Quantinno Capital Management LP

Q1 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2023
Date filed
5/3/2023
Form type
13F-HR
Num holdings
847
Total value ($000)
$1,512,143
Net value change ($000)
+171,525 (12.8%)
New positions
113
Sold out positions
64
Turnover %
6.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/13/2023 Next filing: 8/4/2023 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
AAPL 49,458 54.1%
MSFT 18,268 39.0%
NVDA 8,788 126.5%
TSLA 8,231 113.3%
META 6,194 111.3%
CRM 5,639 539.1%
AMZN 5,591 32.5%
LIN 5,057 NEW
GOOGL 4,496 32.9%
MDT 3,927 562.6%
Top Reduces (Value $000, Stocks/ETFs)
JNJ -7,328 -53.5%
AMGN -3,987 -14.1%
LIN -3,853 -100.0%
FRCB -2,886 -89.0%
KEL -2,612 -89.1%
WU -2,379 -100.0%
CPRI -2,373 -100.0%
SBAC -2,335 -71.7%
DGX -2,242 -60.3%
DBX -2,180 -81.9%
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