Quantinno Capital Management LP

Q4 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2022
Date filed
2/13/2023
Form type
13F-HR
Num holdings
798
Total value ($000)
$1,340,618
Net value change ($000)
+563,980 (72.6%)
New positions
237
Sold out positions
50
Turnover %
12.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/8/2022 Next filing: 5/3/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
AMGN 26,721 1676.3%
MSFT 18,672 66.2%
AAPL 11,888 15.0%
V 5,981 121.9%
XOM 5,884 103.6%
JPM 5,759 182.6%
ADBE 5,588 285.7%
JNJ 5,154 60.4%
NVDA 4,968 251.3%
NKE 4,494 795.4%
Top Reduces (Value $000, Stocks/ETFs)
TSLA -5,623 -43.6%
RH -1,502 -73.3%
ZM -1,347 -75.4%
EXR -1,194 -100.0%
SEE -1,143 -100.0%
TSN -1,125 -56.2%
MTB -1,075 -100.0%
STZ -1,073 -70.3%
Syneos Health, Inc. -983 -100.0%
VOO -925 -50.4%
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