Quantinno Capital Management LP

Q2 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2021
Date filed
8/16/2021
Form type
13F-HR
Num holdings
225
Total value ($000)
$88,199
Net value change ($000)
-3,543 (-3.9%)
New positions
21
Sold out positions
39
Turnover %
20.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/17/2021 Next filing: 11/15/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 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)
AMN 530 NEW
XRX 457 NEW
SIRI 437 NEW
LRN 390 NEW
HUN 338 NEW
KFRC 315 NEW
CROX 294 44.8%
PFGC 291 NEW
SMPL 284 NEW
URBN 262 NEW
Top Reduces (Value $000, Stocks/ETFs)
DAN -576 -100.0%
ALGN -537 -100.0%
WBS -504 -100.0%
PZZA -470 -100.0%
BOOT -454 -100.0%
CDW -420 -100.0%
AVNT -417 -100.0%
TRU -416 -100.0%
DECK -395 -53.2%
MAR -391 -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