QUANTITATIVE INVESTMENT MANAGEMENT, LLC

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Quantitative Investment Management is based out of Charlottesville. Quantitative Investment Management is a large advisory firm with 2 clients and discretionary assets under management (AUM) of $3,288,259,715 (Form ADV from 2019-03-29). Their last reported 13F filing for Q2 2019 included $2,576,840,000 in managed 13F securities and a top 10 holdings concentration of 18.69%. Quantitative Investment Management's largest holding is Amazon.com Inc. with shares held of 63,072. Quantitative Investment Management has met the qualifications for inclusion in our WhaleScore system. Whalewisdom has at least 47 13F filings

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06/30/2019

13F Sector Allocation Over Time

06/30/2019

13F Activity

  • Market Value $2.577 Billion
  • Prior Market Value $1.73 Billion
  • New Purchases283 stocks
  • Additional Purchases208 stocks
  • Sold out of311 stocks
  • Reduced holdings in107 stocks
  • Top 10 Holdings % 18.69 %
  • Turnover % [1]:99.33%
  • Turnover Alt % [2]: 70.59 %
  • Time Held Top20:0.30 quarters
  • Time Held Top10:0.20 quarters
  • Time Held All:2.89 quarters

[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.

[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.

Portfolio Performance

Top 20 equal-weighted holdings. Performance numbers calculated through 2019-08-14

Performance for Q2 2019: 0.56%
Performance Last 4 Quarters: -6.82%
Performance Metrics
Stdev (5-yrs): Subscription required BETA (5-yrs): Subscription required ALPHA (3-yrs): Subscription required
Max Drawdown (all-years): Subscription required Annualized Perf (3-yrs): Subscription required Batting Avg vs S&P. (3-yrs): Subscription required
Sortino (3-yrs): Subscription required Stutzer (3-yrs): Subscription required Treynor (3-yrs): Subscription required
Sterling (3-yrs): Subscription required Calmar (3-yrs): Subscription required Information Ratio (3-yrs): Subscription required
Tracking Error (3 yrs): Subscription required Stdev Down (3-yrs): Subscription required Winning Months %: Subscription required
Losing Months %: Subscription required Best 12 Months: Subscription required Worst 12 Months: Subscription required
Efficiency Ratio (3-yrs): Subscription required Sharpe: Subscription required Stdev Sectors: Subscription required
Skewness (3-yrs): Subscription required Kurtosis (3-yrs): Subscription required Upside Potential (3-yrs): Subscription required

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13F Filings Available:
  • 2019-06-30 - 13F-HR (Subscription required)
  • 2019-03-31 - 13F-HR (Subscription required)
  • 2018-12-31 - 13F-HR (Subscription required)
  • 2018-09-30 - 13F-HR (Subscription required)
  • 2018-06-30 - 13F-HR (Subscription required)
  • 2018-03-31 - 13F-HR (Subscription required)
  • 2017-12-31 - 13F-HR (Subscription required)
  • 2017-09-30 - 13F-HR (Subscription required)
  • 2017-06-30 - 13F-HR (Subscription required)
  • 2017-03-31 - 13F-HR (Subscription required)
  • 2016-12-31 - 13F-HR (Subscription required)
  • 2016-09-30 - 13F-HR (Subscription required)
  • 2016-06-30 - 13F-HR (Subscription required)
  • 2016-03-31 - 13F-HR (Subscription required)
  • 2015-12-31 - 13F-HR (Subscription required)
  • 2015-09-30 - 13F-HR (Subscription required)
  • 2015-06-30 - 13F-HR (Subscription required)
  • 2015-03-31 - 13F-HR (Subscription required)
  • 2014-12-31 - 13F-HR (Subscription required)
  • 2014-09-30 - 13F-HR (Subscription required)
  • 2014-06-30 - 13F-HR (Subscription required)
  • 2014-03-31 - 13F-HR (Subscription required)
  • 2013-12-31 - 13F-HR (Subscription required)
  • 2013-09-30 - 13F-HR (Subscription required)
  • 2013-06-30 - 13F-HR (Subscription required)
  • 2013-03-31 - 13F-HR (Subscription required)
  • 2012-12-31 - 13F-HR (Subscription required)
  • 2012-09-30 - 13F-HR (Subscription required)
  • 2012-06-30 - 13F-HR (Subscription required)
  • 2012-03-31 - 13F-HR (Subscription required)
  • 2011-12-31 - 13F-HR (Subscription required)
  • 2011-09-30 - 13F-HR (Subscription required)
  • 2011-06-30 - 13F-HR (Subscription required)
  • 2011-03-31 - 13F-HR (Subscription required)
  • 2010-12-31 - 13F-HR (Subscription required)
  • 2010-09-30 - 13F-HR (Subscription required)
  • 2010-06-30 - 13F-HR (Subscription required)
  • 2010-03-31 - 13F-HR (Subscription required)
  • 2009-12-31 - 13F-HR (Subscription required)
  • 2009-09-30 - 13F-HR (Subscription required)
  • 2009-06-30 - 13F-HR (Subscription required)
  • 2009-03-31 - 13F-HR (Subscription required)
  • 2008-12-31 - 13F-HR (Subscription required)
  • 2008-09-30 - 13F-HR (Subscription required)
  • 2008-06-30 - 13F-HR (Subscription required)
  • 2008-03-31 - 13F-HR (Subscription required)
  • 2007-12-31 - 13F-HR (Subscription required)

