Quantinno Capital Management LP

Q2 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2022
Date filed
8/15/2022
Form type
13F-HR
Num holdings
598
Total value ($000)
$693,186
Net value change ($000)
+37,461 (5.7%)
New positions
147
Sold out positions
76
Turnover %
15.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/12/2022 Next filing: 11/8/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
MSFT 4,013 20.0%
AGCO 3,839 652.9%
MRK 2,187 502.8%
QCOM 2,037 418.3%
LLY 1,935 280.4%
TSLA 1,923 28.3%
INTU 1,908 511.5%
KMB 1,798 NEW
MHK 1,771 381.7%
HOLX 1,756 NEW
Top Reduces (Value $000, Stocks/ETFs)
AAPL -11,301 -13.2%
AMZN -3,141 -21.2%
META -2,722 -54.1%
DXCM -2,687 -100.0%
SPGI -1,998 -61.4%
AMD -1,955 -71.2%
VOO -1,652 -46.0%
AME -1,633 -80.5%
ARES -1,621 -67.5%
KSS -1,607 -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