Period
Q2 2020
Calendar quarter covered by the filing.
Quantbot Technologies LP portfolio
Q2 2020 · Holdings as of · Filed · reported in Form 13F
$756.72M
Full value: $756,720,000 · USD · 30 Jun 2020What changed in Q2 2020?
Comparable share positions since Q1 2020.
- New
- 673
- Increased
- 276
- Reduced
- 92
- Exited
- 440
24 positions with incomplete comparison or price data excluded.
Largest disclosed changes
-
shares
+105.16K
Full value: +105,162 · shares · 30 Jun 2020estimated+$17.09M
Full value: +$17,093,000 · USD · 30 Jun 2020 · Estimated from share changes and filing pricesWeight +2.26 percentage points
-
shares
+89.08K
Full value: +89,080 · shares · 30 Jun 2020estimated+$11.94M
Full value: +$11,944,000 · USD · 30 Jun 2020 · Estimated from share changes and filing pricesWeight +1.58 percentage points
-
shares
+249.47K
Full value: +249,474 · shares · 30 Jun 2020estimated+$11.15M
Full value: +$11,146,000 · USD · 30 Jun 2020 · Estimated from share changes and filing pricesWeight +1.47 percentage points
-
shares
+37.21K
Full value: +37,207 · shares · 30 Jun 2020estimated+$11M
Full value: +$11,001,390 · USD · 30 Jun 2020 · Estimated from share changes and filing pricesWeight +0.98 percentage points
-
shares
+72.94K
Full value: +72,941 · shares · 30 Jun 2020estimated+$10.26M
Full value: +$10,257,618 · USD · 30 Jun 2020 · Estimated from share changes and filing pricesWeight +1.24 percentage points
Estimates use share changes and filing prices. They are not trade proceeds. Options and principal positions are excluded.
Compare with Q1 2020Holdings
| Sym | Weight | Trade Impact | Company | Class | Share Change | Activity | Value change | SEC-reported value | SEC-reported price | Shares | Principal |
|---|
Filing details and SEC source
- Portfolio date
- 30 Jun 2020
- Reported 13F value
- $756,720,000
- Reported 13F holdings
- 1,081
- Largest 13F holdings
-
CME MA FIS KO JNJ MDLZ AXP ICE LHX HD VRSN ELV
+8 more
AME HSY GPN CDW AFL PAYC AMZN EQR - What this filing covers
-
13F holdings
1,081Parsed equity rows, excluding option-only view rows.
Reported value
$756,720,000SEC Form 13F market value, not total AUM.
Accepted by SEC
13 Aug 2020EDGAR acceptance date.
How to read this filing
- Start with the largest positions and changes, then open issuer-level rows for CUSIP-specific history.
- Form 13F market value excludes cash and many non-13F assets, so it should not be treated as total assets under management.
- SEC classifies this as a holdings report: this manager reports its visible U.S.-listed equity holdings in this filing.
- Manager signature
- Debra Wisdom-Spielfogel - CCO/GC
- Manager location
- New York, NY
- Accepted by SEC
- 13 Aug 2020, 12:27:23 UTC
- SEC form
- 13F-HR
- Prior SEC filing
- Q1 2020 - 13 May 2020
- Next SEC filing
- Q3 2020 - 16 Nov 2020
- Source filing
- View source filing
13F snapshot
Latest parsed holdings, value, and filing-period context.
1 signal
Manager
Names, identifiers, and filing context for this profile.
2 identity fields
Source evidence
Original filing metadata and source links for verification.
5 source fields
This view compares filing 2020 Q2 with 2020 Q1. Changes are calculated against the previous SEC filing.
SEC-reported price is the security price as of the portfolio date and can indicate the last known price at which the security was still held.
* marks a reported price that did not pass the local price check.
* marks a reported price that did not pass the local price check.
Person Signing this Report on Behalf of Reporting Manager:
| Name | Title | City, State | Date |
|---|---|---|---|
| Debra Wisdom-Spielfogel | CCO/GC | New York, New York | 13 Aug 2020 |