Quantinno Capital Management LP

Q1 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2022
Date filed
5/12/2022
Form type
13F-HR
Num holdings
527
Total value ($000)
$655,725
Net value change ($000)
+103,380 (18.7%)
New positions
99
Sold out positions
70
Turnover %
14.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2022 Next filing: 8/15/2022 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
AAPL 61,257 254.8%
VOO 3,595 NEW
SPGI 3,252 NEW
AMD 2,745 NEW
V 2,005 94.5%
STE 1,929 NEW
TSLA 1,884 38.4%
DXCM 1,779 195.9%
MDT 1,736 506.1%
AME 1,691 501.8%
Top Reduces (Value $000, Stocks/ETFs)
NEE -4,339 -41.9%
TMO -3,326 -28.6%
ACN -3,268 -34.4%
META -2,894 -36.5%
FFIV -2,647 -61.4%
MSFT -2,528 -11.2%
HD -1,979 -33.7%
LLY -1,736 -71.6%
ADBE -1,730 -34.5%
SBUX -1,552 -80.0%
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