Quantamental Technologies LLC

CIK

1713587

Location

WHITE PLAINS, NY

Portfolio Value

Small $102,894,499

Diversification

Diversified

Filing Date

Global Rank

#6,154 / 7,036 ▼ 1951 · as of Sep 2023

Top Industry

Software - Infrastructure 5.0%

Period ended 3 years ago

Filed Nov 14, 2023 · 2y

15 quarters · since Mar 2020

Regulatory profile

From Form ADV, the SEC filer profile, 13D/13G type codes and N-CEN, never from the name.

Holder type

Unknown

Portfolio style

Measured from the filed 13F common-share book for Sep 30, 2023, never from the firm's own description.

Style

Diversified active

Top 10 weight 10.7%, 186.8 effective positions, active share 84.1% against the Russell 1000 as of 2023-09-30; it meets none of the index-like, systematic-like or concentrated tests

Turnover

High turnover

215.9% over the last four quarters (100%+)

Horizon

Short horizon

Value-weighted holding period 1.6 quarters (under 4)

Closest benchmark: the Russell 1000 as of 2023-09-30, active share 84.1%; sector active share 21.3% against the combined 13F book's sector weights.

Over time 15 measured quarters

How the bands are measured

Style bands measure the filed 13F common-share book each closed quarter, tested in this order. Unknown: under $10,000,000 of valued equity or 5 stocks. Index-like (100+ stocks): active share of 20% or less against the closest benchmark, which is the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 or Dow Jones Industrial Average (weighted by an index-tracking fund's reported holdings or the index's constituents nearest the quarter end, over the names resolved to companies, and only when those are 90%+ of its weight) or every 13F filer's combined book, or index series holding 80%+ of the registered fund assets it advises (N-CEN) and equal to 50%+ of its book. Systematic-like: 500+ stocks, 100%+ annual turnover and a top 10 weight of 25% or less. Concentrated: a top 10 weight of 60%+ or 12 or fewer effective positions. Diversified active: none of these. Turnover is the smaller of buys and sells over average equity value, summed over four quarters: low under 30%, high 100%+. Horizon is the value-weighted number of quarters each position has been held: short under 4, long 12+.

Clone Performance

Build a hypothetical price-return history from this filer's public 13F holdings.

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Portfolio Concentration

279 tracked positions · as of Sep 30, 2023 · Δ vs Jun 30, 2023

Top Position

1.2%

+0.2 pts

Top 5

5.8%

+1.2 pts

Top 10

10.7%

+2.1 pts

HHI

Diversified+15

Portfolio Trend

15 quarters · across all stocks

Sector Breakdown

As of Sep 30, 2023

Sector	% Portfolio	Value	Positions
Consumer Cyclical	17.7%	$18,187,369	39
Technology	16.1%	$16,571,536	40
Healthcare	14.4%	$14,865,145	44
Industrials	10.1%	$10,370,248	27
Financial Services	7.6%	$7,869,260	15
Basic Materials	6.2%	$6,429,323	19
Consumer Defensive	5.9%	$6,088,562	14
Real Estate	5.8%	$5,964,992	23
Energy	5.5%	$5,635,686	16
Unclassified	4.6%	$4,737,764	21
Communication Services	3.5%	$3,611,238	15
Utilities	2.5%	$2,563,376	6

Last Quarter's Activity

Export CSV

Sep 30, 2023 vs Jun 30, 2023

Added To

Positions the filer increased

25 positions

Ticker	Company	Δ Shares	Shares	Value
CPNG	Coupang, Inc.	+44,421	55,457	$942,769
CLF	Cleveland-Cliffs Inc.	+28,527	40,322	$630,232
MARA	MARA Holdings, Inc.	+15,614	26,631	$226,363
C	Citigroup Inc	+10,946	21,338	$877,631
CPRT	Copart Inc	+10,421	19,211	$827,801
VIR	Vir Biotechnology, Inc.	+6,883	18,519	$173,523
XYL	Xylem Inc.	+6,172	8,820	$802,884
—		+5,270	18,424	$372,902
BRX	Brixmor Property Group Inc.	+4,279	18,994	$394,695
CCEP	COCA-COLA EUROPACIFIC PARTNERS plc	+3,107	8,796	$549,574
PODD	Insulet Corp	+3,060	3,848	$613,717
CPT	Camden Property Trust	+2,915	5,060	$478,574
AVT	Avnet Inc	+2,631	6,682	$322,005
PECO	Phillips Edison & Company, Inc.	+2,364	8,349	$280,025
CVS	CVS HEALTH Corp	+2,341	10,712	$747,911
KR	Kroger Co	+2,099	9,530	$426,467
AMH	American Homes 4 Rent	+1,819	18,611	$627,004
DELL	Dell Technologies Inc.	+1,705	11,019	$759,209
BA	Boeing Co	+1,677	3,383	$648,453
TJX	Tjx Companies Inc	+1,534	5,378	$477,996
NKE	NIKE, Inc.	+1,087	9,129	$872,914
GILD	Gilead Sciences, Inc.	+967	4,310	$322,991
DGX	Quest Diagnostics Inc	+841	3,466	$422,366
CXM	Sprinklr, Inc.	+748	10,843	$150,067
MGY	Magnolia Oil & Gas Corp	+700	18,586	$425,805
No positions match the current search.