View Last Form Adv Compilation Report on Record

QUANTITATIVE INVESTMENT MANAGEMENT, LLC
Classified as Hedge Fund
401 E. MARKET ST. SUITE 104
CHARLOTTESVILLE VA    22902-5264
Country: United States

Business Phone: 434-817-4800
Fax: 434-984-4214
Professional Investment Advisor Data
SEC Registration as : Large Advisory Firm
Form of Organization: Limited Liability Company
Organized in: VA
Number of employees: 37
Other Business Activities: commodity pool operator or commodity trading advisor
Advisor Fees/Compensation: Performance-based fees
Amount of client funds and securities: 3,288,260,000
Total Number of Clients: 2
Amount of client funds and securities by related persons:
Total Number of clients from related persons:
Disclosures:
Data above was derived from SEC filings.

Active Schedule 13D and 13G events

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Form 4 - Recent Insider Transactions

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QUANTITATIVE INVESTMENT MANAGEMENT, LLC

ownership team - last updated 2019-03-29
Name Title Start Date Direct/Indirect % Ownership
WOODRIFF, JAFFRAY, PIERS CHAIRMAN & CEO, MANAGING MEMBER 05/01/2003 Direct 75% or more
Fund Name Position direct/indirect start date end date
VOLORIDGE INVESTMENT MANAGEMENT, LLC MEMBER OF QUANTITATIVE INVESTMENT MANAGEMENT, LLC indirect 2012-06-01
QUANTITATIVE INVESTMENT MANAGEMENT, LLC CHAIRMAN & CEO direct 2003-05-01
QUANTITATIVE INVESTMENT MANAGEMENT, LLC CHAIRMAN & CEO, MANAGING MEMBER direct 2003-05-01
GEISMAR, MICHAEL, STEPHEN PRESIDENT, MANAGING MEMBER 05/01/2003 Direct 10 - 25%
Fund Name Position direct/indirect start date end date
QUANTITATIVE INVESTMENT MANAGEMENT, LLC PRESIDENT direct 2003-05-01
QUANTITATIVE INVESTMENT MANAGEMENT, LLC PRESIDENT, MANAGING MEMBER direct 2003-05-01
WILLIAMS, GREYSON, PRYOR MEMBER 05/01/2003 Direct 5 - 10%
Fund Name Position direct/indirect start date end date
QUANTITATIVE INVESTMENT MANAGEMENT, LLC COO direct 2003-05-01
QUANTITATIVE INVESTMENT MANAGEMENT, LLC MEMBER direct 2003-05-01
QUANTITATIVE INVESTMENT MANAGEMENT, LLC COO, MEMBER direct 2003-05-01
DUNNINGTON, MOLLY, MCCARTY CHIEF FINANCIAL OFFICER 02/01/2019 Direct less than 5%
Fund Name Position direct/indirect start date end date
QUANTITATIVE INVESTMENT MANAGEMENT, LLC CHIEF COMPLIANCE OFFICER direct 2011-01-01
MCKEE, PAUL, MOORE CTO 03/01/2009 Direct less than 5%
Fund Name Position direct/indirect start date end date
QUANTITATIVE INVESTMENT MANAGEMENT, LLC CTO direct 2009-03-01
COCKERILL, JASON, ANTHONY CHIEF OPERATING OFFICER 03/01/2013 Direct less than 5%
Fund Name Position direct/indirect start date end date
QUANTITATIVE INVESTMENT MANAGEMENT, LLC CHIEF OPERATING OFFICER direct 2013-03-01
BRYAN, JONATHAN, MACRAE GENERAL COUNSEL & CHIEF COMPLIANCE OFFICER 03/01/2019 Direct less than 5%
Fund Name Position direct/indirect start date end date
QUANTITATIVE INVESTMENT MANAGEMENT, LLC GENERAL COUNSEL & CHIEF COMPLIANCE OFFICER direct 2019-03-01

