Quantamental Technologies Portfolio holdings

AUM $106M

1-Year Return 22.9%

2023 Q3 2023 Q2 2023 Q1 2022 Q4 2022 Q3 2022 Q2 2022 Q1 2021 Q4 2021 Q3 2021 Q2 2021 Q1 2020 Q4 2020 Q3 2020 Q2 2020 Q1 2019 Q4 2019 Q3 2019 Q2 2019 Q1 2018 Q4

This Quarter Return

-16.31%

1 Year Return

+22.9%

3 Year Return

+24.21%

5 Year Return

+49.31%

10 Year Return

–

AUM

$167M

AUM Growth

–

Cap. Flow

+$167M

Cap. Flow % of AUM

100%

Top 10 Holdings % Top 10 Hldgs %

4.77%

Holding

1,337

New

1,330

Increased

–

Reduced

–

Closed

–

Top Buys

1	Sempra SRE	+$1.14M
2	First Horizon FHN	+$876K
3	Capital One COF	+$854K
4	Eversource Energy ES	+$779K
5	Morgan Stanley MS	+$763K

Top Sells

No sells this quarter

Sector Composition

1	Financials	14.64%
2	Technology	13.09%
3	Industrials	12.66%
4	Consumer Discretionary	12.44%
5	Healthcare	11.07%

Communication Services

Advertising Agencies

Broadcasting

Electronic Gaming & Multimedia

Entertainment

Internet Content & Information

Publishing

Telecom Services

Consumer Discretionary

Apparel Manufacturing

Apparel Retail

Auto Manufacturers

Auto Parts

Auto & Truck Dealerships

Department Stores

Footwear & Accessories

Furnishings, Fixtures & Appliances

Gambling

Home Improvement Retail

Internet Retail

Leisure

Lodging

Luxury Goods

Packaging & Containers

Personal Services

Recreational Vehicles

Residential Construction

Resorts & Casinos

Restaurants

Specialty Retail

Textile Manufacturing

Travel Services

Consumer Staples

Beverages - Brewers

Beverages - Non-Alcoholic

Beverages - Wineries & Distilleries

Confectioners

Discount Stores

Education & Training Services

Farm Products

Food Distribution

Grocery Stores

Household & Personal Products

Packaged Foods

Tobacco

Energy

Oil & Gas Drilling

Oil & Gas Equipment & Services

Oil & Gas Exploration & Production

Oil & Gas Integrated

Oil & Gas Midstream

Oil & Gas Refining & Marketing

Thermal Coal

Uranium

Financials

Asset Management

Banks - Diversified

Banks - Regional

Capital Markets

Credit Services

Diversified Insurance

Financial Conglomerates

Financial Data & Stock Exchanges

Insurance Brokers

Life Insurance

Mortgage Finance

Property & Casualty Insurance

Reinsurance

Shell Companies

Specialty - Insurance

Healthcare

Biotechnology

Diagnostics & Research

Drug Manufacturers - General

Drug Manufacturers - Specialty & Generic

Healthcare Plans

Health Information Services

Medical Care Facilities

Medical Devices

Medical Distribution

Medical Instruments & Supplies

Pharmaceutical Retailers

Industrials

Aerospace & Defense

Airlines

Airports & Air Services

Building Products & Equipment

Business Equipment & Supplies

Conglomerates

Consulting Services

Electrical Equipment & Parts

Engineering & Construction

Farm & Heavy Construction Machinery

Industrial Distribution

Infrastructure Operations

Integrated Freight & Logistics

Marine Shipping

Metal Fabrication

Pollution & Treatment Controls

Railroads

Rental & Leasing Services

Security & Protection Services

Specialty Business Services

Specialty Industrial Machinery

Staffing & Employment Services

Tools & Accessories

Trucking

Waste Management

Materials

Agricultural Inputs

Aluminum

Building Materials

Chemicals

Coking Coal

Copper

Gold

Lumber & Wood Production

Other Industrial Metals & Mining

Other Precious Metals & Mining

Paper & Paper Products

Silver

Specialty Chemicals

Steel

Real Estate

Diversified REIT

Healthcare Facilities REIT

Hotel & Motel REIT

Industrial REIT

Mortgage REIT

Office REIT

Real Estate Development

Real Estate Diversified

Real Estate Services

Residential REIT

Retail REIT

Specialty REIT

Technology

Communication Equipment

Computer Hardware

Consumer Electronics

Electronic Components

Electronics & Computer Distribution

Information Technology Services

Scientific & Technical Instruments

Semiconductor Equipment & Materials

Semiconductors

Software - Application

Software - Infrastructure

Solar

Utilities

Diversified Utilities

Electric Utilities

Gas Utilities

Independent Power Producers

Renewable Electricity

Water Utilities

#	Name	Market Value	Portfolio Weight	Shares or Principal	Shares Change %	Capital Flow
401	401 Hexcel HXL $4.93B	$155K	0.09%	+2,698	New	+$155K
402	CSOD 402 DELISTED Cornerstone OnDemand, Inc. CSOD	$155K	0.09%	+3,072	New	+$155K
403	HIFR 403 DELISTED InfraREIT, Inc. HIFR	$155K	0.09%	+7,356	New	+$155K
404	404 AMC Networks AMCX $328M	$154K	0.09%	+2,809	New	+$154K
405	ELME 405 Elme Communities ELME $1.51B	$154K	0.09%	+6,694	New	+$154K
406	406 Incyte INCY $16.8B	$152K	0.09%	+2,394	New	+$152K
407	407 Church & Dwight Co CHD $22.7B	$151K	0.09%	+2,291	New	+$151K
408	408 East-West Bancorp EWBC $14.9B	$151K	0.09%	+3,465	New	+$151K
409	409 Anywhere Real Estate HOUS $699M	$151K	0.09%	+10,300	New	+$151K
410	410 Jack Henry & Associates JKHY $11.6B	$150K	0.09%	+1,184	New	+$150K
411	411 Edgewell Personal Care EPC $1.01B	$149K	0.09%	+3,994	New	+$149K
412	412 QuidelOrtho QDEL $1.88B	$149K	0.09%	+3,047	New	+$149K
413	ATRI 413 DELISTED Atrion Corp ATRI	$149K	0.09%	+201	New	+$149K
414	414 Avista AVA $2.94B	$148K	0.09%	+3,487	New	+$148K
415	415 Silgan Holdings SLGN $4.71B	$148K	0.09%	+6,276	New	+$148K
416	416 Virtu Financial VIRT $3.26B	$147K	0.09%	+5,723	New	+$147K
417	417 Hannon Armstrong Sustainable Infrastructure Capital HASI $3.45B	$146K	0.09%	+7,668	New	+$146K
418	418 Synopsys SNPS $71.8B	$146K	0.09%	+1,737	New	+$146K
419	419 Banc of California BANC $2.65B	$146K	0.09%	+10,994	New	+$146K
420	420 Garmin GRMN $45.4B	$145K	0.09%	+2,292	New	+$145K
421	421 Realty Income O $54.4B	$145K	0.09%	+2,381	New	+$145K
422	422 Tractor Supply TSCO $31B	$145K	0.09%	+8,675	New	+$145K
423	STAY 423 DELISTED Extended Stay America, Inc. Paired Share Unit STAY	$145K	0.09%	+9,331	New	+$145K
424	424 J&J Snack Foods JJSF $2.08B	$144K	0.09%	+998	New	+$144K
425	425 VF Corp VFC $5.85B	$144K	0.09%	+2,145	New	+$144K