Quantinno Capital Management LP

Q2 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2023
Date filed
8/4/2023
Form type
13F-HR
Num holdings
900
Total value ($000)
$1,750,821
Net value change ($000)
+238,678 (15.8%)
New positions
121
Sold out positions
68
Turnover %
5.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/3/2023 Next filing: 11/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
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 22,561 34.6%
NVDA 10,955 69.6%
AMZN 10,520 46.2%
GOOGL 8,933 81.8%
META 7,331 62.4%
GOOGL 6,956 38.3%
COST 6,303 143.1%
TSLA 6,146 39.7%
LLY 5,588 125.9%
QQQ 5,514 447.9%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -25,271 -17.9%
AMGN -5,548 -22.8%
AYXGBX -2,848 -100.0%
HUN -2,285 -100.0%
OLN -2,174 -68.5%
XOM -2,154 -17.3%
VZ -2,128 -60.9%
WSM -2,104 -78.0%
DLTR -2,091 -80.5%
PYPL -2,036 -74.7%
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