Trimmed

Positions the filer reduced

25 positions

Ticker	Company	Δ Shares	Shares	Value
—		−49,487	11,831	$316,479
GM	General Motors Co	−46,262	8,289	$273,288
PLUG	Plug Power Inc	−25,592	10,318	$78,416
VOD	Vodafone Group Public Ltd Co	−22,077	14,966	$141,877
HAL	Halliburton Co	−19,696	5,497	$222,628
SBUX	Starbucks Corp	−17,910	3,123	$285,036
PAGP	Plains Gp Holdings LP	−16,647	13,133	$211,703
PATH	UiPath, Inc.	−16,498	16,813	$287,670
—		−15,849	8,523	$253,474
WEN	Wendy's Co	−14,336	10,625	$216,856
INCY	Incyte Corp	−14,047	4,147	$239,572
OXY	Occidental Petroleum Corp	−13,112	7,471	$484,718
TV	Grupo Televisa, S.A.B.	−12,606	13,974	$42,620
BDTX	Black Diamond Therapeutics, Inc.	−12,146	13,231	$37,972
EC	Ecopetrol S.A.	−12,046	19,330	$223,841
WOOF	Petco Health & Wellness Company, Inc.	−11,170	20,785	$85,010
DHT	DHT Holdings, Inc.	−10,703	26,930	$277,379
MAA	Mid America Apartment Communities Inc.	−10,697	2,293	$294,994
QCOM	Qualcomm Inc	−10,331	4,855	$539,196
MOS	Mosaic Co	−9,703	5,681	$202,243
IONQ	IonQ, Inc.	−9,525	10,963	$163,129
NEXT	NextDecade Corp	−8,804	17,084	$87,470
MT	ArcelorMittal	−8,183	9,747	$243,967
DOW	Dow Inc.	−7,904	7,806	$402,477
PM	Philip Morris International Inc.	−7,532	5,363	$496,506
No positions match the current search.

New Positions

Positions the filer opened this quarter

25 positions

Ticker	Company	Shares	Value
CRWD	CrowdStrike Holdings, Inc.	7,434	$1,244,302
BX	Blackstone Inc.	11,566	$1,239,181
LVS	Las Vegas Sands Corp	26,326	$1,206,783
NTNX	Nutanix, Inc.	33,922	$1,183,199
BBY	Best Buy Co Inc	15,428	$1,071,783
LOW	Lowes Companies Inc	4,956	$1,030,055
TDOC	Teladoc Health, Inc.	53,871	$1,001,461
UNP	Union Pacific Corp	4,892	$996,157
MRK	Merck & Co., Inc.	9,594	$987,702
CPRI	Capri Holdings Ltd	18,189	$956,923
LRCX	Lam Research Corp	1,502	$941,408
NEE	Nextera Energy Inc	15,880	$909,765
PTC	Ptc Inc.	5,808	$822,877
DEO	Diageo PLC	5,422	$808,853
FLEX	Flex Ltd.	29,919	$807,215
VEEV	Veeva Systems Inc	3,934	$800,372
PRU	Prudential Financial Inc	8,182	$776,389
DXCM	Dexcom Inc	8,036	$749,758
ARMK	Aramark	21,227	$736,578
CINF	Cincinnati Financial Corp	6,894	$705,187
CASY	Caseys General Stores Inc	2,566	$696,720
PGR	Progressive Corp	4,984	$694,271
SHW	Sherwin Williams Co	2,697	$687,869
COIN	Coinbase Global, Inc.	8,976	$673,918
FCX	Freeport-Mcmoran Inc	17,883	$666,857
No positions match the current search.

