-----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, IkfsXt+tBKIAN+ZUgKz6c2qw0U7yny5Ougpcw042BYS69JOGVlmmk9q4egJJsBOB V3dCDqS9hnCKY4JvJk5hkA== 0001445911-09-000040.txt : 20091030 0001445911-09-000040.hdr.sgml : 20091030 20091030103111 ACCESSION NUMBER: 0001445911-09-000040 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091030 DATE AS OF CHANGE: 20091030 EFFECTIVENESS DATE: 20091030 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: 091146440 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 form13f20090930.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: September 30, 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 October 30, 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: 159 Form 13F Information Table Value Total: 1,449,229,581 List of Other Included Managers: NONE
Other Sole Name of Issuer/Title of Class Cusip Value Shares Discretion Managers Authority Shared None - ----------------------------------------- ---------- ---------- ---------- ---------- -------- --------- ------ ---- Advanced Micro Devices 007903107 12661986 2237100 SOLE (None) 2237100 0 0 Agnico Eagle Mns Ltd 008474108 38253830 563800 SOLE (None) 563800 0 0 Allegiant Travel Co 01748X102 319956 8400 SOLE (None) 8400 0 0 ALLIANCE DATA SYSTEMS CP 018581108 3218916 52700 SOLE (None) 52700 0 0 Amazon.com Inc 023135106 6021720 64500 SOLE (None) 64500 0 0 American Eagle Outfitters Inc 02553E106 6020706 357100 SOLE (None) 357100 0 0 American Tower Corp Cl A 029912201 10566920 290300 SOLE (None) 290300 0 0 Amphenol Cp 032095101 2603688 69100 SOLE (None) 69100 0 0 AMR Corp 001765106 14502390 1824200 SOLE (None) 1824200 0 0 Anglogold Ashanti Ltd ADS 035128206 7671032 188200 SOLE (None) 188200 0 0 Arch Coal Inc 039380100 11509813 520100 SOLE (None) 520100 0 0 ARENA RESOURCES INC 040049108 518300 14600 SOLE (None) 14600 0 0 Avalon Bay Communities Inc 053484101 10138562 139400 SOLE (None) 139400 0 0 Baidu Inc 056752108 58688001 150078 SOLE (None) 150078 0 0 Baker Hughes 057224107 44537040 1044000 SOLE (None) 1044000 0 0 Biocryst Pharm Inc 09058V103 1133824 137600 SOLE (None) 137600 0 0 BJ Wholesale Club Inc 05548J106 2354300 65000 SOLE (None) 65000 0 0 Black & Decker Manufacturing 091797100 2944044 63600 SOLE (None) 63600 0 0 Boston Properties Inc 101121101 10324125 157500 SOLE (None) 157500 0 0 Bucyrus Intl 118759109 2734848 76800 SOLE (None) 76800 0 0 Cablevision Sys Cp Cl A 12686C109 1763152 74238 SOLE (None) 74238 0 0 Canadian Natural Res Ltd 136385101 17925485 266788 SOLE (None) 266788 0 0 Caterpillar Inc 149123101 5692497 110900 SOLE (None) 110900 0 0 Chesapeake Energy Corp 165167107 38700680 1362700 SOLE (None) 1362700 0 0 Cleveland-Cliffs Inc Co. 18683K101 15989076 494100 SOLE (None) 494100 0 0 CME Group Inc 12572Q105 11187297 36300 SOLE (None) 36300 0 0 COACH INC 189754104 4927761 149689 SOLE (None) 149689 0 0 Coca Cola Co 191216100 21129446 393472 SOLE (None) 393472 0 0 Coeur D'alene