cp 127097103 596321 25300 SOLE (None) 25300 0 0 Cameron Intl 13342B105 530706 24200 SOLE (None) 24200 0 0 Canadian Natural Res Ltd 136385101 2510256 65100 SOLE (None) 65100 0 0 Chesapeake Energy Corp 165167107 3128804 183400 SOLE (None) 183400 0 0 Chevron 166764100 6159184 91600 SOLE (None) 91600 0 0 Citigroup Inc 172967101 3101780 1226000 SOLE (None) 1226000 0 0 Cognizant Technology Solutions Corp. Cl 192446102 582120 28000 SOLE (None) 28000 0 0 Comerica Inc 200340107 867894 47400 SOLE (None) 47400 0 0 Continental Resources Inc 212015101 706293 33300 SOLE (None) 33300 0 0 CVS Caremark Corp 126650100 3114617 113300 SOLE (None) 113300 0 0 Diamond Offshore Drilling 25271C102 1602930 25500 SOLE (None) 25500 0 0 Duke Energy Corp 26441C105 890704 62200 SOLE (None) 62200 0 0 Dupont (EI) De Nemour 263534109 1987370 89000 SOLE (None) 89000 0 0 EOG Resourses 26875P101 5892176 107600 SOLE (None) 107600 0 0 Financial Select Sector SPDR Fund 81369Y605 10373775 1177500 SOLE (None) 1177500 0 0 FMC TECHNOLOGIES INC 30249U101 1198334 38200 SOLE (None) 38200 0 0 FPL Group 302571104 1800915 35500 SOLE (None) 35500 0 0 Gap Inc 364760108 775503 59700 SOLE (None) 59700 0 0 Goldman Sachs Group Inc 38141G104 9414576 88800 SOLE (None) 88800 0 0 Goodrich Corp 382388106 776745 20500 SOLE (None) 20500 0 0 Goodyear Tire And Rubber 382550101 398136 63600 SOLE (None) 63600 0 0 Harley Davidson Inc 412822108 395005 29500 SOLE (None) 29500 0 0 Hudson City Bancorp Inc. - Ot 443683107 1333829 114100 SOLE (None) 114100 0 0 Intl Paper Co 460146103 1198208 170200 SOLE (None) 170200 0 0 ISHARES MSCI EMERG MKTS IDX FD 464287234 12467025 502500 SOLE (None) 502500 0 0 ISHARES TR DJ US FINCL SECT 464287788 8294520 253500 SOLE (None) 253500 0 0 ISHARES TR LEH 20+ YR TRES BD 464287432 2695605 25500 SOLE (None) 25500 0 0
Jefferies Group Inc 472319102 909420 65900 SOLE (None) 65900 0 0 Johnson Controls 478366107 477600 39800 SOLE (None) 39800 0 0 Joy Global Inc 481165108 1030920 48400 SOLE (None) 48400 0 0 JP Morgan Chase & Co 46625H100 13837548 520600 SOLE (None) 520600 0 0 Kimco Realty Corp 49446R109 253746 33300 SOLE (None) 33300 0 0 Kohls Corp 500255104 1316152 31100 SOLE (None) 31100 0 0 Lam Research Cp 512807108 444015 19500 SOLE (None) 19500 0 0 Manulife Financial Corp 56501R106 353920 31600 SOLE (None) 31600 0 0 Marathon Oil Co 565849106 2208360 84000 SOLE (None) 84000 0 0 Masco 574599106 208004 29800 SOLE (None) 29800 0 0 MBIA Inc 55262C100 182742 39900 SOLE (None) 39900 0 0 Merck & Co Inc 589331107 5144025 192300 SOLE (None) 192300 0 0 METLIFE INC 59156R108 3299373 144900 SOLE (None) 144900 0 0 Millicom Inc L6388F110 529672 14300 SOLE (None) 14300 0 0 Murphy Oil Corp 626717102 1898248 42400 SOLE (None) 42400 0 0 New York Community Bancorp 649445103 606531 54300 SOLE (None) 54300 0 0 Noble Energy Inc 655044105 2758656 51200 SOLE (None) 51200 0 0 Nuance Communications 67020Y100 289428 26700 SOLE (None) 26700 0 0 PACCAR Inc 693718108 2073680 80500 SOLE (None) 80500 0 0 Philip Morris International Inc 718172109 2778798 78100 SOLE (None) 78100 0 0 Pioneer Natural Resources Co 723787107 207522 12600 SOLE (None) 12600 0 0 PNC Financial Services Group 693475105 2390064 81600 SOLE (None) 81600 0 0 Precision Castparts Cp 740189105 1186020 19800 SOLE (None) 19800 0 0 Progressive Corp (Ohio) 743315103 1700160 126500 SOLE (None) 126500 0 0 Qwest Communications Intl Inc 749121109 310536 90800 SOLE (None) 90800 0 0 Regional Banks HOLDRS Trust 75902E100 7364058 148200 SOLE (None) 148200 0 0 Starbucks Corp 855244109 661045 59500 SOLE (None) 59500 0 0 Sun Microsys 866810203 4094076 559300 SOLE (None) 559300 0 0 Suncor Energy Inc 867229106 1370357 61700 SOLE (None) 61700 0 0 Sysco Corp 871829107 670320 29400 SOLE (None) 29400 0 0 Teco Energy 872375100 205160 18400 SOLE (None) 18400 0 0 Tiffany & Co. 886547108 726572 33700 SOLE (None) 33700 0 0 Time Warner Cable Inc 88732J207 699360 28200 SOLE (None) 28200 0 0 Toronto-Dominion Bank 891160509 764218 22100 SOLE (None) 22100 0 0 UBS Ag Ord H89231338 771374 81800 SOLE (None) 81800 0 0 ULTRA PETROLEUM CP 903914109 1582749 44100 SOLE (None) 44100 0 0 WEBS South Korea 464286772 1041636 36600 SOLE (None) 36600 0 0
Wells Fargo & Co 949746101 6289808 441700 SOLE (None) 441700 0 0 Weyerhaeuser Co 962166104 1152426 41800 SOLE (None) 41800 0 0 WHITING PETROLEUM CP 966387102 245575 9500 SOLE (None) 9500 0 0
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