Quantinno Capital Management LP

Q1 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
353
Total value ($000)
$160,144
Net value change ($000)
+1,238 (0.8%)
New positions
226
Sold out positions
265
Turnover %
129.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2020 Next filing: 8/14/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
QUIDEL CORP /DE/ 835 NEW
HAIN 811 NEW
XYZ 805 NEW
FIVN 803 NEW
NFLX 763 NEW
HAS 758 296.1%
GE 756 NEW
STX 755 NEW
INTC 753 NEW
STZ 742 NEW
Top Reduces (Value $000, Stocks/ETFs)
VAL -882 -100.0%
PFE -806 -100.0%
CARDTRONICS PLC -806 -100.0%
AD -806 -100.0%
COP -789 -100.0%
HELE -787 -100.0%
LRCX -785 -100.0%
BWA -780 -100.0%
TDSPRU -759 -100.0%
SBH -758 -100.0%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type