Quantinno Capital Management LP

Q2 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2020
Date filed
8/14/2020
Form type
13F-HR
Num holdings
311
Total value ($000)
$101,402
Net value change ($000)
-58,742 (-36.7%)
New positions
141
Sold out positions
183
Turnover %
123.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2020 Next filing: 11/16/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
HRC 603 NEW
HD 554 NEW
TNET 544 NEW
GIS 543 NEW
OLLI 539 NEW
ENVESTNET, INC. 531 NEW
SPX FLOW, Inc. 523 NEW
IVZ 508 NEW
R1 RCM Holdco Inc. 500 NEW
BARNES GROUP INC 474 NEW
Top Reduces (Value $000, Stocks/ETFs)
HAS -1,014 -100.0%
QUIDEL CORP /DE/ -835 -100.0%
XYZ -805 -100.0%
CRUS -787 -100.0%
NFLX -763 -100.0%
FORM -756 -100.0%
GE -756 -100.0%
STX -755 -100.0%
PJT -725 -78.3%
CAH -724 -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