Mines Cp 192108504 8058550 393100 SOLE (None) 393100 0 0 Collective brands 19421W100 745935 43043 SOLE (None) 43043 0 0 Comcast Corp Class A 20030N101 23154785 1371729 SOLE (None) 1371729 0 0 Comcast Cp Spl Class A 20030N200 7522224 467800 SOLE (None) 467800 0 0 Comerica Inc 200340107 1409325 47500 SOLE (None) 47500 0 0 Commercial Metals Co 201723103 1329970 74300 SOLE (None) 74300 0 0 Commscope Inc 203372107 2783490 93000 SOLE (None) 93000 0 0
Comstock Resources Inc 205768203 1855704 46300 SOLE (None) 46300 0 0 ConAgra Foods Inc 205887102 3663920 169000 SOLE (None) 169000 0 0 CONSOL Energy Inc 20854P109 13605176 301600 SOLE (None) 301600 0 0 Continental Resources Inc 212015101 1245606 31800 SOLE (None) 31800 0 0 Cooper Inds Plc G24140108 14190189 377700 SOLE (None) 377700 0 0 Corp Office Property Trust Inc 22002T108 2127976 57700 SOLE (None) 57700 0 0 Costco Wholesale 22160K105 19208666 340700 SOLE (None) 340700 0 0 Delta Air Lines Inc 247361702 6082433 678843 SOLE (None) 678843 0 0 Devon Energy Cp 25179M103 15479167 229900 SOLE (None) 229900 0 0 Discovery Comm A 25470F104 2530764 87600 SOLE (None) 87600 0 0 Douglas Emmett Inc 25960P109 2090056 170200 SOLE (None) 170200 0 0 Dover Cp 260003108 2802037 72292 SOLE (None) 72292 0 0 Dow Chemical Co 260543103 24148641 926300 SOLE (None) 926300 0 0 Ecolab Inc 278865100 3046557 65900 SOLE (None) 65900 0 0 El Paso Corp 28336L109 1449960 140500 SOLE (None) 140500 0 0 Emcor Group Inc 29084Q100 645660 25500 SOLE (None) 25500 0 0 Emerson Electric Co 291011104 14697336 366700 SOLE (None) 366700 0 0 ENCANA CP 292505104 16574397 287700 SOLE (None) 287700 0 0 Ensco Intl 26874Q100 7282848 171200 SOLE (None) 171200 0 0 EOG Resourses 26875P101 7674569 91900 SOLE (None) 91900 0 0 Equity Residential Properties Trust 29476L107 8961330 291900 SOLE (None) 291900 0 0 Essex Property Trust 297178105 1066372 13400 SOLE (None) 13400 0 0 Expeditors Intl Wash 302130109 5068630 144200 SOLE (None) 144200 0 0 Express Scripts Inc 302182100 1916226 24700 SOLE (None) 24700 0 0 Exterran Holdings Inc 30225X103 3565748 150200 SOLE (None) 150200 0 0 FedEx Corp 31428X106 4701250 62500 SOLE (None) 62500 0 0 First Solar Inc 336433107 32696754 213900 SOLE (None) 213900 0 0 Flir Systems 302445101 6357581 227300 SOLE (None) 227300 0 0 FMC Cp 302491303 4421250 78600 SOLE (None) 78600 0 0 FMC TECHNOLOGIES INC 30249U101 3494856 66900 SOLE (None) 66900 0 0 Foster Wheelr Ag H27178104 3707942 116200 SOLE (None) 116200 0 0 GARMIN LTD G37260109 4381614 116100 SOLE (None) 116100 0 0 General Electric Co 369604103 13490672 821600 SOLE (None) 821600 0 0 Gold Field Ltd ADR 38059T106 7511478 545100 SOLE (None) 545100 0 0 Harmony Gold Mining Co ADR 413216300 1362030 124500 SOLE (None) 124500 0 0 Hecla Mining 422704106 2066812 470800 SOLE (None) 470800 0 0 Helix Energy Solutions Group 42330P107 2392171 159691 SOLE (None) 159691 0 0
