Quantinno Capital Management LP
Q3 2023 13F-HR Holdings
Net value change ($000)
+445,975
(25.5%)
New positions
144
Sold out positions
41
Turnover %
4.8%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q2 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)
| AMGN | 12,454 | 66.3% |
| MSFT | 10,375 | 11.8% |
| GOOGL | 9,672 | 38.5% |
| AMZN | 9,528 | 28.6% |
| NVO | 7,706 | 231.1% |
| META | 6,983 | 36.6% |
| BRK-B | 6,322 | 31.3% |
| GOOGL | 5,773 | 29.1% |
| AAPL | 5,586 | 4.8% |
| JNJ | 5,167 | 47.2% |
Top Reduces (Value $000, Stocks/ETFs)
| PFE | -4,413 | -53.9% |
| Univar Solutions Inc. | -3,497 | -100.0% |
| ABT | -3,345 | -53.4% |
| EEFT | -2,982 | -71.2% |
| LIFE STORAGE, INC. | -2,622 | -100.0% |
| SJM | -2,577 | -62.2% |
| Syneos Health, Inc. | -2,572 | -100.0% |
| NKE | -2,487 | -57.8% |
| KO | -2,095 | -41.4% |
| WSC | -2,055 | -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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|