Private Funds

Name Country Fund Identification Number Fund Type Gross Asset Value Minimum Investment Other
QUANTITATIVE TACTICAL AGGRESSIVE FUND II LLC United States 805-1078888826 Hedge Fund 130,415,000 10,000
QUANTITATIVE TACTICAL AGGRESSIVE FUND MASTER LTD. Cayman Islands 805-4716077436 Hedge Fund 3,157,845,000 500,000 Master Fund

QUANTITATIVE INVESTMENT MANAGEMENT, LLC

ownership team - last updated 2017-03-31
Name Title Start Date Direct/Indirect % Ownership
WOODRIFF, JAFFRAY, PIERS CHAIRMAN & CEO, MANAGING MEMBER 05/01/2003 Direct 75% or more
Fund Name Position direct/indirect start date end date
VOLORIDGE INVESTMENT MANAGEMENT, LLC MEMBER OF QUANTITATIVE INVESTMENT MANAGEMENT, LLC indirect 2012-06-01
QUANTITATIVE INVESTMENT MANAGEMENT, LLC CHAIRMAN & CEO direct 2003-05-01
QUANTITATIVE INVESTMENT MANAGEMENT, LLC CHAIRMAN & CEO, MANAGING MEMBER direct 2003-05-01
GEISMAR, MICHAEL, STEPHEN PRESIDENT, MANAGING MEMBER 05/01/2003 Direct 10 - 25%
Fund Name Position direct/indirect start date end date
QUANTITATIVE INVESTMENT MANAGEMENT, LLC PRESIDENT direct 2003-05-01
QUANTITATIVE INVESTMENT MANAGEMENT, LLC PRESIDENT, MANAGING MEMBER direct 2003-05-01
VAUGHAN, PATRICK, RYAN CFO 01/01/2006 Direct less than 5%
Fund Name Position direct/indirect start date end date
QUANTITATIVE INVESTMENT MANAGEMENT, LLC CFO direct 2006-01-01
CIVITAS CAPITAL MANAGEMENT, LLC MEMBER direct 2010-02-01
WILLIAMS, GREYSON, PRYOR MEMBER 05/01/2003 Direct 5 - 10%
Fund Name Position direct/indirect start date end date
QUANTITATIVE INVESTMENT MANAGEMENT, LLC COO direct 2003-05-01
QUANTITATIVE INVESTMENT MANAGEMENT, LLC MEMBER direct 2003-05-01
QUANTITATIVE INVESTMENT MANAGEMENT, LLC COO, MEMBER direct 2003-05-01
DUNNINGTON, MOLLY, MCCARTY CHIEF COMPLIANCE OFFICER 01/01/2011 Direct less than 5%
Fund Name Position direct/indirect start date end date
QUANTITATIVE INVESTMENT MANAGEMENT, LLC CHIEF COMPLIANCE OFFICER direct 2011-01-01
MCKEE, PAUL, MOORE CTO 03/01/2009 Direct less than 5%
Fund Name Position direct/indirect start date end date
QUANTITATIVE INVESTMENT MANAGEMENT, LLC CTO direct 2009-03-01
COCKERILL, JASON, ANTHONY CHIEF OPERATING OFFICER 03/01/2013 Direct less than 5%
Fund Name Position direct/indirect start date end date
QUANTITATIVE INVESTMENT MANAGEMENT, LLC CHIEF OPERATING OFFICER direct 2013-03-01
SIDD, SUSAN, ELIZABETH GENERAL COUNSEL 01/01/2017 Direct less than 5%
Fund Name Position direct/indirect start date end date
QUANTITATIVE INVESTMENT MANAGEMENT, LLC GENERAL COUNSEL direct 2017-01-01

Private Funds

Name Country Fund Identification Number Fund Type Gross Asset Value Minimum Investment Other
QUANTITATIVE TACTICAL AGGRESSIVE FUND II LLC United States 805-1078888826 Hedge Fund 232,450,000 1,000
QUANTITATIVE TACTICAL AGGRESSIVE FUND MASTER LTD. Cayman Islands 805-4716077436 Hedge Fund 4,077,913,000 100,000 Master Fund

WhaleScore history for QUANTITATIVE INVESTMENT MANAGEMENT, LLC

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