Quantinno Capital Management LP

Q3 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2022
Date filed
11/8/2022
Form type
13F-HR
Num holdings
611
Total value ($000)
$776,638
Net value change ($000)
+83,452 (12.0%)
New positions
83
Sold out positions
70
Turnover %
10.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/15/2022 Next filing: 2/13/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
BRK-B 13,414 NEW
AAPL 5,507 7.4%
SPY 4,412 372.6%
TSLA 4,174 47.9%
MSFT 4,117 17.1%
AMZN 3,655 31.3%
XOM 3,089 119.1%
BRK-B 3,067 41.5%
HUM 2,017 611.2%
AVY 1,788 190.8%
Top Reduces (Value $000, Stocks/ETFs)
ADBE -2,368 -54.8%
CMCSA -2,195 -67.2%
WOO -1,948 -100.0%
TREX -1,947 -100.0%
INTC -1,851 -88.0%
MHK -1,777 -79.5%
NVDA -1,502 -43.2%
IAA, Inc. -1,466 -86.0%
QCOM -1,426 -56.5%
DELL -1,411 -69.7%
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