Quantinno Capital Management LP

Q1 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2021
Date filed
5/17/2021
Form type
13F-HR
Num holdings
243
Total value ($000)
$91,742
Net value change ($000)
-37,615 (-29.1%)
New positions
17
Sold out positions
104
Turnover %
43.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/9/2021 Next filing: 8/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
PZZA 470 NEW
CAG 373 NEW
UCTT 318 NEW
DLX 278 NEW
LCII 278 NEW
INGR 262 NEW
Great Western Bancorp, Inc. 258 NEW
RJF 233 NEW
OMC 226 NEW
BLD 226 NEW
Top Reduces (Value $000, Stocks/ETFs)
GMED -677 -100.0%
BPOP -637 -100.0%
Mimecast Ltd -627 -100.0%
MPWR -605 -100.0%
QCOM -601 -100.0%
KMB -560 -100.0%
KLIC -559 -100.0%
BJ -558 -100.0%
LFUS -554 -100.0%
ATGE -511 -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