Quantinno Capital Management LP

Q4 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2020
Date filed
2/9/2021
Form type
13F-HR
Num holdings
330
Total value ($000)
$129,357
Net value change ($000)
-20,161 (-13.5%)
New positions
83
Sold out positions
125
Turnover %
58.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/16/2020 Next filing: 5/17/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
WBD 745 NEW
BPOP 637 NEW
QCOM 601 NEW
CRUS 600 NEW
JNP 597 NEW
AVNT 581 NEW
PBH 568 NEW
FLWS 529 NEW
KHC 528 NEW
RETAIL OPPORTUNITY INVESTMENTS CORP 522 NEW
Top Reduces (Value $000, Stocks/ETFs)
KRNT -659 -100.0%
CUBIC CORP /DE/ -638 -100.0%
JNJ -619 -100.0%
EBAY -614 -100.0%
FN -609 -100.0%
SITE -605 -100.0%
HUM -604 -100.0%
CTVA -603 -100.0%
BL -598 -100.0%
OMC -597 -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