Quantbot Technologies LP's Q2 2024 13F: 520 new positions, 652 exits
Form 13F-HR for the quarter ended Jun 30, 2024 · filed Aug 9, 2024 · 1373 reported positions · accession 0001512991-24-000004
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| Exited | META PLATFORMS INC-CLASS A (META) | 0.7% | — | −0.7 pts | −27,376 sh | −100% |
| New | MOLINA HEALTHCARE INC (MOH) | — | 0.7% | +0.7 pts | +48,926 sh | new |
| Increased | TRANSDIGM GROUP INC (TDG) | 0.0% | 0.7% | +0.7 pts | +11,351 sh | +2677% |
| Increased | ABBOTT LABORATORIES (ABT) | 0.1% | 0.8% | +0.7 pts | +136K sh | +652% |
| Increased | VISA INC-CLASS A SHARES (V) | 0.2% | 0.9% | +0.6 pts | +53,710 sh | +369% |
| New | WEYERHAEUSER CO (WY) | — | 0.7% | +0.7 pts | +491K sh | new |
| Increased | MONSTER BEVERAGE CORP (MNST) | 0.1% | 0.6% | +0.6 pts | +247K sh | +1549% |
| Reduced | UNITEDHEALTH GROUP INC (UNH) | 0.7% | 0.0% | −0.7 pts | −24,113 sh | −93% |
| Exited | APPLIED MATERIALS INC (AMAT) | 0.6% | — | −0.6 pts | −50,284 sh | −100% |
| Increased | FREEPORT-MCMORAN INC (FCX) | 0.2% | 0.8% | +0.6 pts | +246K sh | +325% |
| New | SOUTHERN COPPER CORP (SCCO) | — | 0.5% | +0.5 pts | +103K sh | new |
| New | CENTENE CORP (CNC) | — | 0.5% | +0.5 pts | +163K sh | new |
| New | COSTAR GROUP INC (CSGP) | — | 0.5% | +0.5 pts | +143K sh | new |
| New | BOSTON SCIENTIFIC CORP (BSX) | — | 0.5% | +0.5 pts | +133K sh | new |
| Exited | SERVICENOW INC (NOW) | 0.5% | — | −0.5 pts | −11,508 sh | −100% |
| Increased | ALPHABET INC-CL A (GOOGL) | 0.0% | 0.5% | +0.5 pts | +55,401 sh | +4760% |
| New | EATON CORP PLC (ETN) | — | 0.5% | +0.5 pts | +31,609 sh | new |
| Exited | MICRON TECHNOLOGY INC (MU) | 0.5% | — | −0.5 pts | −72,163 sh | −100% |
| New | WABTEC CORP (WAB) | — | 0.5% | +0.5 pts | +62,206 sh | new |
| Exited | HUMANA INC (HUM) | 0.5% | — | −0.5 pts | −24,121 sh | −100% |
| Increased | CARDINAL HEALTH INC (CAH) | 0.5% | 0.8% | +0.3 pts | +97,307 sh | +132% |
| Exited | AMERICAN TOWER CORP (AMT) | 0.5% | — | −0.5 pts | −41,405 sh | −100% |
| Reduced | COSTCO WHOLESALE CORP (COST) | 0.5% | 0.0% | −0.5 pts | −11,013 sh | −99% |
| Exited | S P GLOBAL INC (SPGI) | 0.4% | — | −0.4 pts | −18,400 sh | −100% |
| Increased | SNOWFLAKE INC-CLASS A (SNOW) | 0.1% | 0.5% | +0.4 pts | +67,457 sh | +599% |
| Increased | EQUINIX INC (EQIX) | 0.0% | 0.5% | +0.4 pts | +11,999 sh | +1159% |
| Increased | MCKESSON CORP (MCK) | 0.2% | 0.6% | +0.4 pts | +14,915 sh | +256% |
| Exited | AUTOMATIC DATA PROCESSING (ADP) | 0.4% | — | −0.4 pts | −29,346 sh | −100% |
| New | KIMBERLY-CLARK CORP (KMB) | — | 0.4% | +0.4 pts | +59,897 sh | new |
| Exited | ZOETIS INC (ZTS) | 0.4% | — | −0.4 pts | −41,978 sh | −100% |
| New | AMPHENOL CORP-CL A (APH) | — | 0.4% | +0.4 pts | +120K sh | new |
| Reduced | CROWDSTRIKE HOLDINGS INC - A (CRWD) | 0.5% | 0.1% | −0.4 pts | −20,888 sh | −81% |
| New | COINBASE GLOBAL INC -CLASS A (COIN) | — | 0.4% | +0.4 pts | +35,860 sh | new |
| New | CARNIVAL CORP (CCL) | — | 0.4% | +0.4 pts | +422K sh | new |
| Exited | NVR INC (NVR) | 0.4% | — | −0.4 pts | −825 sh | −100% |
| New | ACCENTURE PLC-CL A (ACN) | — | 0.4% | +0.4 pts | +25,624 sh | new |
| New | BRISTOL-MYERS SQUIBB CO (BMY) | — | 0.4% | +0.4 pts | +186K sh | new |
| Reduced | KNIGHT-SWIFT TRANSPORTATION (KNX) | 0.5% | 0.0% | −0.5 pts | −154K sh | −97% |
| Exited | WATSCO INC (WSO) | 0.4% | — | −0.4 pts | −15,107 sh | −100% |