Sold Out

Positions the filer fully exited

25 positions

Ticker	Company	Shares	Value
HON	Honeywell International Inc	10,971	$2,276,482
SNPS	Synopsys Inc	5,174	$2,252,811
LULU	lululemon athletica inc.	5,386	$2,038,601
NDAQ	Nasdaq, Inc.	40,358	$2,011,846
CTAS	Cintas Corp	3,764	$1,871,009
MSFT	Microsoft Corp	5,374	$1,830,061
GD	General Dynamics Corp	8,249	$1,774,772
DVN	Devon Energy Corp	36,386	$1,758,899
HWM	Howmet Aerospace Inc.	35,467	$1,757,744
VRSN	Verisign Inc	7,739	$1,748,781
PSX	Phillips 66	17,765	$1,694,425
—		20,056	$1,690,721
HDB	Hdfc Bank Ltd	23,688	$1,651,053
ADP	Automatic Data Processing Inc	7,470	$1,641,831
GE	General Electric Co	14,510	$1,593,923
GDDY	GoDaddy Inc.	20,981	$1,576,302
BAC	Bank Of America Corp	54,383	$1,560,248
KHC	Kraft Heinz Co	43,819	$1,555,574
ANET	Arista Networks, Inc.	9,581	$1,552,696
CAT	Caterpillar Inc	6,300	$1,550,115
—		28,398	$1,495,439
AAL	American Airlines Group Inc.	82,950	$1,488,123
EG	Everest Group, Ltd.	4,351	$1,487,432
PAYX	Paychex Inc	13,277	$1,485,297
RVTY	Revvity, Inc.	12,296	$1,460,641
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

279 tracked positions · $102,894,499 total · filing declares 285 positions · $106,497,121 · as of Sep 30, 2023

All sectors Basic Materials Communication Services Consumer Cyclical Consumer Defensive Energy Financial Services Healthcare Industrials Real Estate Technology Utilities

