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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
(-37%)
Cap. Flow
-$120M
Cap. Flow
% of AUM
-61.82%
Top 10 Holdings %
Top 10 Hldgs %
9.75%
Holding
1,706
New
175
Increased
122
Reduced
113
Closed
1,289
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Honeywell
HON
|
+$2.61M |
| 2 |
Applied Materials
AMAT
|
+$1.62M |
| 3 |
Realty Income
O
|
+$1.58M |
| 4 |
JPMorgan Chase
JPM
|
+$1.58M |
| 5 |
Northern Trust
NTRS
|
+$1.57M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
FITB
Fifth Third Bancorp
FITB
|
+$2.08M |
| 2 |
Union Pacific
UNP
|
+$1.93M |
| 3 |
Booking.com
BKNG
|
+$1.8M |
| 4 |
Marriott International
MAR
|
+$1.76M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
SIX
126
DELISTED
Six Flags Entertainment Corp.
SIX
| $490K | 0.25% |
10,864
-1,236
| -10% | -$56.9K |
|
127
Owens Corning
OC
$11B
| $481K | 0.25% |
+7,388
| New | +$473K |
|
128
Cheniere Energy
LNG
$54.2B
| $479K | 0.25% |
+7,844
| New | +$483K |
|
129
Madison Square Garden
MSGS
$9.59B
| $478K | 0.25% |
+2,280
| New | +$447K |
|
|
HDS
130
DELISTED
HD Supply Holdings, Inc.
HDS
| $475K | 0.24% |
+11,816
| New | +$470K |
|
131
Cognizant
CTSH
$25.2B
| $473K | 0.24% |
7,623
-15,902
| -68% | -$983K |
|
132
Tenet Healthcare
THC
$22.2B
| $472K | 0.24% |
+12,414
| New | +$372K |
|
133
HP
HPQ
$26B
| $471K | 0.24% |
+22,935
| New | +$435K |
|
134
Franklin Resources
BEN
$16.8B
| $468K | 0.24% |
18,012
+16,250
| +922% | +$442K |
|
135
Encompass Health
EHC
$11.3B
| $467K | 0.24% |
8,472
+2,129
| +34% | +$116K |
|
136
Axalta
AXTA
$7.45B
| $462K | 0.24% |
15,192
-9,154
| -38% | -$270K |
|
137
NextEra Energy
NEE
$185B
| $461K | 0.24% |
+7,608
| New | +$444K |
|
|
GAP
138
The Gap Inc
GAP
$7.3B
| $461K | 0.24% |
26,050
+22,353
| +605% | +$381K |
|
139
Becton Dickinson
BDX
$46.4B
| $459K | 0.24% |
+1,729
| New | +$431K |
|
140
Genuine Parts
GPC
$17.9B
| $450K | 0.23% |
+4,239
| New | +$436K |
|
141
KB Home
KBH
$3.5B
| $448K | 0.23% |
+13,078
| New | +$452K |
|
142
CME Group
CME
$95.4B
| $447K | 0.23% |
2,225
-1,193
| -35% | -$245K |
|
143
Amdocs
DOX
$6.03B
| $447K | 0.23% |
6,196
-1,317
| -18% | -$89.7K |
|
144
MasTec
MTZ
$22.7B
| $446K | 0.23% |
+6,945
| New | +$457K |
|
|
CONE
145
DELISTED
CyrusOne Inc Common Stock
CONE
| $442K | 0.23% |
+6,748
| New | +$463K |
|
146
Edison International
EIX
$30.3B
| $440K | 0.23% |
+5,837
| New | +$413K |
|
147
XPO
XPO
$23.4B
| $438K | 0.23% |
15,906
+5,783
| +57% | +$159K |
|
148
Gaming and Leisure Properties
GLPI
$13B
| $436K | 0.22% |
10,128
-3,896
| -28% | -$160K |
|
149
CMS Energy
CMS
$23.3B
| $428K | 0.22% |
+6,812
| New | +$425K |
|
150
Perrigo
PRGO
$1.44B
| $427K | 0.22% |
+8,264
| New | +$432K |
|
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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.