0001445911-18-000003.txt : 20180214
0001445911-18-000003.hdr.sgml : 20180214
20180214085306
ACCESSION NUMBER: 0001445911-18-000003
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20171231
FILED AS OF DATE: 20180214
DATE AS OF CHANGE: 20180214
EFFECTIVENESS DATE: 20180214
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: 18607464
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
primary_doc.xml
13F-HR
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true
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0001445911
XXXXXXXX
12-31-2017
12-31-2017
Quantitative Investment Management, LLC
401 E. MARKET STREET
SUITE 104
CHARLOTTESVILLE
VA
22902
13F HOLDINGS REPORT
028-13202
N
Molly M. Dunnington
Chief Compliance Officer
434-817-3047
Molly M. Dunnington
Charlottesville
VA
02-14-2018
0
734
6785525
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2715
178200
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COM
364760108
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371532102
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GENESEE & WYOMING INC
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COM
375916103
400
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COM
37951D102
115
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Global X MSCI Greece ETF
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37950E366
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379890106
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COM
36191G107
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COM
38059T106
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387328107
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COM
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COM
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398905109
241
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26000
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0
Guggenheim Solar ETF
COM
18383Q739
4106
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COM
36197T103
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093671105
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COM
43300A203
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HOME DEPOT INC (THE)
COM
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139000
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0
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COM
438516106
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197100
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0
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COM
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COM
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148
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COM
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411
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COM
44107P104
12475
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628500
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0
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COM
44267D107
1995
15200
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15200
0
0
HP Inc
COM
40434L105
3086
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0
Hubbell Inc Cl B
COM
443510607
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38900
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0
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COM
443573100
3341
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37800
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0
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COM
444097109
3887
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113500
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0
Humana Inc
COM
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6747
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27200
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0
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COM
446150104
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0
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COM
446413106
2828
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0
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COM
448579102
3125
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42500
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0
ICU Medical Inc
COM
44930G107
216
1000
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1000
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0
ILLUMINA INC
COM
452327109
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0
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COM
456788108
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INGREDION INC
COM
457187102
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33600
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0
INOGEN INC
COM
45780L104
1524
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12800
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0
INTEGRATED DEVICE TECHNOLOGY INC
COM
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208400
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0
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COM
458140100
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0
Intercontinental Exchange Inc
COM
45866F104
6498
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0
INTERNATIONAL FLAVORS & FRAGRANCES INC
COM
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20000
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0
INTERNATIONAL PAPER CO
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0
INTUITIVE SURGICAL INC
COM
46120E602
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39800
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0
INVESCO PLC
COM
G491BT108
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227400
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0
Investors Bancorp Inc
COM
46146L101
563
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40600
0
0
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COM
46266C105
6627
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67700
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0
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COM
462726100
4847
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63200
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0
Iron Mountain Inc
COM
46284V101
569
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15100
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iShares 20 Year Treasury Bond ETF
COM
464287432
85617
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674900
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0
iShares China Large-Cap ETF
COM
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3901
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84500
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0
iShares Core MSCI EAFE ETF
COM
46432F842
23607
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357200
0
0
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COM
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0
ISHARES CORE S&P SMALL-CAP ETF
COM
464287804
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512500
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0
iShares iBoxx $ High Yield Corp Bond ETF
COM
464288513
453
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5200
0
0
iShares MSCI ACWI Index Fund
COM
464288257
7490
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103900
0
0
ISHARES MSCI AUSTRALIA INDEX FUND
COM
464286103
9657
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416800
0
0
iShares MSCI Brazil ETF
COM
464286400
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269400
0
0
ISHARES MSCI CANADA INDEX FUND
COM
464286509
19002
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0
0
ISHARES MSCI EAFE ETF
COM
464287465
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2071500
0
0
iShares MSCI Emerging Index Fund
COM
464287234
101929
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2163200
0
0
iShares MSCI India
COM
46429B598
19582
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542900
0
0
ISHARES MSCI JAPAN INDEX FUND
COM
46434G822
15306
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255400
0
0
ISHARES MSCI PAC EX-JAP IDX FD
COM
464286665
7241
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151500
0
0
iShares MSCI South Korea ETF
COM
464286772
3491
46600
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46600
0
0
ISHARES RUSSELL 1000 ETF
COM
464287622
29647
199500
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0
0
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COM
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0
0
ISHARES RUSSELL 2000 ETF
COM
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253556
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1663100
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0
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COM
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0
0
ISHARES RUSSELL 2000 VALUE ETF
COM
464287630
33185
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263900
0
0
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COM
464287192
19469
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101600
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0
iShares U.S. Aerospace & Defense ETF
COM
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16779
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89200
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0
ISHARES U.S. FINANCIAL ETF
COM
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13710
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0
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313
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45073V108
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COM
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287
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COM
47215P106
39009
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47759T100
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48020Q107
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48562P103
601
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48238T109
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48242W106
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49338L103
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482539103
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499049104
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502413107
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536797103
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55616P104
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58733R102
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47700
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704326107
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123200
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708160106
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72147K108
5721
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18100
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963
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13100
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693506107
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74139C102
926
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74251V102
3986
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56500
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744320102
16465
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69370C100
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12004
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233100
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5832
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693656100
4774
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700
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40400
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747525103
16529
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258200
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2338
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750917106
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3353
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164000
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754907103
2141
67700
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67700
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7591EP100
3989
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75915K101
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4057
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761152107
3184
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995
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46200
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76169B102
1535
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148
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767204100
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770323103
4815
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773903109
3318
16900
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780087102
5739
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70300
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96300
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257867200
447
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48100
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74978Q105
935
23000
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23000
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783513104
2385
22900
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22900
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783549108
6321
75100
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75100
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78377T107
1973
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28600
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78409V104
1863
11000
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11000
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79466L302
22746
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222500
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80283M101
8568
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803607100
3750
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78410G104
8756
53600
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80589M102
10935
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274900
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808541106
326
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1021
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577
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G7945M107
2301
55000
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55000
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81211K100
10742
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812350106
89
24900
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812578102
1385
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784117103
3176
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816851109
6992
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4364
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2996
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