Showing 1–50 of 279 positions by value · page 1 of 6

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	Held (qtrs)	Est. cost/share	% of Portfolio
CRWD	CrowdStrike Holdings, Inc. Technology	NEW	7,434	NEW	$1,244,302	NEW	1	$155.44	1.21%
BX	Blackstone Inc. Financial Services	NEW	11,566	NEW	$1,239,181	NEW	1	$104.13	1.20%
LVS	Las Vegas Sands Corp Consumer Cyclical	NEW	26,326	NEW	$1,206,783	NEW	1	$54.06	1.17%
NTNX	Nutanix, Inc. Technology	NEW	33,922	NEW	$1,183,199	NEW	1	$31.39	1.15%
NVDA	Nvidia Corp Technology	Reduced	2,524	-1,101	$1,097,914	−28.4%	3	$216.41	1.07%
BBY	Best Buy Co Inc Consumer Cyclical	NEW	15,428	NEW	$1,071,783	NEW	1	$77.29	1.04%
LOW	Lowes Companies Inc Consumer Cyclical	NEW	4,956	NEW	$1,030,055	NEW	1	$224.96	1.00%
TDOC	Teladoc Health, Inc. Healthcare	NEW	53,871	NEW	$1,001,461	NEW	1	$23.34	0.97%
UNP	Union Pacific Corp Industrials	NEW	4,892	NEW	$996,157	NEW	1	$217.79	0.97%
MRK	Merck & Co., Inc. Healthcare	NEW	9,594	NEW	$987,702	NEW	1	$107.78	0.96%
CPRI	Capri Holdings Ltd Consumer Cyclical	NEW	18,189	NEW	$956,923	NEW	1	$45.35	0.93%
CPNG	Coupang, Inc. Consumer Cyclical	Added	55,457	+44,421	$942,769	+391.0%	2	$17.65	0.92%
LRCX	Lam Research Corp Technology	NEW	1,502	NEW	$941,408	NEW	1	$656.97	0.91%
TS	Tenaris SA Energy	Reduced	29,773	-6,338	$940,826	−13.0%	2	$27.77	0.91%
NEE	Nextera Energy Inc Utilities	NEW	15,880	NEW	$909,765	NEW	1	$69.23	0.88%
C	Citigroup Inc Financial Services	Added	21,338	+10,946	$877,631	+83.4%	2	$45.32	0.85%
NKE	NIKE, Inc. Consumer Cyclical	Added	9,129	+1,087	$872,914	−1.7%	3	$117.11	0.85%
GOOGL	Alphabet Inc. Communication Services	Reduced	6,637	-3,809	$868,517	−30.5%	2	$115.10	0.84%
CPRT	Copart Inc Industrials	Added	19,211	+10,421	$827,801	+3.3%	2	unpriced	0.80%
PTC	Ptc Inc. Technology	NEW	5,808	NEW	$822,877	NEW	1	$143.02	0.80%
DEO	Diageo PLC Consumer Defensive	NEW	5,422	NEW	$808,853	NEW	1	$167.43	0.79%
FLEX	Flex Ltd. Technology	NEW	29,919	NEW	$807,215	NEW	1	$26.89	0.78%
XYL	Xylem Inc. Industrials	Added	8,820	+6,172	$802,884	+169.2%	3	$103.53	0.78%
VEEV	Veeva Systems Inc Healthcare	NEW	3,934	NEW	$800,372	NEW	1	$201.49	0.78%
PRU	Prudential Financial Inc Financial Services	NEW	8,182	NEW	$776,389	NEW	1	$94.59	0.75%
DELL	Dell Technologies Inc. Technology	Added	11,019	+1,705	$759,209	+50.6%	2	$48.12	0.74%
DXCM	Dexcom Inc Healthcare	NEW	8,036	NEW	$749,758	NEW	1	$112.73	0.73%
CVS	CVS HEALTH Corp Healthcare	Added	10,712	+2,341	$747,911	+29.2%	2	$71.09	0.73%
CLX	Clorox Co Consumer Defensive	Reduced	5,671	-1,739	$743,241	−36.9%	2	$161.30	0.72%
ARMK	Aramark Industrials	NEW	21,227	NEW	$736,578	NEW	1	$38.82	0.72%
BKNG	Booking Holdings Inc. Consumer Cyclical	Added	237	+78	$730,896	+70.2%	2	$2,768.80	0.71%
		Reduced	18,309	-4,929	$716,248	−12.1%	4	unpriced	0.70%
CINF	Cincinnati Financial Corp Financial Services	NEW	6,894	NEW	$705,187	NEW	1	$104.56	0.69%
CHH	Choice Hotels International Inc Consumer Cyclical	Reduced	5,690	-239	$697,081	+0.0%	2	$120.11	0.68%
CASY	Caseys General Stores Inc Consumer Cyclical	NEW	2,566	NEW	$696,720	NEW	1	$253.36	0.68%
PGR	Progressive Corp Financial Services	NEW	4,984	NEW	$694,271	NEW	1	$131.54	0.67%
SHW	Sherwin Williams Co Basic Materials	NEW	2,697	NEW	$687,869	NEW	1	$267.70	0.67%
COIN	Coinbase Global, Inc. Financial Services	NEW	8,976	NEW	$673,918	NEW	1	$84.28	0.65%
FCX	Freeport-Mcmoran Inc Basic Materials	NEW	17,883	NEW	$666,857	NEW	1	$40.29	0.65%
BNY	Bank of New York Mellon Corp Financial Services	NEW	15,370	NEW	$655,530	NEW	1	$44.55	0.64%
BA	Boeing Co Industrials	Added	3,383	+1,677	$648,453	+80.0%	2	$213.21	0.63%
OPCH	Option Care Health, Inc. Healthcare	NEW	19,936	NEW	$644,929	NEW	1	$33.71	0.63%
CLF	Cleveland-Cliffs Inc. Basic Materials	Added	40,322	+28,527	$630,232	+218.8%	2	$15.69	0.61%
AMH	American Homes 4 Rent Real Estate	Added	18,611	+1,819	$627,004	+5.3%	2	$34.09	0.61%
KMI	Kinder Morgan, Inc. Energy	Reduced	37,668	-207	$624,535	−4.2%	2	$16.98	0.61%
KBH	Kb Home Consumer Cyclical	NEW	13,424	NEW	$621,262	NEW	1	$50.83	0.60%
PANW	Palo Alto Networks Inc Technology	NEW	2,645	NEW	$620,093	NEW	1	$236.67	0.60%
PODD	Insulet Corp Healthcare	Added	3,848	+3,060	$613,717	+170.1%	2	$240.26	0.60%
FDX	Fedex Corp Industrials	NEW	2,316	NEW	$613,554	NEW	1	unpriced	0.60%
LLY	ELI LILLY & Co Healthcare	NEW	1,128	NEW	$605,882	NEW	1	$515.29	0.59%

Showing the top 50 of 279 positions. Create a free account to see every position, past quarters, search, filters and CSV export.

Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.