Quantinno Capital Management Portfolio holdings

Quantinno Capital Management's Q2 2020 Portfolio in Review

As of Q2 2020, Quantinno Capital Management held 494 positions worth $101M, down 37% from $160M the previous quarter. Its ten largest holdings account for 5.6% of the portfolio.

Quantinno Capital Management withdrew a net $80.3M in Q2 2020, closing 183 positions and reducing 142 holdings. Its most notable exit was Hasbro, an estimated $1.01M position sold in full.

By sector, the portfolio is most concentrated in Technology at 23% of assets, down from 24% a quarter earlier, followed by Industrials and Consumer Discretionary.

Against the trend, Quantinno Capital Management opened a new position in HILL-ROM HOLDINGS, INC. worth $603K.

• Quantinno Capital Management's largest Q2 2020 buy was HILL-ROM HOLDINGS, INC.: 5,497 shares worth $603K.
• Quantinno Capital Management added most to Prestige Consumer Healthcare in Q2 2020, an estimated $279K increase.
• Quantinno Capital Management's biggest Q2 2020 reduction was PJT Partners, cutting an estimated $859K.
• Quantinno Capital Management fully exited Hasbro in Q2 2020, selling an estimated $1.01M.
• Quantinno Capital Management's ten largest holdings make up 5.6% of its $101M portfolio in Q2 2020.
• Quantinno Capital Management opened 141 new positions and closed 183 in Q2 2020.
• Quantinno Capital Management's portfolio value fell 37% quarter-over-quarter to $101M.

Based on Quantinno Capital Management's 13F filing for Q2 2020, filed 14 Aug 2020.