13F-HR 1 form13f20090630.txt 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: June 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 August 12, 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: 76 Form 13F Information Table Value Total: 303,463,233 List of Other Included Managers: NONE
Other Sole Name of Issuer/Title of Class Cusip Value Shares Discretion Managers Authority Shared None ----------------------------------------- ---------- ---------- ---------- ---------- -------- --------- ------ ---- 3M Company 88579Y101 2818690 46900 SOLE (None) 46900 0 0 AEROPOSTALE INC 007865108 2649071 77300 SOLE (None) 77300 0 0 ALCON INC H01301102 1811472 15600 SOLE (None) 15600 0 0 Amer Express 025816109 11687396 502900 SOLE (None) 502900 0 0 AMERICA MOVIL SA DE CV ADS L 02364W105 5234944 135200 SOLE (None) 135200 0 0 American Eagle Outfitters Inc 02553E106 864370 61000 SOLE (None) 61000 0 0 Anglogold Ashanti Ltd ADS 035128206 446886 12200 SOLE (None) 12200 0 0 Apache Corp 037411105 1522365 21100 SOLE (None) 21100 0 0 Apple Inc 037833100 11066811 77700 SOLE (None) 77700 0 0 Ashland Oil Inc 044209104 2378640 84800 SOLE (None) 84800 0 0 Baidu Inc 056752108 44079576 146400 SOLE (None) 146400 0 0 BANCO BRADESCO SA ADS 059460303 2333660 158000 SOLE (None) 158000 0 0 Borg Warner Inc 099724106 826430 24200 SOLE (None) 24200 0 0 Brocade Comms 111621306 9556176 1218900 SOLE (None) 1218900 0 0 Caterpillar Inc 149123101 3152016 95400 SOLE (None) 95400 0 0 Cerner Cp 156782104 4459964 71600 SOLE (None) 71600 0 0 Chicos Fas Inc 168615102 1342740 138000 SOLE (None) 138000 0 0 Citrix Systems 177376100 1731627 54300 SOLE (None) 54300 0 0 CME Group Inc 12572Q105 20440584 65700 SOLE (None) 65700 0 0 COACH INC 189754104 4669056 173700 SOLE (None) 173700 0 0 Coca Cola Enterprise 191219104 612720 36800 SOLE (None) 36800 0 0 Con-Way 205944101 1882023 53300 SOLE (None) 53300 0 0 CSX Corp 126408103 10312814 297800 SOLE (None) 297800 0 0 Emerson Electric Co 291011104 1153440 35600 SOLE (None) 35600 0 0 Express Scripts Inc 302182100 1698125 24700 SOLE (None) 24700 0 0 F5 Network Inc 315616102 2121593 61300 SOLE (None) 61300 0 0 Fortress Investment Group LLC 34958B106 138168 40400 SOLE (None) 40400 0 0 Franklin Res Inc 354613101 1965873 27300 SOLE (None) 27300 0 0 Frontline Ltd G3682E127 231420 9500 SOLE (None) 9500 0 0 Gerdau SA 373737105 4261290 407000 SOLE (None) 407000 0 0 Goodrich Corp 382388106 1703977 34100 SOLE (None) 34100 0 0 Green Mountain Coffee Inc 393122106 5710992 96600 SOLE (None) 96600 0 0 Gymboree Corp 403777105 1915920 54000 SOLE (None) 54000 0 0 Hunt (J.B.) Transport Services Inc. 445658107 1918540 62800 SOLE (None) 62800 0 0 ICICI BANK LTD ADS 45104G104 7734900 262200 SOLE (None) 262200 0 0
Infosys Tech Ltd 456788108 2534142 68900 SOLE (None) 68900 0 0 Ingram Micro Inc Cl A 457153104 838250 47900 SOLE (None) 47900 0 0 INTERCONTINENTALEXCHANGE INC 45865V100 7973952 69800 SOLE (None) 69800 0 0 Itau Unibnco Adr 465562106 2363419 149300 SOLE (None) 149300 0 0 J CREW GROUP INC 46612H402 986230 36500 SOLE (None) 36500 0 0 Jefferies Group Inc 472319102 4323591 202700 SOLE (None) 202700 0 0 Joy Global Inc 481165108 10640988 297900 SOLE (None) 297900 0 0 Juniper Networks 48203R104 10107880 428300 SOLE (None) 428300 0 0 KB Home 48666K109 1459656 106700 SOLE (None) 106700 0 0 Manpower Inc 56418H100 254040 6000 SOLE (None) 6000 0 0 McAfee 579064106 1240386 29400 SOLE (None) 29400 0 0 McDonalds Corp 580135101 4432479 77100 SOLE (None) 77100 0 0 Meritage Homes 59001A102 375314 19900 SOLE (None) 19900 0 0 MOODYS CP 615369105 1254260 47600 SOLE (None) 47600 0 0 Netease.com Inc ADS 64110W102 2328916 66200 SOLE (None) 66200 0 0 Nvidia Corp 67066G104 14227658 1260200 SOLE (None) 1260200 0 0 NYSE EURONEXT INC 629491101 4120200 151200 SOLE (None) 151200 0 0 Office Depot Inc 676220106 834024 182900 SOLE (None) 182900 0 0 Owen Illinois 690768403 1025166 36600 SOLE (None) 36600 0 0 Petsmart Inc 716768106 276834 12900 SOLE (None) 12900 0 0 Priceline.com nc 741503403 5421330 48600 SOLE (None) 48600 0 0 Questar Corp Holding Co. 748356102 267116 8600 SOLE (None) 8600 0 0 RANDGOLD RESOURCES LTD ADS 752344309 7565643 117900 SOLE (None) 117900 0 0 Range Resources Corp 75281A109 919302 22200 SOLE (None) 22200 0 0 Robert Half Intl Inc 770323103 387368 16400 SOLE (None) 16400 0 0 Rockwell Automation Inc 773903109 362956 11300 SOLE (None) 11300 0 0 Schein (Henry) Inc 806407102 292495 6100 SOLE (None) 6100 0 0 Sears Holding 812350106 3878116 58300 SOLE (None) 58300 0 0 Sohu.com Inc 83408W103 2067107 32900 SOLE (None) 32900 0 0 SPDR S&P RETAIL 78464A714 3807354 137400 SOLE (None) 137400 0 0 St Joe Co 790148100 627813 23700 SOLE (None) 23700 0 0 Staples Inc 855030102 855632 42400 SOLE (None) 42400 0 0 State Street Corp 857477103 16019680 339400 SOLE (None) 339400 0 0 SYNAPTICS INC 87157D109 2048450 53000 SOLE (None) 53000 0 0 Toronto-Dominion Bank 891160509 1732285 33500 SOLE (None) 33500 0 0 Tractor Supply Co 892356106 363616 8800 SOLE (None) 8800 0 0 Union Pacific 907818108 2925772 56200 SOLE (None) 56200 0 0
WEBS Hong Kong 464286871 1784826 129900 SOLE (None) 129900 0 0 Wells Fargo & Co 949746101 2695286 111100 SOLE (None) 111100 0 0 Western Union 959802109 626480 38200 SOLE (None) 38200 0 0 Wyndham Worldwide 98310W108 782952 64600 SOLE (None) 64600 0 0