Quantinno Capital Management LP

Q3 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
372
Total value ($000)
$149,518
Net value change ($000)
+48,116 (47.5%)
New positions
150
Sold out positions
89
Turnover %
58.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2020 Next filing: 2/9/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
Cardiovascular Systems Inc 684 NEW
OI 663 NEW
KRNT 659 NEW
CUBIC CORP /DE/ 638 NEW
LULU 630 NEW
CDP 626 NEW
JNJ 619 NEW
CROX 613 NEW
NVT 612 NEW
FN 609 NEW
Top Reduces (Value $000, Stocks/ETFs)
HRC -603 -100.0%
SMG -531 -100.0%
PAYX -514 -100.0%
PBH -499 -100.0%
BARNES GROUP INC -474 -100.0%
KBR -455 -100.0%
LOPE -443 -100.0%
AVB -429 -100.0%
INTU -429 -100.0%
FLWS -423 -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