Helmerich & Payne Inc 423452101 4878002 123400 SOLE (None) 123400 0 0 Honeywell International Inc 438516106 6850460 184400 SOLE (None) 184400 0 0 Hunt (J.B.) Transport Services Inc. 445658107 3694950 115000 SOLE (None) 115000 0 0 Immunomedics Inc 452907108 173880 31500 SOLE (None) 31500 0 0 iShares Russell 2000 Index Fund 464287655 10770912 178800 SOLE (None) 178800 0 0 ISHARES TR COHEN & STEERS RLTY 464287564 1701700 35000 SOLE (None) 35000 0 0 iShares Tr DJ US Real Estate Sect 464287739 21689161 508300 SOLE (None) 508300 0 0 Itron Inc 465741106 4027992 62800 SOLE (None) 62800 0 0 Joy Global Inc 481165108 15734210 321500 SOLE (None) 321500 0 0 Juniper Networks 48203R104 18884278 698900 SOLE (None) 698900 0 0 Kansas City Sthrn Ind. 485170302 3310799 124983 SOLE (None) 124983 0 0 Kimco Realty Corp 49446R109 11292314 865975 SOLE (None) 865975 0 0 LAS VEGAS SANDS CP 517834107 9203060 546500 SOLE (None) 546500 0 0 Lexmark Intl Inc 529771107 2092675 97153 SOLE (None) 97153 0 0 Liz Claiborne 539320101 460955 93500 SOLE (None) 93500 0 0 Mack Cali Realty 554489104 1943033 60100 SOLE (None) 60100 0 0 Manitowoc Inc 563571108 1679031 177300 SOLE (None) 177300 0 0 Manpower Inc 56418H100 340260 6000 SOLE (None) 6000 0 0 Marathon Oil Co 565849106 2583900 81000 SOLE (None) 81000 0 0 Marriott Int'l Inc Cl A 571903202 16592626 601400 SOLE (None) 601400 0 0 Martin Marietta Materials Inc 573284106 2007126 21800 SOLE (None) 21800 0 0 MASTERCARD INCORPORATED 57636Q104 14312220 70800 SOLE (None) 70800 0 0 MGM Mirage 552953101 25234636 2095900 SOLE (None) 2095900 0 0 MKT VECT GOLD MNRS 57060U100 56485688 1247200 SOLE (None) 1247200 0 0 Motorola Inc 620076109 23123421 2691900 SOLE (None) 2691900 0 0 National Oilwell Var 637071101 14451051 335058 SOLE (None) 335058 0 0 NETFLIX INC 64110L106 3956769 85700 SOLE (None) 85700 0 0 New Oriental Education & Technology Grou 647581107 3684610 45800 SOLE (None) 45800 0 0 Newmont Mining Cp 651639106 272924 6200 SOLE (None) 6200 0 0 Nexen Inc 65334H102 2388695 105835 SOLE (None) 105835 0 0 NII HOLDINGS INC 62913F201 6559092 218200 SOLE (None) 218200 0 0 Noble Energy Inc 655044105 3528860 53500 SOLE (None) 53500 0 0 Nokia Corp ADR Cl A 654902204 15707728 1074400 SOLE (None) 1074400 0 0 Novavax Inc 670002104 1570140 396500 SOLE (None) 396500 0 0 Nuance Communications 67020Y100 5330457 356314 SOLE (None) 356314 0 0 Nvidia Corp 67066G104 22850109 1520300 SOLE (None) 1520300 0 0 OIL SERVICE HOLDERS TR 2041 678002106 50072152 426400 SOLE (None) 426400 0 0
Open Text Corp 683715106 250111 6700 SOLE (None) 6700 0 0 PEABODY ENERGY CP 704549104 13522026 363300 SOLE (None) 363300 0 0 Pitney Bowes Inc 724479100 2763320 111200 SOLE (None) 111200 0 0 Pride Intl Inc 74153Q102 12952220 425500 SOLE (None) 425500 0 0 Protective Life Cp 743674103 434826 20300 SOLE (None) 20300 0 0 Public Storage Inc 74460D109 6681312 88800 SOLE (None) 88800 0 0 RANDGOLD RESOURCES LTD ADS 752344309 12110204 173300 SOLE (None) 173300 0 0 Regency Centers Corp 758849103 8291790 