| New | VERTIV HOLDINGS CO-A (VRT) | — | 0.4% | +0.4 pts | +87,475 sh | new |
| Increased | ESTEE LAUDER COMPANIES-CL A (EL) | 0.2% | 0.5% | +0.3 pts | +69,990 sh | +268% |
| Exited | SEAGATE TECHNOLOGY HOLDINGS (STX) | 0.4% | — | −0.4 pts | −68,587 sh | −100% |
| New | SCOTTS MIRACLE-GRO CO (SMG) | — | 0.4% | +0.4 pts | +113K sh | new |
| Reduced | XCEL ENERGY INC (XEL) | 0.8% | 0.3% | −0.5 pts | −137K sh | −54% |
| New | MOLSON COORS BEVERAGE CO - B (TAP) | — | 0.4% | +0.4 pts | +144K sh | new |
| New | FORTINET INC (FTNT) | — | 0.4% | +0.4 pts | +121K sh | new |
| Increased | SPOTIFY TECHNOLOGY SA (SPOT) | 0.1% | 0.5% | +0.4 pts | +23,035 sh | +322% |
| Increased | ROBERT HALF INC (RHI) | 0.1% | 0.4% | +0.3 pts | +111K sh | +523% |
| Increased | STELLANTIS NV (STLA) | 0.3% | 0.5% | +0.2 pts | +357K sh | +200% |
| Reduced | CAVA GROUP INC (CAVA) | 0.3% | 0.1% | −0.3 pts | −76,218 sh | −87% |
The 50 largest of 2,023 changes, by size of the trade. Full holdings for this quarter.
Reported by the fund in its Form 13F filed with the SEC; holdings are as of the quarter-end report date and may have changed since. For informational purposes only — not investment advice or a recommendation to buy or sell any security. FilingExplorer is not affiliated with or endorsed by this fund. How this brief is compiled
† Security identifier (CUSIP) changed — read as one continuing position, not an exit and a new position:
- FORTUNA MINING CORP (FSM): 349915108 → 349942102, 89,127 → 105K shares (share count changed with the identifier; not shown as a trade)
- AVADEL PHARMACEUTICALS (AVDL): 05337M104 → G29687103, 20,915 → 9,733 shares (share count changed with the identifier; not shown as a trade)
Top 10 positions — 7.4% of the equity book
Changes in the top 10 this quarter: V entered · CAH entered · ABT entered · FCX entered · TDG entered · MOH entered · WY entered · MNST entered · MCK entered · XEL left · META left · UNH left · MRK left · ROST left · AMAT left · AME left · ADM left · MSFT left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | CENCORA INC (COR) | 0.8% | 0.9% | |
| 2 | VISA INC-CLASS A SHARES (V) | 0.2% | 0.9% | Entered the top 10 |
| 3 | CARDINAL HEALTH INC (CAH) | 0.5% | 0.8% | Entered the top 10 |
| 4 | ABBOTT LABORATORIES (ABT) | 0.1% | 0.8% | Entered the top 10 |
| 5 | FREEPORT-MCMORAN INC (FCX) | 0.2% | 0.8% | Entered the top 10 |
| 6 | TRANSDIGM GROUP INC (TDG) | 0.0% | 0.7% | Entered the top 10 |
| 7 | MOLINA HEALTHCARE INC (MOH) | 0.0% | 0.7% | Entered the top 10 |
| 8 | WEYERHAEUSER CO (WY) | 0.0% | 0.7% | Entered the top 10 |
| 9 | MONSTER BEVERAGE CORP (MNST) | 0.1% | 0.6% | Entered the top 10 |
| 10 | MCKESSON CORP (MCK) | 0.2% | 0.6% | Entered the top 10 |
| — | XCEL ENERGY INC (XEL) | 0.8% | 0.3% | Left the top 10 |
| — | META PLATFORMS INC-CLASS A (META) | 0.7% | 0.0% | Left the top 10 |
| — | UNITEDHEALTH GROUP INC (UNH) | 0.7% | 0.0% | Left the top 10 |
| — | MERCK CO. INC. (MRK) | 0.7% | 0.5% | Left the top 10 |
| — | ROSS STORES INC (ROST) | 0.6% | 0.2% | Left the top 10 |
| — | APPLIED MATERIALS INC (AMAT) | 0.6% | 0.0% | Left the top 10 |
| — | AMETEK INC (AME) | 0.5% | 0.1% | Left the top 10 |
| — | ARCHER-DANIELS-MIDLAND CO (ADM) | 0.5% | 0.3% | Left the top 10 |
| — | MICROSOFT CORP (MSFT) | 0.5% | 0.3% | Left the top 10 |
Weights are each position's reported value as a share of the fund's reported equity positions (options and principal-amount holdings excluded).