Quantinno Capital Management LP

Q3 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2021
Date filed
11/15/2021
Form type
13F-HR
Num holdings
236
Total value ($000)
$89,579
Net value change ($000)
+1,380 (1.6%)
New positions
40
Sold out positions
29
Turnover %
21.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/16/2021 Next filing: 2/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 2021
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)
STT 641 NEW
EAT 429 NEW
POWI 426 NEW
CRI 412 NEW
TXRH 404 NEW
SMP 363 NEW
DDD 335 NEW
KFY 320 NEW
NXST 304 NEW
FOXA 287 NEW
Top Reduces (Value $000, Stocks/ETFs)
FIVN -707 -100.0%
XRX -457 -100.0%
SIRI -437 -100.0%
LRN -390 -100.0%
AMWD -356 -100.0%
OMC -342 -100.0%
HUN -338 -100.0%
IRDM -316 -100.0%
KFRC -315 -100.0%
LTC -299 -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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type