223800 SOLE (None) 223800 0 0 RENTECH INC 760112102 634068 391400 SOLE (None) 391400 0 0 Royal Gold Inc 780287108 5544960 121600 SOLE (None) 121600 0 0 Sandisk Corp 80004C101 18126010 835300 SOLE (None) 835300 0 0 SBA Commun Cp 78388J106 1878585 69500 SOLE (None) 69500 0 0 Schlumberger Ltd 806857108 16847728 282680 SOLE (None) 282680 0 0 Silver Standard Resources Inc 82823L106 681384 31900 SOLE (None) 31900 0 0 Silver Wheaton 828336107 7156156 568400 SOLE (None) 568400 0 0 Simon Property Group Inc. Paired Ctf 828806109 32645986 470200 SOLE (None) 470200 0 0 Southwest Airlines 844741108 2220912 231345 SOLE (None) 231345 0 0 Southwestern Energy 845467109 21497916 503700 SOLE (None) 503700 0 0 SPDR S&P MTL&MNG 78464A755 13979532 306300 SOLE (None) 306300 0 0 SPDR S&P O&G EXP 78464A730 2041248 52800 SOLE (None) 52800 0 0 Spirit Aerosystems Holdings Inc 848574109 1359918 75300 SOLE (None) 75300 0 0 St Mary Land & Explorations 792228108 1204266 37100 SOLE (None) 37100 0 0 Starwood Hotels & Resorts 85590A401 2582946 78200 SOLE (None) 78200 0 0 Stryker Corp 863667101 15891414 349800 SOLE (None) 349800 0 0 Suncor Energy Inc 867224107 17176320 497000 SOLE (None) 497000 0 0 Sunpower Cl A 867652109 8745814 292600 SOLE (None) 292600 0 0 Sunpower Cp B 867652307 1112643 44100 SOLE (None) 44100 0 0 Talisman Energy Inc 87425E103 927690 53500 SOLE (None) 53500 0 0 Tanger Factory Outlet Centers 875465106 593706 15900 SOLE (None) 15900 0 0 Taubman Centers Inc 876664103 2489520 69000 SOLE (None) 69000 0 0 TENARIS SA ADS 88031M109 5054478 141900 SOLE (None) 141900 0 0 Textron Inc 883203101 14987405 789642 SOLE (None) 789642 0 0 Tiffany & Co. 886547108 1444875 37500 SOLE (None) 37500 0 0 Ultra Basic Materials ProShares 74347R776 12593040 459600 SOLE (None) 459600 0 0 Ultra Oil & Gas ProShares 74347R719 16353064 509600 SOLE (None) 509600 0 0 Ultra Real Estate ProShares 74347R677 3534778 591100 SOLE (None) 591100 0 0 UltraShort Financials ProShares 74347R628 245490 9800 SOLE (None) 9800 0 0
UNDER ARMOUR INC 904311107 1691451 60778 SOLE (None) 60778 0 0 United Parcel Service Inc Cl B 911312106 15755130 279000 SOLE (None) 279000 0 0 VANGUARD SPEC FDS REIT ETF 922908553 710411 17139 SOLE (None) 17139 0 0 Varian Medical Systems Inc 92220P105 2915396 69200 SOLE (None) 69200 0 0 VMWARE INC CLASS A 928563402 5141760 128000 SOLE (None) 128000 0 0 Vornado Inc 929042109 8257362 128200 SOLE (None) 128200 0 0 Vulcan Materials Co. 929160109 2963036 54800 SOLE (None) 54800 0 0 Williams Cos 969457100 6213399 347700 SOLE (None) 347700 0 0 Williams Sonoma Inc 969904101 1426215 70500 SOLE (None) 70500 0 0 XTO Energy Inc 98385X106 2603160 63000 SOLE (None) 63000 0 0 Yahoo! Inc 984332106 33206745 1864500 SOLE (None) 1864500 0 0 YAMANA GOLD INC 98462Y100 13189365 1231500 SOLE (None) 1231500 0 0 Yingli Green Energy Holding Co Ltd 98584B103 2550562 204700 SOLE (None) 204700 0 0
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