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QT

Quantamental Technologies Portfolio holdings

AUM $106M
1-Year Est. Return 22.9%
This Fund
S&P 500
This Quarter Est. Return
+6.84%
1 Year Est. Return
+22.9%
3 Year Est. Return
+24.21%
5 Year Est. Return
+49.29%
10 Year Est. Return
–
AUM
$194M
AUM Growth
-$112M
Cap. Flow
-$120M
Cap. Flow %
-61.82%
Top 10 Hldgs %
9.75%
Holding
1,706
New
175
Increased
122
Reduced
113
Closed
1,289

Top Buys

Rank Stock Value
1
HON icon
Honeywell
HON
+$2.61M
2
AMAT icon
Applied Materials
AMAT
+$1.62M
3
O icon
Realty Income
O
+$1.58M
4
JPM icon
JPMorgan Chase
JPM
+$1.58M
5
NTRS icon
Northern Trust
NTRS
+$1.57M

Top Sells

Rank Stock Value
1
FITB
Fifth Third Bancorp
FITB
+$2.08M
2
UNP icon
Union Pacific
UNP
+$1.93M
3
BKNG icon
Booking.com
BKNG
+$1.8M
4
MAR icon
Marriott International
MAR
+$1.76M
5
AEE icon
Ameren
AEE
+$1.57M

Sector Composition

Rank Sector Weight
1 Financials 15.38%
2 Healthcare 13.12%
3 Technology 12.81%
4 Industrials 11.78%
5 Consumer Discretionary 11.06%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ARCC icon
101
Ares Capital
ARCC
$13.4B
$562K 0.29%
30,125
+4,462
+17% +$82.8K
CHD icon
102
Church & Dwight Co
CHD
$23.7B
$562K 0.29%
+7,986
New +$567K
LOPE icon
103
Grand Canyon Education
LOPE
$4.22B
$561K 0.29%
5,861
+4,129
+238% +$381K
G icon
104
Genpact
G
$6.22B
$558K 0.29%
13,240
-1,929
-13% -$77.1K
AGNC icon
105
AGNC Investment
AGNC
$12.7B
$554K 0.28%
+31,326
New +$533K
CPT icon
106
Camden Property Trust
CPT
$11.5B
$546K 0.28%
5,150
+3,000
+140% +$332K
COST icon
107
Costco
COST
$432B
$543K 0.28%
1,848
+392
+27% +$117K
NBIX icon
108
Neurocrine Biosciences
NBIX
$18.2B
$542K 0.28%
5,045
+1,808
+56% +$189K
AVY icon
109
Avery Dennison
AVY
$12.8B
$532K 0.27%
+4,063
New +$513K
RS icon
110
Reliance Steel & Aluminium
RS
$20.6B
$532K 0.27%
+4,440
New +$502K
BX icon
111
Blackstone
BX
$104B
$529K 0.27%
+9,461
New +$491K
FANG icon
112
Diamondback Energy
FANG
$56B
$529K 0.27%
5,693
+3,911
+219% +$325K
TPR icon
113
Tapestry
TPR
$30.3B
$527K 0.27%
+19,539
New +$509K
TRMB icon
114
Trimble
TRMB
$13.6B
$525K 0.27%
12,596
+7,715
+158% +$307K
GM icon
115
General Motors
GM
$80.9B
$524K 0.27%
+14,314
New +$520K
MGP
116
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$517K 0.27%
+16,688
New +$513K
CMA
117
DELISTED
Comerica
CMA
$511K 0.26%
7,116
-1,637
-19% -$112K
ZNGA
118
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$510K 0.26%
+83,355
New +$516K
ALXN
119
DELISTED
Alexion Pharmaceuticals
ALXN
$506K 0.26%
4,683
-4,966
-51% -$531K
POOL icon
120
Pool Corp
POOL
$7.05B
$499K 0.26%
2,348
-500
-18% -$103K
AMTD
121
DELISTED
TD Ameritrade Holding Corp
AMTD
$495K 0.25%
9,953
+4,662
+88% +$202K
DE icon
122
Deere & Co
DE
$165B
$493K 0.25%
+2,848
New +$491K
GPK icon
123
Graphic Packaging
GPK
$3.35B
$493K 0.25%
29,583
-45,744
-61% -$725K
SBRA icon
124
Sabra Healthcare REIT
SBRA
$5.56B
$491K 0.25%
+22,996
New +$515K
VLO icon
125
Valero Energy
VLO
$89.5B
$491K 0.25%
5,239
+4,041
+337% +$382K
3 4
5
6 7

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FHCM
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AEPLI
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Quantamental Technologies's Q4 2019 Portfolio in Review

As of Q4 2019, Quantamental Technologies held 1,706 positions worth $194M, down 37% from $306M the previous quarter. Its ten largest holdings account for 9.7% of the portfolio.

Quantamental Technologies withdrew a net $120M in Q4 2019, closing 1,289 positions and reducing 113 holdings. Its most notable exit was Fifth Third Bancorp, an estimated $2.08M position sold in full.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 15% a quarter earlier, followed by Healthcare and Technology.

Against the trend, Quantamental Technologies opened a new position in Honeywell worth $2.66M.

  • Quantamental Technologies's largest Q4 2019 buy was Honeywell: 15,967 shares worth $2.66M.
  • Quantamental Technologies added most to Northern Trust in Q4 2019, an estimated $1.57M increase.
  • Quantamental Technologies's biggest Q4 2019 reduction was Automatic Data Processing, cutting an estimated $1.23M.
  • Quantamental Technologies fully exited Fifth Third Bancorp in Q4 2019, selling an estimated $2.08M.
  • Quantamental Technologies's ten largest holdings make up 9.7% of its $194M portfolio in Q4 2019.
  • Quantamental Technologies opened 175 new positions and closed 1,289 in Q4 2019.
  • Quantamental Technologies's portfolio value fell 37% quarter-over-quarter to $194M.

Based on Quantamental Technologies's 13F filing for Q4 2019, filed 14 Feb 2020.